3

Generalizations
of the Basic
Functional

31

Chapter 3: GENERALIZATIONS OF THE BASIC FUNCTIONAL

TABLE OF CONTENTS
Page

3.1.
3.2.
3.3.
3.4.
3.5.
3.

Functionals with Higher Order Derivatives

Several Dependent Variables
Functionals in Parametric Form
Several Independent Variables
Green-Gauss Theorem in m Dimensions
Exercises
. . . . . . . . . . . . . . . . . . . . . .

32

33
33
35
35
36
38

3.2

SEVERAL DEPENDENT VARIABLES

This Chapter provides some generalizations of the basic functional studied in Chapters 1-2.
3.1. Functionals with Higher Order Derivatives
The function is still y = y(x) (one dependent and one independent variable) but the presence of
the second derivative is alllowed. Consider the functional


J=

F(y, y  , y  , x) d x,

(3.1)

where as usual primes denote derivatives with respect to x. Varying the dependent variable y and
its derivatives y  and y  by h, h  and h  , respectively, gives

J =

F
F
F
h +  h  +  h 
y
y
y


(3.2)

d x.

Integrating twice by parts yields


J =


Eh d x +

F
d F


y
d x y 

F
h +  h 
y

b
,

(3.3)

where
E=

d2 F
d F
F
+
.

y
d x y
d x 2 y 

(3.4)

The Euler equation E = 0 is generally a fourth-order ODE whose general solution has four arbitrary
constants. These constants are determined by four boundary conditions, two from each end. For
example, the conditions
y  (a) = ya
(3.5)
ya = y(a) = ya ,
at the left end x = a are essential-essential or EE. On the other hand, the conditions


d F 
F 
F

= 0,
= 0,
y
d x y  a
y  a

(3.6)

are natural-natural or NN. Other possibilities are EN and NE. Considering the right end x = b
there are 24 = 16 possible combinations. Lanczos on page 68 has a good discussion of the plane
beam problem, which leads to a functional of the form (7.1).
If F contains a third derivative, triple integration by parts (omitting boundary terms) gives as Euler
equation
d F
d F
d F
F
+
+
(3.7)

E=
y
d x y
d x 2 y 
d x 3 y 
and so on. The general expression for E for arbitrary number of derivatives is given in Gelfand and
Fomin, Sec. 11.
33

Chapter 3: GENERALIZATIONS OF THE BASIC FUNCTIONAL

3.2. Several Dependent Variables

Next we generalize the basic functional to n 1 dependent variables y1 = y1 (x), y2 = y2 (x),
. . . yn = yn (x) whose first derivatives appear in F:
 b
F(y1 , . . . yn , y1 , . . . yn , x) d x
(3.8)
J=
a

where the yi = yi (x) are C 1 functions in [a, b] and primes denote derivatives with respect to x. It
is often convenient to use vector notation

y
y1

1
y = ... , y = ...
(3.9)
J=
F(y, y , x) d x,
yn

yn
The first variation of J in component notation is


b
 
d F
F
F

hi ,
hi d x +
J =
yi
d x yi
yi
a

i = 1, . . . n.

where the summation convention has been used. In vector notation



 b
 b
F T
F F T
J =
h dx +
h
y y 
y
a

(3.10)

(3.11)

It is convenient to call
f i = F yi ,

pi =

F
,
yi

i = 1, . . . n.

(3.12)

. In analytical dynamics f i and pi often have the interpretation of generalized forces and momenta,
respectively, and we shall often call them that even in other applications.
The n-vectors f and p are defined in the usual manner. Then the preceding equation may be
abbreviated to

 b

a
dp T
h d x + pT h b
(3.13)
f
J =
dx
a
The Euler equations and boundary conditions are
dp
= f,
dx
pi = 0 or yi = h i = 0 at x = a,
pi = 0 or yi = h i = 0 at x = b,

(3.14)
i = 1, . . . n
i = 1, . . . n

(3.15)

From the above expressions it is seen that there are 2n possible combinations of essential and natural
boundary conditions, a number that grows rapidly with n. For example if n = 20 there are about
one million possible combinations.
For details on the derivation of these results see Chapter 9 of Gelfand and Fomin.
34

3.4

SEVERAL INDEPENDENT VARIABLES

Example 3.1. Dynamical system of n linearly interacting particles. The action integral is

t2

t2

Ldt =

S=
t1

t1

(T U P) dt
t1

1

m u 2
2 i i

1
k (u i
2 ij

(3.16)

u j ) + f i u i dt
2

t0

where T , U and P denote the kinemtic energy, the internal energy and the potential of applied forces,
respectively, t is time, u i = u i (t) are the particle motions about equilibrium positions, m i the particle masses,
ki j the stiffness coefficients that characterize interaction forces within particles, f i are applied forces, and a
superposed dot denotes temporal derivative. Hamiltons principle states that S = 0. Since S fits the format
of the functional (7.9), the Euler equations are are
m i u 2 ki j (u i u j ) + f i = 0,

(3.17)

or, in matrix form and reorganzing terms

Mu + Ku = f.

(3.18)

This is the fundamental equilibrium equation of undamped linear mass-discrete dynamics.

3.3. Functionals in Parametric Form



Consider
J=

t1

(y, y , x, x)
dt,

t0

where x = x(t), y = y(t), () d/dt. These functionals are said to be in parametric form. They
often occur in dynamics where t is time and the pair x(t), y(t) denotes a trajectory in (x, y) space.
Parametric functionals have many facets in common with the case treated in the previous section.
They are studied in some detail in Gelfand and Fomin, Sec. 10, where it is shown that one gets two
Euler equations
d 

d 


= 0,

= 0.
(3.19)
x
dt h x
y
dt h y
These are not independent, but are connected by a differential constraint.
3.4. Several Independent Variables
This case includes most application problems involving continuous media in two or three space
dimensions. The associated functionals involve multidimensional integrals. The Euler equations
are partial differential equations (PDEs) rather than ODEs. The boundary conditions are now given
over sets of boundary points forming curves, surfaces or surface-time boundaries. The essential
tool for passing from the variational to the weak form is the Green-Gauss theorem in multiple
dimensions (also called the divergence theorem), which is a generalization of the integration by
parts formula.
For definiteness, in this section we consider the simplest functional of this form, with one independent variable z and two independent variables x, y:

F(z, z x , z y , x, y) d

(3.20)
J=

35

Chapter 3: GENERALIZATIONS OF THE BASIC FUNCTIONAL

where z = z(x, y) is a C 1 function taken over the two-dimensional domain

. Then

 
F
F
F
J =
h+
hx +
h y d

z
z x
z y

(3.21)

where z = h, z x = h x , z y = h y , the variation h being a function of x, y satisfying essential

B.C. Integration by parts gives



F
d F
F
h x d
=
h d
+
cos(n, x)h d
(3.22)

z x

d x z x
 z x



F
d F
F
h y d
=
h d
+
cos(n, y)h d
(3.23)

z x

dy z y
 z y
Adding:

 

F
F
hx +
hy
z x
z y

 
d
=

dp y
dpx
+
dx
dy


h d
+

pn h d

(3.24)

F , p = F , p = p n + p n . This is a special case of the n-dimensional

where px = z
y
x x
y y
z y n
x
Green-Gauss theorem (divergence theorem) covered in the next section. Substituting into J yields

 

d
d
F
J =
pn h d.
(3.25)

px
p y h d
+
z
dx
dy


The Euler equation is
E = Fz

d
d
px
py = 0
dx
dy

in
.

(3.26)

To enunciate the boundary conditions, it is convenient to split the boundary as  : e n , where

e and n are the portions of  over which essential and natural B.C.s, respectively, are given.
These parts are disjoint, i.e. e n : 0. Mathematically:
essential:
natural:
3.5.

h = 0 or
pn = 0

z = z

on
on

e
n

(3.27)

Green-Gauss Theorem in m Dimensions

In the sequel,
denotes an m-dimensional domain referred to a rectangular Cartesian system x =
(x1 , x2 , . . . xm ). [In practical applications n 4]. The domain is bounded by a boundary  with unit
external normal n = (n 1 , . . . n m ). Let h = h(x1 , . . . xm ) = h(x) be a C 1 scalar function in
, and
pi = pi (x1 . . . , xn ) = pi (x) are n scalar C 1 functions. Then Green-Gauss theorem in m dimensions (also
called the divergence theorem) reads in component notation with summation convention over i = 1, . . . m
implied:




( pi h) d
=
pi n i h d =
pn h d,
(3.28)

xi


where pn = pi n i . Expanding the domain term:

pi
h d
+
xi

h
pi
d
=
xi

36


pn h d.


(3.29)

3.5 GREEN-GAUSS THEOREM IN M DIMENSIONS

In vector notation


divp h d
+


p gradh d
=
T

(3.30)

pn h d.


This theorem is the basis for the variation-homogenization step in constructing weak forms. For example,
consider the case of one dependent variable u = u(x, y, z) and three independent variables (x, y, z):

F(u, u x , u y , u z , x, y, z) d
,

J=

(3.31)

where
is a three-dimensional domain. The first variation is

 

J =

F
F
F
F
h+
hx +
hy +
hz
u
u x
u y
u z


(3.32)

d
.

Now apply Green-Gausss theorem for m = 3, with x1 = x, x2 = y, x3 = z, p1 = F/u x , p2 = F/u y ,

and p3 = F/u z :

 

h
h
h
p1
+ p2
+ p3
x1
x2
x3

 

Then
J =

 

d
=

p1
p2
p3
+
+
x1
x2
x3

F
d F
d F
d F

y
d x u x
dy u y
dz u z

h d

pn h d.

(3.33)


h d
+

pn h d,

(3.34)

which immediately yields the Euler equation and the essential/natural boundary conditions.
The topic of multiple independent variables is briefly sketched in Chapter 5 (Chapter 1) of Gelfand-Fomin, and
retaken in full generality in their Chapter 7. Lanczos treats the subject in his Chapter XI entitled Mechanics
of Continua, but this add-on to the initial editions is weak and not up to the standards of his previous Chapters.

37

Chapter 3: GENERALIZATIONS OF THE BASIC FUNCTIONAL

Homework Assignment for Chapter 3

EXERCISE 3.1 Find a first integral of the Euler equation (7.4) if the functional (7.1) is a function of y  only,

that is F = F(y  ). Hint: the Euler equation (d 2 /d x 2 ) F/ y  = 0 can be immediately integrated twice in x.)
EXERCISE 3.2 (Gelfand-Fomin) Find the extremals of the functional

/2

(y  y 2 + x 2 ) d x
2

J=
0

subject to the boundary conditions

y  (0) = 0,

y(0) = 1,

y(/2) = 0,

y  (/2) = 1

Partial answer: y = 12 (1 + e/2 )e x + 3 more terms.

EXERCISE 3.3 (Gelfand-Fomin) Find the extremals of

/2

(y  + z  + 2yz) d x
2

J=

where y = y(x) and z = z(x), subject to the boundary conditions

y(0) = 0,

y(/2) = 1,

z(0) = 0,

z(/2) = 1

(Hint: exploit symmetry in the appearance of y and z).

EXERCISE 3.4 (Gelfand-Fomin; tougher). Find the Euler equation and the boundary term that gives essential/natural boundary conditions for the two-dimensional functional

F(u, u x , u y , u x x , u x y , u yy , x, y) d
,

J=

(E3.1)

where u = u(x, y) is a C 2 function over the domain

with boundary :

Hint: use the integration-by-part formulas given in Exercise 4 of Chapter 7 of Gelfand-Fomin, and the hint
for Exercise 5. The abbreviations px = F/u x , p y = F/u y , pn = px c + p y s, m x x = F/u x x ,
m x y = F/u x y , m yy = F/u yy , m nn = qx x c2 + q yy s 2 + 2qx y sc, m tt = qx x s 2 + q yy c2 2qx y sc, etc. with
c = cos(n, x) = d x/d, s = cos(n, x) = dy/d, may be useful. [This result will be used later for bending
of thin elastic plates, where u represents the transverse displacement, F the strain energy, p the plate slopes,
and m the bending moments. If you desperately need help, read pp. 8891 of Timoshenkos Plates and
Shells.]

38