Beyond Positive Thinking

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Beyond Positive Thinking

© All Rights Reserved

Als PDF, TXT **herunterladen** oder online auf Scribd lesen

- Lagrangian and Hamiltonian Relativistic Mechanics
- Donovan Hemmelgarn 3501 Fall 2008 Web
- Euler-Lagrange
- A Review of Contact Algorithms
- Low Temperature Physics
- Modeling
- Sharif UK-ass1
- I.A. Bandos and A.A. Zheltukhin- D=10 Superstring: Lagrangian and Hamiltonian Mechanics in Twistor-Like Lorentz Harmonic Formulation
- On Shape Optimization Problems Involing Fractional Laplacian
- Reconstruction of Variational Iterative Method for Solving Fifth Order Caudrey-Dodd-Gibbon (CDG) Equation
- Tomohiro Yanao, Wang S. Koon and Jerrold E. Marsden- Mass Effects and Internal Space Geometry in Triatomic Reaction Dynamics
- 2001-aam
- Libro4-Polard
- Wrinkle to Fold Transition - Influence of the Substrate Response
- AIAA Paper
- Study Guide- Final
- Funky Mechanics Concepts
- lagrange EX.pdf
- II IIT IRP Maths WS-14 Q + soln
- functions.pdf

Sie sind auf Seite 1von 22

Jim Emery

Edited: 12/2/2013

Contents

1 About the History of the Calculus of Variations. 2

tial Equation 8

5 The Catenary 10

lem. 11

8 Dispersion 14

Equations 14

10 Geodesics 14

scent Time 15

1

13 Plateaus Problem, Minimal Surfaces 15

15 Problems 16

15.1 Coupled Oscillators Solved Using the Lagrangian . . . . . . . 16

16 Dirichlets Principle 17

17 Bibliography 17

entiating Under the Integral Sign 19

ations.

The calculus of variations has a very long history stretching back to Fermat

(1601 or 1607 to 1665) and Newton (1642 to 1727).

See the book by Goldstine, A History of the Calculus of Variations:

from the 17th through the 19th Century, which is listed in the bibli-

ography and is in Linda Hall Library.

Goldstine takes as the beginning of the Calculus of Variations Fermats

Principle of least time in optics. So according to Fermat a light ray takes

a path through a medium where the velocity of light varies, in such a way,

that the time of travel of the ray is minimized. Fermat deduced what is now

called Snells law of refraction for the bending or refraction of light, as a ray

passes through an interface between two media. Fermats Principle can be

deduced mathematically from Huygens Principle of secondary waves.

According to Goldstine Newton has a certain variational minimization

problem that occurs in his principia, although the solution of this stated

problem was given without any derivation (I should look this up). In the

history of mathematics, often problems are posed and then sometimes solved,

but often not quite correctly. The solutions are improved over time as new

concepts and methods are introduced into mathematics. This makes such

history important and illuminating, showing how important mathematical

ideas were created.

2

2 The Simplest Problem

The most common problem of the Calculus of Variations is the one dimen-

sional problem of finding the extreme value of a functional consisting of the

integral of an expression involving a variable t, a function of f (t), and the

derivative of the function f 0 (t). The variation in the title is the variation of

the function over the interval of integration. This has some similarity to the

concept of the differential of a dependent variable considered as a function of

some independent variable about some fixed value of the independent vari-

able. So the minimum or maximum value of such a single function occurs at

the point where the differential or variation vanishes. This is the same point

where the derivative of the function vanishes. In the calculus of variations

it is a function acting as the independent variable, rather than a point

as independent variable in the case of elementary calculus. Such problems

occur in determining shortest path or geodesic in geometry, or least time in

optics, or the path of motion in mechanics.

Let us define the problem. Consider a class of functions defined on the

closed interval [t1 , t2 ] of the real line. These functions are to be in the class

C 2 [t1 , t2 ], meaning that the second derivatives are continuous. Let F be

a function of three variables so that its partial derivatives of order 2 are

continuous. We write Di F for the first partial derivative of F with respect

to the ith coordinate. That is for example if i = 2, then

F (x1 , x2 , x3 )

D2 F (x1 , x2 , x3 ) = .

x2

We are given a functional G(f ) defined by the integral

Z t2

G(f ) = F (t, f (t), f 0(t))dt

t1

the integral.

The problem is to find a function f in the class C 2 [t1 , t2 ] that produces

an extreme value of the functional, either a minimum or a maximum.

We shall show below that a necessary condition for an extremum is that

the function f satisfy Eulers differential equation

d

D2 F (t, f (t), f 0(t)) [D3 F (t, f (t), f 0(t))] = 0.

dt

3

Let us put this in a somewhat more intuitive form. So suppose we use

the variables x, y, y 0 in the function F . So that we have F (x, y, y 0), where x

is our independent variable, y is a function of x and y 0 is the derivative of y,

also a function of x. Then Eulers equation for an extremum of the problem

above is

" #

F d F

= 0.

y dx y 0

ically confusing, because it contains a derivative with respect to a variable

y 0, but which appears to be a derivative of y, and so not an independent

variable. But the first Eulers equation clarifies the meaning.

Let us pause here to solve maybe the most simple problem of this type

using Eulers equation.

Problem . Find the curve that minimizes the distance between two points

in the plane.

We know of course, that the solution to this problem is the straight line

joining the two points. However, we shall find the solution as a solution to

Eulers equation in order to illustrate the method.

So suppose the curve is to pass through the points (x1 , y1 ) and (x2 , y2 ).

Suppose x1 is not equal to x2 . We calculate the distance between the points

with the integral Z x2 q

1 + y 02 dx.

x1

q q

ds = dx2 + dy 2 = 1 + (dy/dx)2dx.

Our function F (x, y, y 0) = 1 + y 02 .

So the Euler differential equation for this problem is

" #

F d F

= 0,

y dx y 0

which reduces to

" #

d F

= 0,

dx y 0

4

because here F is not a function of y.

So

F

=c

y 0

for some arbitrary constant c.

We have

F y0

=

y 0 1 + y 02

So

y0

= c.

1 + y 02

Squaring and simplifying we have

c

y0 = .

1 c2

Then integrating we have

c

y= x + b,

1 c2

or

y = mx + b,

which is the equation of a straight line, where constants c and b are cho-

sen to make the line pass through the given points (x1 , y1 ) and (x2 , y2 ).

Notice that m = c/ 1 c2 takes on all real values for 1 < c < 1.

Problem . Find the equation of motion for a particle under a central force

field, using the Lagrangian.

First let us write down the differential equation for this problem using

Newtons second law. We assume that there is a central force directed to the

origin of the coordinate system. Consider the motion of a particle of mass

m located at

r = xi + yj + zk.

The norm or length of this vector is

q

krk = x2 + y 2 + z 2

5

We also write this as r. A unit vector directed toward the particle is

r

ur =

r

We have for our differential equation of motion

d2 r ur

= 2 ,

dt 2 x + y2 + z2

which also can be written as

d2 r r

= 2 ,

dt 2 (x + y + z 2 )3/2

2

where we have assumed the constant multiplying the force on the left is 1 and

that the particle has mass 1. We do this in order to avoid carrying constants

along in all of the equations.

The component equations are

d2 x x

= ,

dt2 (x2 + y 2 + z 2 )3/2

d2 y y

= 2 ,

dt 2 (x + y + z 2 )3/2

2

and

d2 z z

= 2 .

dt 2 (x + y + z 2 )3/2

2

L= T V

where T is the Kinetic Energy and V is the potential energy. The curve of

motion is given as the curve that minimizes the integral of time of L. The

solution of this variational problem is a solution of the Euler equations, which

are called Lagranges equations in mechanics.

Again let a particle have mass 1. Let the position vector of the particle

be

r = xi + yj + zk

6

Suppose there is a central force inversely proportional to the distance to the

origin r = krk Then the potential energy is

1 1

V = = 2 .

r x + y2 + z2

The difference in potential energy between two locations is computed by

computing the work done in moving a particle between the locations. The

kinetic energy is

1

T = (x02 + y 02 + z 02 ).

2

So

1 1

L = (x02 + y 02 + z 02 ) + 2

2 x + y2 + z2

Lagranges equation for coordinate x is

" #

L d L

= 0.

x dt x0

L

= x(x2 + y 2 + z 2 )3/2

x

L

= x0

x0

" #

d L

= x00

dt x0

x

x00 = .

(x2 + y 2 + z 2 )3/2

cos(x )

x00 = ,

r2

where cos(x ) is the direction cosine of r with respect to the x-axis.

7

That is the acceleration in the x direction is the component of the central

force in the direction of the x axis, which is just Newtons law.

The equations for y and z are similar. So we have just demonstrated here

that Lagranges equations are the Euler-Lagrange equations for the varia-

tional problem of minimizing the integral of L, and that these equations are

equivalent to Newtons second law fob this particular problem. In this special

case the differential equation is of course already known. In general the vari-

ational method can result in huge simplification of the mechanics problem

and often works so that forces of constraint need not be computed.

Eulerss Differential Equation

So consider our problem of finding the extremum (minimum or maximum)

of the functional

Z t2

G(f ) = F (t, f (t), f 0 (t))dt.

t1

Suppose that f does give the extremum. Let (t) be an arbitrary fixed

2

C function that vanishes at t1 and at t2 . Consider the function

Z t2

H() = G(f + ) = F (t, f (t) + (t), f 0(t) + 0(t))dt.

t1

The derivative of H is

dH()

=

d

Z t2

[D2 F (t, f (t)+(t), f 0(t)+ 0 (t))(t)+D3 F (t, f (t)+(t), f 0(t)+ 0 (t)) 0 (t)]dt.

t1

When is zero we get

dH(0) t2

Z

= [D2 F (t, f (t), f 0(t))(t) + D3 F (t, f (t), f 0(t)) 0 (t)]dt.

d t1

because we have assumed the extremal value occurs for the function f . So

the derivative of H is zero at 0. Thus

Z t2

[D2 F (t, f (t), f 0(t))(t) + D3 F (t, f (t), f 0(t)) 0 (t)]dt = 0.

t1

8

We apply integration by parts to the second part of the integral

Z t2

[D3 F (t, f (t), f 0 (t)) 0 (t)]dt

t1

d t2

Z

D3 F (t, f (t), f 0(t))(t)]dt

[

t1 dt

d

Z t2

= [ D3 F (t, f (t), f 0(t))(t)]dt,

t1 dt

So we have

Z t2 d

[D2 F (t, f (t), f 0(t)) D3 F (t, f (t), f 0(t))](t)dt = 0.

t1 dt

But this forces

d

D2 F (t, f (t), f 0(t)) D3 F (t, f (t), f 0(t)) = 0,

dt

because (t) is an arbitrary function which could be selected to make the

integral nonzero if

d

D2 F (t, f (t), f 0(t)) D3 F (t, f (t), f 0(t))

dt

were not identically zero. This is Eulers equation.

The problem of finding the extremum of

Z t2

G(u1 , u2 , ..., un ) = F (t, u1 (t), u01(t), ..., un (t), u0n (t))dt.

t1

We look at the variation

9

where each i is an arbitrary C 2 function that vanishes at t1 and t2 . Then

we calculate the derivative

Z t2

H() = G(U1 , .., Un ) = F (t, U1 (t), U10 , ..., Un (t), Un0 )dt,

t1

equations

" #

F d F

= 0, i = 1, ..., n.

ui dt u0i

To isolate the ith Euler Differential Equation we are free to choose each

function j to be identically zero when j is not equal to i.

5 The Catenary

The catenary is the curve that gives the shape of a hanging cable. The

catenary satisfies the differential equation

d2 y w ds 1q

= = 1 + (dy/dx)2,

dx2 T0 dx a

where the origin is at the lowest point of the catenary, the horizontal tension

there is T0 , w is the weight per unit length of the cable, and where the

catenary constant is

T0

a= ,

w

One finds that the solution of this equation is

y(x) = a cosh(x/a).

catenary.tex, catenary.pdf, 2003.

http://www.stem2.org/je/catenary.pdf

10

6 Example: A Catenary Solution for A Min-

imum Surface Problem.

Let a curve be rotated about the x axis generating a surface. With a fixed

starting point and a fixed ending point for the curve, what is the surface of

minimum area?

This is a problem that is given as an example in many books. The solution

is a catenary passing through the two fixed points.

The area of a surface of revolution about the x axis is

Z x2 Z x2 q

S = 2 yds = 2 y 1 + y 02 dx.

x1 x1

Z x2 q

S= y 1 + y 02 dx,

x1

where q

F (x, y, y 0) = y 1 + y 02

F q

= 1 + y 02

y

F yy 0

= .

y 0 1 + y 02

Eulers equation is

" #

q d yy 0

1+ y 02 = 0.

dx 1 + y 02

y 02 yy 00 yy 02y 00

+ .

1 + y 02 1 + y 02 (1 + y 02 )3/2

q y 02 yy 00 yy 02y 00

1 + y 02 + = 0.

1 + y 02 1 + y 02 (1 + y 02 )3/2

11

Multiplying by 1 + y 02 , we have

yy 02y 00

1 + y 02 y 02 yy 00 + = 0,

1 + y 02

so

yy 02y 00

1 yy 00 + = 0.

1 + y 02

Multiplying by 1 + y 02 we have

1 + y 02 yy 00(1 + y 02 ) + yy 02y 00 = 0.

Then

1 + y 02 yy 00 = 0.

Let

dy

y0 =

dx

dy 0 dy 0 dy dy 0 0

y 00 = = = y

dx dy dx dy

inverse, x is a function of y. Then y 0 is a function of y, so that

dy 0

dy

makes sense.

Substituting in the simplified Euler equation we found above we get

dy 0

yy 0 y 02 1 = 0

dy

we have

dy 0

yy 0 = y 02 + 1

dy

y 0dy 0 dy

= .

1+y 02 y

12

Integrating both sides we have

1

ln(1 + y 02 ) = ln(y) + c,

2

for some constant c. Then

" #

02 y2

ln(1 + y ) = 2 ln(y) 2 ln(c1 ) = ln 2 .

c1

Then

y2

1 + y 02 = .

c21

y 2 c21

y 02 =

c21

so q

0

y 2 c21

y =

c1

or

dy dx

q = .

y 2 c21 c1

Then

x

cosh1 (y/c1) = + c2

c1

and so

y = c1 cosh(x/c1 + c2 ).

curve pass through the given points (x1 , y1) and (x2 , y2 ), if possible.

13

7 Optics, Path of Minimum Time

Fermats principle states that the path of a ray of light is the path that

minimizes the travel time. Fermat applied this idea to prove Snells law of

refraction, which does not of course require the Calculus of variations because

there is just a noncontinuous change in velocity at the interface between two

optical media. Huygens principle, which allows the construction of a new

wave front by assuming that each point of the previous front is a source of

spherical waves, implies Fermats principle.

8 Dispersion

In the optics case in a variable dispersive medium, the velocity of light may

vary continuously and so the calculus of variations is required to compute

ray paths

and Lagranges Equations

See James Emery Mechanics, mechanics.pdf, mechanics.tex.

http://www.stem2.org/je/mechanics.pdf

10 Geodesics

A geodesic is a curve of minimum length connecting two points. Geodesics

on a sphere are great circles. Geodesics are determined using variational ar-

guments. In general relativity, geometry is bent by mass-energy. Light takes

the path that is a geodesic in this bent Riemannian space-time geometry. So

for example one of the early verifications of general relativity was to observe

the bent path of light as it passed near the gravitational field of the sun.

This was done famously during a solar eclipse.

14

11 Example: The Brachystochrone, the Curve

of Minimum Descent Time

See James Emery, Brachystochrone, bra.pdf, bra.tex.

http://www.stem2.org/je/bra.pdf

The Finite Element Method is a technique for solving certain partial differ-

ential equations numerically. It consists in breaking up the solution domain

into small elements which have node points that define an interpolation func-

tion inside the element. In a simple example the elements might be triangles

with the vertices as nodes. An interpolation function can be defined in the

element using values at nodes. An approximation to the solution of the par-

tial differential equation is computed inside the element using a variational

technique. Then the solutions in the elements are glued together giving a

solution to the entire boundary value problem.

See James Emery A Finite Element Current Flow Program, fec.tex,

fec.pdf

http://www.stem2.org/je/fec.pdf

(This document was written in 1980 originally, and has only partially been

converted to tex. The finite element program itself ran on a CDC computer

with limited memory, using an old version of a Fortran compiler that did not

support dynamic memory allocation. If I can find the time I will convert it

to a modern program. )

Plateaus Problem is to find the surface of minimal area that has a given

closed curve as a boundary. Such surfaces are the shape of soap films obtained

by dipping a wire loop into a soap solution. See the entertaining lectures by

Boys given to children in the late nineteenth century Soap Bubbles and

the Forces that Mold Them available at the Project Gutenberg site.

15

14 Emmy Noethers Theorem.

(Emmy Noether 1882-1935, German pronunciation: em ee no ter, english

no ther, or, no eh ther) According to Noethers Theorem, symmetries of

the Lagrangian in physics imply certain conservation laws. This is widely

applied in particle physics. Noethers Theorem shows how symmetries of

the Lagrangian can be used to construct constants of the motion from the

Lagrangian. See chapter 5 of Analytical Mechanics by Hand and Finch.

This chapter is titled Noethers Theorem and Hamiltonian Dynamics. The

mathematics used is very nonrigorus in this treatment, which might make

a mathematician quite uncomfortable. For a more advanced treatment see

Chapter 4, of Mariano Giaquinta, Stefan Hildebrandt, Calculus of Varia-

tions I: The Lagrangian Formalism Volume I. The arguments used in

Noethers theorem are perhaps the source of the entry of Lie Groups into

physics. Emmy Noether is one of the great mathematicians of the 20th

century and pioneered much of modern Commutative Algebra. Noetherian

groups are named after her. Most mathematicians know her for the algebraic

work, and do not know her big influence on physics.

For example using this theorem applied to Quantum Mechanics, one can

establish the conservation of charge in particle physics.

15 Problems

15.1 Coupled Oscillators Solved Using the Lagrangian

See the section on coupled oscillators in Vibrations by James Emery (vi-

bra.pdf, vibra.tex).

http://www.stem2.org/je/vibra.pdf

dulum, and in a pair of lightly coupled ordinary pendulums. The Wilberforce

pendulum consists of a weight suspended from a spring. The weight has two

modes of oscillation, an up and down motion, and a rotary motion. If the

spring and the mass are chosen carefully so that the moment of inertia of

the weight and its mass give nearly equal periods of vibration in the up

and down, and in the rotary motion, the pendulum will repeatedly switch

oscillation modes and energy, between translational and rotory motion.

16

16 Dirichlets Principle

Roughly speaking A solution of Laplaces equation in a bounded region C

is a minimum of the Dirichlet Integral. For example, in two dimensions a

solution is the function that minimizes the Dirichlet integral

" #2 " #2

Z

+ dxdy.

C x y

17 Bibliography

[1] Weinstock Robert, Calculus of Variations, Dover reprint, 1974.

1975, McGraw-Hill.

Hill, 1969, Dover reprint, 1992.

1952, 9th printing 1963.

Control Theory, 1969, W. B. Saunders Company.

1935. (English Translation, R. B. Dean and J. J. Brandstatter: Calculus

of Variations and Partial Differential Equations of the First Order,

Holden-Day, 1965.)

The Lagrangian Formalism, Springer, 1996, 2nd printing 2004, Chap-

ter 4, Emmy Noethers Theorem. (QA315 .G467 Linda Hall). (Volume 310,

Grundlehren Der Mathematischen Wissenschaften.)

17

[8] Goldstine Herman H, A History of the Calculus of Variations: from

the 17th through the 19th Century, Springer-Verlag, 1980, (QA315 .G58

Linda Hall).

Reinhold, 1969.

Volumes I and II, 1937 Springer and 1953 Interscience, Chapt 4, Vol. I, Cal-

culus of Variations.

[12] Boys C V, Soap Bubbles and the Forces Which Mold Them,

Doubleday Anchor 1959, Originally three Lectures delivered at the London

Institution in December 1889 and January 1890. Available from Project

Gutenberg. The HTML file has very nice illustrations.

University Press, 1998.

http://stem2.org/je/optimization.pdf

18

[16] Oden J T, Reddy J N, Variational Methods in Theoretical Me-

chanics, Springer-Verlag, 1970.

Edition, Toronto University Press, 1970, Dover reprint 1986.

printing, 1965, (there is a second and third edition).

Benjamin/Cummings 1978.

Wesley.

gral sign, American Mathematical Monthly 80 (6): 615627.

pactness, and Differentiating Under the

Integral Sign

Definition. A real function defined on set A is uniformly continuous if given

any > 0 there exists a > 0 independent of any x0 A and x A, so that

for any x A and x A, such that

|x x0 | < ,

then

|f (x) f (x0 )| < .

19

Example. Consider the function f (x) = 1/x defined on (0, 1]. Notice that

as x approaches 0, the slope of f (x) becomes arbitrarily large. So given any

> 0, a pair of points x and x0 can be chosen near zero so that for any > 0,

no matter how small,

|x x0 | < ,

but

|f (x) f (x0 )| > .

So this function f (x) is not uniformly continuous on (0, 1], although it is

continuous everywhere on (0, 1].

However, if f (x) is continuous and A is a compact set then f (x) is uni-

formly continuous. We wont take the time here to introduce the concept

of compactness, except to say that a closed interval on the real line, and a

closed rectangle in the plane are compact sets. The reader is directed to a

book on Analysis, such as the book in the bibliography by Goldberg, or to a

book on Topology.

under the integral sign. We will justify this below. Here are some references

concerning differentiating under the integral sign:

Wesley, section 10.16.

Chapter 10, article 7.2.

sign, American Mathematical Monthly 80 (6): 615627.

Note. The section on differentiation under the integral sign in Apostol uses

the Lebesgue Integral.

20

Z b

F (x) = f (x, t)dt.

a

f

f1 (x, t) =

x

are continuous on the closed rectangle [a, b] [c, d], then F is differentiable

on the closed interval [a, b]. The derivative is

dF b

Z

= f1 (x, t)dt,

dx a

F (x + h) F (x) Z b f (x + h, t) f (x, t)

= dt.

h a h

By the mean value theorem the integrand on the right can be written as

f (x + h, t) f (x, t)

= f1 (

x, t),

h

where x is strictly between x and x+h, and depends upon t. x can be written

as

x = x + h,

where 0 < < 1, and again depends on t. So we can write

F (x + h) F (x) Z b Z b

f1 (x, t)dt = [f1 (x + h, t) f1 (x, t)]dt.

h a a

Then

F (x + h) F (x) Z b Z b

f1 (x, t)dt |f1 (x + h, t) f1 (x, t)|dt.

h

a a

tinuous there.

21

So given > 0 there exists a > 0 so that if |x1 x| < , then

F (x + h) F (x) Z b Z b Z b

f1 (x, t)dt |f1 (x+h, t)f1 (x, t)|dt < /(ba)dt = ,

h

a a a

22

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