Unit 5 - Cov-Mm
Unit 5 - Cov-Mm
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Department of Mathematics
CALCULUS OF VARIATION
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Introduction
• Minimization principles form one of the most wide-ranging means of formulating mathematical models
governing the equilibrium configurations of physical systems. Moreover, many popular numerical
integration schemes such as the powerful finite element method are also founded upon a minimization
paradigm. In these notes, we will develop the basic mathematical analysis of nonlinear minimization
principles on infinite-dimensional function spaces — a subject known as the “calculus of variations”.
• The calculus of variations is a field of mathematics about solving optimization problems. The methods of
calculus of variations to solve optimization problems are very useful in mathematics, physics and
engineering. Therefore, it is an important field in contemporary research. However, the calculus of
variations has a very long history, which is interwoven with the history of mathematics.
• In 1696, Johan Bernoulli came up with one of the most famous optimization problems: the brachistochrone
problem. His brother Jakob Bernoulli and the Marquis de l'Hôpital immediately were interested in solving
this problem, but the first major developments in the calculus of variations appeared in the work of
Leonhard Euler. He started in 1733 with some important contributions in his Elementa Calculi
Variationum. Joseph-Louis Lagrange and Adrien-Marie Legendre came up with some important
contributions. These big names were not the only contributors to the calculus of variations. Isaac Newton,
Gottfried Leibniz, Vincenzo Brunacci, Carl Friedrich Gauss, Siméon Poisson, Mikhail Ostrogradsky and
Carl Jacobi also worked on the subject. Not forget to mention Karl Weierstrass: he was the first to place
the subject on an unquestionable foundation.
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Introduction
• The underlying physical principle, first formulated by the seventeenth century French mathematician Pierre de Fermat,
is that, when a light ray moves through an optical medium, it travels along a path that minimizes the travel time.
• In the 20th century, David Hilbert, Emmy Noether, Leonida Tonelli, Henri Lebesgue and Jacques Hadamard studied
the subject. The calculus of variations is thus a subject with a long history, a huge importance in classical and
contemporary research and a subject where many big names in mathematics and physics have worked on. Therefore, it
is a very interesting subject to study. The basic ideas that are needed will be explained. When the theory behind the
calculus of variations is understood, some basic problems will be solved.
• Minimization problems that can be analyzed by the calculus of variations serve to characterize the equilibrium
configurations of almost all continuous physical systems, ranging through elasticity, solid and fluid mechanics, electro-
magnetism, gravitation, quantum mechanics, string theory, and many, many others. Many geometrical configurations,
such as minimal surfaces, can be conveniently formulated as optimization problems. Moreover, numerical
approximations to the equilibrium solutions of such boundary value problems are based on a nonlinear finite element
approach that reduces the infinite-dimensional minimization problem to a finite-dimensional problem.
• The best way to appreciate the calculus of variations is by introducing a few concrete examples of both mathematical
and practical importance. Some of these minimization problems played a key role in the historical development of the
subject. And they still serve as an excellent means of learning its basic constructions such as Minimal Curves, Optics,
and Geodesics. The minimal curve problem is to find the shortest path between two specified locations. A closely
related problem arises in geometrical optics, and to construct the geodesics on a curved surface, meaning the curves of
minimal length.
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Functionals:
Calculus of variations is a subject that deals with functionals. So in order to understand the method of calculus of
variations, first need to know what functional are. In a very short way, a functional is a function of a function.
To make it more clear a functional is a quantity whose values are determined by one or several functions. Thus the
domain of a functional is a set of admissible functions, rather than a region of a coordinate space.
Defn:
Consider the function 𝑓(𝑥, 𝑦, 𝑦 ′ ) in the interval[𝑥1 , 𝑥2 ].
𝑥2
The definite integral 𝐼 = 𝑥(𝑓 𝑥, 𝑦, 𝑦 ′ ) 𝑑𝑥 is called a functional associated with the function f.
1
Extremal of a functional:
Consider the function 𝑓(𝑥, 𝑦, 𝑦 ′ ) in the interval [𝑥1 , 𝑥2 ]. Let 𝑌 = 𝑦 𝑥 + 𝜖𝜂(𝑥), where 𝜖 is
independent of x and 𝑌 ′ = 𝑦′ 𝑥 + 𝜖𝜂′(𝑥).
Euler – Lagrange equation is a differential equation which gives the condition for extremization of the
functional.
𝑥2
Statement: A necessary condition for the functional 𝐼 = 𝑥(𝑓 𝑥, 𝑦, 𝑦 ′ ) 𝑑𝑥 to be an extremum is that
1
𝜕𝑓 𝑑 𝜕𝑓
− = 0.
𝜕𝑦 𝑑𝑥 𝜕𝑦 ′
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Particular cases:
𝜕𝑓
1. When f is independent of y, i.e, = 0.
𝜕𝑦
𝑑 𝜕𝑓
Therefore Euler equation becomes = 0,
𝑑𝑥 𝜕𝑦 ′
𝜕𝑓
⇒ = constant.
𝜕𝑦 ′
𝜕𝑓
2. When f is independent of x, i.e., = 0.
𝜕𝑋
𝑑 ′ 𝜕𝑓
From equation (5) 𝑓−𝑦 ′ = 0,
𝑑𝑥 𝜕𝑦
′ 𝜕𝑓
⇒𝑓− 𝑦 ′ =constant.
𝜕𝑦
𝜕𝑓 𝜕𝑓
3. When f is independent of both x and y, i.e. = 0, = 0.
𝜕𝑋 𝜕𝑦
𝜕2 𝑓
From equation (6) 𝑦 ′′ = 0,
𝜕 𝑦′ 2
′′ 𝜕2 𝑓 𝜕𝑓
If 𝑦 ≠ 0 = 0, ⇒ =constant.
𝜕 𝑦′ 2 𝜕𝑦 ′
𝜕2 𝑓
If ≠ 0 then 𝑦 ′′ = 0 ⇒ 𝑦 = 𝑎𝑥 + 𝑏 is the extremal curve.
𝜕 𝑦′ 2
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Examples:
𝑥2
1. Find the extremal of the functional 𝑥 𝑦′ 2
+ 2𝑦 𝑑𝑥.
1
Solution: 𝑓 𝑥, 𝑦, 𝑦 ′ = 𝑦 ′ 2 + 2𝑦.
Euler’s equation to extremize the functional is
′ 𝜕𝑓
𝑓−𝑦 ′ = constant,
𝜕𝑦
𝑦 + 2𝑦 - 𝑦 ′ (2 𝑦 ′ ) = c,
′ 2
2𝑦 − 𝑦 ′ 2 = c,
𝑦 ′ 2 = 2𝑦 − c
𝑑𝑦
= ±𝑑𝑥
2𝑦−c
2𝑦 − c = ± 𝑥
2𝑦 − c = 𝑥 2
1 2
𝑦= (𝑥 +c)
2
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Example
1
2. Obtain the extremal of the functional 𝐼 = 0 𝑦′ 2
+ 12𝑥𝑦 𝑑𝑥, 𝑦 0 = 0, 𝑦 1 = 1.
Solution: 𝑓 𝑥, 𝑦, 𝑦 ′ = 𝑦 ′ 2 + 12𝑥𝑦.
Euler’s equation to extremize the functional is
𝜕𝑓 𝑑 𝜕𝑓
− = 0,
𝜕𝑦 𝑑𝑥 𝜕𝑦 ′
𝑑
12𝑥 − 2𝑦 ′ = 0,
𝑑𝑥
⇒ 𝑦 ′′ = 6𝑥.
Integrating,
𝑦 ′ = 3𝑥 2 + 𝑐1 .
Again integrating ,
𝑦 = 𝑥 3 + 𝑐1 𝑥 + 𝑐2 .
When 𝑥 = 0, 𝑦 = 0 ⇒ 𝑐2 = 0.
When 𝑥 = 1, 𝑦 = 1 ⇒ 1 + 𝑐1 = 1 ⇒ 𝑐1 = 0.
∴ The curve 𝑦 = 𝑥 3 extrimizes the functional .
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Geodesics:
Geodesics is a curve of shortest length joining two points on any surface.
Geodesics on a plane:
Show that the straight line is the shortest distance curve joining two points 𝐴 𝑥1 , 𝑦1 and 𝐵 𝑥2 , 𝑦2 in a plane.
OR
Show that geodesic on the plane is a straight line.
Proof:
Let 𝐴 𝑥1 , 𝑦1 and 𝐵 𝑥2 , 𝑦2 be any two points on the plane. Let ds be the element of arc length of the curve
joining these two points
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𝑑𝑠 = 1 + 𝑦′ 2 𝑑𝑥.
𝐵
∴ The total length of the arc joining A and B is 𝑠 = 𝑠𝑑 𝐴.
𝐵 𝑥2
𝑠= 𝐴 1+ 𝑦′ 2 𝑑𝑥 = 𝑥 1 + 𝑦′ 2 𝑑𝑥 . (1)
1
Here 𝑓 𝑥, 𝑦, 𝑦 ′ = 1 + 𝑦′ 2 .
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Brachistochrone Problem (Greek words, Brachistos means shortest and Chronos means time)
Brachistochrone Problem (Greek words, Brachistos means shortest and Chronos means time)
Find the path in which a particle, in the absence of friction, will slide from one point to another in the shortest time
under the action of gravity.
Proof:
Consider the particle initially at point 𝐴. for convenience; consider the point 𝐴 to coincide with origin. Let the
horizontal line through 𝐴 be the 𝑥 −axis and let the 𝑦 −axis be vertically downwards as the particle is sliding down
due to gravity. Let 𝑃(𝑥, 𝑦) be any point on the curve joining 𝐴(0,0) and 𝐵 𝑥1 , 𝑦1 , where 𝐴 and 𝐵 are on different
vertical planes but not along the same vertical line. Let 𝑑𝑠 represent the element of arc length. If 𝑑𝑡 represents the
𝑑𝑠
time taken by the particle to travel a distance 𝑑𝑠, then velocity of the particle 𝑣 = .
𝑑𝑡
From the law of conservation of energy,
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Kinetic Energy 𝐾𝐸 + (Potential energy)𝑃𝐸 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡, i.e., at any point on the curve, gain in 𝐾𝐸 = loss in
𝑃𝐸.
1
i.e., 𝑚𝑣 2 = 𝑚𝑔𝑦
2
where m → mass of the particle
g→ acceleration due to gravity
y → vertical displacement of the particle
1 𝑑𝑠 2
∴ = 𝑔𝑦, (1)
2 𝑑𝑡
𝑑𝑠
⇒ = 2𝑔𝑦,
𝑑𝑡
𝑑𝑠
⇒ 𝑑𝑡 = .
2𝑔𝑦
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If ′𝑇 ′ represents the total time taken by the particle in sliding down to point 𝐵, then
𝐵
𝑇= 𝑡𝑑 𝐴,
𝑥1 𝑑𝑠 𝑥1 1+ 𝑦 ′ 2
⇒𝑇= 0 = 0 𝑑𝑥 . (2)
2𝑔𝑦 2𝑔𝑦
To find the path of minimum time, it is required to extremize the functional (2).
1 1+ 𝑦 ′ 2
Consider = .
2𝑔 𝑦
′ 𝑑𝑓
As 𝑓 is independent of 𝑥, the Euler’s equation is 𝑓 −𝑦 = 𝑐.
𝑑𝑦′
1 ′ 2 ′ 𝑦′
⇒ 1+ 𝑦 − 𝑦 = 𝑐,
2𝑔𝑦 1+ 𝑦 ′ 2
1 1
⇒ = 𝑐,
2𝑔 𝑦 1+ 𝑦′ 2
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1
⇒ 𝑦 1+ 𝑦′ 2 = ,
𝑐 2𝑔
′ 2 1
⇒𝑦 1+ 𝑦 = 2 ,
2𝑐 𝑔
′ 2 2 2 1
⇒𝑦 1+ 𝑦 =𝑘 where 𝑘 = 2 ,
2𝑐 𝑔
𝑘2 𝑘 2 −𝑦
⇒ 1 + 𝑦′ 2
= 𝑜𝑟 𝑦 ′ 2
= ,
𝑦 𝑦
′ 𝑑𝑦 𝑘 2 −𝑦
⇒𝑦 = = ,
𝑑𝑥 𝑦
𝑦
⇒𝑥= 2 𝑑𝑦 + 𝑘1 .
𝑘 −𝑦
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2 2 𝜃 𝑘2
Put 𝑦 = 𝑘 sin = 1 − 𝑐𝑜𝑠𝜃 , (3)
2 2
2 𝜃 𝜃
⇒ 𝑑𝑦 = 𝑘 𝑠𝑖𝑛 𝑐𝑜𝑠 𝑑𝜃,
2 2
𝜃
𝑘2 sin 2
𝜃 𝜃
2 2
∴𝑥= 𝜃 𝑘 𝑠𝑖𝑛 𝑐𝑜𝑠 𝑑𝜃 + 𝑘1 ,
𝑘 2 1−sin2 2 2
2
2 𝜃
sin 𝜃 𝜃
2 2
⇒𝑥= 𝜃 𝑘 𝑠𝑖𝑛 𝑐𝑜𝑠 𝑑𝜃 + 𝑘1 ,
cos2 2 2
2
2 2 𝜃
⇒𝑥=𝑘 sin 2 𝑑𝜃 + 𝑘1 ,
𝑘2
⇒𝑥= (1 − 𝑐𝑜𝑠𝜃)𝑑𝜃 + 𝑘1 ,
2
𝑘2
⇒𝑥= 𝜃 − 𝑠𝑖𝑛𝜃 + 𝑘1 , (4)
2
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The red brachistochrone (inverted cycloid) curve is the curve of fastest descent between two points.
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Proof:
Let 𝑃(𝑥1 , 𝑦1 ) and 𝑄(𝑥2 , 𝑦2 ) be two fixed point of the hanging cable. Let x- axis be the line of reference. Let ds
be the element of arc length of the cable. Let 𝜌 be the density of the cable so that 𝜌𝑑𝑠 is the mass of the element.
If g is the acceleration due to gravity then the potential energy is given by
𝑃𝐸 = 𝑚𝑔ℎ = (𝜌𝑑𝑠)𝑔𝑦.
Therefore total PE of the cable is given by,
𝑄 𝑥2 𝑑𝑠
𝐼= 𝑦𝑔𝑠𝑑𝜌 𝑃 = 𝑥𝑑 𝑦𝑔𝜌 𝑥.
1 𝑑𝑥
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⇒ 𝜌𝑔 𝑦(1 + 𝑦 ′ 2 )– 𝑦 𝑦 ′ 2
= 𝑐 1 + 𝑦′ 2 ,
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Integrating,
−1 𝑦
cosh = 𝑘𝑥 + 𝑘1 ,
1/𝑘
1
𝑦= cosh 𝑘𝑥 + 𝑘1 ,
𝑘
which represents a catenary.
Therefore a cable between two fixed points hangs in the form of a catenary.
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Examples:
1. 3.
A chain hanging from points forms a catenary. The silk on a spider's web forming multiple elastic catenaries.
2.
1
⇒ 2𝜋𝑦 = 𝑐,
1+ 𝑦′ 2
𝑐
⇒ 1+ 𝑦′ 2 = 𝑘𝑦 where 𝑘 = ,
2𝜋
′ 2 2 2 ′ 1
⇒1+ 𝑦 =𝑘 𝑦 , ⇒𝑦 =𝑘 𝑦2 − 2,
𝑘
𝑑𝑦 1 𝑑𝑦
⇒ =𝑘 𝑦2 − 2 , ⇒ = 𝑘𝑑𝑥.
𝑑𝑥 𝑘 1
𝑦2− 2
𝑘
Integrating,
𝑑𝑦
1
= 𝑥𝑑𝑘 ,
𝑦2− 2
𝑘
−1 𝑦
⇒ cosh = 𝑘𝑥 + 𝑘1 ,
1/𝑘
1
𝑦= cosh 𝑘𝑥 + 𝑘1 . (2)
𝑘
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−1 𝑦
⇒ cosh = 𝑘𝑥 + 𝑘1 ,
1/𝑘
1
𝑦= cosh 𝑘𝑥 + 𝑘1 . (2)
𝑘
The expression given by (2) is the extremal curve of the functional (1) which minimizes or maximizes the area.
The curve given by (2) represents a catenary and the surface generated is called a catenoid. Knowing the boundary
conditions at 𝑥1 𝑎𝑛𝑑 𝑥2 , it is possible to find the constants 𝑘 and 𝑘1 .
Examples
1.Surface of revolution generated by catenaries(graphs of hyperbolic cosines )are called catenoids.
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Video links:
1. Right circular cylinder - https://www.youtube.com/watch?v=C8-rU9XoGxs
2. Sphere - https://www.youtube.com/watch?v=48Mal2asfEY
3. Right circular cone -https://www.youtube.com/watch?v=oN0q2Q5fh68
4. Brachistochrone problem - https://www.youtube.com/watch?v=skvnj67YGmw ,
https://www.youtube.com/watch?v=Cld0p3a43fU
5. Application problem - https://www.youtube.com/watch?v=l_ffdarcJiQ
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