Barbara Wendelberger

Logan Zoellner
Matthew Lucia
Motivation
Dirichlet Principle One stationary
ground state for energy

Solutions to many physical problems
require maximizing or minimizing some
parameter I.
Distance
Time
Surface Area

Parameter I dependent on selected
path u and domain of interest D:



Terminology:
Functional The parameter I to
be maximized or minimized
Extremal The solution path u
that maximizes or minimizes I
( )
, ,
x
D
I F x u u dx =
}
Analogy to Calculus
Single variable calculus:
Functions take extreme values on
bounded domain.
Necessary condition for extremum
at x
0
, if f is differentiable:
( )
0
0 f x = '
Calculus of variations:
True extremal of functional for
unique solution u(x)
Test function v(x), which vanishes
at endpoints, used to find extremal:



Necessary condition for extremal:

( )
, ,
b
x
a
I F x w w dx c
(

=
}
( ) ( ) ( )
w x u x v x c = +
0
dI
dc
=
Solving for the Extremal
Differentiate I[c]:


Set I[0] = 0 for the extremal, substituting terms for c = 0 :




Integrate second integral by parts:



( ) ( )
, ,
b b
x
x
x
a a
w dI d F w F
F x w w dx dx
w w d d
c
c c c c
| |
|
|
\
c c c c
= = +
c c c c
} }
( ) ( )
w
v x c
c
c
=
c
( ) ( )
x
x
w
v x c
c
c
=
c
( )
0
w
v x
c
| |
|
\
c
=
c
( )
0
x
x
w
v x
c
| |
|
\
c
=
c
( )
0 w u x
| |
|
\
=
( )
0
x x
w u x
| |
|
\
=
0
b
x
x
a
dI F F
v v dx
u u dc
| |
| |
|
|
| \
\
c c
= +
c c
}
0
b b
x
x
a a
F F
vdx v dx
u u
c c
+ =
c c
} }
b
b b b
x
x x x x
a a a
a
F F d F d F
v dx v vdx vdx
u u u u dx dx
( | | | |
| | (
| | (
\ \
c c c c
= =
c c c c
} } }
0
x
F
u
b b
a a
F d
vdx vdx
u dx
| | c
|
c
\
c
=
c
} }
0
x
F d F
u dx u
b
a
vdx
(
| |
(
|
|
(
\

c c

c c
=
}
The Euler-Lagrange Equation
Since v(x) is an arbitrary function, the only way for the integral to be zero is
for the other factor of the integrand to be zero. (Vanishing Theorem)


This result is known as the Euler-Lagrange Equation




E-L equation allows generalization of solution
extremals to all variational problems.
0
x
F d F
u dx u
b
a
vdx
(
| |
(
|
|
(
\

c c

c c
=
}
x
F d F
u dx u
(
c c
=
(
c c

Functions of Two Variables
Analogy to multivariable calculus:
Functions still take extreme
values on bounded domain.
Necessary condition for extremum
at x
0
, if f is differentiable:
( ) ( )
0 0 0 0
, , 0
x y
f x y f x y = =
Calculus of variations method similar:
( )
, , , ,
x y
D
I F x y u u u dxdy =
}}
( ) ( ) ( )
, , , w x y u x y v x y c = +
( ) ( )
, , , ,
y
x
x y
x y D D
w
w dI d F w F F
F x y w w w dxdy dxdy
d d w w w
c
c c c c c
| | c
c c c c c
= = + +
|
|
c c c c c c
\
}} }}
0
x y
x y D D D
F F F
vdxdy v dxdy v dxdy
u u u
c c c
+ + =
c c c
}} }} }}
0
x y D
F d F d F
vdxdy
u dx u dy u
(
| |
| | c c c
= ( |
|
|
c c c
( \
\

}}
x y
F d F d F
u dx u dy u
(
(
c c c
= +
(
(
c c c
(


Further Extension
With this method, the E-L equation can be extended to N variables:





In physics, the q are sometimes referred to as generalized position
coordinates, while the u
q
are referred to as generalized momentum.
This parallels their roles as position and momentum variables when solving
problems in Lagrangian mechanics formulism.
1
i
N
i
i q
F d F
u dq u
=
(
c c
=
(
c c
(

Limitations
Method gives extremals, but doesnt indicate maximum or minimum
Distinguishing mathematically between max/min is more difficult
Usually have to use geometry of physical setup

Solution curve u must have continuous second-order derivatives
Requirement from integration by parts

We are finding stationary states, which vary only in space, not in time
Very few cases in which systems varying in time can be solved
Even problems involving time (e.g. brachistochrones) dont change in time
Examples in Physics

Minimizing, Maximizing, and Finding Stationary Points
(often dependant upon physical properties and
geometry of problem)
Calculus of Variations
Geodesics
A locally length-minimizing curve on a surface
Find the equation y = y(x) of a curve joining points (x
1
, y
1
) and (x
2
, y
2
) in order
to minimize the arc length
and
so

Geodesics minimize path length
2 2
ds dx dy = + ( )
dy
dy dx y x dx
dx
' = =
( )
( )
2
2
1
1
C C
ds y x dx
L ds y x dx
' = +
' = = +
} }
Fermats Principle
Refractive index of light in an inhomogeneous
medium
, where v = velocity in the medium and n = refractive index
Time of travel =


Fermats principle states that the path must minimize the time of travel.
c
v
n
=
( ) ( )
2
1
, 1
C C C
C
ds
T dt nds
v c
T n x y y x dx
= = =
' = +
} } }
}
Brachistochrone Problem


Finding the shape of a wire joining two given points such that
a bead will slide (frictionlessly) down due to gravity will result
in finding the path that takes the shortest amount of time.
The shape of the wire will minimize
time based on the most efficient
use of kinetic and potential energy.
( )
( )
( )
2
2
1
1
1
1
,
C C
ds
v
dt
ds
dt y x dx
v v
T dt y x dx
v x y
=
' = = +
' = = +
} }
Principle of Least Action
Calculus of
variations can
locate saddle points
The action is
stationary


Energy of a Vibrating String
Action = Kinetic Energy Potential Energy

at = 0
Explicit differentiation of A(u+v) with
respect to

Integration by parts

v is arbitrary inside the boundary D


This is the wave equation!

| |
2 2
D
u u
A u T dxdt
t x

(
c c | | | |
=
(
| |
c c
\ \
(

}}
( )
d
A u v
d
c
c
+
| |
0
D
u v u v
A u T dxdt
t t x x

c c c c ( | || | | || |
= =
| | | | (
c c c c
\ \ \ \
}}
2 2
2 2
0
u u
T
t x

c c
=
c c
| | | |
2 2
2 2
0
2 2
D
u T u
A u v dxdt
t x
( c c
= =
(
c c

}}
Soap Film
When finding the shape of a soap bubble that spans a wire
ring, the shape must minimize surface area, which varies
proportional to the potential energy.
Z = f(x,y) where (x,y) lies over a plane region D
The surface area/volume ratio is minimized
in order to minimize potential energy from
cohesive forces.
( ) ( ) ( ) { }
2 2
, ;
1
x y
D
x y bdy D z h x
A u u dxdy
e =
= + +
}}