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M820

The Calculus of Variations


and Advanced Calculus

D Richards
April 30, 2008
2
Contents

1 Preliminary Analysis 9
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2 Notation and preliminary remarks . . . . . . . . . . . . . . . . . . . . . 12
1.2.1 The Order notation . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.3 Functions of a real variable . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.2 Continuity and Limits . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.3 Monotonic functions and inverse functions . . . . . . . . . . . . . 19
1.3.4 The derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.3.5 Mean Value Theorems . . . . . . . . . . . . . . . . . . . . . . . . 24
1.3.6 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.3.7 Implicit functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.3.8 Taylor series for one variable . . . . . . . . . . . . . . . . . . . . 33
1.3.9 Taylor series for several variables . . . . . . . . . . . . . . . . . . 38
1.3.10 LHospitals rule . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
1.3.11 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
1.4 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
1.5 Solutions for chapter 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

2 The Calculus of Variations 79


2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
2.2 The shortest distance between two points in a plane . . . . . . . . . . . 79
2.2.1 The stationary distance . . . . . . . . . . . . . . . . . . . . . . . 80
2.2.2 The shortest path: local and global minima . . . . . . . . . . . . 82
2.2.3 Gravitational Lensing . . . . . . . . . . . . . . . . . . . . . . . . 84
2.3 Two generalisations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
2.3.1 Functionals depending only upon y 0 (x) . . . . . . . . . . . . . . . 85
2.3.2 Functionals depending upon x and y 0 (x) . . . . . . . . . . . . . . 87
2.4 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
2.5 Examples of functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
2.5.1 The brachistochrone . . . . . . . . . . . . . . . . . . . . . . . . . 90
2.5.2 Minimal surface of revolution . . . . . . . . . . . . . . . . . . . . 92
2.5.3 The minimum resistance problem . . . . . . . . . . . . . . . . . . 92
2.5.4 A problem in navigation . . . . . . . . . . . . . . . . . . . . . . . 96
2.5.5 The isoperimetric problem . . . . . . . . . . . . . . . . . . . . . . 96

3
4 CONTENTS

2.5.6 The catenary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97


2.5.7 Fermats principle . . . . . . . . . . . . . . . . . . . . . . . . . . 98
2.5.8 Coordinate free formulation of Newtons equations . . . . . . . . 100
2.6 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
2.7 Solutions for chapter 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106

3 The Euler-Lagrange equation 117


3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
3.2 Preliminary remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
3.2.1 Relation to differential calculus . . . . . . . . . . . . . . . . . . . 118
3.2.2 Differentiation of a functional . . . . . . . . . . . . . . . . . . . . 119
3.3 The fundamental lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
3.4 The Euler-Lagrange equations . . . . . . . . . . . . . . . . . . . . . . . . 124
3.4.1 The first-integral . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
3.5 Theorems of Bernstein and du Bois-Reymond . . . . . . . . . . . . . . . 130
3.5.1 Bernsteins theorem . . . . . . . . . . . . . . . . . . . . . . . . . 131
3.5.2 The contrast between initial and boundary value problems . . . . 133
3.6 Strong and Weak variations . . . . . . . . . . . . . . . . . . . . . . . . . 134
3.7 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
3.8 Solutions for chapter 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142

4 Applications of the Euler-Lagrange equation 161


4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
4.2 The brachistochrone . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
4.2.1 The cycloid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
4.2.2 Formulation of the problem . . . . . . . . . . . . . . . . . . . . . 165
4.2.3 A solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
4.3 Minimal surface of revolution . . . . . . . . . . . . . . . . . . . . . . . . 170
4.3.1 Derivation of the functional . . . . . . . . . . . . . . . . . . . . . 171
4.3.2 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
4.3.3 The solution in a special case . . . . . . . . . . . . . . . . . . . . 173
4.3.4 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
4.4 Soap Films . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
4.5 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
4.6 Solutions for chapter 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188

5 Further theoretical developments 209


5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
5.2 Invariance of the Euler-Lagrange equation . . . . . . . . . . . . . . . . . 209
5.2.1 Changing the independent variable . . . . . . . . . . . . . . . . . 210
5.2.2 Changing both the dependent and independent variables . . . . . 212
5.3 Functionals with many dependent variables . . . . . . . . . . . . . . . . 217
5.3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
5.3.2 Functionals with two dependent variables . . . . . . . . . . . . . 218
5.3.3 Functionals with many dependent variables . . . . . . . . . . . . 221
5.3.4 Changing dependent variables . . . . . . . . . . . . . . . . . . . . 223
5.4 The Inverse Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
5.5 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
CONTENTS 5

5.6 Solutions for chapter 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231

6 Symmetries and Noethers theorem 245


6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
6.2 Symmetries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
6.2.1 Invariance under translations . . . . . . . . . . . . . . . . . . . . 246
6.3 Noethers theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
6.3.1 Proof of Noethers theorem . . . . . . . . . . . . . . . . . . . . . 255
6.4 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258
6.5 Solutions for chapter 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259

7 The second variation 267


7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
7.2 Stationary points of functions of several variables . . . . . . . . . . . . . 268
7.2.1 Functions of one variable . . . . . . . . . . . . . . . . . . . . . . 268
7.2.2 Functions of two variables . . . . . . . . . . . . . . . . . . . . . . 269
7.2.3 Functions of n variables . . . . . . . . . . . . . . . . . . . . . . . 270
7.3 The second variation of a functional . . . . . . . . . . . . . . . . . . . . 273
7.3.1 Short intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
7.3.2 Legendres necessary condition . . . . . . . . . . . . . . . . . . . 276
7.4 Analysis of the second variation . . . . . . . . . . . . . . . . . . . . . . . 278
7.4.1 Analysis of the second variation . . . . . . . . . . . . . . . . . . . 280
7.5 The Variational Equation . . . . . . . . . . . . . . . . . . . . . . . . . . 284
7.6 The Brachistochrone problem . . . . . . . . . . . . . . . . . . . . . . . . 287
7.7 Surface of revolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
7.8 Jacobis equation and quadratic forms . . . . . . . . . . . . . . . . . . . 291
7.9 Appendix: Riccatis equation . . . . . . . . . . . . . . . . . . . . . . . . 293
7.10 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
7.11 Solutions for chapter 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297

8 Parametric Functionals 311


8.1 Introduction: parametric equations . . . . . . . . . . . . . . . . . . . . . 311
8.1.1 Lengths and areas . . . . . . . . . . . . . . . . . . . . . . . . . . 313
8.2 The parametric variational problem . . . . . . . . . . . . . . . . . . . . 316
8.2.1 Geodesics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319
8.2.2 The Brachistochrone problem . . . . . . . . . . . . . . . . . . . . 322
8.2.3 Surface of Minimum Revolution . . . . . . . . . . . . . . . . . . . 323
8.3 The parametric and the conventional formulation . . . . . . . . . . . . . 323
8.4 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 326
8.5 Solutions for chapter 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329

9 Variable end points 341


9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
9.2 Natural boundary conditions . . . . . . . . . . . . . . . . . . . . . . . . 343
9.2.1 Natural boundary conditions for the loaded beam . . . . . . . . . 347
9.3 Variable end points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
9.4 Parametric functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 352
9.5 Weierstrass-Erdmann conditions . . . . . . . . . . . . . . . . . . . . . . 355
6 CONTENTS

9.5.1 A taut wire . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355


9.5.2 The Weierstrass-Erdmann conditions . . . . . . . . . . . . . . . . 357
9.5.3 The parametric form of the corner conditions . . . . . . . . . . . 361
9.6 Newtons minimum resistance problem . . . . . . . . . . . . . . . . . . . 361
9.7 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 369
9.8 Solutions for chapter 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371

10 Conditional stationary points 393


10.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
10.2 The Lagrange multiplier . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
10.2.1 Three variables and one constraint . . . . . . . . . . . . . . . . . 397
10.2.2 Three variables and two constraints . . . . . . . . . . . . . . . . 399
10.2.3 The general case . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
10.3 The dual problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
10.4 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
10.5 Solutions for chapter 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . 405

11 Constrained Variational Problems 415


11.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415
11.2 Conditional Stationary values of functionals . . . . . . . . . . . . . . . . 416
11.2.1 Functional constraints . . . . . . . . . . . . . . . . . . . . . . . . 416
11.2.2 The dual problem . . . . . . . . . . . . . . . . . . . . . . . . . . 420
11.2.3 The catenary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
11.3 Variable end points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425
11.4 Broken extremals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 427
11.5 Parametric functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
11.6 The Lagrange problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431
11.6.1 A single non-holonomic constraint . . . . . . . . . . . . . . . . . 433
11.6.2 An example with a single holonomic constraint . . . . . . . . . . 434
11.7 Brachistochrone in a resisting medium . . . . . . . . . . . . . . . . . . . 435
11.8 Brachistochrone with Coulomb friction . . . . . . . . . . . . . . . . . . . 445
11.9 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 453
11.10Solutions for chapter 11 . . . . . . . . . . . . . . . . . . . . . . . . . . . 455

12 Sturm-Liouville systems 475


12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
12.2 The origin of Sturm-Liouville systems . . . . . . . . . . . . . . . . . . . 478
12.3 Eigenvalues and functions of simple systems . . . . . . . . . . . . . . . . 485
12.3.1 Bessel functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 489
12.4 Sturm-Liouville systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 494
12.5 Second-order differential equations . . . . . . . . . . . . . . . . . . . . . 496
12.5.1 The Wronskian . . . . . . . . . . . . . . . . . . . . . . . . . . . . 498
12.5.2 Separation and Comparison theorems . . . . . . . . . . . . . . . 499
12.5.3 Self-adjoint operators . . . . . . . . . . . . . . . . . . . . . . . . 503
12.5.4 The oscillation theorem . . . . . . . . . . . . . . . . . . . . . . . 505
12.6 Direct methods using variational principles . . . . . . . . . . . . . . . . 513
12.6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 513
12.6.2 Basic ideas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 513
CONTENTS 7

12.6.3 Eigenvalues and eigenfunctions . . . . . . . . . . . . . . . . . . . 517


12.6.4 Minimising sequences and the Ritz method . . . . . . . . . . . . 522
12.7 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 526
12.8 Solutions for chapter 12 . . . . . . . . . . . . . . . . . . . . . . . . . . . 530
8 CONTENTS
Chapter 1

Preliminary Analysis

1.1 Introduction
This course is about two related mathematical concepts which are of use in many areas
of applied mathematics, are of immense importance in formulating the laws of theoret-
ical physics and also produce important, interesting and some unsolved mathematical
problems. These are the functional and variational principles : the theory of these
entities is named The Calculus of Variations.
A functional is a generalisation of a function of one or more real variables. A real
function of a single real variable maps an interval of the real line to real numbers: for
instance, the function (1 + x2 )1 maps the whole real line to the interval (0, 1]; the
function ln x maps the positive real axis to the whole real line. Similarly a real function
of n real variables maps a domain of Rn into the real numbers.
A functional maps a given class of functions to real numbers. A simple example of
a functional is
Z 1 p
S[y] = dx 1 + y 0 (x)2 , y(0) = 0, y(1) = 1, (1.1)
0

which associates a real number with any real function y(x) which satisfies the boundary
conditions and for which the integral exists. We use the square bracket notation 1 S[y]
to emphasise the fact that the functional depends upon the choice of function used to
evaluate the integral. In chapter 2 we shall see that a wide variety of problems can be
described in terms of functionals. Notice that the boundary conditions, y(0) = 0 and
y(1) = 1 in this example, are often part of the definition of the functional.
Real functions of n real variables can have various properties; for instance they
can be continuous, they may be differentiable or they may have stationary points and
local and global maxima and minima: functionals share many of these properties. In
1 In this course we use conventions common in applied mathematics and theoretical physics. A

function of a real variable x will usually be represented by symbols such as f (x) or just f , often
with no distinction made between the function and its value; as is often the case it is often clearer
to use context to provide meaning, rather than precise definitions, which initially can hinder clarity.
Similarly, we use the older convention, S[y], for a functional, to emphasise that y is itself a function;
this distinction is not made in modern mathematics. For an introductory course we feel that the older
convention, used in most texts, is clearer and more helpful.

9
10 CHAPTER 1. PRELIMINARY ANALYSIS

particular the notion of a stationary point of a function has an important analogy in


the theory of functionals and this gives rise to the idea of a variational principle, which
arises when the solution to a problem is given by the function making a particular
functional stationary. Variational principles are common and important in the natural
sciences.
The simplest example of a variational principle is that of finding the shortest distance
between two points. Suppose the two points lie in a plane, with one point at the origin,
O, and the other at point A with coordinates (1, 1), then if y(x) represents a smooth
curve passing through O and A the distance between O and A, along this curve is given
by the functional defined in equation 1.1. The shortest path is that which minimises the
value of S[y]. If the surface is curved, for instance a sphere or ellipsoid, the equivalent
functional is more complicated, but the shortest path is that which minimises it.
Variational principles are important for three principal reasons. First, many prob-
lems are naturally formulated in terms of a functional and an associated variational
principle. Several of these will be described in chapter 2 and some solutions will be
obtained as the course develops.
Second, most equations of mathematical physics can be derived from variational
principles. This is important partly because it suggests a unifying theme in our descrip-
tion of nature and partly because such formulations are independent of any particular
coordinate system, so making the essential mathematical structure of the equations
more transparent and easier to understand. This aspect of the subject is not consid-
ered in this course; a good discussion of these problems can be found in Yourgrau and
Mandelstam (1968)2 .
Finally, variational principles provide powerful computational tools; we explore as-
pects of this theory in chapter 12.
Consider the problem of finding the shortest path between two points on a curved
surface. The associated functional assigns a real number to each smooth curve joining
the points. A first step to solving this problem is to find the stationary values of the
functional; it is then necessary to decide which of these provides the shortest path. This
is very similar to the problem of finding extreme values of a function of n variables,
where we first determine the stationary points and then classify them: the important
and significant difference is that the space of allowed functions is not usually finite
in dimension. The infinite dimensional spaces of functions, with which we shall be
dealing, has many properties similar to those possessed by finite dimensional spaces,
and in the many problems the difference is not significant. However, this generalisation
does introduce some practical and technical difficulties some of which are discussed in
section 3.6. In this chapter we review calculus in order to prepare for these more general
ideas of calculus.
In elementary calculus and analysis, the functions studied first are real functions, f ,
of one real variable, that is, functions with domain either R, or a subset of R, and
codomain R. Without any other restrictions on f , this definition is too general to be
useful in calculus and applied mathematics. Most functions of one real variable that
are of interest in applications have smooth graphs, although sometimes they may fail
to be smooth at one or more points where they have a kink (fail to be differentiable),
or even a break (where they are discontinuous). This smooth behaviour is related to
2 Yourgrau W and Mandelstram S Variational Principles in Dynamics and Quantum Theory (Pit-

man).
1.1. INTRODUCTION 11

the fact that most important functions of one variable describe physical phenomena
and often arise as solutions of ordinary differential equations. Therefore it is usual to
restrict attention to functions that are differentiable or, more usually, differentiable a
number of times.
The most useful generalisation of differentiability to functions defined on sets other
than R requires some care. It is not too hard in the case of functions of several (real)
variables but we shall have to generalise differentiation and integration to functionals,
not just to functions of several real variables.
Our presentation conceals very significant intellectual achievements made at the
end of the nineteenth century and during the first half of the twentieth century. During
the nineteenth century, although much work was done on particular equations, there
was little systematic theory. This changed when the idea of infinite dimensional vector
spaces began to emerge. Between 1900 and 1906, fundamental papers appeared by
Fredholm3 , Hilbert4 , and Frechet5 . Frechets thesis gave for the first time definitions of
limit and continuity that were applicable in very general sets. Previously, the concepts
had been restricted to special objects such as points, curves, surfaces or functions. By
introducing the concept of distance in more general sets he paved the way for rapid
advances in the theory of partial differential equations. These ideas together with the
theory of Lebesgue integration introduced in 1902, by Lebesgue in his doctoral thesis 6 ,
led to the modern theory of functional analysis. This is now the usual framework of
the theoretical study of partial differential equations. They are required also for an
elucidation of some of the difficulties in the Calculus of Variations. However, in this
introductory course, we concentrate on basic techniques of solving practical problems,
because we think this is the best way to motivate and encourage further study.
This preliminary chapter, which is assessed, is about real analysis and introduces
many of the ideas needed for our treatment of the Calculus of Variations. It is possible
that you are already familiar with the mathematics described in this chapter, in which
case you could start the course with chapter 2. You should ensure, however, that you
have a good working knowledge of differentiation, both ordinary and partial, Taylor
series of one and several variables and differentiation under the integral sign, all of
which are necessary for the development of the theory. In addition familiarity with the
theory of linear differential equations with both initial and boundary value problems is
assumed.
Very many exercises are set, in the belief that mathematical ideas cannot be un-
derstood without attempting to solve problems at various levels of difficulty and that
one learns most by making ones own mistakes, which is time consuming. You should
not attempt all these exercise at a first reading, but these provide practice of essential
mathematical techniques and in the use of a variety of ideas, so you should do as many
as time permits; thinking about a problem, then looking up the solution is usually of
3 I. Fredholm, On a new method for the solution of Dirichlets problem, reprinted in Oeuvres

Compl`etes, lInstitut Mittag-Leffler, (Malmo) 1955, pp 61-68 and 81-106


4 D. Hilbert published six papers between 1904 and 1906. They were republished as Grundz uge
einer allgemeinen Theorie der Integralgleichungen by Teubner, (Leipzig and Berlin), 1924. The most
crucial paper is the fourth.
5 M. Frechet, Doctoral thesis, Sur quelques points du Calcul fonctionnel, Rend. Circ. mat. Palermo
22 (1906), pp 1-74.
6 H. Lebesgue, Doctoral thesis, Paris 1902, reprinted in Annali Mat. pura e appl., 7 (1902) pp

231-359.
12 CHAPTER 1. PRELIMINARY ANALYSIS

little value until you have attempted your own solution. The exercises at the end of
this chapter are examples of the type of problem that commonly occur in applications:
they are provided for extra practice if time permits and it is not necessary for you to
attempt them.

1.2 Notation and preliminary remarks


We start with a discussion about notation and some of the basic ideas used throughout
this course.
A real function of a single real variable, f , is a rule that maps a real number x
to a single real number y. This operation can be denoted in a variety of ways. The
approach of scientists is to write y = f (x) or just y(x), and the symbols y, y(x), f
and f (x) are all used to represent the function. Mathematics uses the more formal
and precise notation f : X Y , where X and Y are subsets of the real line: the set
X is named the domain, or the domain of definition of f , and set Y the codomain.
With this notation the symbol f denotes the function and the symbol f (x) the value
of the function at the point x. In applications this distinction is not always made and
both f and f (x) are used to denote the function. In recent years this has come to be
regarded as heresy by some: however, there are good practical reasons for using this
freer notation that do not affect pure mathematics. In this text we shall frequently use
the Leibniz notation, f (x), and its extensions, because it generally provides a clearer
picture and is helpful for algebraic manipulations, such as when changing variables and
integrating by parts.
Moreover, in the sciences the domain and codomain are frequently omitted, either
because they are obvious or because they are not known. But, perversely, the scientist,
by writing y = f (x), often distinguishes between the two variables x and y, by saying
that x is the independent variable and that y is the dependent variable because it depends
upon x. This labelling can be confusing, because the role of variables can change, but
it is also helpful because in physical problems different variables can play quite different
roles: for instance, time is normally an independent variable.
In pure mathematics the term graph is used in a slightly specialised manner. A graph
is the set of points (x, f (x)): this is normally depicted as a line in a plane using rect-
angular Cartesian coordinates. In other disciplines the whole figure is called the graph,
not the set of points, and the graph may be a less restricted shape than those defined
by functions; an example is shown in figure 1.5 (page 30).
Almost all the ideas associated with real functions of one variable generalise to
functions of several real variables, but notation needs to be developed to cope with this
extension. Points in Rn are represented by n-tuples of real numbers (x1 , x2 , . . . , xn ).
It is convenient to use bold faced symbols, x, a and so on, to denote these points,
so x = (x1 , x2 , . . . , xn ) and we shall write x and (x1 , x2 , . . . , xn ) interchangeably. In
hand-written text a bold character, x, is usually denoted by an underline, x.
A function f (x1 , x2 , . . . , xn ) of n real variables, defined on Rn , is a map from Rn , or a
subset, to R, written as f : Rn R. Where we use bold face symbols like f or to refer
to functions, it means that the image under the function f (x) or (y) may be considered
as vector in Rm with m 2, so f : Rn Rm ; in this course normally m = 1 or m = n.
Although the case m = 1 will not be excluded when we use a bold face symbol, we shall
continue to write f and where the functions are known to be real valued and not vector
1.2. NOTATION AND PRELIMINARY REMARKS 13

valued. We shall also write without further comment f (x) = (f1 (x), f2 (x), . . . , fm (x)),
so that the fi are the m component functions, fi : Rn R, of f .
On the real line the distance between two points x and y is naturally defined by
|x y|. A point x is in the open interval (a, b) if a < x < b, and is in the closed interval
[a, b] if a x b. By convention, the intervals (, a), (b, ) and (, ) = R are
also open intervals. Here, (, a) means the set of all real numbers strictly less than
a. The symbol for infinity is not a number, and its use here is conventional. In
the language and notation of set theory, we can write (, a) = {x R : x < a}, with
similar definitions for the other two types of open interval. One reason for considering
open sets is that the natural domain of definition of some important functions is an
open set. For example, the function ln x as a function of one real variable is defined for
x (0, ).
The space of points Rn is an example of a linear space. Here the term linear has
the normal meaning that for every x, y in Rn , and for every real , x + y and x are
in Rn . Explicitly,

(x1 , x2 , . . . , xn ) + (y1 , y2 , . . . , yn ) = (x1 + y1 , x2 + y2 , , xn + yn )

and
(x1 , x2 , . . . , xn ) = (x1 , x2 , . . . , xn ).
Functions f : Rn Rm may also be added and multiplied by real numbers. Therefore
a function of this type may be regarded as a vector in the vector space of functions
though this space is not finite dimensional like Rn .
In the space Rn the distance |x| of a point x from
p the origin is defined by the nat-
ural generalisation of Pythagoras theorem, |x| = x21 + x22 + + x2n . The distance
between two vectors x and y is then defined by
q
2 2 2
|x y| = (x1 y1 ) + (x2 y2 ) + + (xn yn ) . (1.2)

This is a direct generalisation of the distance along a line, to which it collapses when
n = 1.
This distance has the three basic properties

(a) |x| 0 and |x| = 0 if and only if x = 0,


(b) |x y| = |y x|, (1.3)
(c) |x y| + |y z| |x z|, (Triangle inequality).

In the more abstract spaces, such as the function spaces we need later, a similar concept
of a distance between elements is needed. This is named the norm and is a map from
two elements of the space to the positive real numbers and which satisfies the above
three rules. In function spaces there is no natural choice of the distance function and
we shall see in chapter 3 that this flexibility can be important.
For functions of several variables, that is, for functions defined on sets of points in
Rn , the direct generalization of open interval is an open ball.
Definition 1.1
The open ball Br (a) of radius r and centre a Rn is the set of points

Br (a) = {x Rn : |x a| < r},


14 CHAPTER 1. PRELIMINARY ANALYSIS

Thus the ball of radius 1 and centre (0, 0) in R2 is the interior of the unit circle, not
including the points on the circle itself. And in R, the ball of radius 1 and centre 0
is the open interval (1, 1). However, for R 2 and for Rn for n > 2, open balls are not
quite general enough. For example, the open square
{(x, y) R2 : |x| < 1, |y| < 1}
is not a ball, but in many ways is similar. (You may know for example that it may be
mapped continuously to an open ball.) It turns out that the most convenient concept
is that of open set 7 , which we can now define.
Definition 1.2
Open sets. A set U in Rn is said to be open if for every x U there is an open ball
Br (a) wholly contained within U which contains x.

In other words, every point in an open set lies in an open ball contained in the set.
Any open ball is in many ways like the whole of the space R n it has no isolated or
missing points. Also, every open set is a union of open balls (obviously). Open sets
are very convenient and important in the theory of functions, but we cannot study the
reasons here. A full treatment of open sets can be found in books on topology8 . Open
balls are not the only type of open sets and it is not hard to show that the open square,
{(x, y) R2 : |x| < 1, |y| < 1}, is in fact an open set, according to the definition we gave;
and in a similar way it can be shown that the set {(x, y) R 2 : (x/a)2 + (y/b)2 < 1},
which is the interior of an ellipse, is an open set.
Exercise 1.1
Show that the open square is an open set by constructing explicitly for each (x, y)
in the open square {(x, y) R2 : |x| < 1, |y| < 1} a ball containing (x, y) and
lying in the square.

1.2.1 The Order notation


It is often useful to have a bound for the magnitude of p
a function that does not require
exact calculation. For example, the function f (x) = sin(x2 cosh x) x2 cos x tends
to zero at a similar rate to x2 as x 0 and this information is sometimes more helpful
than the detailed knowledge of the function. The order notation is designed for this
purpose.
Definition 1.3
Order notation. A function f (x) is said to be of order xn as x 0 if there is a
non-zero constant C such that |f (x)| < C|xn | for all x in an interval around x = 0.
This is written as
f (x) = O(xn ) as x 0. (1.4)

The conditional clause as x 0 is often omitted when it is clear from the context.
More generally, this order notation can be used to compare the size of functions, f (x)
7 As with many other concepts in analysis, formulating clearly the concepts, in this case an open

set, represents a major achievement.


8 See for example W A Sutherland, Introduction to Metric and Topological Spaces, Oxford University

Press.
1.2. NOTATION AND PRELIMINARY REMARKS 15

and g(x): we say that f (x) is of the order of g(x) as x y if there is a non-zero
constant C such that |f (x)| < C|g(x)| for all x in an interval around y; more succinctly,
f (x) = O(g(x)) as x y.
When used in the form f (x) = O(g(x)) as x , this notation means that
|f (x)| < C|g(x)| for all x > X, where X and C are positive numbers independent
of x.
This notation is particularly useful when truncating power series: thus, the series
for sin x up to O(x3 ) is written,
x3
sin x = x + O(x5 ),
3!
meaning that the remainder is smaller than C|x|5 , as x 0 for some C. Note that in
this course the phrase up to O(x3 ) means that the x3 term is included. The following
exercises provide practice in using the O-notation and exercise 1.2 proves an important
result.

Exercise 1.2
Show that if f (x) = O(x2 ) as x 0 then also f (x) = O(x).

Exercise 1.3
Use the binomial expansion to find the order of the following expressions as x 0.
p x x3/2
(a) x 1 + x2 , (b) , (c) .
1+x 1 ex

Exercise 1.4
Use the binomial expansion to find the order of the following expressions as x .
x p
(a) , (b) 4x2 + x 2x, (c) (x + b)a xa , a > 0.
x1

The order notation is usefully extended to functions of n real variables, f : R n R,


by using the distance |x|. Thus, we say that f (x) = O(|x|n ) if there is a non-zero
constant C and a small number such that |f (x)| < C|x|n for |x| < .

Exercise 1.5
(a) If f1 = x and f2 = y show that f1 = O(f ) and f2 = O(f ) where f (x, y) =
1
(x2 + y 2 ) 2 .
(b) Show that the polynomial (x, y) = ax2 + bxy + cy 2 vanishes to at least the
same order as the polynomial f (x, y) =px2 + y 2 at (0, 0). What conditions are
needed for to vanish faster than f as x2 + y 2 0?

Another expression that is useful is


f (x)
f (x) = o(|x|) which is shorthand for lim = 0.
|x|0 |x|
Informally this means that f (x) vanishes faster than |x| as |x| 0. More generally
f = o(g) if lim|x|0 |f (x)/g(x)| = 0, meaning that f (x) vanishes faster than g(x) as
|x| 0.
16 CHAPTER 1. PRELIMINARY ANALYSIS

1.3 Functions of a real variable


1.3.1 Introduction
In this section we introduce important ideas pertaining to real functions of a single real
variable, although some mention is made of functions of many variables. Most of the
ideas discussed should be familiar from earlier courses in elementary real analysis or
Calculus, so our discussion is brief and all exercises are optional.
The study of Real Analysis normally starts with a discussion of the real number
system and its properties. Here we assume all necessary properties of this number
system and refer the reader to any basic text if further details are required: adequate
discussion may be found in the early chapters of the texts by Whittaker and Watson 9 ,
Rudin10 and by Kolmogorov and Fomin11 .

1.3.2 Continuity and Limits


A continuous function is one whose graph has no vertical breaks: otherwise, it is dis-
continuous. The function f1 (x), depicted by the solid line in figure 1.1 is continuous
for x1 < x < x2 . The function f2 (x), depicted by the dashed line, is discontinuous at
x = c.
y
f 2 (x )
f 1 (x )

f 2 (x )
x
x1 c x2
Figure 1.1 Figure showing examples of a continuous
function, f1 (x), and a discontinuous function f2 (x).

A function f (x) is continuous at a point x = a if f (a) exists and if, given any arbitrarily
small positive number, , we can find a neighbourhood of x = a such that in it |f (x)
f (a)| < . We can express this in terms of limits and since a point a on the real line
can be approached only from the left or the right a function is continuous at a point
x = a if it approaches the same value, independent of the direction. Formally we have
Definition 1.4
Continuity: a function, f , is continuous at x = a if f (a) is defined and
lim f (x) = f (a).
xa

For a function of one variable, this is equivalent to saying that f (x) is continuous at
x = a if f (a) is defined and the left and right-hand limits
lim f (x) and lim f (x),
xa xa+

9A
Course of Modern Analysis by E T Whittaker and G N Watson, Cambridge University Press.
10 Principles of Mathematical Analysis by W Rudin (McGraw-Hill).
11 Introductory Real Analysis by A N Kolmogorov and S V Fomin (Dover).
1.3. FUNCTIONS OF A REAL VARIABLE 17

exist and are equal to f (a).


If the left and right-hand limits exist but are not equal the function is discontinuous
at x = a and is said to have a simple discontinuity at x = a.
If they both exist and are equal, but do not equal f (a), then the function is said to
have a removable discontinuity at x = a.

Quite elementary functions exist for which neither limit exists: these are also dis-
continuous, and said to have a discontinuity of the second kind at x = a, see Rudin
(1976, page 94). An example of a function with such a discontinuity at x = 0 is

sin(1/x), x 6= 0,
f (x) =
0, x = 0.
We shall have no need to consider this type of discontinuity in this course, but simple
discontinuities will arise.
A function that behaves as
|f (x + ) f (x)| = O() as  0
p
is continuous, though the converse is not true, a counter example being f (x) = |x| at
x = 0.
Most functions that occur in the sciences are either continuous or piecewise continu-
ous, which means that the function is continuous except at a discrete set of points. The
Heaviside function and the related sgn functions are examples of commonly occurring
piecewise continuous functions that are discontinuous. They are defined by
 
1, x > 0, 1, x > 0,
H(x) = and sgn(x) = sgn(x) = 1 + 2H(x).
0, x < 0, 1, x < 0,
(1.5)
These functions are discontinous at x = 0, where they are not normally defined. In
some texts these functions are defined at x = 0; for instance H(0) may be defined to
have the value 0, 1/2 or 1.
If limxc f (x) = A and limxc g(x) = B, then it can be shown that the following
(obvious) rules are adhered to:
(a) lim (f (x) + g(x)) = A + B;
xc
(b) lim (f (x)g(x)) = AB;
xc
f (x) A
(c) lim = , if B 6= 0;
xc g(x) B
(d) if lim f (x) = fB then lim (f (g(x)) = fB .
xB xc
The value of a limit is normally found by a combination of suitable re-arrangements
and expansions. An example of an expansion is
1 3
sinh ax ax + 3! (ax) + O(x5 )  
lim = lim = lim a + O(x2 ) = a.
x0 x x0 x x0

An example of a re-arrangement, using the above rules, is


sinh ax sinh ax x sinh ax x a
lim = lim = lim lim = , (b 6= 0).
x0 sinh bx x0 x sinh bx x0 x x0 sinh bx b
18 CHAPTER 1. PRELIMINARY ANALYSIS

Finally, we note that a function that is continuous on a closed interval is bounded


above and below and attains its bounds. It is important that the interval is closed; for
instance the function f (x) = x defined in the open interval 0 < x < 1 is bounded above
and below, but does not attain it bounds. This example may seem trivial, but similar
difficulties exist in the Calculus of Variations and are less easy to recognise.
Exercise 1.6
A function that is finite and continuous for all x is defined by
8
A
< 2 + x + B, 0 x a, a > 0,
>
>
x
f (x) =
: C + Dx,
>
> a x,
x2
where A, B, C, D and a are real numbers: if f (0) = 1 and limx f (x) = 0, find
these numbers.

Exercise 1.7
Find the limits of the following functions as x 0 and w .
sin ax tan ax sin ax 3x + 4 z w
(a) , (b) , (c) , (d) , (e) 1 + .
x x sin bx 4x + 2 w
For functions of two or more variables, the definition of continuity is essentially the
same as for a function of one variable. A function f (x) is continuous at x = a if f (a)
is defined and
lim f (x) = f (a). (1.6)
xa
Alternatively, given any  > 0 there is a > 0 such that whenever |x a| < ,
|f (x) f (a)| < .
It should be noted that if f (x, y) is continuous in each variable, it is not necessarily
continuous in both variables. For instance, consider the function
(x + y)2

, x2 + y 2 6= 0,
f (x, y) = x2 + y 2
1, x = y = 0,

and for fixed y = 6= 0 the related function of x,


(x + )2
f (x, ) = = 1 + O(x) as x 0
x2 + 2
and f (x, 0) = 1 for all x: for any this function is a continuous function of x. On the
line x + y = 0, however, f = 0 except at the origin so f (x, y) is not continuous along
this line. More generally, by putting x = r cos and y = r sin , < ,  r 6=0, we
2
can approach the origin from any angle. In this representation f = 2 sin + so
4
on any circle round the origin f takes any value between 0 and 2. Therefore f (x, y) is
not a continuous function of both x and y.
Exercise 1.8
Determine whether or not the following functions are continuous at the origin.
2xy x2 + y 2 2x2 y
(a) f = 2 2
, (b) f = 2 2
, (c) f = 2 .
x +y x y x + y2
Hint use polar coordinates x = r cos , y = r sin and consider the limit r 0.
1.3. FUNCTIONS OF A REAL VARIABLE 19

1.3.3 Monotonic functions and inverse functions


A function is said to be monotonic on an interval if it is always increasing or always
decreasing. Simple examples are f (x) = x and f (x) = exp(x) which are mono-
tonic increasing and monotonic decreasing, respectively, on the whole line: the function
f (x) = sin x is monotonic increasing for /2 < x < /2. More precisely, we have,
Definition 1.5
Monotonic functions: A function f (x) is monotonic increasing for a < x < b if
f (x1 ) f (x2 ) for a < x1 < x2 < b.
A monotonic decreasing function is defined in a similar way.
If f (x1 ) < f (x2 ) for a < x1 < x2 < b then f (x) is said to be strictly monotonic (in-
creasing) or strictly increasing ; strictly decreasing functions are defined in the obvious
manner.

The recognition of the intervals on which a given function is strictly monotonic is


sometimes important because on these intervals the inverse function exists. For instance
the function y = ex is monotonic increasing on the whole real line, R, and its inverse is
the well known natural logarithm, x = ln y, with y on the positive real line.
In general if f (x) is continuous and strictly monotonic on a x b and y = f (x)
the inverse function, x = f 1 (y), is continuous for f (a) y f (b) and satisfies
y = f (f 1 (y)). Moreover, if f (x) is strictly increasing so is f 1 (y).
Complications occur when a function is increasing and decreasing on neighbouring
intervals, for then the inverse may have two or more values. For example the function
f (x) = x2 is monotonic increasing for x > 0 and monotonic decreasing for x < 0: hence

the relation y = x2 has the two familiar inverses x = y, y 0. These two inverses are
often refered to as the different branches of the inverse; this idea is important because
most functions are monotonic only on part of their domain of definition.
Exercise 1.9
(a) Show that y = 3a2 x x3 is strictly increasing for a < x < a and that on this
interval y increases from 2a3 to 2a3 .
(b) By putting x = 2a sin and using the identity sin3 = (3 sin sin 3)/4,
show that the equation becomes
y
1
y = 2a3 sin 3 and hence that x(y) = 2a sin sin1 .
3 2a3
(c) Find the inverse for x > 2a. Hint put x = 2a cosh and use the relation
cosh3 = (cosh 3 + 3 cosh )/4.

1.3.4 The derivative


The notion of the derivative of a continuous function, f (x), is closely related to the
geometric idea of the tangent to a curve and to the related concept of the rate of
change of a function, so is important in the discussion of anything that changes. This
geometric idea is illustrated in figure 1.2: here P is a point with coordinates (a, f (a))
on the graph and Q is another point on the graph with coordinates (a + h, f (a + h)),
where h may be positive or negative.
20 CHAPTER 1. PRELIMINARY ANALYSIS

Q
f(a+h)

Tangent
P at P
f(a)
a a+h
Figure 1.2 Illustration showing the chord P Q and the tan-
gent line at P .

The gradient of the chord P Q is tan where is the angle between P Q and the x-axis,
and is given by the formula
f (a + h) f (a)
tan = .
h
If the graph in the vicinity of x = a is represented by a smooth line, then it is intuitively
obvious that the chord P Q becomes closer to the tangent at P as h 0; and in the
limit h = 0 the chord becomes the tangent. Hence the gradient of the tangent is given
by the limit
f (a + h) f (a)
lim .
h0 h
This limit, provided it exists, is named the derivative of f (x) at x = a and is commonly
df
denoted either by f 0 (a) or . Thus we have the formal definition:
dx
Definition 1.6
The derivative: A function f (x), defined on an open interval U of the real line, is
differentiable for x U and has the derivative f 0 (x) if
df f (x + h) f (x)
f 0 (x) = = lim , (1.7)
dx h0 h
exists.

If the derivative exists at every point in the open interval U the function f (x) is said
to be differentiable in U : in this case it may be proved that f (x) is also continuous.
However, a function that is continuous at a need not be differentiable at a: indeed,
it is possible to construct functions that are continuous everywhere but differentiable
nowhere; such functions are encountered in the mathematical description of Brownian
motion.
Combining the definition of f 0 (x) and the definition 1.3 of the order notation shows
that a differentiable function satisfies

f (x + h) = f (x) + hf 0 (x) + o(h). (1.8)

The formal definition, equation 1.7, of the derivative can be used to derive all its useful
properties, but the physical interpretation, illustrated in figure 1.2, provides a more
useful way to generalise it to functions of several variables.
1.3. FUNCTIONS OF A REAL VARIABLE 21

The tangent line to the graph y = f (x) at the point a, which we shall consider to
be fixed for the moment, has slope f 0 (a) and passes through f (a). These two facts
determine the derivative completely. The equation of the tangent line can be written
in parametric form as p(h) = f (a) + f 0 (a) h. Conversely, given a point a, and the
equation of the tangent line at that point, the derivative, in the classical sense of the
definition 1.6, is simply the slope, f 0 (a), of this line. So the information that the
derivative of f at a is f 0 (a) is equivalent to the information that the tangent line at
a has equation p(h) = f (a) + f 0 (a) h. Although the classical derivative, equation 1.7,
is usually taken to be the fundamental concept, the equivalent concept of the tangent
line at a point could be considered equally fundamental - perhaps more so, since a
tangent is a more intuitive idea than the numerical value of its slope. This is the key
to successfully defining the derivative of functions of more than one variable.
From the definition 1.6 the following useful results follow. If f (x) and g(x) are
differentiable on the same open interval and and are constants then
d  
(a) f (x) + g(x) = f 0 (x) + g 0 (x),
dx
d  
(b) f (x)g(x) = f 0 (x)g(x) + f (x)g 0 (x), (The product rule)
dx 
f 0 (x)g(x) f (x)g 0 (x)

d f (x)
(c) = , g(x) 6= 0. (The quotient rule)
dx g(x) g(x)2

We leave the proof of these results to the reader, but note that the differential of 1/g(x)
follows almost trivially from the definition 1.6, exercise 1.14, so that the third expression
is a simple consequence of the second.
The other important result is the chain rule concerning the derivative of composite
functions. Suppose that f (x) and g(x) are two differentiable functions and a third is
formed by the composition,
F (x) = f (g(x)), sometimes written as F = f g,
which we assume to exist. Then the derivative of F (x) can be shown, as in exercise 1.18,
to be given by
dF df dg
= or F 0 (x) = f 0 (g)g 0 (x). (1.9)
dx dg dx
This formula is named the chain rule. Note how the prime-notation is used: it denotes
the derivative of the function with respect to the argument shown, not necessarily the
original independent variable, x. Thus f 0 (g) or f 0 (g(x)) does not mean the derivative
of F (x); it means the derivative f 0 (x) with x replaced by g or g(x).
A simple example should make this clear: suppose f (x) = sin x and g(x) = 1/x,
x > 0, so F (x) = sin(1/x). The chain rule gives
     
dF d d 1 1 1 1
= (sin g) = cos g 2 = 2 cos .
dx dg dx x x x x
The derivatives of simple functions, polynomials and trigometric functions for instance,
can be deduced from first principles using the definition 1.6: the three rules, given above,
and the chain rule can then be used to find the derivative of any function described with
finite combinations of these simple functions. A few exercises will make this process
clear.
22 CHAPTER 1. PRELIMINARY ANALYSIS

Exercise 1.10
Find the derivative of the following functions
p
a sin2 x + b cos2 x , (c) cos(x3 ) cos x , (d) xx .
p
(a) (a x)(b + x) , (b)

Exercise 1.11
dx 1
If y = sin x for /2 x /2 show that = p .
dy 1 y2

Exercise 1.12
(a) If y = f (x) has the inverse x = g(y), show that f 0 (x)g 0(y) = 1, that is
1
dx dy
= .
dy dx

d2 x dy d2 y
(b) Express 2
in terms of and .
dy dx dx2

Clearly, if f 0 (x) is differentiable, it may be differentiated to obtain the second derivative,


which is denoted by
d2 f
f 00 (x) or .
dx2
This process can be continued to obtain the functions

df d2 f d3 f dn1 f dn f
f, , , , , , ,
dx dx2 dx3 dxn1 dxn
where each member of the sequence is the derivative of the preceeding member,

dp f
 p1 
d d f
p
= , p = 2, 3, .
dx dx dxp1

The prime notation becomes rather clumsy after the second or third derivative, so the
most common alternative is
dp f
= f (p) (x), p 2,
dxp
with the conventions f (1) (x) = f 0 (x) and f (0) (x) = f (x). Care is needed to distinguish
between the pth derivative, f (p) (x), and the pth power, denoted by f (x)p and sometimes
f p (x) the latter notation should be avoided if there is any danger of confusion.
Functions for which the nth derivative is continuous are said to be n-differentiable
and to belong to class Cn : the notation Cn (U ) means the first n derivatives are continu-
ous on the interval U : the notation Cn (a, b) or Cn [a, b], with obvious meaning, may also
be used. The term smooth function describes functions belonging to C , that is func-
tions, such as sin x, having all derivatives; we shall, however, use the term sufficiently
smooth for functions that are sufficiently differentiable for all subsequent analysis to
work, when more detail is deemed unimportant.
In the following exercises some important, but standard, results are derived.
1.3. FUNCTIONS OF A REAL VARIABLE 23

Exercise 1.13
If f (x) is an even (odd) function, show that f 0 (x) is an odd (even) function.

Exercise 1.14
f 0 (x)

d 1
Show, from first principles using the limit 1.7, that = , and
dx f (x) f (x)2
that the product rule is true.

Exercise 1.15
Leibnizs rule
If h(x) = f (x)g(x) show that

h00 (x) = f 00 (x)g(x) + 2f 0 (x)g 0 (x) + f (x)g 00 (x),


(3)
h (x) = f (3) (x)g(x) + 3f 00 (x)g 0 (x) + 3f 0 (x)g 00 (x) + f (x)g (3) (x),

and use induction to derive Leibnizs rule


n
X n
h(n) (x) = f (nk) (x)g (k) (x),
k
k=0


n n!
where the binomial coefficients are given by = .
k k! (n k)!

Exercise 1.16
d f 0 (x)
Show that ln(f (x)) = and hence that if
dx f (x)

p0 f0 f0 f0
p(x) = f1 (x)f2 (x) fn (x) then = 1 + 2 + + n,
p f1 f2 fn

provided p(x) 6= 0. Note that this gives an easier method of differentiating prod-
ucts of three or more factors than repeated use of the product rule.

Exercise 1.17
If the elements of a determinant D(x) are differentiable functions of x,

f (x) g(x)
D(x) =
(x) (x)

show that 0
g 0 (x) f (x)

f (x) g(x)
D0 (x) = + .
(x) (x) 0 (x) 0 (x)
Extend this result to third-order determinants.
24 CHAPTER 1. PRELIMINARY ANALYSIS

1.3.5 Mean Value Theorems


If a function f (x) is sufficiently smooth for all points inside the interval a < x < b,
its graph is a smooth curve12 starting at the point A = (a, f (a)) and ending at B =
(b, f (b)), as shown in figure 1.3.

f(b) P B

A Q
f(a)
a b
Figure 1.3 Diagram illustrating Cauchys form
of the mean value theorem.

From this figure it seems plausible that the tangent to the curve must be parallel to
the chord AB at least once. That is

f (b) f (a)
f 0 (x) = for some x in the interval a < x < b. (1.10)
ba

Alternatively this may be written in the form

f (b) = f (a) + hf 0 (a + h), h = b a. (1.11)

where is a number in the interval 0 < < 1, and is normally unknown. This relation
is used frequently throughout the course. Note that equation 1.11 shows that between
zeros of a continuous function there is at least one point at which the derivative is zero.
Equation 1.10 can be proved and is enshrined in the following theorem

Theorem 1.1
The Mean Value Theorem (Cauchys form). If f (x) and g(x) are real and differen-
tiable for a x b, then there is a point u inside the interval at which
   
f (b) f (a) g 0 (u) = g(b) g(a) f 0 (u), a < u < b. (1.12)

By putting g(x) = x, equation 1.10 follows.

A similar idea may be applied to integrals. In figure 1.4 is shown a typical continuous
function, f (x), which attains its smallest and largest values, S and L respectively, on
the interval a x b.

12 A smooth curve is one along which its tangent changes direction continuously, without abrupt

changes.
1.3. FUNCTIONS OF A REAL VARIABLE 25

L
f(x)

a b
Figure 1.4 Diagram showing the upper and
lower bounds of f (x) used to bound the integral.

It is clear that the area under the curve is greater than (b a)S and less than (b a)L,
that is Z b
(b a)S dx f (x) (b a)L.
a

Because f (x) is continuous it follows that


Z b
dx f (x) = (b a)f () for some [a, b]. (1.13)
a

This observation is made rigorous in the following theorem.


Theorem 1.2
The Mean Value theorem (integral form). If, on the closed interval a x b, f (x)
is continuous and (x) 0 then there is an satisfying a b such that
Z b Z b
dx f (x)(x) = f () dx (x). (1.14)
a a

If (x) = 1 relation 1.13 is regained.

Exercise 1.18
The chain rule
In this exercise the Mean Value Theorem is used to derive the chain rule, equa-
tion 1.9, for the derivative of F (x) = f (g(x)).
Use the mean value theorem to show that

F (x + h) F (x) = f g(x) + hg 0 (x + h) f (g(x))

and that

f g(x) + hg 0 (x + h) = f (g(x)) + hg 0 (x + h) f 0 (g + hg 0 )

where 0 < , < 1. Hence show that


F (x + h) F (x)
= f 0 (g + hg 0 ) g 0 (x + h),
h
and by taking the limit h 0 derive equation 1.9.
26 CHAPTER 1. PRELIMINARY ANALYSIS

Exercise 1.19
Use the integral form of the mean value theorem, equation 1.13, to evaluate the
limits,
1 x p
Z Z x
1
dt ln 3t 3t2 + t3 .
`
(a) lim dt 4 + 3t3 , (b) lim
x0 x 0 x1 (x 1)3 1

1.3.6 Partial Derivatives


Here we consider functions of two or more variables, in order to introduce the idea of
a partial derivative. If f (x, y) is a function of the two, independent variables x and
y, meaning that changes in one do not affect the other, then we may form the partial
derivative of f (x, y) with respect to either x or y using a minor modification of the
definition 1.6 (page 20).
Definition 1.7
The partial derivative of a function f (x, y) of two variables with respect to the first
variable x is
f f (x + h, y) f (x, y)
= fx (x, y) = lim .
x h0 h
In the computation of fx the variable y is unchanged.
Similarly, the partial derivative with respect to the second variable y is
f f (x, y + k) f (x, y)
= fy (x, y) = lim .
y k0 k
In the computation of fy the variable x is unchanged.

We use the conventional notation, f /x, to denote the partial derivative with respect
to x, which is formed by fixing y and using the rules of ordinary calculus for the deriva-
tive with respect to x. The suffix notation, fx (x, y), is used to denote the same function:
here the suffix x shows the variable being differentiated, and it has the advantage that
when necessary it can be used in the form fx (a, b) to indicate that the partial derivative
fx is being evaluated at the point (a, b).
In practice the evaluation of partial derivatives is exactly the same as ordinary
derivatives and the same rules apply. Thus if f (x, y) = xey ln(2x + 3y) then the partial
derivatives with respect to x and y are, repectively
f 2xey f 3xey
= ey ln(2x + 3y) + and = xey ln(2x + 3y) + .
x 2x + 3y y 2x + 3y

Exercise 1.20
(a) If u = x2 sin(ln y) compute ux and uy .
r x r y
(b) If r 2 = x2 + y 2 show that = and = .
x r y r

The partial derivatives are also functions of x and y, so may be differentiated again.
Thus we have
2f 2f
   
f f
= = f xx (x, y) and = = fyy (x, y). (1.15)
x x x2 y y y 2
1.3. FUNCTIONS OF A REAL VARIABLE 27

But now we also have the mixed derivatives


   
f f
and . (1.16)
x y y x

Except in special circumstances the order of differentiation is irrelevant so we obtain


the mixed derivative rule
2f 2f
   
f f
= = = . (1.17)
x y y x xy yx

Using the suffix notation the mixed derivative rule is fxy = fyx . A sufficient condi-
tion for this to hold is that both fxy and fyx are continuous functions of (x, y), see
equation 1.6 (page 18).
Similarly, differentiating p times with respect to x and q times with respect to y, in
any order, gives the same nth order derivative,
nf
where n = p + q,
xp y q
provided all the nth derivatives are continuous.

Exercise 1.21
If (x, y) = exp(x2 /y) show that satisfies the equations

2x 2 2
= and =4 .
x y x2 y y

Exercise 1.22
2u u u
Show that u = x2 sin(ln y) satisfies the equation 2y 2 + 2y +x = 0.
y 2 y x

The generalisation of these ideas to functions of the n variables x = (x1 , x2 , . . . , xn ) is


straightforward: the partial derivative of f (x) with respect to xk is defined to be

f f (x1 , x2 , , xk1 , xk + h, xk+1 , , xn ) f (x1 , x2 , . . . , xn )


= lim . (1.18)
xk h0 h
All other properties of the derivatives are the same as in the case of two variables, in
particular for the mth derivative the order of differentiation is immaterial provided all
mth derivatives are continuous.
For a function of a single variable, f (x), the existence of the derivative, f 0 (x),
implies that f (x) is continuous. For functions of two or more variables the existence of
the partial derivatives does not guarantee continuity.

The total derivative


If f (x1 , x2 , . . . , xn ) is a function of n variables and if each of these variables is a function
of the single variable t, we may form a new function of t with the formula

F (t) = f (x1 (t), x2 (t), , xn (t)). (1.19)


28 CHAPTER 1. PRELIMINARY ANALYSIS

Geometrically, F (t) represents the value of f (x) on a curve C defined parametrically by


the functions (x1 (t), x2 (t), , xn (t)). The derivative of F (t) is given by the relation
n
dF X f dxk
= , (1.20)
dt xk dt
k=1

so F 0 (t) is the rate of change of f (x) along C. Normally, we write f (t) rather than
df
use a different symbol F (t), and the left-hand side of the above equation is written .
dt
This derivative is named the total derivative of f . The proof of this when n = 2 and
x0 and y 0 do not vanish near (x, y) is sketched below; the generalisation to larger n is
straightforward. If F (t) = f (x(t), y(t)) then

F (t + ) = f (x(t + ), y(t + ))


 
= f x(t) + x0 (t + ), y(t) + y 0 (t + ) , 0 < , < 1,

where we have used the mean value theorem, equation 1.11. Write the right-hand side
in the form
h i h i
f (x+x0 , y+y 0) = f (x + x0 , y + y 0 ) f (x, y + y 0 ) + f (x, y + y 0 ) f (x, y) +f (t)

so that
F (t + ) F (t) f (x + x0 , y + y 0 ) f (x, y + y 0 ) 0 f (x, y + y 0 ) f (x, y) 0
= x + y.
 x0 y 0
Thus, on taking the limit as  0 we have
dF f dx f dy
= + .
dt x dt y dt
This result remains true if either or both x0 = 0 or y 0 = 0, but then more care is needed
with the proof.
Equation 1.20 is used in chapter 3 to derive one of the most important results in
the course: if the dependence of x upon t is linear and F (t) has the form

F (t) = f (x + th) = f (x1 + th1 , x2 + th2 , , xn + thn )

where the vector h is constant and the variable xk has been replaced by xk + thk , for
d
all k. Since dt (xk + thk ) = hk , equation 1.20 becomes
n
dF X f
= hk . (1.21)
dt xk
k=1

This result will also be used in section 1.3.9 to derive the Taylor series for several
variables.
A variant of equation 1.19, which frequently occurs in the Calculus of Variations, is
the case where f (x) depends explicitly upon the variable t, so this equation becomes

F (t) = f (t, x1 (t), x2 (t), , xn (t))


1.3. FUNCTIONS OF A REAL VARIABLE 29

and then equation 1.20 acquires an additional term,


n
dF f X f dxk
= + . (1.22)
dt t xk dt
k=1

For an example we apply this formula to the function

f (t, x, y) = x sin(yt) with x = et and y = e2t ,

so
F (t) = f t, et , e2t = et sin te2t .
 

Equation 1.22 gives


dF f f dx f dy
= + +
dt t x dt y dt
= xy cos(yt) + et sin(yt) 2xt cos(yt)e2t ,

which can be expressed in terms of t only,


dF
= (1 2t)et cos te2t + et sin te2t .
 
dt
The same expression can also be obtained by direct differentiation of F (t) = et sin te2t .


The right-hand sides of equations 1.20 and 1.22 depend upon both x and t, but
because x depends upon t often these expressions are written in terms of t only. In the
Calculus of Variations this is usually not helpful because the dependence of both x and
t, separately, is important: for instance we often require expressions like
   
d F dF
and .
dt x1 x1 dt
The second of these expressions requires some clarification because dF/dt contains the
derivatives x0k . Thus
n
  !
dF f X f dxk
= + .
x1 dt x1 t xk dt
k=1

Since x0k (t) is independent of x1 for all k, this becomes


n
2f 2 f dxk
 
dF X
= +
x1 dt x1 t x1 xk dt
k=1
 
d F
= ,
dt x1
the last line being a consequence of the mixed derivative rule.

Exercise 1.23
If f (t, x, y) = xy ty 2 and x = t2 , y = t3 show that
df dx dy
= y 2 + y + (x 2ty) = t4 (5 7t2 ),
dt dt dt
30 CHAPTER 1. PRELIMINARY ANALYSIS

and that

df dx dy
= 2t 1 4t2 ,
`
= 2y 2t
y dt dt dt

d f d dx dy
= 2t 1 4t2 .
`
= (x 2ty) = 2y 2t
dt y dt dt dt

Exercise 1.24

If F = 1 + x1 x2 , and x1 and x2 are functions of t, show by direct calculation
of each expression that

x0 x2 (x01 x2 + x1 x02 )

dF d F
= = 2 .
x1 dt dt x1 2 1 + x 1 x2 4(1 + x1 x2 )3/2

Exercise 1.25
Eulers formula for homogeneous functions
(a) A function f (x, y) is said to be homogeneous with degree p in x and y if it has
the property f (x, y) = p f (x, y), for any constant and real number p. For
such a function prove Eulers formula:

pf (x, y) = xfx (x, y) + yfy (x, y).

Hint use the total derivative formula 1.20 and differentiate with respect to .
(b) Find the equivalent result for homogeneous functions of n variables that satisfy
f (x) = p f (x).
(c) Show that if f (x1 , x2 , , xn ) is a homogeneous function of degree p, then
each of the partial derivatives, f /xk , k = 1, 2, , n, is homogeneous function
of degree p 1.

1.3.7 Implicit functions


An equation of the form f (x, y) = 0, where f is a suitably well behaved function of
both x and y, can define a curve in the Cartesian plane, as illustrated in figure 1.5.

y
f(x,y)=0

y+k
y
x
x x+h
Figure 1.5 Diagram showing a typical curve defined
by an equation of the form f (x, y) = 0.
1.3. FUNCTIONS OF A REAL VARIABLE 31

For some values of x the equation f (x, y) = 0 can be solved to yield one or more real
values of y, which will give one or more functions of x. For instance the equation
x2 + y 2 1 = 0 defines a circle in the plane and for each x in |x| < 1 there are two
values of y, giving the two functions y(x) = 1 x2 . A more complicated example
is the equation x y + sin(xy) = 0, which cannot be rearranged to express one variable
in terms of the other.
Consider the smooth curve sketched in figure 1.5. On a segment in which the curve
is not parallel to the y-axis the equation f (x, y) = 0 defines a function y(x). Such a
function is said to be defined implicitly. The same equation will also define x(y), that
is x as a function of y, provided the segment does not contain a point where the curve
is parallel to the x-axis. This result, inferred from the picture, is a simple example of
the implicit function theorem stated below.
Implicitly defined functions are important because they occur frequently as solutions
of differential equations, see exercise 1.29, but there are few, if any, general rules that
help understand them. It is, however, possible to obtain relatively simple expressions
for the first derivatives, y 0 (x) and x0 (y).
We assume that y(x) exists and is differentiable, as seems reasonable from figure 1.5,
so F (x) = f (x, y(x)) is a function of x only and we may use the chain rule 1.22 to
differentiate with respect to x. This gives
dF f f dy
= + .
dx x y dx
On the curve defined by f (x, y) = 0, F 0 (x) = 0 and hence
f f dy dy fx
+ = 0 or = . (1.23)
x y dx dx fy
Similarly, if x(y) exists and is differentiable a similar analysis using y as the independent
variable gives
f dx f dx fy
+ = 0 or = . (1.24)
x dy y dy fx
This result is encapsulated in the Implicit Function Theorem which gives sufficient
conditions for an equation of the form f (x, y) = 0 to have a solution y(x) satisfying
f (x, y(x)) = 0. A restricted version of it is given here.
Theorem 1.3
Implicit Function Theorem: Suppose that f : U R is a function with continuous
partial derivatives defined in an open set U R2 . If there is a point (a, b) U for
which f (a, b) = 0 and fy (a, b) 6= 0, then there are open intervals I = (x1 , x2 ) and
J = (y1 , y2 ) such that (a, b) lies in the rectangle I J and for every x I, f (x, y) = 0
determines exactly one value y(x) J for which f (x, y(x)) = 0. The function y : I J
is continuous, differentiable, with the derivative given by equation 1.23.

Exercise 1.26
In the case f (x, y) = y g(x) show that equations 1.23 and 1.24 leads to the
relation 1
dx dy
= .
dy dx
32 CHAPTER 1. PRELIMINARY ANALYSIS

Exercise 1.27
If ln(x2 + y 2 ) = 2 tan1 (y/x) find y 0 (x).

Exercise 1.28
If x y + sin(xy) = 0 determine the values of y 0 (0) and y 00 (0).

Exercise 1.29
Show that the differential equation

dy y a2 x
= , y(1) = A > 0,
dx y+x

has a solution defined by the equation



1 ` 2 2 1 y 1 ` 1 A
ln a x + y 2 + tan1 =B where B = ln a2 + A2 + tan1 .
2 a ax 2 a a

Hint the equation may be put in separable form by defining a new dependent
variable v = y/x.

The implicit function theorem can be generalised to deal with the set of functions

fk (x, t) = 0, k = 1, 2, , n, (1.25)

where x = (x1 , x2 , . . . , xn ) and t = (t1 , t2 , . . . , tm ). These n equations have a unique


solution for each xk in terms of t, xk = gk (t), k = 1, 2, , n, in the neighbourhood of
(x0 , t0 ) provided that at this point the derivatives fj /xk , exist and that the deter-
minant
f1 f1 f1


x1 x2 xn

f2 f2 f2
x1 x2 xn

J = (1.26)
. . .
. .. ..
.
f fn fn
n


x1 x2 xn

is not zero. Furthermore all the functions gk (t) have continuous first derivatives. The
determinant J is named the Jacobian determinant or, more usually, the Jacobian. It is
often helpful to use either of the following notations for the Jacobian,

f (f1 , f2 , . . . , fn )
J= or J = . (1.27)
x (x1 , x2 , . . . , xn )

Exercise 1.30
Show that the equations x = r cos , y = r sin can be inverted to give functions
r(x, y) and (x, y) in every open set of the plane that does not include the origin.
1.3. FUNCTIONS OF A REAL VARIABLE 33

1.3.8 Taylor series for one variable


The Taylor series is a method of representing a given sufficiently well behaved function
in terms of an infinite power series, defined in the following theorem.
Theorem 1.4
Taylors Theorem: If f (x) is a function defined on x1 x x2 such that f (n) (x) is
continuous for x1 x x2 and f (n+1) (x) exists for x1 < x < x2 , then if a [x1 , x2 ]
for every x [x1 , x2 ]

(x a)2 00 (x a)n (n)


f (x) = f (a) + (x a)f 0 (a) + f (a) + + f (a) + Rn+1 . (1.28)
2! n!
The remainder term, Rn+1 , can be expressed in the form

(x a)n+1 (n+1)
Rn+1 = f (a + h) for some 0 < < 1 and h = x a. (1.29)
(n + 1)!

If all derivatives of f (x) are continuous for x1 x x2 , and if the remainder term
Rn 0 as n in a suitable manner we may take the limit to obtain the infinite
series

X (x a)k (k)
f (x) = f (a). (1.30)
k!
k=0

The infinite series 1.30 is known as Taylors series, and the point x = a the point of
expansion. A similar series exists when x takes complex values.
Care is needed when taking the limit of 1.28 as n , because there are cases
when the infinite series on the right-hand side of equation 1.30 does not equal f (x).
If, however, the Taylor series converges to f (x) at x = then for any x closer
to a than , that is |x a| < | a|, the series converges to f (x). This caveat is
necessary because of the strange example g(x) = exp(1/x2 ) for which all derivatives
are continuous and are zero at x = 0; for this function the Taylor series about x = 0
can be shown to exist, but for all x it converges to zero rather than g(x). This means
that for any well behaved function, f (x) say, with a Taylor series that converges to
f (x) a different function, f (x) + g(x) can be formed whose Taylor series converges, but
to f (x) not f (x) + g(x). This strange behaviour is not uncommon in functions arising
from physical problems; however, it is ignored in this course and we shall assume that
the Taylor series derived from a function converges to it in some interval.
The series 1.30 was first published by Brook Taylor (1685 1731) in 1715: the result
obtained by putting a = 0 was discovered by Stirling (1692 1770) in 1717 but first
published by Maclaurin (1698 1746) in 1742. With a = 0 this series is therefore often
known as Maclaurins series.
In practice, of course, it is usually impossible to sum the infinite series 1.30, so it is
necessary to truncate it at some convenient point and this requires knowledge of how,
or indeed whether, the series converges to the required value. Truncation gives rise to
the Taylor polynomials, with the order-n polynomial given by
n
X (x a)k
f (x) = f (k) (a). (1.31)
k!
k=0
34 CHAPTER 1. PRELIMINARY ANALYSIS

The series 1.30 is an infinite series of the functions (x a)n f (n) (a)/n! and summing
these requires care. A proper understanding of this process requires careful definitions
of convergence which may be found in any text book on analysis. For our purposes,
however, it is sufficient to note that in most cases there is a real number, rc , named the
radius of convergence, such that if |x a| < rc the infinite series is well mannered and
behaves rather like a finite sum: the value of rc can be infinite, in which case the series
converges for all x.
If the Taylor series of f (x) and g(x) have radii of convergence rf and rg respectively,
then the Taylor series of f (x) + g(x), for constants and , and of f (x)a g(x)b , for
positive constants a and b, exist and have the radius of convergence min(rf , rg ). The
Taylor series of the compositions f (g(x)) and g(f (x)) may also exist, but their radii of
convergence depend upon the behaviour of g and f respectively. Also Taylor series may
be integrated and differentiated to give the Taylor series of the integral and derivative
of the original function, and with the same radius of convergence.
Formally, the nth Taylor polynomial of a function is formed from its first n deriva-
tives at the point of expansion. In practice, however, the calculation of high-order
derivatives is very awkward and it is often easier to proceed by other means, which rely
upon ingenuity. A simple example is the Taylor series of ln(1 + tanh x), to fourth order;
this is most easily obtained using the known Taylor expansions of ln(1 + z) and tanh x,

z2 z3 z4 x3 2x5
ln(1 + z) = z + + O(z 5 ) and tanh x = x + + O(x7 ),
2 3 4 3 15
and then put z = tanh x retaining only the appropriate order of the series expansion.
Thus
 " 2 2 #
x3 x2 x3 x4

5 x
ln(1 + tanh x) = x + O(x ) 1 + + + O(x5 )
3 2 3 3 4
x2 x4
= x + + O(x5 ).
2 12
This method is far easier than computing the four required derivatives of the original
function.
For |x a| > rc the infinite sum 1.30 does not exist. It follows that knowledge of
rc is important. It can be shown that, in most cases of practical interest, its value is
given by either of the limits
(k)

an
rc = lim or rc = lim |an |1/n where ak = f (a) . (1.32)
n an+1 n k!
Usually the first expression is most useful. Typically, we have, for large n

n! 1/n
  n! n
 

f (n) (a) = r c 1 + O(1/n) so that = Ar c 1 + O(1/n)
f (n) (a)
n
for some constant A. Then the nth term of the series behaves as ((x a)/rc ) , and
decreases rapidly with increasing n provided |x a| < rc and n is sufficiently large.
Superficially, the Taylor series appears to be a useful representation and a good
approximation. In general this is not true unless |xa| is small; for practical applications
1.3. FUNCTIONS OF A REAL VARIABLE 35

far more efficient approximations exist that is they achieve the same accuracy for
far less work. The basic problem is that the Taylor expansion uses knowledge of the
function at one point only, and the larger |x a| the more terms are required for a
given accuracy. More sensible approximations, on a given interval, take into account
information from the whole interval: we describe some approximations of this type in
chapter 12.
The first practical problem is that the remainder term, equation 1.29, depends upon
, the value of which is unknown. Hence Rn cannot be computed; also, it is normally
difficult to estimate.
In order to understand how these series converge we need to consider the magnitude
of the nth term in the Taylor series: this type of analysis is important for any numerical
evaluation of power series. The nth term is a product of (x a)n /n! and f (n) (a). Using
Stirlings approximation,
 n n  
n! = 2n 1 + O(1/n) (1.33)
e
we can approximate the first part of this product by
n
(x a)n

' 1 e|x a|)
= gn . (1.34)
n! 2n n
The expression gn decreases very rapidly with increasing n, provided n is large enough.
Hence the term |x a|n /n! may be made as small as we please. But for practical
applications this is not sufficient; in figure 1.6 we plot a graph of the values of log(gn ),
that is the logarithm to the base 10, for x a = 10.

3.5 log(gn)
3

2.5

1.5
n
1
2 4 6 8 10 12 14 16 18 20
Figure 1.6 Graph showing the value of log(gn ),
equation 1.34, for x a = 10. For clarity we have
joined the points with a continuous line.

In this example the maximum of gn is at n = 10 and has a value of about 2500, before it
starts to decrease. It is fairly simple to show thatp that gn has a maximum at n ' |x a|
and here its value is max(gn ) ' exp(|x a|)/ 2|x a|.
The value of f (n) (a) is also difficult to estimate, but it usually increases rapidly with
n. Bizarrely, in many cases of interest, this behaviour depends upon the behaviour
of f (z), where z is a complex variable. An understanding of this requires a study
of Complex Variable Theory, which is beyond the scope of this chapter. Instead we
illustrate the behaviour of Taylor polynomials with a simple example.
First consider the Taylor series of sin x, about x = 0,
x3 x5 x2n1
sin x = x + + + (1)n1 + , (1.35)
3! 5! (2n 1)!
36 CHAPTER 1. PRELIMINARY ANALYSIS

which is derived in exercise 1.31.


Note that only odd powers occur, because sin x is an odd function, and also that the
radius of convergence is infinite. In figure 1.7 we show graphs of this series, truncated
at x2n1 with n = 1, 4, 8 and 15 for 0 < x < 4.

2 n=1
n=15
1
x
0 2 4 6 8 10 12

-1
n=4 n=8
-2
Figure 1.7 Graph comparing the Taylor polynomials, of order n,
for the sine function with the exact function, the dashed line.

These graphs show that for large x it is necessary to include many terms in the series
to obtain an accurate representation of sin x. The reason is simply that for fixed, large
x, x2n1 /(2n 1)! is very large at n = x, as shown in figure 1.6. Because the terms
of this series alternate in sign the large terms in the early part of the series partially
cancel and cause problems when approximating a function O(1): it is worth noting that
as a consequence, with a computer having finite accuracy there is a value of x beyond
which the Taylor series for sin x gives incorrect values, despite the fact that formally it
converges for all x.

Exercise 1.31
Exponentional and Trigonometric functions
If f (x) = exp(ix) show that f (n) (x) = in exp(ix) and hence that its Taylor series is

X (ix)k
eix = .
k=0
k!

Show that the radius of convergence of this series in infinite. Deduce that

x2 x4 (1)n x2n
cos x = 1 + + + + ,
2! 4! (2n)!
x3 x5 (1)n x2n+1
sin x = x + + + + .
3! 5! (2n + 1)!

Exercise 1.32
Binomial expansion
Show that the Taylor series of (1 + x)a is

1 a(a 1)(a 2) (a k + 1) k
(1 + x)a = 1 + ax + a(a 1)x2 + x + .
2 k!
1.3. FUNCTIONS OF A REAL VARIABLE 37

When a = n is an integer this series terminates at k = n and becomes the binomial


expansion
n
X n n n!
(1 + x)n = xk where =
k k k! (n k)!
k=0

are the binomial coefficients.

Exercise 1.33
1
If f (x) = tan x find the first three derivatives to show that tan x = x+ x3 +O(x5 ).
3

Exercise 1.34
The natural logarithm
1
(a) Show that = 1 t + t2 + + (1)n tn + and use the definition of
1+t Z x
1
the natural logarithm, ln(1 + x) = dt , to show that
0 1+t

x2 x3 (1)n1 xn
ln(1 + x) = x + + + + .
2 3 n

(b) For which values of x is this expression valid.


x3 x2n1

1+x
(c) Use this result to show that ln =2 x+ + + + .
1x 3 2n 1

Exercise 1.35
The inverse tangent function
Z x
1
Use the definition tan1 x =dt to show that for |x| < 1,
0 1 + t2

X (1)k x2k+1
tan1 x = .
k=0
2k + 1

Exercise 1.36
x2 x3 5x4
Show that ln(1 + sinh x) = x + + O(x5 ).
2 2 12

Exercise 1.37
Obtain the first five terms of the Taylor series of the function that satisfies the
equation
dy
(1 + x) = 1 + xy + y 2 , y(0) = 0.
dx
Hint use Leibnizs rule given in exercise 1.15 (page 23) to differentiate the equation
n times.
38 CHAPTER 1. PRELIMINARY ANALYSIS

1.3.9 Taylor series for several variables


The Taylor series of a function f : Rm R is trivially derived from the Taylor expan-
sion of a function of one variable using the chain rule, equation 1.21 (page 28). The
only difficulty is that the algebra very quickly becomes unwieldy with increasing order.
We require the expansion of f (x) about x = a, so we need to represent f (a + h) as
some sort of power series in h. To this end, define a function of the single variable t by
the relation
F (t) = f (a + th) so F (0) = f (a),
and F (t) gives values of f (x) on the straight line joining a to a + h. The Taylor series
of F (t) about t = 0 is, on using equation 1.28 (page 33),

t2 00 tn
F (t) = F (0) + tF 0 (0) + F (0) + + F (n) (0) + Rn+1 , (1.36)
2! n!
which we assume to exist for |t| 1. Now we need only express the derivatives F (n) (0)
in terms of the partial derivatives of f (x). Equation 1.21 (page 28) gives
m
X
F 0 (0) = fxk (a)hk .
k=1

Hence to first-order the Taylor series is


m
X f
f (a + h) = f (a) + hk fxk (a) + R2 = f (a) + h + R2 , (1.37)
a
k=1

where R2 is the remainder term which is second-order in h and is given below. Here
we have introduced the notation f /x for the vector function,
  m
f f f f f X f
= , , , with the scalar product h = hk .
x x1 x2 xm x xk
k=1

For the second derivative we use equation 1.21 (page 28) again,
m m m
!
00
X d X X
F (t) = hk fxk (a + th) = hk hi fxk xi (a + th) .
dt i=1
k=1 k=1

At t = 0 this can be written in the form,


m
X m
X
F 00 (0) = hk hi fxk xi (a)
k=1 i=1
Xm m1
X m
X
= h2k fxk xk (a) + 2 hk hi fxk xi (a), (1.38)
k=1 k=1 i=k+1

where the second relation comprises fewer terms because the mixed derivative rule has
been used. This gives the second-order Taylor series,
m m m
!
X 1 X X
f (a + h) = f (a) + hk fxk (a) + hk hi fxk xi (a) + R3 , (1.39)
2! i=1
k=1 k=1

where the remainder term is given below.


1.3. FUNCTIONS OF A REAL VARIABLE 39

The higher-order terms are derived in exactly the same manner, but the algebra
quickly becomes cumbersome. It helps, however, to use the linear differential operator
h /a to write the derivatives of F (t) at t = 0 in the more convenient form,
   2  n

F 0 (0) = h f (a), F 00 (0) = h f (a) and F (n) (0) = h f (a).
a a a
(1.40)
Then we can write Taylor series in the form
n  s
X 1
f (a + h) = f (a) + h f (a) + Rn+1 (1.41)
s=1
s! a
where the remainder term is
1
Rn+1 = F (n+1) () for some 0 < < 1.
(n + 1)!
Because the high order derivatives are so cumbersome and for the practical reasons
discussed in section 1.3.8, in particular figure 1.7 (page 36), Taylor series for many vari-
ables are rarely used beyond the second-order term. This term, however, is important
for the classification of stationary points, considered in chapter 7.
For functions of two variables, (x, y), the Taylor series is
1 2
h fxx + 2hkfxy + k 2 fyy

f (a + h, b + k) = f (a, b) + hfx + kfy +
2
1 3
+ h fxxx + 3h kfxxy + 3hk 2 fxyy + k 3 fyyy +
2

6
s
X hsr k r sf
+ + + Rn+1 , (1.42)
r=0
(s r)! r! x y r
sr

where all derivatives are evaluated at (a, b). In this case the sth term is relatively easy
to obtain by expanding the differential operator (h/x + k/y)s using the binomial
expansion (which works because the mixed derivative rule means that the two operators
/x and /y commute).
Exercise 1.38
Find the Taylor expansions about x = y = 0, up to and including the second-order
terms, of the functions
(a) f (x, y) = sin x sin y, (b) f (x, y) = sin x + ey 1 .
`

Exercise 1.39
Show that the third-order Taylor series for a function, f (x, y, z), of three variables
is
f (a + h, b + k, c + l) = f (a, b, c) + hfx + kfy + lfz
1 ` 2
h fxx + k2 fyy + l2 fzz + 2hkfxy + 2klfyz + 2lhfzx

+
2!
1 3
+ h fxxx + k3 fyyy + l3 fzzz + 6hklfxyz
3!
3hk2 fxyy + 3hl2 fxzz + 3kh2 fyxx + 3kl2 fyzz

+3lh2 fzxx + 3lk2 fzyy .
40 CHAPTER 1. PRELIMINARY ANALYSIS

1.3.10 LHospitals rule


Ratios of functions occur frequently and if

f (x)
R(x) = (1.43)
g(x)

the value of R(x) is normally computed by dividing the value of f (x) by the value of
g(x): this works provided g(x) is not zero at the point in question, x = a say. If g(x)
and f (x) are simultaneously zero at x = a, the value of R(a) may be redefined as a
limit. For instance if
sin x
R(x) = (1.44)
x
then the value of R(0) is not defined, though R(x) does tend to the limit R(x) 1 as
x 0. Here we show how this limit may be computed using LHospitals rule13 and
its extensions, discovered by the French mathematician G F A Marquis de lHospital
(1661 1704).
Suppose that at x = a, f (a) = g(a) = 0 and that each function has a Taylor series
about x = a, with finite radii of convergence: thus near x = a we have for small,
non-zero ||,

f (a + ) f 0 (a) + O(2 ) f 0 (a)


R(a + ) = = 0 = + O() provided g 0 (a) 6= 0.
g(a + ) g (a) + O(2 ) g 0 (a)

Hence, on taking the limit  0, we obtain the result given by the following theorem.
Theorem 1.5
LHospitals rule. Suppose that f (x) and g(x) are real and differentiable for
a < x < b . If

lim f (x) = lim g(x) = 0 or lim g(x) =


xa xa xa

then
f (x) f 0 (x)
lim = lim 0 , (1.45)
xa g(x) xa g (x)

provided the right-hand limit exists.

More generally if f (k) (a) = g (k) (a) = 0, k = 0, 1, , n 1 and g (n) (a) 6= 0 then

f (x) f (n) (x)


lim = lim (n) ,
xa g(x) xa g (x)

provided the right-hand limit exists.


Consider the function defined by equation 1.44; at x = 0 LHospitals rule gives
sin x cos x
R(0) = lim = lim = 1.
x0 x x0 1

13 Here we use the spelling of the French national bibliography, as used by LHospital. Some modern

text use the spelling LHopital, instead of the silent s.


1.3. FUNCTIONS OF A REAL VARIABLE 41

Exercise 1.40
Find the values of the following limits:

cosh x cosh a sin x x 3x 3x


(a) lim , (b) lim , (c) lim .
xa sinh x sinh a x0 x cos x x x0 2x 2x

Exercise 1.41
f 0 (x) f (x)
(a) If f (a) = g(a) = 0 and lim = show that lim = .
xa g 0 (x) xa g(x)

(b) If both f (x) and g(x) are positive in a neighbourhood of x = a, tend to infinity
f 0 (x) f (x)
as x a and lim 0 = A show that lim = A.
xa g (x) xa g(x)

1.3.11 Integration
The study of integration arose from the need to compute areas and volumes. The
theory of integration was developed independently from the theory of differentiation
and the Fundamental Theorem of Calculus, described in note P I on page 42, relates
these processes. It should be noted, however, that Newton knew of the relation between
gradients and areas and exploited it in his development of the subject.
In this section we provide a very brief outline of the simple theory of integration
and discuss some of the methods used to evaluate integrals. This section is included
for reference purposes; however, although the theory of integration is not central to
the main topic of this course, you should be familiar with its contents. The important
idea, needed in chapter 3, is that of differentiating with respect to a parameter, or
differentiating under the integral sign described in equation 1.52 (page 45).
In this discussion of integration we use an intuitive notion of area and refer the
reader to suitable texts, Apostol (1963), Rudin (1976) or Whittaker and Watson (1965)
for instance, for a rigorous treatment.
If f (x) is a real, continuous function of the interval a x b, it is intuitively clear
that the area between the graph and the x-axis can be approximated by the sum of the
areas of a set of rectangles as shown by the dashed lines in figure 1.8.

y
f(x)

x
a x1 x2 x3 x4 x5 b
Figure 1.8 Diagram showing how the area under the curve y = f (x) may be approx-
imated by a set of rectangles. The intervals xk xk1 need not be the same length.
42 CHAPTER 1. PRELIMINARY ANALYSIS

In general the closed interval a x b may be partitioned by a set of n 1 distinct,


ordered points
a = x0 < x1 < x2 < < xn1 < xn = b
to produce n sub-divisions: in figure 1.8 n = 6 and the spacings are equal. On each
interval we construct a rectangle: on the kth rectangle the height is f (lk ) chosen to
be the smallest value of f (x) in the interval. These rectangles are shown in the figure.
Another set of rectangles of height f (hk ) chosen to be the largest value of f (x) in the
interval can also be formed. If A is the area under the graph it follows that
n
X n
X
(xk xk1 ) f (lk ) A (xk xk1 ) f (hk ). (1.46)
k=1 k=1

This type of approximation underlies the simplest numerical methods of approximating


integrals and, as will be seen in chapter 3, is the basis of Eulers approximations to
variational problems.
The theory of integration developed by Riemann (1826 1866) shows that for con-
tinuous functions these two bounds approach each other, as n in a meaningful
manner, and defines the wider class of functions for which this limit exists. When these
limits exist their common value is named the integral of f (x) and is denoted by
Z b Z b
dx f (x) or f (x) dx. (1.47)
a a

In this context the function f (x) is named the integrand, and b and a the upper and
lower integration limits, or just limits. It can be shown that the integral exists for
bounded, piecewise continuous functions and also some unbounded functions.
From this definition the following elementary properties can be derived.
Z x
P:I: If F (x) is a differentiable function and F 0 (x) = f (x) then F (x) = F (a) + dt f (t).
a
This is the Fundamental theorem of Calculus and is important because it provides one
of the most useful tools for evaluating integrals.
Z b Z a
P:II: dx f (x) = dx f (x).
a b
Z b Z c Z b
P:III: dx f (x) = dx f (x) + dx f (x) provided all integrals exist. Note, it is not
a a c
necessary that c lies in the interval (a, b).
Z b   Z b Z b
P:IV: dx f (x) + g(x) = dx f (x) + dx g(x), where and are real
a a a
or complex numbers.
Z
b Z b
P:V: dx f (x) dx |f (x)| . This is the analogue of the finite sum inequality

a a
n n
X X
ak |ak | , where ak , k = 1, 2, , n, are a set of complex numbers or functions.



k=1 k=1
1.3. FUNCTIONS OF A REAL VARIABLE 43

P:VI: The Cauchy-Schwarz inequality for real functions is


Z b !2 Z b ! Z !
b
dx f (x)g(x) dx f (x)2 dx g(x)2
a a a

with equality if and only if g(x) = cf (x) for some real constant c. This inequality is
sometimes named the Cauchy inequality and sometimes the Schwarz inequality. It is
the analogue of the finite sum inequality
n
!2 n
! n
!
X X X
a k bk a2k b2k
k=1 k=1 k=1

with equality if and only if bk = cak for all k and some real constant c.
1 1
P:VII: The H
older inequality: if + = 1, p > 1 and q > 1 then
p q
!1/p !1/q
Z b Z b Z b
p q
dx f (x)g(x) dx |f (x)| dx |g(x)| ,

a a a

is valid for complex functions f (x) and g(x) with equality if and only if |f (x)|p |g(x)|q
and arg(f g) are independent of x. It is the analogue of the finite sum inequality

n n
!1/p n
!1/q
X X p
X q 1 1
|ak bk | |ak | |bk | , + = 1,
p q
k=1 k=1 k=1

with equality if and only if |an |p |bn |q and arg(an bn ) are independent of n (or ak = 0
for all k or bk = 0 for all k). If all ak and bk are positive and p = q = 2 these inequalities
reduce to the Cauchy-Schwarz inequalities.
P:VIII: The Minkowski inequality for any p > 1 and real functions f (x) and g(x) is
!1/p !1/p !1/p
Z b p Z b Z b
p p
dx f (x) + g(x) dx |f (x)| + dx |g(x)|

a a a

with equality if and only if g(x) = cf (x), with c a non-negative constant. It is the
analogue of the finite sum inequality valid for ak , bk > 0, for all k, and p > 1

n
!1/p n
!1/p n
!1/p
p
apk bpk
X X X
ak + b k + ,
k=1 k=1 k=1

with equality if and only if bk = cak for all k and c a non-negative constant.

R Sometimes it is convenient to ignore the integration limits, here a and b, and write
dx f (x): this is named the indefinite integral: its value is undefined to within an
additive constant. However, it is almost always possible to express problems in terms
of definite integrals that is, those with limits.
44 CHAPTER 1. PRELIMINARY ANALYSIS

The theory of integration is concerned with understanding the nature of the inte-
gration process and with extending these simple ideas to deal with wider classes of
functions. The sciences are largely concerned with evaluating integrals, that is convert-
ing integrals to numbers or functions that can be understood: most of the techniques
available for this activity were developed in the nineteenth century or before, and we
describe them later in this section.
There are two important extensions to the integral defined above. If either or both
a and b tend to infinity we define an infinite integral as a limit of integrals: thus if
b we have !
Z Z b
dx f (x) = lim dx f (x) , (1.48)
a b a

assuming the limit exists. There are similar definitions for


Z b Z
dx f (x) and dx f (x),

however, it should be noted that the limit


Z a Z a
lim dx f (x) may exist, but the limit lim lim dx f (x)
a a a b b

may not. An example is f (x) = x/(1 + x2 ) for which


Z a
1 + a2
 
x 1
dx = ln .
b 1 + x2 2 1 + b2
If a = b the right-hand side is zero for all a (because f (x) is an odd function) and the
first limit is zero: if a 6= b the second limit does not exist.
Whether or not infinite integrals exist depends upon the behaviour of f (x) as
|x| . Consider the limit 1.48. If f (x) 6= 0 for some X > 0, the limit exist provided
|f (x)| 0 faster than x , > 1: if f (x) decays to zero slower than 1/x1 , for any
 > 0 the integral diverges, see however exercise 1.52, (page 47).
If the integrand is oscillatory cancellation between the positive and negative parts
of the integral gives convergence when the magnitude of the integrand tends to zero.
In this case we have the following useful theorem from 1853, due to Chartier14 .
Theorem 1.6 R x
If f (x) 0 monotonically as x and if a dt (t) is bounded as x then
R
a dx f (x)(x) exists.
R
For instance if (x) = sin(x), and f (x) = x , 0 < < 2 this shows that 0 dx x sin x
exists: if = 1 its value is /2, for any > 0. It should be mentioned that the very
cancellation which ensures convergence may cause difficulties when evaluating such in-
tegrals numerically.
The second important extension deals with integrands that are unbounded. Suppose
that f (x) is unbounded at x = a, then we define
Z b Z b
dx f (x) = lim dx f (x), (1.49)
a 0+ a+
14 J Chartier, Journal de Math 1853, XVIII, pages 201-212.
1.3. FUNCTIONS OF A REAL VARIABLE 45

provided the limit exists. As a general rule, provided |f (x)| tends to infinity slower
than |x a| , > 1, the integral exists, which is why, in the previous example, we
needed < 2; note that if f (x) = O(ln(x a)), as x a, it is integrable. For functions
unbounded at an interior point the natural extension to P III is used.
The evaluation of integrals of any complexity in closed form is normally difficult, or
impossible, but there are a few tools that help. The main technique is to use the Funda-
mental theorem of Calculus in reverse and simply involves recognising those F (x) whose
derivative is the integrand: this requires practice and ingenuity. The main purpose of
the other tools is to convert integrals into recognisable types. The first is integration
by parts, derived from the product rule for differentiation:
Z b h ib Z b
dv du
dx u = uv dx v. (1.50)
a dx a a dx
The second method is to change variables:
Z b Z B Z B
dx
dx f (x) = dt f (g(t)) = dt g 0 (t)f (g(t)), (1.51)
a A dt A

where x = g(t), g(A) = a, g(B) = b, and g(t) is monotonic for A < t < B. In these
circumstances the Leibniz notation is helpfully transparent because dx dt can be treated
like a fraction, making the equation easier to remember. The geometric significance of
this formula is simply that the small element of length x, at x, becomes the element
of length x = g 0 (t)t, where x = g(t), under the variable change.
The third method involves the differentiation of a parameter. Consider a function
f (x, u) of two variables, which is integrated with respect to x, then
Z b(u) Z b(u)
d db da f
dx f (x, u) = f (b, u) f (a, u) + dx , (1.52)
du a(u) du du a(u) u

provided a(u) and b(u) are differentiable and fu (x, u) is a continuous function of both
variables; the derivation of this formula is considered in exercise 1.50. If neither limit
depends upon u the first two terms on the right-hand side vanish. A simple example
shows how this method can work. Consider the integral
Z
I(u) = dx exu , u > 0.
0

The derivatives are


Z Z
0
I (u) = dx xexu and, in general, I (n)
(u) = (1) n
dx xn exu .
0 0

But the original integral is trivially integrated to I(u) = 1/u, so differentiation gives
Z
n!
dx xn exu = n+1 .
0 u
This result may also be found by repeated integration by parts but the above method
involves less algebra.
The application of these methods usually requires some skill, some trial and error
and much patience. Please do not spend too long on the following problems.
46 CHAPTER 1. PRELIMINARY ANALYSIS

Exercise 1.42
Z a
(a) If f (x) is an odd function, f (x) = f (x), show that dx f (x) = 0.
a
Z a Z a
(b) If f (x) is an even function, f (x) = f (x), show that dx f (x) = 2 dx f (x).
a 0

Exercise 1.43 Z
sin x
Show that, if > 0, the value of the integral I() = dx is independent
0 x
of . How are the values of I() and I() related?

Exercise 1.44
Use integration by parts to evaluate the following indefinite integrals.
Z Z Z Z
x
(a) dx ln x, (b) dx 2
, (c) dx x ln x, (d) dx x sin x.
cos x

Exercise 1.45
Evaluate the following integrals
Z /4 Z /4 Z 1
2
(a) dx sin x ln(cos x), (b) dx x tan x, (c) dx x2 sin1 x.
0 0 0

Exercise 1.46
Z x
If In = dt tn eat , n 0, use integration by parts to show that aIn = xn eax
0
nIn1 and deduce that
n
X (1)nk k (1)n n!
In = n!eax x .
k=0
ank+1 k! an+1

Exercise 1.47
Z a Z a
(a) Using the substitution u = a x, show that dx f (x) = dx f (a x).
0 0

(b) With the substitution = /2 show that


Z /2 Z /2
sin cos
I= d = d
0 sin + cos 0 cos + sin

and deduce that I = /4.


1.3. FUNCTIONS OF A REAL VARIABLE 47

Exercise 1.48
Use the substitution t = tan(x/2) to prove that if a > |b| > 0
Z
1
dx = .
0 a + b cos x a 2 b2

Why is the condition a > |b| necessary?


Use this result and the technique of differentiating the integral to determine the
values of,
Z Z Z Z
dx dx cos x
2
, 3
, dx , dx ln(a+b cos x).
0 (a + b cos x) 0 (a + b cos x) 0 (a + b cos x)2 0

Exercise 1.49 Z t
1
Prove that y(t) = dx f (x) sin (t x) is the solution of the differential equa-
a
tion
d2 y
+ 2 y = f (t), y(a) = 0, y 0 (a) = 0.
dt2

Exercise 1.50 Z a(u)


(a) Consider the integral F (u) = dx f (x), where only the upper limit de-
0
pends upon u. Using the basic definition, equation 1.7 (page 20), derive the
derivative F 0 (u).
Z b
(b) Consider the integral F (u) = dx f (x, u), where only the integrand depends
a
upon u. Using the basic definition derive the derivative F 0 (u).

Exercise 1.51
Assuming that both integrals exist, show that
Z Z
1
dx f x = dx f (x).
x

Hence show that Z


1
dx exp x2 2 = 2 .
x e
Z
2
You will need the result dx ex = .

Exercise 1.52
Find the limits as X of the following integrals
Z X Z X
1 1
dx and dx .
2 x ln x 2 x(ln x)2
Hint note that if f (x) = ln(ln x) then f 0 (x) = (x ln x)1 .

Exercise 1.53
Determine the values of the real constants a > 0 and b > 0 for which the following
limit exists Z X
1
lim dx a .
X 2 x (ln x)b
48 CHAPTER 1. PRELIMINARY ANALYSIS

1.4 Miscellaneous exercises


The following exercises can be tackled using the method described in the corresponding
section, though other methods may also be applicable.

Limits
Exercise 1.54
Find, using first principles, the following limits

xa 1 1+x1 x1/3 a1/3
(a) lim , (b) lim , (c) lim ,
x1 x 1 x0 1 1x xa x1/2 a1/2
1/x
1+x
(d) lim ( 2x) tan x, (e) lim x1/x , (f) lim ,
x(/2) x0+ x0 1x

where a is a real number.

Inverse functions
Exercise 1.55
Show that the inverse functions of y = cosh x, y = sinh x and y = tanh x, for
x > 0 are, respectively

p p 1 1+y
x = ln y + y 2 1 , x = ln y + y 2 + 1 and x = ln .
2 1y

Exercise 1.56
The function y = sin x may be defined to be the solution of the differential equation

d2 y
+ y = 0, y(0) = 0, y 0 (0) = 1.
dx2
Show that the inverse function x(y) satisfies the differential equation
3 Z y
d2 x dx 1 1
= y which gives x(y) = sin y = du .
dy 2 dy 0 1 u2

Hence find the Taylor series of sin1 y to O(y 5 ).


Hint you may find it helpful to solve the equation by defining z = dx/dy.

Derivatives
Exercise 1.57
Find the derivative of y(x) where
r r
p+x q+x p
(a) y = f (x)g(x) , (b) y = , (c) y n = x + 1 + x2 .
px qx

Exercise 1.58
If y = sin(a sin1 x) show that (1 x2 )y 00 xy 0 + a2 y = 0.
1.4. MISCELLANEOUS EXERCISES 49

Exercise 1.59
d2 y dy
If y(x) satisfies the equation (1 x2 ) 2x + y = 0, where is a constant
dx2 dx
and |x| 1, show that changing the independent variable, x, to where x = cos
changes this to
d2 y dy
+ cot + y = 0.
d2 d

Exercise 1.60
The Schwarzian derivative of a function f (x) is defined to be
2 !
f 000 (x) f 00 (x) d2

3 p 1
Sf (x) = 0 = 2 f 0 (x) 2 .
f (x) 2 f 0 (x) dx
p
f 0 (x)

Show that if f (x) and g(x) both have negative Schwarzian derivatives, Sf (x) < 0
and Sg(x) < 0, then the Schwarzian derivative of the composite function h(x) =
f (g(x)) also satisfies Sh(x) < 0.
Note the Schwarzian derivative is important in the study of the fixed points of
maps.

Partial derivatives
Exercise 1.61
x
If z = f (x + ay) + g(x ay) 2 cos(x + ay) where f (u) and g(u) are arbitrary
2a
functions of a single variable and a is a constant, prove that

2z 2z
a2 2
= sin(x + ay).
x y 2

Exercise 1.62
If f (x, y, z) = exp(ax + by + cz)/xyz, where a, b and c are constants, find the
partial derivatives fx , fy and fz , and solve the equations fx = 0, fy = 0 and
fz = 0 for (x, y, z).

Exercise 1.63
The equation f (u2 x2 , u2 y 2 , u2 z 2 ) = 0 defines u as a function of x, y and z.
1 u 1 u 1 u 1
Show that + + = .
x x y y z z u

Implicit functions
Exercise 1.64
Show that the function f (x, y) = x2 + y 2 1 satisfies the conditions of the Implicit
Function Theorem for most values of (x, y), and that the function y(x) obtained
from the theorem has derivative y 0 (x) = x/y.
The
equation f (x, y) = 0 can be solved explicitly to give the equations y =
1 x2 . Verify that the derivatives of both these functions is the same as that
obtained from the Implicit Function Theorem.
50 CHAPTER 1. PRELIMINARY ANALYSIS

Exercise 1.65
Prove that the equation x cos xy = 0 has a unique solution, y(x), near the point
(1, 2 ), and find its first and second derivatives.

Exercise 1.66
The folium of Descartes has equation f (x, y) = x3 + y 3 3axy = 0. Show that at
all points on the curve where y 2 6= ax, the implicit function y(x) has derivative

dy x2 ay
= 2 .
dx y ax

Show that there is a horizontal tangent to the curve at (a21/3 , a41/3 ).

Taylor series
Exercise 1.67
By sketching the graphs of y = tan x and y = 1/x for x > 0 show that the equation
x tan x = 1 has an infinite number of positive roots. By putting x = n + z, where
n is a positive integer, show that this equation becomes (n + z) tan z = 1 and
use a first-order Taylor expansion of this to show that the root nearest n is given
1
approximately by xn = n + .
n

Exercise 1.68
Determine the constants a and b such that (1 + a cos 2x + b cos 4x)/x4 is finite at
the origin.

Exercise 1.69
Find the Taylor series, to 4th order, of the following functions:
(a) ln cosh x, (b) ln(1 + sin x), (c) esin x , (d) sin2 x.

Mean value theorem


Exercise 1.70
If f (x) is a function such that f 0 (x) increases with increasing x, use the Mean
Value theorem to show that f 0 (x) < f (x + 1) f (x) < f 0 (x + 1).

Exercise 1.71
Use the functions f1 (x) = ln(1 + x) x and f2 (x) = f1 (x) + x2 /2 and the Mean
Value Theorem to show that, for x > 0,

1 2
x x < ln(1 + x) < x.
2
1.4. MISCELLANEOUS EXERCISES 51

LHospitals rule
Exercise 1.72
sin ln x 1
Show that lim = .
x1 x5 7x3 + 6 16

Exercise 1.73
2 a sin bx b sin ax
Determine the limits lim (cos x)1/ tan x
and lim .
x0 x0 x3

Integrals
Exercise 1.74
Using differentiation under the integral sign show that
Z
tan1 (ax) 1
dx 2)
= ln(1 + a).
0 x(1 + x 2

Exercise 1.75
Prove that, if |a| < 1
Z /2
ln(1 + cos a cos x) 2
dx = (1 4a2 ).
0 cos x 8

Exercise 1.76 Z /2 Z
2
If f (x) = (sin x)/x, show that dx f (x)f (/2 x) = dx f (x).
0 0

Exercise 1.77
Use the integral definition
Z x Z
1 1
tan1 x = dt to show that for x > 0 tan1 (1/x) = dt
0 1 + t2 x 1 + t2
and deduce that tan1 x + tan1 (1/x) = /2.

Exercise 1.78 Z 2x
Determine the values if x that make g 0 (x) = 0 if g(x) = dt f (t) and
x
(a) f (t) = et , and (b) f (t) = (sin t)/t.

Exercise 1.79
If f (x) is integrable for a x a + h show that
n
1 a+h
Z
1X kh
lim f a+ = dx f (x).
n n n h a
k=1

Hence find the following limits



1 1 1
(a) lim n6 1 + 25 + 35 + + n5 ,
`
(b) lim + + + ,
n n 1+n 2+n 3n

1 y 2y h i1/n
(c) lim sin + sin + + sin y , (d) lim n1 (n + 1)(n + 2) . . . (2n) .
n n n n n
52 CHAPTER 1. PRELIMINARY ANALYSIS

Exercise 1.80
If the functions f (x) and g(x) are differentiable find expressions for the first deriva-
tive of the functions
Z u Z u
f (x) g(x)
F (u) = dx and G(u) = dx where 0 < a < 1.
0 u 2 x2
0 (u x)a

This is a fairly difficult problem. The formula 1.52 does not work because the
integrands are singular, yet by substituting simple functions for f (x) and g(x), for
instance 1, x and x2 , we see that there are cases for which the functions F (u) and
G(u) are differentiable. Thus we expect an equivalent to formula 1.52 to exist.
1.5. SOLUTIONS FOR CHAPTER 1 53

1.5 Solutions for chapter 1


Solution for Exercise 1.1
Take the minimum of the four distances of the point from each side and draw a circle
of smaller radius around this point. The interiors of such circles are open sets.

Solution for Exercise 1.2


If f (x) = O(x2 ) as x 0 then f (x) < C|x2 | < C|x| and hence f (x) = O(x).

Solution for Exercise 1.3



(a) x 1 + x2 = x + 21 x3 + = O(x).
(b) x/(1 + x) = x(1 x + x2 + ) = O(x).
(c) x3/2 /[1 exp(x)] = x3/2 /[1 (1 x + x2 /2 + )] = x1/2 /[1 + O(x)] = O(x1/2 ).

Solution for Exercise 1.4


(a) x/(x 1) = (1 1/x)1 = 1 + 1/x + = O(1).
p
(b) 4x2 + x 2x = 2x 1 + 1/4x 2x = 2x(1 + 1/8x + O(x2 )) 2x = O(1).
(c) (x + b)a xa = xa (1 + b/x)a xa = xa (1 + ab/x + ) xa = O(xa1 ).

Solution for Exercise 1.5


p p
(a) Since x/ x2 + y 2 1, y/ x2 + y 2 1 it follows that fk = O(f ), k = 1, 2.
(b) Put x = r cos , y = r sin so

= a cos2 + b sin cos + c sin2 < |a| + |b| + |c| = O(1),
f

and = O(f ). If y = kx with 2kc = b b2 4ac then = 0.

Solution for Exercise 1.6


Since f (0) = 1, we must have A = 0 and B = 1. Since f (x) is finite as x , D = 0.
At x = a, f (x) is continuous and hence a + 1 = C/a2 .

Solution for Exercise 1.7


sin ax sin ax tan ax sin ax 1
(a) lim = a lim = a, (b) lim = lim =a
x0 x x0 ax x0 x x0 x cos ax
sin ax sin ax x a 3x + 4 1
(c) lim = lim = , (d) lim = lim (3x + 4) lim = 2.
x0 sin bx x0 x sin bx b x0 4x + 2 x0 x0 4x + 2
 z 
For part (e) Take the logarithm then if E is the limit, ln E = lim w ln 1 + = z,
w w
so E = ez .

Solution for Exercise 1.8


In these examples f (0, 0) is not defined, except possibly as a limit. This limit, if it
exists, can be found using the polar coordinates x = r cos , y = r sin .
54 CHAPTER 1. PRELIMINARY ANALYSIS

(a) f = sin 2, which is independent of r, so the value of the function in the neighbour-
hood of the origin depends upon the direction of approach, that is , so f is not defined
at the origin and is not continuous.

(b) f = 1/ cos 2; the same remark as in part (a) applies and f is not continuous.

(c) f = r cos sin 2, so f 0 as r 0 independent of . This proves that f (r, )


is continuous at r = 0; but since the transformation between (x, y) and (r, ) is not
continuous at r = 0, this does not prove that f (x, y) is continuous at the origin. For
this we observe that
2x2 y

|f (x, y)| = 2
|2y| , that is f (x) = o(x).
x + y2

Solution for Exercise 1.9


(a) Since y 0 = 3(a2 x2 ), y is strictly increasing on (a, a). At x = a, y = 2a3 .

(b) With x = 2a sin , || < sin1 (1/2) = /6,

y = 6a3 sin 2a3 (3 sin sin 3) = 2a3 sin 3.

Hence
  y 
1  y  1
= sin1 and x(y) = 2a sin sin1 , |y| < 2a3 .
3 2a3 3 2a3

(c) For x > a, y(x) is strictly decreasing and for x > 2a, y < 2a3 . Set x = 2a cosh
and the equation becomes

y = 6a3 cosh 2a3 (3 cosh + cosh 3) = 2a3 cosh 3

giving 
1  y 
x(y) = 2a cosh cosh1 3 , y < 2a3 .
3 2a

Solution for Exercise 1.10


(a) Use the product and chain rule,

d   ax b+x a b 2x
ax b+x = = p .
dx 2 b+x 2 a x 2 (b + x)(a x)

Alternatively, if y = a x b + x, then

1 1 1 dy 1 1 a b 2x
ln y = ln(a x) + ln(b + x) giving = =
2 2 y dx 2(b + x) 2(a x) 2(b + x)(a x)

which, on simplification, gives the same result.


1.5. SOLUTIONS FOR CHAPTER 1 55

(b) Define

dy dy (a b) sin 2x
y 2 = a sin2 x+b cos2 x to give 2y = 2(ab) sin x cos x or = p
dx dx 2 a sin2 x + b cos2 x
which can also be expressed in the form

dy (a b) sin 2x
=p .
dx 2(a + b) + 2(b a) cos 2x

(c) Use the chain and product rule

d
cos x3 cos x = 3x2 sin x3 cos x cos x3 sin x.
   
dx

dy du
(d) If y = xx = ex ln x , putting u = x ln x the chain rule gives = eu = (1+ln x)xx .
dx dx

Solution for Exercise 1.11


dx p
cos x, but cos x = 1 sin2 x = 1 y 2 ,
p
Differentation with respect to y gives 1 =
dy
hence the result.

Solution for Exercise 1.12


(a) Since y = f (g(y)) differentiation with respect to y gives

d   df dg
1= f (g(y)) = = f 0 (g)g 0 (y).
dy dg dy

dy dx
Since = f 0 (x) and = g 0 (y), the result follows.
dx dy
(b) Differentiate again with respect to y
1 1 2 3
d2 x d2 y d2 y
   
d dy d dy dx dy dx dy
2
= = = 2 = 2 .
dy dy dx dx dx dy dx dx dy dx dx

Solution for Exercise 1.13


Use the chain rule with u = x, so, if f (x) is even, f (u) = f (x) and differentiate
dx
with respect to u, f 0 (u) = f 0 (x) = f 0 (x), that is f 0 (x) = f 0 (x) and f 0 (x) is an
du
odd function. Examples of even functions and their derivatives, in brackets are cos x
2 2
( sin x), ex (2xex ). A similar analysis applies to odd functions.

Solution for Exercise 1.14


We have  
1 1 f (x + h) f (x)
=
f (x + h) f (x) f (x + h)f (x)
56 CHAPTER 1. PRELIMINARY ANALYSIS

so that
f 0 (x)
   
1 1 1 f (x + h) f (x) 1
lim = lim =
h0 h f (x + h) f (x) h0 h f (x + h)f (x) f (x)2

The product rule is proved by writing


   
f (x + h)g(x + h) f (x)g(x) = f (x + h) f (x) g(x + h) + f (x) g(x + h) g(x)

dividing by h and taking the limit h 0.

Solution for Exercise 1.15


The first two results follow directly by applying the product rule. Thus

h0 = f 0 g + f g 0 h00 = (f 00 g + f 0 g 0 ) + (f 0 g 0 + f g 00 ).
=
     
(3) 2 2 2
The expression for h follows similarly. Since = = 1 and = 2 the
0 2 1
general result quoted is therefore true for n = 1 and 2. Suppose it to be true for n; a
further differentiation gives
n  
(n+1)
X n 
h = f (nk+1) g (k) + f (nk) g (k+1)
k
k=0
n  n+1
X n 
X n
= f (nk+1) g (k) + f (n+1s) g (s) (with s = k + 1 in second sum)
k s1
k=0 s=1
    n    
n + 1 (n+1) (0) n (0) (n+1)
X n n
= f g + f g + + f (nk+1) g (k) .
0 n k k1
k=1
   
m m
But, for all m, = = 1 and
0 m
   
n n n! n! n! (n + 1)! k
+ = + = +
k k1 k! (n k)! (k 1)! (n + 1 k)! k! (n k)! k! (n + 1 k)! n + 1
 
(n + 1)! n+1k (n + 1)! k n+1
= + = .
k! (n + 1 k)! n + 1 k! (n + 1 k)! n + 1 k

Hence the (n + 1) derivative can be written as


    n  
n + 1 (n+1) n+1 X n + 1 (n+1k) (k)
h(n+1) = f g+ f g (n+1) + f g ,
0 n+1 k
k=1
n+1
X 
n + 1 (n+1k) (k)
= f g .
k
k=0

Thus, if the formula is true for n, it is true for n + 1: it is true for n = 2 and hence is
true for all n.
1.5. SOLUTIONS FOR CHAPTER 1 57

Solution for Exercise 1.16


d du 1 f 0 (x)
The chain rule with u = f (x) gives ln u = = . Take the logarithm of p(x)
dx dx u f (x)
to obtain
n n
X p0 X f 0 (x)
k
ln p = ln fk (x) and hence = ,
p fk (x)
k=1 k=1

which is valid provided none of the fk (x) are zero, that is p(x) 6= 0.

Solution for Exercise 1.17


Expanding the determinant gives

f (x) g(x)
D(x) = = f g giving D 0 = (f 0 g 0 ) + (f 0 g0 )
(x) (x)
which can be put in the form quoted.
The third-order determinant, with each element a function of x,

a b c

D(x) = d e f

g h i

can be written as a sum of three second-order determinants,



e f d f d e
D(x) = a
b
+c .
h i g i g h
Now differentiate this expression using the rule just obtained for second-order determi-
nants; then recombine the 9 terms into a third-order determinant, to obtain
0 0 0
a b c a b c a b c
D0 (x) = d e f + d0 e0 f 0 + d e f .

g h i g h i g 0 h0 i 0

Solution for Exercise 1.18


We have F (x) = f (g(x)) and so
F (x + h) F (x) f (g(x + h)) f (g(x)) 1h    i
= = f g(x) + hg 0 (x + h) f g(x)
h h h
where we have used the mean value theorem, equation 1.13 (page 25), to write

g(x + h) = g(x) + hg 0 (x + h), 0 < < 1.

Now use the mean value theorem again to write

f (g + k) = f (g) + kf 0 (g + k), k = hg 0 (x + h), 0 < < 1,

so that
F (x + h) F (x)
= f 0 g(x) + hg 0 g 0 (x + h).

h
This gives the required result on taking the limit h 0.
58 CHAPTER 1. PRELIMINARY ANALYSIS

Solution
Z for Exercise p 1.19
1 x p
(a) dt 4 + 3t3 = 4 + 3(x)3 for 0 < < 1. Hence the limit is 2.
x 0
Z x Z z
1 2 3 1
ds ln(1+s3 ) where z = x1 and s = t1.

(b) dt ln 3t 3t + t =
(x 1)3 1 z3 0
the Mean Value theorem gives the second integral as z 2 ln(1 + (z)3 ), 0 < < 1 and
this is zero in the limit z 0.

Solution for Exercise 1.20


u u x2
(a) We have = 2x sin(ln y), = cos(ln y).
x y y
(b) Differentiating r 2 with respect to x and y gives, respectively
r r
2r = 2x and 2r = 2y,
x y
p
hence the result. Alternatively, put r = x2 + y 2 to obtain
r x x r y y
=p = and =p = .
x 2
x +y 2 r y 2
x +y 2 r

Solution for Exercise 1.21


Differentiating with respect to x and y gives
 2
x2
 2
2x x 2x x x2
= exp = and = 2 exp = 2 .
x y y y y y y y
A second differentation of the first result with respect to x gives
2 2 2x 2 x2 2
2
= = + 4 2
=4 .
x y y x y y y y

Solution for Exercise 1.22


The derivatives ux and uy are found in exercise 1.20(a); differentating uy again with
x2
respect to y gives uyy = 2 (cos(ln y) + sin(ln y)) . These expressions for ux , uy and
y
uyy satisfy the given equation.

Solution for Exercise 1.23


In this example fx = y, fy = x 2yt, ft = y 2 , dx/dt = 2t and dy/dt = 3t2 . Hence
equation 1.22 becomes
df dx dy
= y 2 + y + (x 2ty) = t4 (5 7t2 ).
dt dt dt
Alternatively, express f in terms of t,
df
f (t) = t5 t7 = t4 5 7t2 .

so
dt
1.5. SOLUTIONS FOR CHAPTER 1 59

Using the first expresion for df /dt we have


   
df dy dx dy dx dy
y 2 2ty = 2t 1 4t2 .

= x +y = 2y 2t
y dt y dt dt dt dt dt
Alternatively,  
d f d dx dy
= (x 2ty) = 2y 2t .
dt y dt dt dt

Solution
for Exercise 1.24
If F = 1 + x1 x2 then the chain rule gives
dF F 0 F 0 x1 x0 + x01 x2
= x1 + x2 = 2 .
dt x1 x2 2 1 + x 1 x2
dF 1 du
Alternatively, set u = x1 x2 , so = , which is a simpler method of deriving
dt 2 1 + u dt
the same result.
Differentiate this expression with respect to x1 , using the product rule,
   
dF 1 1
= (x1 x02 + x01 x2 ) + (x1 x02 + x01 x2 )
x1 dt x1 2 1 + x1 x2 2 1 + x1 x2 x1
1 x2 x0
= (x1 x02 + x01 x2 ) 3/2
+ 2 .
4 (1 + x1 x2 ) 2 1 + x 1 x2
F x2
Also = , and the chain rule gives
x1 2 1 + x 1 x2
x0
 
d F x2 d
= 2 (x1 x2 ),
dt x1 2 1 + x 1 x2 4(1 + x1 x2 )3/2 dt
as before.

Solution for Exercise 1.25


(a) We have using equation 1.20
d f du f dv
f (x, y) = + where u = x and v = y.
d u d v d
Now substitute f (x, y) = p f (x, y) into the left-hand side of give
d
f (x, y) = pp1 f (x, y)
d
and set = 1 to obtain the result.
(b) Differentiate both sides of the relation p f (x1 , x2 , , xn ) = f (x1 , x2 , , xn )
with respect to to obtain
n n
X xk X
pp1 f (x) = fxk (x) = xk fxk (x),

k=1 k=1

and set = 1.
60 CHAPTER 1. PRELIMINARY ANALYSIS

(c) Differentiate both sides of the relation with respect to xk to obtain


p fxk (x) = f (x) = f (x) = fxk (x)
xk (xk )

which proves the result.

Solution for Exercise 1.26


dy
We have fx = g 0 (x) and fy = 1 and equations 1.23 and 1.24 give = g 0 (x) and
dx
dx
= 1/g 0 (x), hence the result.
dy

Solution for Exercise 1.27


Here f (x, y) = ln(x2 + y 2 ) 2 tan1 (y/x) giving

2x 2 y 2(x + y)
fx = + = 2 ,
x2 +y 2 2 2
(1 + y /x ) x 2 x + y2
2y 2 1 2(y x)
fy = = 2 .
x2 + y 2 x (1 + y 2 /x2 ) x + y2

dy fx x+y
Hence = = .
dx fy xy

Solution for Exercise 1.28


Assuming y(0) is finite, putting x = 0 in the equation gives y(0) = 0. If f = x y +
dy fx 1 + y cos(xy)
sin(xy) then = = and hence y 0 (0) = 1. Rewrite the expression
dx fy 1 x cos(xy)
for y 0 (x) in the form (x cos u 1) y 0 (x) + 1 + y cos u = 0, u = xy and differentiate to
obtain

(x cos u 1) y 00 (x) + (cos u xu0 sin u) y 0 (x) + y 0 (x) cos u yu0 sin u = 0.

But u0 = xy 0 + y, which is zero at x = 0. Hence at x = 0 this equation becomes


y 00 (0) + 2y 0 (0) = 0 and hence y 00 (0) = 2.

Solution for Exercise 1.29


If y = xv(x) the equation for v is

dv a2 + v 2 v+1 dx
Z Z
x = or dv = .
dx v+1 v 2 + a2 x

Integration and substituting for v = y/x then gives

1  1 y 
ln a2 x2 + y 2 + tan1 =B
2 a ax

where B is a constant. Since y(1) = A we obtain the given expression for B.


1.5. SOLUTIONS FOR CHAPTER 1 61

Solution for Exercise 1.30


The Jacobian determinant for the functions f1 (r, ) = r cos and f2 (r, ) = r sin is
f1 f1


r cos r sin

J = = =r
f2 f2 sin r cos

r
Hence, provided
p r 6= 0, J > 0 and the equations may be inverted. Squaring and adding
gives r = x2 + y 2 ; division gives = tan1 (y/x).

Solution for Exercise 1.31


We have f 0 (x) = ieix and f 00 (x) = i2 eix . Assuming f (n) (x) = in eix differentiating and
using induction, we see that the result holds for all n. Equation 1.30 for the Taylor
series, with a = 0 then gives

X (ix)k
f (x) = .
k!
k=0
n
In this example an = i /n!, so |an /an+1 | = n + 1 as n so the radius of
convergence is infinite.
Since i2k = (1)k and i2k+1 = i(1)k we can write the series as the form

X (ix)2p X (ix)2q+1 X (x2 )p X (1)q (x)2q+1
eix = + = +i .
p=0
(2p)! q=0
(2q + 1)! p=0 (2p)! q=0
(2q + 1)!

But eix = cos x + i sin x, so equating real and imaginary parts gives the quoted series.

Solution for Exercise 1.32


If f (x) = (1 + x)a then f 0 (x) = a(1 + x)a1 , f 00 (x) = a(a 1)(1 + x)a2 and

f (k) (x) = a(a 1)(a 2) (a k + 1)(1 + x)ak for all k provided a is not an integer.

Thus the Taylor series about the origin becomes



X a(a 1)(a 2) (a k + 1)
(1 + x)a = xk .
k!
k=0

If a is an integer, a = n, this series terminates at k = n, to give the usual binomial


expansion of (1+x)n . In this example, when a is not an integer, we see that |ak /ak+1 | =
|(k + 1)/(a k)| 1 as k , so the radius of convergence is unity.

Solution for Exercise 1.33


Since f = sin x/ cos x, is an odd function only odd powers occur in the Taylor expansion:
we have
sin2 x 1 2 sin x 2 6 sin2 x
f 0 (x) = 1 + = , f 00 (x) = and f (3) (x) = + ,
cos2 x cos2 x cos3 x 2
cos x cos4 x
and f (0) = f 00 (0) = 0 (as expected) and f 0 (0) = 1 and f (3) (0) = 2 giving the required
Taylor series.
62 CHAPTER 1. PRELIMINARY ANALYSIS

Solution for Exercise 1.34


(a) For the first part use the solution of exercise 1.32, with a = 1 so a(a 1) (a
k + 1) = (1)k k!, giving the quoted series. Then
Z x Z x
1
dt 1 t + t2 + + (1)n1 tn1 +

ln(1 + x) = dt =
0 1+t 0
2
x x3 (1)n xn
= x + ++ .
2 3 n

(b) The series for (1 + t)1 is valid for |t| < 1, so for |x| < 1 the integral and sum may
be interchanged.
(c) Put x x and subtract this from the original series.

Solution for Exercise 1.35


The series is obtained from the solution of the previous exercise by replacing t with t 2 .
Then Z x Z x X
1 1 k 2k
X (1)k x2k+1
tan x = dt = dt (1) t = .
0 1 + t2 0 2k + 1
k=0 k=0

Solution for Exercise 1.36


Use the two Taylor expansions
z2 z3 z4 x2
 
ln(1 + z) = z + + O(z 5 ) and sinh x = x 1 + + O(x5 )
2 3 4 6
to give
2
x2 x2 x2 x3 x4
  
ln(1 + sinh x) = x 1+ + 1+ + + + O(x5 )
6 2 6 3 4
x3
  2
x4 x3 x4
 
x
= x+ + + + O(x5 )
6 2 6 3 4
x2 x3 5x4
= x + + O(x5 ).
2 2 12

Solution for Exercise 1.37


If y(0) = 0, putting x = 0 gives y 0 (0) = 1. Differentiate n times using Leibnizs rule:
n
X n!
(1 + x)y (n+1) + ny (n) = xy (n) + ny (n1) + y (k) y (nk) .
k! (n k)!
k=0

With n = 1, 2, 3, and 4 this gives


n = 1 (1 + x)y (2) + y (1) = xy 0 + y + 2yy 0
n = 2 (1 + x)y (3) + 2y (2) = xy 00 + 2y 0 + 2y 0 2 + 2yy 00
n = 3 (1 + x)y (4) + 3y (3) = xy (3) + 3y (2) + 2y (3) y + 6y (2) y (1)
 2
n=4 (1 + x)y (5) + 4y (4) = xy (4) + 4y (3) + 2y (4) y + 8y (3) y (1) + 6 y (2)
1.5. SOLUTIONS FOR CHAPTER 1 63

Since y(0) = 0 and y (1) (0) = 1 (from the original equation) these equations give
y (2) (0) = 1, y (3) (0) = 6, y (4) (0) = 27 and y (5) (0) = 186 and hence
1 9 31
y = x x2 + x3 x4 + x5 + O(x6 ).
2 8 20
P5
An alternative method is to assume the expansion y = x + k=2 ak xk , which au-
tomatically satisfies the conditions y(0) = 0 and y 0 (0) = 1, to substitute this into
the differential equation, collect the powers of xk , k = 2, 3, , 5, and equate their
coefficients to zero to obtain equations for the constants ak .

Solution for Exercise 1.38


(a) The required derivatives are
fx = cos x sin y giving fx (0, 0) = 0, fy = sin x cos y giving fy (0, 0) = 0,
fxx = sin x sin y giving fxx (0, 0) = 0, fxy = cos x cos y giving fxy (0, 0) = 1,
fyy = sin x sin y giving fyy (0, 0) = 0,
and hence, to this order, sin x sin y = xy, as might be expected from the Taylor series
for each component of the product.
(b) Put u(x, y) = x + ey 1, so u(0, 0) = 0 and use the chain and product rule
to compute the derivatives, fx = ux cos u, fy = uy cos u, fxx = uxx cos u u2x sin u,
fyy = uyy cos u u2y sin u, fxy = uxy cos u uy ux sin u. Since ux = 1, uxx = uxy = 0,
uy = ey and uyy = ey we obtain,
fx (0, 0) = 1, fy (0, 0) = 1, fxx (0, 0) = 0, fxy (0, 0) = 0, fyy (0, 0) = 1,
1
and hence f = (x y) + y 2 + .
2

Solution for Exercise 1.39


Consider each term of the Taylor series in turn. The first-order term is
 

T1 = h +k +l f = hfx + kfy + lfz ,
x y z
where all derivatives are evaluated at (a, b, c). For the second-order and third-order
terms we use the identities
( + + )2 = 2 + 2 + 2 + 2 + 2 + 2,
( + + )3 = 3 + 3 + 3 + 3 2 + 3 2 + 32 + 3 2 + 32 + 3 2 + 6,
which can be derived by direct multiplication. Hence, on replacing by h/x, by
k/y, and by l/z we obtain, for the second-order term
2! T2 = h2 fxx + k 2 fyy + l2 fzz + 2hkfxy + 2klfyz + 2hlfxz .
Similarly for the third-order term
3! T3 = h3 fxxx + k 3 fyyy + l3 fzzz
+3hk 2 fxyy + 3hl2 fxzz + 3kh2 fyxx + 3kl2 fyzz + 3lh2 fzxx + 3lk 2 fzyy
+6hklfxyz .
64 CHAPTER 1. PRELIMINARY ANALYSIS

Solution for Exercise 1.40


cosh x cosh a sinh x
(a) lim = lim = tanh a.
xa sinh x sinh a xa cosh x

(b)

sin x x cos x 1 sin x cos x 1


lim = lim = lim = lim = ,
x0 x cos x x x0 cos x x sin x 1 x0 x cos x + 2 sin x x0 3 cos x x sin x 3

3x 3x ex ln 3 ex ln 3 ln 3 ex ln 3 + ex ln 3 ln 3
(c) lim = lim = lim = .
x0 2x 2x x0 ex ln 2 ex ln 2 x0 ln 2 ex ln 2 + ex ln 2 ln 2

Solution for Exercise 1.41


f 0 (x) g 0 (x) g(x) f (x)
(a) If lim 0 = then lim 0 = 0 and hence lim = 0 so lim = .
xa g (x) xa f (x) xa f (x) xa g(x)

(b) Put F (x) = 1/f (x) and G(x) = 1/g(x) so F (a) = G(a) = 0, and
2
g 0 (x) f (x)2 g 0 (x)
 
f (x) G(x) f (x)
lim = lim = lim 0 = lim 0 lim .
xa g(x) xa F (x) xa f (x) g(x)2 xa f (x) xa g(x)

f (x) f 0 (x)
Hence, provided all limits exist, lim = lim 0 .
xa g(x) xa g (x)

Solution for Exercise 1.42


Z a Z 0 Z a
(a) dx f (x) = dx f (x) + dx f (x), put x = u in the first integral and use
a a 0
the fact that f (u) = f (u) to show that the two integrals have the same magnitude
but opposite signs.

(b) Split the integral in the same manner as in part (a), but since f (u) = f (u) the
two integrals are equal.

Solution for Exercise 1.43


sin y
Z
Assuming > 0, put y = x in the integral, which becomes I() = dy .
Z 0 y
sin x
If > 0, put = to obtain I() = dx = I().
0 x

Solution for Exercise 1.44


Z Z
(a) dx 1 ln x = x ln x dx = x(1 ln x).

x sin x
Z Z Z Z
(b) dx 2x
= x tan x dx tan x but dx tan x = dx = ln | cos x| .
cos cos x
x
Z
Hence dx = x tan x + ln | cos x|.
cos2 x
1.5. SOLUTIONS FOR CHAPTER 1 65
1 2 1 1 1 1
Z Z
(c) dx x ln x = x ln x dx x2 = x2 ln x x2 .
2 2 x 2 4
Z Z
(d) dx x sin x = x cos x + dx cos x = sin x x cos x.

Solution for Exercise 1.45


(a) Put cos x = u to obtain
1 i1 1 1
Z h
du ln u = u(1 ln u) = ln 2 + 1.
1/ 2 1/ 2 2 2 2

(b)

/4 /4   /4
x 1 2
Z Z 
2
dx x tan x = dx x = x tan x + ln cos x x
0 0 cos2 x 2 0
1 2
= ln 2 .
4 2 32

(c)
1 1 1
x3

1 3 1 1
Z Z
2 1
dx x sin x= x sin x dx .
0 3 0 3 0 1 x2
But on putting x = sin and using the identity sin 3 = 3 sin 4 sin3 ,
1 /2 /2
x3 1 2
Z Z Z
dx = d sin3 = d (3 sin sin 3) =
0 1 x2 0 4 0 3
1
2
Z
and hence dx x2 sin1 x = .
0 6 9

Solution for Exercise 1.46


Integrating by parts for n 1 gives
Z x  n x
t at n
In = dt tn eat = e In1
0 a 0 a

and hence aIn = xn eax nIn1 , n 1, with I0 = (eax 1)/a.


The equations for Ik , k = 1, 2, , n, are

aI1 = xeax I0 , aI2 = x2 eax 2I1 , aI3 = x3 eax 3I2 , , aIn = xn eax nIn1 .

Multiply the kth equation by Ak and add all the equations to obtain
n
X n
X n
X
a Ak Ik = eax A k xk kAk Ik1 .
k=1 k=1 k=1
66 CHAPTER 1. PRELIMINARY ANALYSIS

Now chose the Ak such that An = 1/a and for k = 1, 2, , n 1, the Ik cancel, that is

1
aAk = (k + 1)Ak+1 , k = 1, 2, , n 1, An = .
a
n! (1)nk
The solution of these equations is Ak = which gives the quoted expression.
ank+1 k!
Solution for Exercise 1.47
Z a Z 0 Z a
(a) dx f (x) = du f (a u) = dx f (a x).
0 a 0

(b) Since sin(/2 ) = cos and cos(/2 ) = sin we have


/2 0 /2
sin cos cos
Z Z Z
I= d = d = d .
0 sin + cos /2 cos + sin 0 cos + sin

Hence, on adding these two equivalent forms, 2I = /2.

Solution for Exercise 1.48


With t = tan(x/2) the integral becomes
Z Z Z
1 dx 1 1
dx = dt  =2 dt ,
(a b)t2

0 a + b cos x 0 dt 1t
a + b 1+t2
2
0 a + b +

sincerdt/dx = (1 + t2 )/2. The integral is evaluated with the further substitution


a+b
t= tan z, to give the quoted result. If b > a, a + b cos x = 0 for some x (0, ),
ab
the integrand is singular
Z and the integral does not exist.
1
Define F (a, b) = dx = then
0 a + b cos x a b2
2

Z
F 1 a
= dx 2
= 2 ,
a 0 (a + b cos x) (a b2 )3/2

2F 1 (2a2 + b2 )
Z
= 2 dx = ,
a2 (a + b cos x)3 (a2 b2 )5/2
Z 0
F cos x b
= dx 2
= 2 .
b 0 (a + b cos x) (a b2 )3/2

For the last example define


Z
G 1
Z
G(a, b) = dx ln(a + b cos x) so = dx = .
0 a 0 a + b cos x a b2
2

Integrating with respect to a gives

1
Z p
G = C + da = C + ln(a + a2 b2 ),
2
a b 2
1.5. SOLUTIONS FOR CHAPTER 1 67

where C is a constant. But if b = 0, G = ln a and hence C = ln 2 and we obtain


Z !
a + a2 b 2
dx ln(a + b cos x) = ln .
0 2

Solution for Exercise 1.49


First note that the integral expression for y(t) gives y(a) = 0. Differentiate twice with
respect to t, using the formula 1.52,
Z t Z t
dy d2 y
= dx f (x) cos (tx) and = f (t) dx f (x) sin (tx) = f (t) 2 y(t).
dt a dt2 a

From the first of these equations we see that y 0 (a) = 0, so the initial conditions are
satisfied. The second equation gives y 00 (a) = f (a), which is consistent with the original
differential equation.

Solution for Exercise 1.50


(a) Since
Z a(u+h) Z a(u) Z a(u+h)
F (u + h) = dx f (x) = dx f (x) + dx f (x)
0 0 a(u)

we have
a(u+h)
F (u + h) F (u) 1 a(u + h) a(u)
Z  
= dx f (x) = f (), where a(u), a(u + h) ,
h h a(u) h

the last result being obtained from the integral form of the Mean Value Theorem.
Taking the limit h 0 gives F 0 (u) = a0 (u)f (a(u)). The same result can be derived
using the Fundamental theorem of Calculus and the chain rule.
(b) We have
b
F (u + h) F (u) f (x, u + h) f (x, u)
Z
= dx
h a h
Z b
0 f
Assuming that the limit h 0 exists we obtain F (u) = dx .
a u

Solution for Exercise 1.51


If y = x 1/x, as x increases from to 0 and from 0 to , y increases monotonically
from to . Inverting the equation for y gives therefore gives two values for x(y),
p p
y y2 + 4 y + y2 + 4
x= < 0 and x = > 0,
2 2
and on each branch
dx 1 y dx 1 y
= p (x < 0) and = + p (x > 0).
dy 2 2 y2 + 4 dy 2 2 y2 + 4
68 CHAPTER 1. PRELIMINARY ANALYSIS

On splitting the integral into the sum of two parts we obtain


Z   Z 0   Z  
1 1 1
dx f x = dx f x + dx f x
x x 0 x
Z ! Z !
1 y 1 y
= dy p f (y) + dy + p f (y)
2 2 y2 + 4 2 2 y2 + 4
Z
= dy f (y)

which is the required result.


Since  2
2 1 1
x + 2 = x +2
x x
the given integral becomes
Z   Z  2 ! Z
2 1 2 1 2
dx exp x 2 = e dx exp x = e2 dy ey = 2 .
x x e

Solution for Exercise 1.52


In the first case
Z X Z X
1 d
dx = dx ln(ln x) = ln(ln X) ln(ln 2) as X .
2 x ln x 2 dx
In the second case, integration by parts gives
Z X  X Z X
1 1 1
dx 2
= + 2 dx
2 x(ln x) ln x 2 2 x(ln x)2
and hence
X
1 1 1 1
Z
dx 2
= as X .
2 x(ln x) ln 2 ln X ln 2

Solution for Exercise 1.53


Put y = ln x so the integral becomes
Z ln X
e(a1)y
dy .
ln 2 yb
If a > 1 the integral converges for all b because the exponential term dominates. If
a < 1 the integral diverges for all b, for the same reason. If a = 1 the integral converges
only if b > 1.

Solution for Exercise 1.54


(a) Put x = 1 + so the ratio becomes
2
ea ln(1+) 1 ea+O( )
1
= = a + O().

1.5. SOLUTIONS FOR CHAPTER 1 69

(b) Use the binomial expansion



1 + x/2 + O(x2 ) 1

1+x1 1 + O(x)
= 2
= = 1 + O(x).
1 1x 1 (1 x/2 + O(x )) 1 + O(x)

(c) Put x = a + and use the binomial expansion to give



a1/3 1 + 3a + O( 2 ) a1/3

(a + )1/3 a1/3 2
1/2 1/2
= 1/2 2

1/2
= 1/6 + O().
(a + ) a a 1 + 2a + O( ) a 3a

2
(d) Put x = /2 , > 0 to give ( 2x) tan x = = 2 + O().
tan
(e) Put y = x1/x , so ln y = (1/x) ln x and lim ln y = and lim x1/x = 0.
x0 x0

(f) We have
 1/x     
1+x 1 1+x 1
2 x + O(x3 ) = e2 .

lim = lim exp ln = lim exp
x0 1x x0 x 1x x0 x

Solution for Exercise 1.55


In all cases put z = ex . In the first example this gives 2
p 2y = z + 1/z or z 2yz + 1 = 0.
x 2
This quadratic has the two solutions z = e = y y 1, one of which is larger than
unity and the other smaller because they are real and their product is unity. For
x > 0, ex > 1 and so p
x = ln z = ln(y + y 2 1).
In the secondpexample the quadratic equation is z 2 2yz 1 = 0, with solutions
z = ex = y y 2 + 1. Since ex > 0 we choose the positive root to give
p
x = ln(y + y 2 + 1).

z2 1
r
1+y
In the finally example we have y = 2 or z = ex = . The positive root
z +1 1y
gives the required solution so  
1 1+y
x = ln .
2 1y

Solution for Exercise 1.56


Since y 0 (x) = x0 (y)1 a second differentiation gives

d2 y x00 (y)
 
d 1 dy
= =
dx2 dy x0 (y) dx x0 (y)3

and since y 00 (x) = y this gives


3
d2 x

dx dz dx
=y or = yz 3 if z= .
dy 2 dy dy dy
70 CHAPTER 1. PRELIMINARY ANALYSIS

Integration gives 1/z 2 = y 2 + c, but x0 (0) = 1/y 0 (0) = 1 and y(0) = 0, so c = 1 and
dx 1
=p , x(0) = 0,
dy 1 y2
0
where the
Z ynegative square root is ignored because x (0) = 1. A further integration gives
1
x(y) = du .
0 1 u2
The Taylor expansion of the integrand is
1 1 3
= 1 + u2 + u4 + O(u6 )
1u 2 2 8
so integration gives
1 3
sin1 y = y + y 3 + y 5 + O(y 7 ).
6 40

1 X (2k)! u2k
More generally, we have = , |u| < 1, so
1 u2 k!2 22k
k=0

X (2k)! y 2k
sin1 y = y , |y| < 1.
k! 2 22k (2k + 1)
k=0

Solution for Exercise 1.57


(a) Since ln y = g ln f we have y 0 /y = g 0 ln f + gf 0 /f and hence
dy
= (f g 0 ln f + gf 0 ) f (x)g(x)1 .
dx

(b) Since
1 1 1 1
ln y = ln(p + x) ln(p x) + ln(q + x) ln(g x)
2 2 2 2
we have
y0
   
1 1 1 1 1 1 p q
= + + + = + 2
y 2 p+x px 2 q+x qx p2 x 2 q x2
and  r r
dy p q p+x q+x
= + 2 .
dx p2 x2 q x2 px qx
(c) We have
dy x yn dy y
ny n1 =1+ = therefore = .
dx 1 + x2 1 + x2 dx n 1 + x2

Solution for Exercise 1.58


Differentiate using the chain rule,
dy a cos u
= , u = a sin1 x,
dx 1 x2
1.5. SOLUTIONS FOR CHAPTER 1 71

and
d2 y a2 sin x ax cos u a2 y x dy
= + = + ,
dx2 1 x2 (1 x2 )3/2 1 x2 1 x2 dx
which gives the required result.

Solution for Exercise 1.59


If x = cos we have
dy dy d 1 dy dx p
= = since = sin = 1 x2 .
dx d dx 1 x d
2 d
and then
d2 y 1 d2 y d x dy
2
= 2
2 3/2
.
dx 1 x d dx (1 x )
2 d
Hence the differential equation becomes
d2 y x dy
2
+ + y = 0,
d 1 x d
2

p
which gives the required result since x/ x2 + y 2 = cot .

Solution for Exercise 1.60


Let h(x) = f (g(x)) then

h0 (x) = g 0 (x)f 0 (g),


h00 (x) = g 00 (x)f 0 (g) + g 0 (x)2 f 00 (g),
h000 (x) = g 000 (x)f 0 (g) + 3g 00 (x)g 0 (x)f 00 (g) + g 0 (x)3 f 000 (g),

so that
2
g 000 (x)f 0 (g) + 3g 00 (x)g 0 (x)f 00 (g) + g 0 (x)3 f 000 (g) 3 g 00 (x) g 0 (x)f 00 (g)

Sh(x) = + .
g 0 (x)f 0 (g) 2 g 0 (x) f 0 (g)

On multiplying this out we see that Sh(x) = Sg(x) + g 0 (x)2 Sf (g) < 0 since Sg(x) < 0
and Sf (g) < 0.

Solution for Exercise 1.61


Differentation gives
z 1 x
= f 0 + g0 cos(x + ay) + 2 sin(x + ay),
x 2a2 2a
2z 1 x
= f 00 + g 00 + 2 sin(x + ay) + 2 cos(x + ay),
x2 a 2a
z 0 0 x
= a(f g ) + sin(x + ay),
y 2a
2z x
= a2 (f 00 + g 00 ) + cos(x + ay),
y 2 2
2z 2z
and hence a2 2
2 = sin(x + ay).
x y
72 CHAPTER 1. PRELIMINARY ANALYSIS

Solution for Exercise 1.62


f f f
Differentiation gives fx = af , fy = bf and fz = cf . So the partial
x y z
derivatves are zero at ax = by = cz = 1.

Solution for Exercise 1.63


Differentiate with respect to x,
2(uux x)f1 + 2uux f2 + 2uuxf3 = 0 or uux(f1 + f2 + f3 ) = xf1
where fk = f /xk , f = f (x1 , x2 , x3 ). Similarly, differentiation with respect to y and
z gives
uuy (f1 + f2 + f3 ) = yf2 and uuz (f1 + f2 + f3 ) = zf3 .
Adding these three results gives the required equation.

Solution for Exercise 1.64


Since fx = 2x and fy = 2y the implicit function theorem shows that y(x) and x(y)
0
exist if y 6= 0 and x 6= 0, respectively, and then
y (x) = fx /fy = x/y.

If f = 0 then y 2 = 1 x2 , hence y = 1 x2 and y 0 (x) = x/ 1 x2 = x/y.

Solution for Exercise 1.65


If f = x cos xy, fy = x2 sin u and fx = cos uu sin u, where u = xy. Thus fy (1, /2) =
1 and fx (1, /2) = /2. Hence, from the implicit function theorem, y(x) exists in
the neighbourhood of (1, /2), with
fx cos u u sin u 1
y 0 (x) = = or x2 y 0 = u,
fy x2 sin u tan u
hence y 0 (1) = /2. Differentiating again gives
 
00 2 0 1
y x + 2xy = + 1 (xy 0 + y) .
sin2 u
At x = 1, y = /2, since y 0 (1) = /2, this gives y 00 = . Hence the Taylor expansion
of y(x) about x = 1 is
1
y(x) = y(1) + (x 1)y 0 (1) + (x 1)2 y 00 (1) +
2

= (x 1) + (x 1)2 + .
2 2 2

Solution for Exercise 1.66


Differentiate the equation x3 +y 3 3axy = 0 and re-arrange to give (y 2 ax)y 0 +x2 ay =
0, which gives the relation for y 0 (x). Hence y 0 is defined provided the denominator is
not zero, that is y 2 6= ax. The curve defined by f (x, y) = 0 is parallel to the x-axis if
x2 = ay, which substituted into the equation gives x3 (x3 2a3 ) = 0. At x = 0, y 0 is
not defined; the solution at x = a21/3 gives the quoted result.

Solution for Exercise 1.67


From the graphs of y = 1/x and y = tan x, shown in figure 1.9, we see that the equation
has positive roots xk , k = 0, 1, 2, , and that k < xk < (k + 1/2) and that for large
k, xk k from above.
1.5. SOLUTIONS FOR CHAPTER 1 73

0 2 4 6 8 x 10 12 14 16
1

2
Figure 1.9 Graphs of y = 1/x and y = tan x.

For the nth root, put x = n + z, and since sin x = (1)n sin z and cos x = (1)n cos z
the equation becomes
(n + z) tan z = 1 with z small.
Put  = 1/n so the equation becomes (1 + z) tan z =  and we require the Taylor
expansion of z() about  = 0. Putting  = 0 we see that z(0) = 0. Differentiation gives

1 + z 0
(z 0 + z) tan z + z = 1 giving z 0 (0) = 1,
cos2 z
1
and hence x = n + .
n
Further differentiation of the same equation allows, in principle, the calculation of
z (n) (0) for n > 2; however, such calculations are extremely tedious and error prone. A
far easier method is now outlined.
First, rewrite the equation for z in the form

tan z =
1 + z

and observe that this equation defines a function z(), with z(0) = 0, that is an odd
function of  to see this note that z() satisfies the same equation. Also, for small
|z| we see that to O() the equation becomes z =  + O(2 ). The power series for z()
is thus
z =  + z3 3 + z5 5 + O(7 ),
where z3 and z7 are coefficients to be found. Substitute this series in to the left-hand
side of the equation and use the known series for tan z to obtain

 3 3 2
tan z =  + z 3 3 + z 5 5 + + 1 + z 3 2 + + 5 +
   3  15
3 1 5 2
=  +  z3 + +  z5 + z 3 + + .
3 15

Similarly the right-hand side gives



=  1 z + 2 z 2 +

1 + z
=  3 + 5 (1 z3 ) + .
74 CHAPTER 1. PRELIMINARY ANALYSIS

Equating the coefficients of the powers of  on each side of the equation gives z 3 = 4/3
and z5 = 53/15 and hence
1 4 53
x = n + + + .
n 3(n)2 15(n)3

Solution for Exercise 1.68


Using the Taylor expansion of cos z the numerator becomes
(2x)2 (2x)4 (4x)2 (4x)4
   
1+a 1 + + +b 1 + + ,
2 24 2 24
which simplifies to
 
2 32
1 + a + b x2 (2a + 8b) + x4 a + b + .
3 3
Thus we need a + b + 1 = 0, a + 4b = 0, that is b = 1/3 and a = 4/3. Then the value
of the function at the origin is 2a/3 + 32b/3 = 8/3.

Solution for Exercise 1.69


There are many ways to obtain the expansions, but usually a direct use of the definition,
which requires the calculation of higher derivatives, is awkward and error prone: it is
usually easiest to use known results where possible. The methods outlined below are
not necessarily the easiest, but just the first I thought of.
(a) Since the Taylor series of ln(1 + z) is known we write, with u = x/2, and use the
identity cosh 2u = 1 + 2 sinh2 u,
ln(cosh x) = ln 1 + 2 sinh2 u


1 2 1 3
= 2 sinh2 u 2 sinh2 u + 2 sinh2 u + O(u8 ).
2 3
2
u2
   
u 2 2
Now use sinh u = u 1 + + and sinh u = u 1 + + in this expansion,
6 3
to give
u4 x2 x4
 
ln(cosh x) = 2u2 1 + + 2u4 + = + O(x6 ).
12 2 12

(b) Similarly
1 1 1
ln(1 + sin x) = sin x sin2 x + sin3 x sin4 x + O(x5 ).
2 3 4
x2

sin x = x 1 +
6
giving
x2 x2 x2 x3 x4
   
ln(1 + sin x) = x 1 + 1 + + + O(x5 ),
6 2 3 3 4
x2 x3 x4
= x + + O(x5 ).
2 6 12
1.5. SOLUTIONS FOR CHAPTER 1 75

(c) Similarly
sin2 x sin3 x sin4 x
exp(sin x) = 1 + sin x + + + + O(x5 ),
2 6 24
x2 x2 x2 x3 x4
   
= 1+x 1 + + 1 + + + + O(x5 ),
6 2 3 6 24
x2 x4
= 1+x+ + O(x5 ).
2 8

(d) Use the identity sin2 x = (1 cos 2x)/2 to give


(2x)2 (2x)4 x4
 
1 1
sin2 x = 1 + + O(x6 ) = x2 + O(x6 ).
2 2 2 24 3

Solution for Exercise 1.70


The Cauchy form of the Mean Value Theorem gives f (x + 1) = f (x) + f 0 (x + ) with
0 < < 1. Since f 0 (x) is strictly increasing f 0 (x) < f 0 (x + ) < f 0 (x + 1) and the result
follows.

Solution for Exercise 1.71


In the first case, for any x > 0 the Mean Value Theorem gives, for 0 < < 1,
x2
f1 (x) = f1 (0) + xf10 (x) = < 0.
1 + x
Hence, f1 (x) < 0 for x > 0. Similary f2 (x) > 0 for x > 0.

Solution for Exercise 1.72


sin ln x cos ln x 1 1
Using LHospitals rule, lim 5 = lim = .
x1 x 7x3 + 6 x1 x 5x4 21x2 16
Solution for Exercise 1.73
2
In the first case set y = (cos x)1/ tan x and consider the limit of ln y,
sin x cos3 x
 
ln cos x 1
lim = lim = , hence lim y = e1/2 .
x0 tan2 x x0 cos x 2 sin x 2 x0

For the second case,


a sin bx b sin ax cos bx cos ax b sin bx a sin ax
lim = ab lim = ab lim
x0 x3 x0 3x2 x0 6x
ab ab
= lim b2 cos bx a2 cos ax = (a2 b2 ).

6 x0 6

Solution for Z Exercise 1.74 Z


tan1 (ax) 0 1
If I(a) = dx 2
then I (a) = dx . Using partial
0 x(1 + x ) 0 (1 + x )(1 + a2 x2 )
2
fractions this becomes
Z
a2
 
1 1 1 1
I 0 (a) = 2
dx 2
2 2
= 2
(1 a) = .
1a 0 1+x 1+a x 1a 2 2 1+a
76 CHAPTER 1. PRELIMINARY ANALYSIS

Now integrate to obtain I(a) = ln(1 + a) + C giving I(0) = C. But, from the original
2
integral I(0) = 0, and hence C = 0.

SolutionZfor Exercise 1.75


/2 Z /2
ln(1 + z cos x) 0 1
If I(z) = dx then I (z) = dx . Now use the identity
0 cos x 0 1 + z cos x
2 2
cos x = (1 t )/(1 + t ), t = tan(x/2) to obtain
Z 1
2 1 1+z
I 0 (z) = dt 2 2
, b2 = ,
(1 z) 0 b +t 1z
r
2 1z
= tan1 .
1 z2 1+z
But z = cos a and so this becomes
dI a dI 1
= or = 2 a and hence I(a) = C 2 a2 .
dz sin a da 2
2
But if cos a = 0, that is a = 1/2, I = 0. Hence C = 2 /8 and I(a) = (1 4a2 ).
8
Solution for Exercise 1.76
We have
Z /2 Z /2
1 /2
 
sin x sin(/2 x) sin x cos x 1 1
Z
I= dx = dx = dx sin 2x + .
0 x /2 x 0 x(/2 x) 0 x /2 x
Now put y = 2x to give
1
 
1 1
Z
I = dy sin y +
0 y y
Z
1 sin y 1 sin( z) 2 sin y
Z Z
= dy + dz = dy , (z = y),
0 y 0 z 0 y
since sin( z) = sin z.

Solution for Exercise 1.77


1/z
1 1
Z Z
Put x = 1/z and s = 1/t to obtain tan1 (1/z) = dt = ds .
0 1 + t2 z 1 + s2
Hence
  Z x Z Z
1 1 1 1 1 1
tan x + tan = dt 2
+ ds 2
= dt 2
= .
x 0 1 + t x 1 + s 0 1 + t 2

Solution for Exercise 1.78


Differentiation gives g 0 (x) = 2f (2x) f (x) so g 0 (x) = 0 when 2f (2x) = f (x). In the
first case this gives 2e2x = ex and hence x = ln 2 is the only real solution.
sin 2x sin x
In the second case the equation becomes = . Since x 6= 0, the equation
x x
becomes 2 sin x cos x = sin x, hence sin x = 0, that is x = n, n = 1, 2, , or
cos x = 1/2, that is x = 2n /3, with n an integer.
1.5. SOLUTIONS FOR CHAPTER 1 77

Solution for Exercise 1.79


The definition 1.46 of an integral, with xk = a + kh/n, k = 1, 2, , n gives
n   a+h
hX kh
Z
limf a+ = dx f (x).
n n n a
k=1

(a) Put f (x) = x5 , a = 0 and h = 1


n  5 Z 1 n
1X k 1 X 5 1
lim = dx x5 hence lim k = .
n n n 0 n n6 6
k=1 k=1

(b) Put f (x) = 1/(1 + x), a = 0, h = 1 and sum from k = 1 to k = 2n


2n 2 2n 2
1X 1 1 1 1
Z X Z
lim = dx hence lim = dx = ln 3.
n n 1 + k/n 0 1+x n n+k 0 1+x
k=1 k=1

(c) Consider the complex sum, with f = eixy , a = 0 and h = 1,


n 1
1 X iky/n
Z
S = lim e = dx eixy
n n 0
k=1

Hence
1 iy  sin y 2i 2  y 
S= e 1 = + sin
iy y y 2
and hence
   
1 y 2y 2 y 
lim sin + sin + + sin y = sin2 .
n n n n y 2
h i1/n
1
(d) If Pn = n (n + 1)(n + 2) . . . (2n) then

n n
1X 1X
ln Pn = ln n + ln(k + n) = ln(1 + k/n).
n n
k=1 k=1

But, with f (x) = ln(1 + x), a = 0 and h = 1


n 1
1X
Z
lim ln(1 + k/n) = dx ln(1 + x) = ln 4 1.
n n 0
k=1

Hence lim Pn = exp(ln 4 1) = 4/e.


n

Solution for Exercise 1.80


In these two cases the formula 1.52 does not work, because the integrand is infinite at
x = u. However, it is clear that both F 0 (u) and G0 (u) exist in some cases, for instance
f = g = 1 or x, so the equivalent of expression 1.52 ought to exist.
78 CHAPTER 1. PRELIMINARY ANALYSIS

In the first case the simplest method is to remove the singularity at x = u using the
standard change of variable x = u sin to give
Z /2
F (u) = d f (u sin ).
0

Now we can use equation 1.52 to give


/2 /2

Z Z
F 0 (u) = d f (u sin ) = d f 0 (u sin ) sin .
0 u 0

This, second expression, may be converted back to an integral over x,

1 u xf 0 (x)
Z
0
F (u) = dx .
u 0 u2 x 2
In the second case we use another, more general trick. Consider the integral
u
g(x)
Z
G (u) = dx , 0,
0 (u x)a

for which equation 1.52 is valid, when > 0. This gives


Z u  
0 g(u ) 1
G (u) = + dx g(x) , > 0.
a 0 u (u x)a
   
1 1
Now write = and integrate by parts
u (u x)a x (u x)a
u Z u
g 0 (x)

g(u ) g(x)
G0 (u) = + dx ,
a (u x)a 0 0 (u x)a
Z u
g(0) g 0 (x)
= + dx ,
ua 0 (u x)a

and take the limit 0 to obtain


u
g(0) g 0 (x)
Z
G0 (u) = + dx .
ua 0 (u x)a
Chapter 2

The Calculus of Variations

2.1 Introduction
In this chapter we consider the particular variational principle defining the shortest
distance between two points in a plane. It is well known that this shortest path is the
straight line, however, it is almost always easiest to understand a new idea by applying it
to a simple, familiar problem; so here we introduce the essential ideas of the Calculus of
Variations by finding the equation of this line. The algebra may seem overcomplicated
for this simple problem, but the same theory can be applied to far more complicated
problems, and we shall see in chapter 3 the most important equation of the Calculus of
Variations, the Euler-Lagrange equation, can be derived with almost no extra effort.
The chapter ends with a description of some of the problems that can be formulated
in terms of variational principles, some of which will be solved later in the course.
The approach adopted is intuitive, that is we assume that functionals behave like
functions of n real variables. This is exactly the approach used by Euler (1707 1783)
and Lagrange (1736 1813) in their original analysis and it can be successfully applied
to many important problems. However, it masks a number of problems, all to do
with the subtle differences between infinite and finite dimensional spaces which are not
considered in this course.

2.2 The shortest distance between two points in a


plane
The distance between two points Pa = (a, A) and Pb = (b, B) in the Oxy-plane along a
given curve, defined by the function y(x), is given by the functional
Z b p
S[y] = dx 1 + y 0 (x)2 . (2.1)
a

The curve must pass through the end points, so y(x) satisfies the boundary conditions,
y(a) = A and y(b) = B. We shall usually assume that y 0 (x) is continuous on (a, b).
We require the equation of the function that makes S[y] stationary, that is we need
to understand how the values of the functional S[y] change as the path between Pa and

79
80 CHAPTER 2. THE CALCULUS OF VARIATIONS

Pb varies. These ideas are introduced here, and developed in chapter 3, using analogies
with the theory of functions of many real variables.

2.2.1 The stationary distance


In the theory of functions of several real variables a stationary point is one at which the
values of the function at all neighbouring points are almost the same as at the station-
ary point. To be precise, if G(x) is a function of n real variables, x = (x1 , x2 , , xn ),
we compare values of G at x and the nearby point x + , where ||  1 and || = 1.
Taylors expansion, equation 1.37 (page 38), gives,
n
X G
G(x + ) G(x) =  k + O(2 ). (2.2)
xk
k=1

A stationary point is defined to be one for which the term O() is zero for all . This
gives the familiar conditions for a point to be stationary, namely G/xk = 0 for
k = 1, 2, , n.
For a functional we proceed in the same way. That is, we choose adjacent paths
joining Pa to Pb and compare the values of S along these paths. If a path is represented
by a differentiable function y(x), adjacent paths may be represented by y(x) + h(x),
where  is a real variable and h(x) another differentiable function. Since all paths must
pass through Pa and Pb , we require y(a) = A, y(b) = B and h(a) = h(b) = 0; otherwise
h(x) is arbitrary. The difference
S = S[y + h] S[y],
may be considered as a function of the real variable , for arbitrary y(x) and h(x) and
for small values of , ||  1. When  = 0, S = 0 and for small || we expect S to be
proportional to ; in general this is true as seen in equation 2.3 below.
However, there may be some paths for which S is proportional to 2 , rather than .
These paths are special and we define these to be the stationary paths, curves or sta-
tionary functions. Thus a necessary condition for a path y(x) to be a stationary path
is that
S[y + h] S[y] = O(2 ),
for all suitable h(x). The equation for the stationary function y(x) is obtained by
examining this difference more carefully.
The distances along these adjacent curves are
Z b p Z b p
S[y] = dx 1 + y 0 (x)2 , and S[y + h] = dx 1 + [y 0 (x) + h0 (x)]2 .
a a

We proceed by expanding the integrand of S[y + h] in powers of , retaining only the
terms proportional to . One way of making this expansion is to consider the integrand
as a function of  and to use Taylors series to expand in powers of ,
 
p p d p
0 0 2
1 + (y + h ) = 1+y + 0 2 0 0
1 + (y + h ) 2 + O(2 ),
d =0
p y 0 h0
= 1 + y0 2 +  p + O(2 ).
1 + y0 2
2.2. THE SHORTEST DISTANCE BETWEEN TWO POINTS IN A PLANE 81

Substituting this expansion into the integral and rearranging gives the difference be-
tween the two lengths,
Z b
y 0 (x)
S[y + h] S[y] =  dx p h0 (x) + O(2 ). (2.3)
0
1 + y (x) 2
a

This difference depends upon both y(x) and h(x), just as for functions of n real variables
the difference G(x+)G(x), equation 2.2, depends upon both x and , the equivalents
of y(x) and h(x) respectively.
Since S[y] is stationary it follows, by definition, that
Z b
y 0 (x)
dx p h0 (x) = 0 (2.4)
1 + y 0 (x)2
a

for all suitable functions h(x).


We shall see in chapter 3 that because 2.4 holds for all those functions h(x) for
which h(a) = h(b) = 0 and h0 (x) is continuous, this equation is sufficient to determine
y(x) uniquely. Here, however, we simply show that if
y 0 (x)
p = = constant for all x, (2.5)
1 + y 0 (x)2
then the integral in equation 2.4 is zero for all h(x). Assuming that 2.5 is true, equa-
tion 2.4 becomes
Z b
dx h0 (x) = {h(b) h(a)} = 0 since h(a) = h(b) = 0.
a

In section 3.3 we show that condition 2.5 is necessary as well as sufficient for equation 2.4
to hold.
Equation 2.5 shows that y 0 (x) = m, where m is a constant, and integration gives
the general solution,
y(x) = mx + c
for another constant c: this is the equation of a straight line as expected. The constants
m and c are determined by the conditions that the straight line passes through Pa
and Pb :
BA Ab Ba
y(x) = x+ . (2.6)
ba ba
This analysis shows that the functional S[y] defined in equation 2.1 is stationary along
the straight line joining Pa to Pb . We have not shown that this gives a minimum
distance: this is proved in exercise 2.2.

Exercise 2.1
Use the above method on the functional
Z 1 p
S[y] = dx 1 + y 0 (x), y(0) = 0, y(1) = B > 1,
0

to show that the stationary function is the straight


line y(x) = Bx, and that the
value of the functional on this line is S[y] = 1 + B.
82 CHAPTER 2. THE CALCULUS OF VARIATIONS

2.2.2 The shortest path: local and global minima


In this section we show that the straight line 2.6 gives the minimum distance. For
practical reasons this analysis is divided into two stages. First, we show that the
straight line is a local minimum of the functional, using an analysis that is generalised
in chapter 7 to functionals. Second, we show that, amongst the class of differentiable
functions, the straight line is actually a global minimum: this analysis makes use of
special features of the integrand.
The distinction between local and global extrema is illustrated in figure 2.1. Here
we show a function f (x), defined in the interval a x b, having three stationary
points B, C and D, two of which are minima the other being a maximum. It is clear
from the figure that at the stationary point D, f (x) takes its smallest value in the
interval so this is the global minimum. The function is largest at A, but this point
is not stationary this is the global maximum. The stationary point at B is a local
minimum, because here, f (x) is smaller than at any point in the neighbourhood of B:
likewise the points C and D are local maxima and minima, respectively. The adjective
local is frequently omitted. In some texts local extrema are named relative extrema.

f ( x) A
E
C

B
D
x
a b
Figure 2.1 Diagram to illustrate the difference be-
tween local and global extrema.

It is clear from this example that to classify a point as a local extremum requires an
examination of the function values only in the neighbourhood of the point. Whereas,
determining whether a point is a global extremum requires examining all values of the
function; this type of analysis usually invokes special features of the function.
The local analysis of a stationary point of a function, G(x), of n variables proceeds
by making a second-order Taylor expansion about a point x = a,
n n n
X G 1 X X 2G
G(a + ) = G(a) +  k + 2 k j + ,
xk 2 j=1
xk xj
k=1 k=1

where all derivatives are evaluated at x = a. If G(x) is stationary at x = a then all


first derivatives are zero. The nature of the stationary point is usually determined by
the behaviour of the second-order term. For a stationary point to be a local minimum
it is necessary for the quadratic terms to be strictly positive for all , that is
n Xn
X 2G
k j > 0 for all k , j , k, j = 1, 2, , n,
j=1
xk xj
k=1

with || = 1. The stationary point is a local maximum if this quadratic form is strictly
negative. For large n it is usually difficult to determine whether these inequalities are
satisfied, although there are well defined tests which are described in chapter 7.
2.2. THE SHORTEST DISTANCE BETWEEN TWO POINTS IN A PLANE 83

For a functional we proceed in the same way: the nature of a stationary path
is usually determined by the second-order expansion. If S[y] is stationary then, by
definition,
1
S[y + h] S[y] = 2 [y, h]2 + O(3 )
2
for some quantity 2 [y, h], depending upon both y and h; special cases of this expansion
are found in exercises 2.2 and 2.3. Then S[y] is a local minimum if 2 [y, h] > 0 for
all h(x), and a local maximum if 2 [y, h] < 0 for all h(x). Normally it is difficult to
establish these inequalities, and the general theory is described in chapter 7. For the
functional defined by equation 2.1, however, the proof is straight-forward; the following
exercise guides you through it.

Exercise 2.2
(a) Use the binomial expansion, exercise 1.32 (page 36), to obtain the following
expansion in ,
p  2 2
+ O(3 ).
p
1 + ( + )2 = 1 + 2 + +
1+ 2 2(1 + 2 )3/2

(b) Use this result to show that if y(x) is the straight line defined in equation 2.6
and S[y] the functional 2.1, then
Z b
2 BA
S[y + h] S[y] = dx h0 (x)2 , m = .
2(1 + m2 )3/2 a ba

Deduce that the straight line is a local minimum for the distance between Pa
and Pb .

Exercise 2.3
In this exercise the functional defined in exercise 2.1 is considered in more detail.
By expanding the integrand of S[y + h] to second-order in  show that, if y(x) is
the stationary path, then
Z 1
2
S[y + h] = S[y] dx h0 (x)2 , B > 1.
8(1 + B)3/2 0

Deduce that the path y(x) = Bx, B > 1, is a local maximum of this functional.

Now we show that the straight line between the points (0, 0) and (a, A) gives a global
minimum of the functional, not just a local minimum. This analysis relies on a special
property of the integrand that follows from the Cauchy-Schwarz inequality.

Exercise 2.4
Use the Cauchy-Schwarz inequality (page 43) with a = (1, z) and b = (1, z + u)
to show that p
1 + (z + u)2 1 + z 2 1 + z 2 + zu
p

with equality only if u = 0. Hence show that


p p zu
1 + (z + u)2 1 + z 2 .
1 + z2
84 CHAPTER 2. THE CALCULUS OF VARIATIONS

The distance between the points (0, 0) and (a, A) along the path y(x) is
Z a p
S[y] = dx 1 + y0 2, y(0) = 0, y(a) = A.
0

On using the inequality derived in the previous exercise, with z = y 0 (x) and u = h0 (x),
we see that Z a
y0
S[y + h] S[y] dx p h0 .
0 1 + y 0 2

But on the stationary path y 0 is a constant and since h(0) = h(a) = 0 we have
S[y + h] S[y] for all h(x).
This analysis did not assume that |h| is small, and since all admissible paths can
be expressed in the form x + h(x), we have shown that in the class of differentiable
functions the straight line gives the global minimum of the functional.

An observation
Problems involving shortest distances on surfaces other than a plane illustrate other
features of variational problems. Thus if we replace the plane by the surface of a sphere
then the shortest distance between two points on the surface is the arc length of a
great circle joining the two points that is the circle created by the intersection of
the spherical surface and the plane passing through the two points and the centre of
the sphere; this problem is examined in exercise 4.20 (page 184). Now, for most points,
there are two stationary paths corresponding to the long and the short arcs of the great
circle. However, if the points are at opposite ends of a diameter, there are infinitely
many shortest paths. This example shows that solutions to variational problems may
be complicated.
In general, the stationary paths between two points on a surface are named geodesics 1 .
For a plane surface the only geodesics are straight lines; for a sphere, most pairs of points
are joined by just two geodesics that are the segments of the great circle through the
points. For other surfaces there may be several stationary paths: an example of the
consequences of such complications is described next.

2.2.3 Gravitational Lensing


The general theory of relativity, discovered by Einstein (1879 1955), shows that the
path taken by light from a source to an observer is along a geodesic on a surface in a
four-dimensional space. In this theory gravitational forces are represented by distortions
to this surface. The theory therefore predicts that light is bent by gravitational
forces, a prediction that was first observed in 1919 by Eddington (1882 1944) in his
measurements of the position of stars during a total solar eclipse: these observations
provided the first direct confirmation of Einsteins general theory of relativity.
The departure from a straight line path depends upon the mass of the body be-
tween the source and observer. If it is sufficiently massive, two images may be seen as
illustrated schematically in figure 2.2.
1 In some texts the name geodesic is used only for the shortest path.
2.3. TWO GENERALISATIONS 85
Quasar Image

Galaxy Earth

Quasar Light paths

Quasar Image
Figure 2.2 Diagram showing how an intervening galaxy can sufficiently dis-
tort a path of light from a bright object, such as a quasar, to provide two
stationary paths and hence two images. Many examples of such multiple im-
ages, and more complicated but similar optical effects, have now been observed.
Usually there are more than two stationary paths.

2.3 Two generalisations


2.3.1 Functionals depending only upon y 0 (x)
The functional 2.1 (page 79) depends only upon the derivative of the unknown function.
Although this is a special case it is worth considering in more detail in order to develop
the notation we need.
If F (z) is a differentiable function of z then a general functional of the form of 2.1 is
Z b
S[y] = dx F (y 0 ), y(a) = A, y(b) = B, (2.7)
a
0 0
where F (y ) simply means that in F (z) all occurrences
of z are replaced
p by y (x). Thus
0
for the distance between two points F (z) = 1 + z so F (y ) = 1 + y (x)2 . Note
2 0

that the symbols F (y 0 ) and F (y 0 (x)) denote the same function.


The difference between the functional evaluated along y(x) and the adjacent paths
y(x) + h(x), where ||  1 and h(a) = h(b) = 0, is
Z b
dx F (y 0 + h0 ) F (y 0 ) .

S[y + h] S[y] = (2.8)
a

Now we need to express F (y 0 + h0 ) as a series in ; assuming that F (z) is differentiable,


Taylors theorem gives
dF
F (z + u) = F (z) + u + O(2 ).
dz
The expansion of F (y 0 +h0 ) is obtained from this simply by the replacements z y 0 (x)
and u h0 (x), which gives
d
F (y 0 + h0 ) F (y 0 ) = h0 (x) F (y 0 ) + O(2 ) (2.9)
dy 0
where the notation dF/dy 0 means

d 0 dF
F (y ) = . (2.10)
dy 0 dz z=y0 (x)
86 CHAPTER 2. THE CALCULUS OF VARIATIONS

For instance, if F (z) = 1 + z 2 then

dF z dF y 0 (x)
= and = .
dy 0
p
dz 1 + z2 1 + y 0 (x)2

Exercise 2.5
Find the expressions for dF/dy 0 when
(a) F (y 0 ) = (1 + y 0 2 )1/4 , (b) F (y 0 ) = sin y 0 , (c) F (y 0 ) = exp(y 0 ).

Substituting the difference 2.9 into the equation 2.8 gives


b
d
Z
S[y + h] S[y] =  dx h0 (x) F (y 0 ) + O(2 ). (2.11)
a dy 0

The functional S[y] is stationary if the term O() is zero for all suitable functions h(x).
As before we give a sufficient condition, deferring the proof that it is also necessary. In
this analysis it is important to remember that F (z) is a given function and that y(x)
is an unknown function that we need to find. Observe that if

d
F (y 0 ) = = constant (2.12)
dy 0
then

S[y + h] S[y] =  h(b) h(a) + O(2 ) = O(2 )



since h(a) = h(b) = 0.

In general equation 2.12 is true only if y 0 (x) is also constant, and hence

BA Ab Ba
y(x) = mx + c and therefore y(x) = x+ ,
ba ba

the last result following from the boundary conditions y(a) = A and y(b) = B.
This is the same solution as given in equation 2.6. Thus, for this class of functional,
the stationary function is always a straight line, independent of the form of the inte-
grand, although its nature can sometimes depend upon the boundary conditions, see
for instance exercise 2.18 (page 103).
The exceptional example is when F (z) is linear, in which case the value of S[y]
depends only upon the end points and not the values of y(x) in between, as shown in
the following exercise.

Exercise 2.6
If F (z) = Cz + D, where C and D are constants, by showing that the value of
Rb
the functional S[y] = a dx F (y 0 ) is independent of the chosen path, deduce that
equation 2.12 does not imply that y 0 (x) = constant.
What is the effect of making either, or both C and D a function of x?
2.3. TWO GENERALISATIONS 87

2.3.2 Functionals depending upon x and y 0 (x)


Now consider the slightly more general functional
Z b
S[y] = dx F (x, y 0 ), y(a) = A, y(b) = B, (2.13)
a

where the integrand F (x, y 0 ) depends explicitly upon the two variables x and y 0 . The
difference in the value of the functional along adjacent paths is
Z b
dx F (x, y 0 + h0 ) F (x, y 0 ) .

S[y + h] S[y] = (2.14)
a

In this example F (x, z) is a function of two variables and we require the expansion
F
F (x, z + u) = F (x, z) + u + O(2 )
z
where Taylors series for functions of two variables is used. Comparing this with the
expression in equation 2.9 we see that the only difference is that the derivative with
respect to y 0 has been replaced by a partial derivative. As before, replacing z by y 0 (x)
and u by h0 (x), equation 2.14 becomes
Z b

S[y + h] S[y] =  dx h0 (x) 0 F (x, y 0 ) + O(2 ). (2.15)
a y
If y(x) is the stationary path it is necessary that
Z b

dx h0 (x) 0 F (x, y 0 ) = 0 for all h(x).
a y
As before a sufficient condition for this is that Fy0 (x, y 0 ) = constant, which gives the
following differential equation for y(x),

F (x, y 0 ) = c, y(a) = A, y(b) = B, (2.16)
y 0
where c is a constant. This is the equivalent of equation 2.12, but now the explicit
presence of x in the equation means that y 0 (x) = constant is not a solution.
Exercise 2.7
Consider the functional
Z 1 p
S[y] = dx 1 + x + y 0 2 , y(0) = A, y(1) = B.
0

Show that the function y(x) defined by the relation,

y 0 (x) = c 1 + x + y 0 (x)2 ,
p

where c is a constant, makes S[y] stationary. By expressing y 0 (x) in terms of x


solve this equation to show that
(B A)
y(x) = A + 3/2 (1 + x)3/2 1 .
(2 1)
88 CHAPTER 2. THE CALCULUS OF VARIATIONS

2.4 Notation
In the previous sections we used the notation F (y 0 ) to denote a function of the derivative
of y(x) and proceeded to treat y 0 as an independent variable, so that the expression
dF/dy 0 had the meaning defined in equation 2.10. This notation and its generalisation
are very important in subsequent analysis; it is therefore essential that you are familiar
with it and can use it.
Consider a function F (x, u, v) of three variables, for instance F = x u2 + v 2 , and
assume that all necessary partial derivatives of F (x, u, v) exist. If y(x) is a function of
x we may form a function of x with the substitutions u y(x), v y 0 (x), thus

F (x, u, v) becomes F (x, y, y 0 ).

Depending upon circumstances F (x, y, y 0 ) can be considered either as a function of a


Rb
single variable x, as when evaluating the integral a dx F (x, y(x), y 0 (x)), or as a function
of three independent variables (x, y, y 0 ). In the latter case the first partial derivatives
with respect to y and y 0 are just

F F F F
= and = .
y u u=y,v=y0 y 0 v u=y,v=y0

Because y depends upon x we may also form the total derivative of F (x, y, y 0 ) with
respect to x using the chain rule, equation 1.22 (page 29)

dF F F 0 F
= + y (x) + 0 y 00 (x). (2.17)
dx x y y

In the particular case F (x, u, v) = x u2 + v 2 these rules give

F p F xy F xy 0
= y2 + y0 2 , =p , = .
y 0
p
x y y + y0 2
2 y2 + y0 2

Similarly, the second-order derivatives are

2F 2 F 2F 2 F 2F 2 F

= , = and = .
y 2 u2 u=y,v=y0 y 0 2 v 2 u=y,v=y0 yy 0 uv u=y,v=y0

Because you must be able to use this notation we suggest that you do all the following
exercises before proceeding.

Exercise 2.8
F F F dF d F
If F (x, y 0 ) =
p
x2 + y 0 2 find , , , and . Also, show that,
x y y 0 dx dx y 0

d F dF
= .
dx y 0 y 0 dx
2.4. NOTATION 89

Exercise 2.9
Show that for an arbitrary differentiable function F (x, y, y 0 )

2 F 00 2F 0 2F

d F
= 2
y + y + .
dx y 0 y 0 yy 0 xy 0

Hence show that


d F dF
6= ,
dx y 0 y 0 dx
with equality only if F does not depend explicitly upon y.

Exercise 2.10
Use the first identity found in exercise 2.9 to show that the equation

d F F
=0
dx y 0 y

is equivalent to the second-order differential equation

2 F 00 2F 0 2F F
0 2
y + 0
y + = 0.
y yy xy 0 y

Note the first equation will later be seen as crucial to the general theory described
in chapter 3. The fact that it is a second-order differential equation means that
unique solutions can be obtained only if two initial or two boundary conditions
are given. Note also that the coefficient of y 00 (x), 2 F/y 0 2 , is very important in
the general theory of the existence of solutions of this type of equation.

Exercise 2.11
F F 2 F
(a) If F (y, y 0 ) = y
p
1 + y 0 2 find , , and show that the equation
y y 0 y 0 2
2
d2 y

d F F dy
=0 becomes y 1 =0
dx y 0 y dx2 dx

and also that


0
d F F 3/2 d y
= 1 + y0 2 y2
`
1 .
dx y 0 y dx y

(b) By solving the equation y 2 (y 0 /y)0 = 1 show that a non-zero solution of


2
d2 y

dy 1
y 1 =0 is y= cosh(Ax + B),
dx2 dx A

for some constants A and B. Hint, let y be the independent variable and define a
new variable z by the equation yz(y) = dy/dx to obtain an expression for dy/dx
that can be integrated.
90 CHAPTER 2. THE CALCULUS OF VARIATIONS

2.5 Examples of functionals


In this section we describe a variety of problems that can be formulated in terms of
functionals, with solutions that are stationary paths of these functionals. This list is
provided because it is likely that you will not be familiar with these descriptions and
will be unaware of the wide variety of problems for which variational principles are
useful, and sometimes essential. You should not spend long on this section if time is
short; in this case you you should aim at obtaining a rough overview of the examples.
Indeed, you may move directly to chapter 3 and return to this section at a later date,
if necessary.
In each of the following sub-sections a different problem is described and the relevant
functional is written down; some of these are derived later. In compiling this list one
aim has been to describe a reasonably wide range of applications: if you are unfamiliar
with the underlying physical ideas behind any of these examples, do not worry because
they are not an assessed part of the course. Another aim is to show that there are
subtly different types of variational problems, for instance the isoperimetric and the
catenary problems, described in sections 2.5.5 and 2.5.6 respectively.

2.5.1 The brachistochrone


Given two points Pa = (a, A) and Pb = (b, B) in the same vertical plane, as in the
diagram below, we require the shape of the smooth wire joining Pa to Pb such that a
bead sliding on the wire under gravity, with no friction, and starting at Pa with a given
speed shall reach Pb in the shortest possible time.

y
x
Pa

Pb
Figure 2.3 The curved line joining Pa to Pb is
a segment of a cycloid. In this diagram the axes
are chosen to give a = A = 0.

The name given to this curve is the brachistochrone, from the Greek, brachistos, shortest,
and chronos, time.
If the y-axis is vertical it can be shown that the time taken along the curve y(x) is
s
b
1 + y0 2
Z
T [y] = dx , y(a) = A, y(b) = B,
a C 2gy

where g is the acceleration due to gravity and C a constant depending upon the initial
speed of the particle. This expression is derived in section 4.2.
2.5. EXAMPLES OF FUNCTIONALS 91

This problem was first considered by Galileo (1564 1642) in his 1638 work Two
New Sciences, but lacking the necessary mathematical methods he concluded, erro-
neously, that the solution is the arc of a circle passing vertically through Pa ; exercise 4.4
(page 166) gives part of the reason for this error.
It was John Bernoulli (1667 1748), however, who made the problem famous when in
June 1696 he challenged the mathematical world to solve it. He followed his statement
of the problem by a paragraph reassuring readers that the problem was very useful in
mechanics, that it is not the straight line through Pa and Pb and that the curve is well
known to geometers. He also stated that he would show that this is so at the end of
the year provided no one else had.
In December 1696 Bernoulli extended the time limit to Easter 1697, though by this
time he was in possession of Leibnizs solution, sent in a letter dated 16 th June 1696,
Leibniz having received notification of the problem on 9 th June. Newton also solved
the problem quickly: apparently2 the letter from Bernoulli arrived at Newtons house,
in London, on 29 th January 1697 at the time when Newton was Warden of the Mint.
He returned from the Mint at 4pm, set to work on the problems and had solved it by
the early hours of the next morning. The solution was returned anonymously, to no
avail with Bernoulli stating upon receipt The lion is recognised by his paw. Further
details of this history and details of these solutions may be found in Goldstine (1980,
chapter 1).
The curve giving this shortest time is a segment of a cycloid, which is the curve traced
out by a point fixed on the circumference of a vertical circle rolling, without slipping,
along a straight line. The parametric equations of the cycloid shown in figure 2.3 are

x = a( sin ), y = a(1 cos ),

where a is the radius of the circle: these equations are derived in section 4.2.1, where
other properties of the cycloid are discussed.
Other historically important names are the isochronous curve and the tautochrone.
A tautochrone is a curve such that a particle travelling along it under gravity reaches
a fixed point in a time independent of its starting point; a cycloid is a tautochrone
and a brachistochrone. Isochronal means equal times so isochronous curves and
tautochrones are the same.
There are many variations of the brachistochrone problem. Euler3 considered the
effect of resistance proportional to v 2n , where v is the speed and n an integer. The
problem of a wire with friction, however, was not considered until 19754. Both these
extensions require the use of Lagrange multipliers and are described in chapter 10.
Another variation was introduced by Lagrange5 who allowed the end point, Pb in fig-
ure 2.3, to lie on a given surface and this introduces different boundary conditions that
the cycloid needs to satisfy: the simpler variant in which the motion remains in the
plane and one or both end points lie on given curves is treated in chapter 9.
2 This anecdote is from the records of Catherine Conduitt, n
ee Barton, Newtons niece who acted as
his housekeeper in London, see Newtons Apple by P Aughton, (Weidenfeld and Nicolson), page 201.
3 Chapter 3 of his 1744 opus, The Method of Finding Plane Curves that Show Some Property of

Maximum or Minimum. . . .
4 Ashby A, Brittin W E, Love W F and Wyss W, Brachistochrone with Coulomb Friction, Amer J

Physics 43 902-5.
5 Essay on a new method. . . , published in Vol II of the Miscellanea Taurinensai, the memoirs of

the Turin Academy.


92 CHAPTER 2. THE CALCULUS OF VARIATIONS

2.5.2 Minimal surface of revolution


Here the problem is to find a curve y(x) passing through two given points Pa = (a, A)
and Pb = (b, B), with A 0 and B > 0, as shown in the diagram, such that when
rotated about the x-axis the area of the curved surface formed is a minimum.
y (b,B)
(a,A)
B
A x
a b

Figure 2.4 Diagram showing the cylindrical shape pro-


duced when a curve y(x), joining (a, A) to (b, B), is rotated
about the x-axis.

The area of this surface is shown in section 4.3 to be


Z b p
S[y] = 2 dx y(x) 1 + y 0 2 ,
a

and we shall see that this problem has solutions that can be expressed in terms of
differentiable functions only for certain combinations of A, B and b a.

2.5.3 The minimum resistance problem


Newton formulated one of the first problems to involve the ideas of the Calculus of
Variations. Newtons problem is to determine the shape of a solid of revolution with
the least resistance to its motion along its axis through a stationary fluid.
Newton was interested in the problem of fluid resistance and performed many exper-
iments aimed at determining its dependence on various parameters, such as the velocity
through the fluid. These experiments were described in Book II of Principia (1687) 6 ;
an account of Newtons ideas is given by Smith (2000)7 . It is to Newton that we owe
the idea of the drag coefficient, CD , a dimensionless number allowing the force on a
body moving through a fluid to be written in the form
1
FR = CD Af v 2 , (2.18)
2
where Af is the frontal area of the body, the fluid density8 , v = |v| where v is the
relative velocity of the body and the fluid. For modern cars CD has values between
about 0.30 and 0.45, with frontal areas of about 30 ft2 (about 2.8m2 ).
6 The full title is Philopsophiae naturalis Principia Mathematica, (Mathematical Principles of nat-

ural Philosophy.
7 Smith G E Fluid Resistance: Why Did Newton Change His Mind?, in The Foundations of New-

tonian Scholarship.
8 Note that this suggests that the 30 C change in temperature between summer and winter changes

FR by roughly 10%. The density of dry air is about 1.29 kg m3 .


2.5. EXAMPLES OF FUNCTIONALS 93

Newton distinguished two types of forces:


a) those imposed on the front of the body which oppose the motion, and
b) those at the back of the body resulting from the disturbance of the fluid and which
may be in either direction.
He also considered two types of fluid:
a) rarefied fluids comprising non-interacting particles spread out in space, such as a gas,
and
b) continuous fluids, comprising particles packed together so that each is in contact
with its neighbours, such as a liquid.
The ideas sketched below are most relevant to rarefied fluids and ignore the second
type of force. They were used by Newton in 1687 to derive a functional, equation 2.21
below, for which the stationary path yields, in theory, a surface of minimum resistance.
This solution does not, however, agree with observation largely because the physical
assumptions made are too simple. Moreover, the functional has no continuously dif-
ferentiable paths that can satisfy the boundary conditions, although stationary paths
with one discontinuity in the derivative exist; but, Weierstrass (1815 1897) showed
that this path does not yield a strong minimum. These details are discussed further
in section 9.6. Nevertheless, the general problem is important and Newtons approach,
and the subsequent variants, are of historical and mathematical importance: we shall
mention a few of these variants after describing the basic problem.
It is worth noting that the problem of fluid resistance is difficult and was not properly
understood until the early part of the 20 th century. In 1752 dAlembert, (1717 1783),
published a paper, Essay on a New theory of the resistance of Fluids, in which he derived
the partial differential equations describing the motion of an ideal, incompressible invis-
cid fluid; the solution of these equations showed that resisting force was zero, regardless
of the shape of the body: this was in contradiction to observations and was hence-
forth known as dAlemberts paradox. It was not resolved until Prandtl (1875 1953)
developed the theory of boundary layers in 1904. This shows how fluids of relatively
small viscosity, such as water or air, may be treated mathematically by taking account
of friction only in the region where essential, namely in the thin layer that exists in
the neighbourhood of the solid body. This concept was introduced in 1904, but many
decades passed before its ramifications were understood: an account of these ideas can
be found in Schlichting (1955)9 and a modern account of dAlemberts paradox can be
found in Landau and Lifshitz (1959)10 . An effect of the boundary layer, and also turbu-
lence, is that the drag coefficient, defined in equation 2.18, becomes speed dependent;
thus for a smooth sphere in air it varies between 0.07 and 0.5, approximately.
We now return to the main problem, which is to determine a functional for the
fluid resistance. In deriving this it is necessary to make some assumptions about the
resistance and this, it transpires, is why the stationary path is not a minimum. The
main result is given by equation 2.21, and you may ignore the derivation if you wish.
It is assumed that the resistance is proportional to the square of the velocity. To
see why, consider a small plane area moving through a fluid comprising many isolated
stationary particles, with density : the area of the plane is A and it is moving with
velocity v along its normal, as seen in the left-hand side of figure 2.5.
In order to derive a simple formula for the force on the area A it is helpful to
9 Schlichting H Boundary Layer Theory (McGraw-Hill, New York).
10 Landau L D and Lifshitz E M Fluid mechanics (Pergamon).
94 CHAPTER 2. THE CALCULUS OF VARIATIONS

imagine the fluid as comprising many particles, each of mass m and all stationary. If
there are N particles per unit volume, the density is = mN . In the small time t the
area A sweeps through a volume vtA, so N vtA particles collide with the area, as
shown schematically on the left-hand side of figure 2.5.

N
vt

O
v

Figure 2.5 Diagram showing the motion of a small area, A, through a rar-
efied gas. On the left-hand side the normal to the area is perpendicular to the
relative velocity; on the right-hand side the area is at an angle. The direction
of the arrows is in the direction of the gas velocity relative to the area.

For an elastic collision between a very large mass (that of which A is the small surface
element) with velocity v, and a small initially stationary mass, m, the momentum
change of the light particle is 2mv you may check this by doing exercise 2.23,
although this is not part of the course. Thus in a time t the total momentum transfer
is in the opposite direction to v, P = (2mv) (N vtA). Newtons law equates force
with the rate of change of momentum, so the force on the area opposing the motion is,
since = mN ,

P
F = = 2v 2 A. (2.19)
t

Equation 2.19 is a justification for the v 2 -law. If the normal, ON , to the area A is at
an angle to the velocity, as in the right-hand side side of figure 2.5, where the arrows
denote the fluid velocity relative to the body, then the formula 2.19 is modified in two
ways. First, the significant area is the projection of A onto v, so A A cos .
Second, the fluid particles are elastically scattered through an angle 2 (because the
angle of incidence equals the angle of reflection), so the momentum transfer along the
direction of travel is v(1 + cos 2) = 2v cos2 : hence 2v 2v cos2 , and the force
in the direction (v) is F = 2v 2 cos3 A. We now apply this formula to find the
force on a surface of revolution. We define Oy to be the axis: consider a segment CD
of the curve in the Oxy-plane, with normal P N at an angle to Oy, as shown in the
left-hand panel of figure 2.6.
2.5. EXAMPLES OF FUNCTIONALS 95

y y
N s

A C
C
P D D

x x
x x
O
b
Figure 2.6 Diagram showing change in velocity of a particle colliding with the
element CD, on the left, and the whole curve which is rotated about the y-axis,
on the right.

The force on the ring formed by rotating the segment CD about Oy is, because of axial
symmetry, in the y-direction. The area of the ring is 2xs, where s is the length of
the element CD, so the magnitude of the force opposing the motion is

F = 2xs 2v 2 cos3 .


The total force on the curve in figure 2.6 is obtained by integrating from x = 0 to x = b,
and is given by the functional,
Z x=b
2
F [y] = 4v ds x cos3 , y(0) = A, y(b) = 0. (2.20)
x=0

But dy/dx = tan and cos = dx/ds, so that


b
F [y] x
Z
= dx , y(0) = A, y(b) = 0. (2.21)
4v 2 0 1 + y0 2

For a disc of area Af , y 0 (x) = 0, and this reduces to F = 2Af v 2 , giving a drag
coefficient CD = 4, which compares with the measured value of about 1.3. Newtons
problem is to find the path making this functional a minimum and this is solved in
section 9.6.

Exercise 2.12
Use the definition of the drag coefficient, equation 2.18, to show that, according
to the theory described here,
Z b
8 x
CD = dx .
b2 0 1 + y0 2

Show that for a sphere, where x2 + y 2 = b2 this gives CD = 2. The experimental


value of the drag coefficient for the motion of a sphere in air varies between 0.07
and 0.5, depending its speed.

Variations of this problem were considered by Newton: one is the curve CBD, shown
in figure 2.7, rotated about Oy.
96 CHAPTER 2. THE CALCULUS OF VARIATIONS

y
B
A C

D x
O a b
Figure 2.7 Diagram showing the modified geometry considered by Newton.
Here the variable a is an unkown, the line CB is parallel to the x-axis and
the coordinates of C are (0, A).

In this problem the position D is fixed, but the position of B is not; it is merely
constrained to be on the line y = A, parallel to Ox. The resisting force is now given by
the functional
Z b
F1 [y] 1 2 x
= a + dx , y(a) = A, y(b) = 0. (2.22)
4v 2 2 a 1 + y0 2
Now the path y(x) and the number a are to be chosen to make the functional stationary.
Problems such as this, where the position of one (or both) of the end points are
also to be determined are known as variable end point problems and are dealt with in
chapter 9.

2.5.4 A problem in navigation


Given a river with straight, parallel banks a distance b apart y
and a boat that can travel with constant speed c in still water, v(x)
the problem is to cross the river in the shortest time, starting
and landing at given points.
If the y-axis is chosen to be the left bank, the starting point y(x)
B
to be the origin, O, and the water is assumed to be moving
parallel to the banks with speed v(x), a known function of the x
distance from the left-hand bank, then the time of passage O x=b
along the path y(x) is, assuming c > max(v(x)),
Z b p
c2 (1 + y 0 2 ) v(x)2 v(x)y 0
T [y] = dx , y(0) = 0, y(b) = B,
0 c2 v(x)2
where the final destination is a distance B along the right-hand bank. The derivation of
this result is set in exercise 2.22, one of the harder exercises at the end of this chapter.
A variation of this problem is obtained by not defining the terminus, so there is only
one boundary condition, y(0) = 0, and then we need to find both the path, y(x) and
the terminal point. It transpires that this is an easier problem and that the path is the
solution of y 0 (x) = v(x)/c, as is shown in exercise 9.7 (page 346).

2.5.5 The isoperimetric problem


Among all curves, y(x), represented by functions with continuous derivatives, that join
the two points Pa and Pb in the plane and have given length L[y], determine that which
2.5. EXAMPLES OF FUNCTIONALS 97

encompasses the largest area, S[y] shown in diagram 2.8.

y
Pb
B

L[ y]
Pa
A S [ y]
x
a b
Figure 2.8 Diagram showing the area, S[y], under a
curve of given length joining Pa to Pb .

This is a classic problem discussed by Pappus of Alexandria in about 300 AD. Pappus
showed, in Book V of his collection, that of two regular polygons having equal perimeters
the one with the greater number of sides has the greater area. In the same book he
demonstrates that for a given perimeter the circle has a greater area than does any
regular polygon. This work seems to follow closely the earlier work of Zenodorus (circa
180 BC): extant fragments of his work include a proposition that of all solid figures, the
surface areas of which are equal, the sphere has the greatest volume.
Returning to figure 2.8, a modern analytic treatment of the problem requires a
differentiable function y(x) satisfying y(a) = A, y(b) = B, such that the area,

Z b
S[y] = dx y
a

is largest when the length of the curve,

Z b p
L[y] = dx 1 + y0 2,
a

is given. It transpires that a circular arc is the solution.


This problem differs from the first three because an additional constraint the
length of the curve is imposed. We consider this type of problem in chapter 11.

2.5.6 The catenary

A catenary is the shape assumed by an inextensible cable, or chain, of uniform density


hanging between supports at both ends. In figure 2.9 we show an example of such a
curve when the points of support, (a, A) and (a, A), are at the same height.
98 CHAPTER 2. THE CALCULUS OF VARIATIONS

y
(-a,A) (a,A)
A

x
-a a
Figure 2.9 Diagram showing the catenary formed by
a uniform chain hanging between two points at the
same height.

If the lowest point of the chain is taken as the origin, the catenary equation is shown
in section 11.2.3 to be  x 
y = c cosh 1 (2.23)
c
for some constant c determined by the length of the chain and the value of a.
If a curve is described by a differentiable function y(x) it can be shown, see exer-
cise 2.19, that the potential energy E of the chain is proportional to the functional
Z a p
S[y] = dx y 1 + y 0 2 .
a

The curve
p that minimises this functional, subject to the length of the chain L[y] =
Ra
a dx 1 + y 0 2 remaining constant, is the shape assumed by the hanging chain. In
common with the previous example, the catenary problem involves a constraint again
the length of the chain and is dealt with using the methods described in chapter 11.

2.5.7 Fermats principle


Light and other forms of electromagnetic radiation are wave phenomena. However, in
many common circumstances light may be considered to travel along lines joining the
source to the observer: these lines are named rays and are often straight lines. This is
why most shadows have distinct edges and why eclipses of the Sun are so spectacular.
In a vacuum, and normally in air, these rays are straight lines and the speed of light in
a vacuum is c ' 2.9 1010 cm/sec, independent of its colour. In other uniform media,
for example water, the rays also travel in straight lines, but the speed is different: if
the speed of light in a uniform medium is cm then the refractive index is defined to be
the ratio n = c/cm . The refractive index usually depends on the wave length: thus for
water it is 1.333 for red light (wave length 6.50105 cm) and 1.343 for blue light (wave
length 7.5 105 cm); this difference in the refractive index is one cause of rainbows.
In non-uniform media, in which the refractive index depends upon position, light rays
follow curved paths. Mirages are one consequence of a position-dependent refractive
index.
A simple example of the ray description of light is the reflection of light in a plane
mirror. In diagram 2.10 the source is S and the light ray is reflected from the mirror
2.5. EXAMPLES OF FUNCTIONALS 99

at R to the observer at O. The plane of the mirror is perpendicular to the page and it
is assumed that the plane SRO is in the page.

S 1 2 h2
h1
A R B

Figure 2.10 Diagram showing light travelling from a source S to


an observer O, via a reflection at R. The angles of incidence and of
reflection are defined to be 1 and 2 , respectively.

It is known that light travels in straight lines and is reflected from the mirror at a
point R as shown in the diagram. But without further information the position of R is
unknown. Observations, however, show that the angle of incidence, 1 , and the angle
of reflection, 2 , are equal. This law of reflection was known to Euclid (circa 300 BC)
and Aristotle (384 322 BC); but it was Hero of Alexandria (circa 125 BC) who showed
by geometric argument that the equality of the angles of incidence and reflection is a
consequence of the Aristotelean principle that nature does nothing the hard way; that
is, if light is to travel from the source S to the observer O via a reflection in the mirror
then it travels along the shortest path.
This result was generalised by the French mathematician Fermat (1601 1665) into
what is now known as Fermats principle which states that the path taken by light rays
is that which minimises the time of passage11. For the mirror, because the speed along
SR and RO is the same this means that the distance along SR plus RO is a minimum.
If AB = d and AR = x, the total distance travelled by the light ray depends only upon
x and is q q
f (x) = x2 + h21 + (d x)2 + h22 .
This function has a minimum when 1 = 2 , that is when the angle of incidence, 1 ,
equals the angle of reflection, 2 , see exercise 2.14.
In general, for light moving in the Oxy-plane, in a medium with refractive index
n(x, y), with the source at the origin and observer at (a, A) the time of passage, T ,
along an arbitrary path y(x) joining these points is

1 a
Z p
T [y] = dx n(x, y) 1 + y 0 2 , y(0) = 0, y(a) = A.
c 0

This follows
p because the time taken to travel along an element of length s is n(x, y)s/c
and s = 1 + y 0 (x)2 x. If the refractive index, n(x, y), is constant then this integral
reduces to the integral 2.1 and the path of a ray is a straight line, as would be expected.
11 Fermats original statement was that light travelling between two points seeks a path such that the

number of waves is equal, as a first approximation, to that in a neighbouring path. This formulation
has the form of a variational principle, which is remarkable because Fermat announced this result in
1658, before the calculus of either Newton or Leibniz was developed.
100 CHAPTER 2. THE CALCULUS OF VARIATIONS

Fermats principle can be used to show that for light reflected at a mirror the angle
of incidence equals the angle of reflection. For light crossing the boundary between two
media it gives Snells law,
sin 1 c1
= ,
sin 2 c2
where 1 and 2 are the angles between the ray and the normal to the boundary and
ck is the speed of light in the media, as shown in figure 2.11: in water the speed of light
is approximately c2 = c1 /1.3, where c1 is the speed of light in air, so 1.3 sin 2 = sin 1 .

O Air
1
N

S
Water 2
S

Figure 2.11 Diagram showing the refraction of light at the surface of wa-
ter. The angles of incidence and refraction are defined to be 2 and 1
respectively; these are connected by Snells law.

In figure 2.11 the observer at O sees an object S in a pond and the light ray from S
to O travels along the two straight lines SN and N O, but the observer perceives the
object to be at S 0 , on the straight line OS 0 . This explains why a stick put partly into
water appears bent.

2.5.8 Coordinate free formulation of Newtons equations


Newtons laws of motion accurately describe a significant portion of the physical world,
from the motion of large molecules to the motion of galaxies. However, Newtons
original formulation is usually difficult to apply to even quite simple mechanical systems
and hides the mathematical structure of the equations of motion, which is important
for the advanced developments in dynamics and for finding approximate solutions. It
transpires that in many important circumstances Newtons equations of motion can be
expressed as a variational principle the solution of which is the equations of motion.
This reformulation took some years to accomplish and was originally motivated partly
by Snells law and Fermats principle, that minimises the time of passage, and partly
by the ancient philosophical belief in the Economy of Nature; for a brief overview of
these ideas the introduction of the book by Yourgrau and Mandelstam (1968) should
be consulted.
The first variational principle for dynamics was formulated in 1744 by Maupertuis
(1698 1759), but in the same year Euler (1707 1783) described the same principle
more precisely. In 1760 Lagrange (1736 1813) clarified these ideas, by first reformu-
lating Newtons equations of motion into a form now known as Lagranges equations of
motion: these are equivalent to Newtons equations but easier to use because the form
of the equations is independent of the coordinate system used this basic property
2.5. EXAMPLES OF FUNCTIONALS 101

of variational principles is discussed in chapter 5 and this allows easier use of more
general coordinate systems.
The next major step was taken by Hamilton (1805 1865), in 1834, who cast La-
granges equations as a variational principle; confusingly, we now name this Lagranges
variational principle. Hamilton also generalised this theory to lay the foundations for
the development of modern physics that occurred in the early part of the 20 th century.
These developments are important because they provide a coordinate-free formulation
of dynamics which emphasises the underlying mathematical structure of the equations
of motion, which is important in helping to understand how solutions behave.

Summary
These few examples provide some idea of the significance of variational principles. In
summary, they are important for three distinct reasons
A variational principle is often the easiest or the only method of formulating a
problem.
Often conventional boundary value problems may be re-formulated in terms of a
variational principle which provides a powerful tool for approximating solutions.
This technique is introduced in chapter 12.
A variational formulation provides a coordinate free method of expressing the
laws of dynamics, allowing powerful analytic techniques to be used in ordinary
Newtonian dynamics. The use of variational principles also paved the way for
the formulation of dynamical laws describing motion of objects moving at speeds
close to that of light (special relativity), particles interacting through gravita-
tional forces (general relativity) and the laws of the microscopic world (quantum
mechanics).
102 CHAPTER 2. THE CALCULUS OF VARIATIONS

2.6 Miscellaneous exercises


Exercise 2.13
Functionals do not need to have the particular form considered in this chapter.
The following expressions also map functions to real numbers:

(a) D[y] = y 0 (1) + y(1)2 ;


Z 1 h i
(b) K[y] = dx a(x) y(x) + y(1)y 0 (x) ;
0
h i1 Z 1 h i
(c) L[y] = xy(x)y 0(x) + dx a(x)y 0 (x) + b(x)y(x) , where a(x) and b(x)
0 0
are prescribed functions;
Z 1 Z 1
dt s2 + st y(s)y(t).
`
(d) S[y] = ds
0 0

Find the values of these functionals for the functions y(x) = x2 and y(x) = cos x
when a(x) = x and b(x) = 1.

Exercise 2.14
Show that the function
q q
f (x) = x2 + h21 + (d x)2 + h22 ,

where h1 , h2 are defined in figure 2.10 (page 99) and x and d denote the lengths
AR and AB respectively, is stationary when 1 = 2 where

x dx
sin 1 = p , sin 2 = p .
x2 + h21 (d x)2 + h22

Show that at this stationary value f (x) has a minimum.

Exercise 2.15
Consider the functional
Z 1
dx y 0 1 + y 0 ,
p
S[y] = y(0) = 0, y(1) = B > 1.
0

(a) Show that the stationary function is the straight


line y(x) = Bx and that the
value of the functional on this line is S[y] = B 1 + B.
(b) By expanding the integrand of S[y + h] to second-order in , show that
1
(4 + 3B)2
Z
S[y + h] = S[y] + dx h0 (x)2 , B > 1,
8(1 + B)3/2 0

and deduce that on this path the function has a minimum.


2.6. MISCELLANEOUS EXERCISES 103

Exercise 2.16
Using the method described in the text, show that the functionals
Z b Z b
dx 1 + xy 0 y 0 and S2 [y] = dx xy 0 2 ,
`
S1 [y] =
a a

where b > a > 0, y(b) = B and y(a) = A are both stationary on the same curve,
namely
ln(x/a)
y(x) = A + (B A) .
ln(b/a)
Explain why the same function makes both functionals stationary.

Exercise 2.17
In this exercise the theory developed in section 2.3.1 is extended. The function
F (z) has a continuous second derivative and the functional S is defined by the
integral Z b
S[y] = dx F (y 0 ).
a
(a) Show that
b b
d2 F 0 2
Z Z
dF 0 1
S[y + h] S[y] =  dx h (x) + 2 dx h (x) + O(3 ),
a dy 0 2 a dy 0 2
where h(a) = h(b) = 0.
(b) Show that if y(x) is chosen to make dF/dy 0 constant then the functional is
stationary.
(c) Deduce that this stationary path makes the functional either a maximum or a
minimum, provided F 00 (y 0 ) 6= 0.

Exercise 2.18
Show that the functional
Z 1
1/4
dx 1 + y 0 (x)2
`
S[y] = , y(0) = 0, y(1) = B,
0

is stationary for the straight line y(x) = Bx.


In addition,
show that this straight line gives a minimum value of the functional
only if B < 2, otherwise it gives a maximum.

Harder exercises
Exercise 2.19
If a uniform, flexible, inextensible chain of length L is suspended between two
supports having the coordinates (a, A) and (b, B), with the y-axis pointing verti-
cally upwards, show that, if the shape assumed by the chain Ris described by the
b
p
differentiable function y(x), then its length is given by L[y] = a dx 1 + y 0 2 and
its potential energy by
Z b p
E[y] = g dx y 1 + y 0 2 , y(a) = A, y(b) = B,
a

where is the line-density of the chain and g the acceleration due to gravity.
104 CHAPTER 2. THE CALCULUS OF VARIATIONS

Exercise 2.20
This question is about the shortest distance between two points on the surface of a
right-circular cylinder, so is a generalisation of the theory developed in section 2.2.
(a) If the cylinder axis coincides with the z-axis we may use the polar coordinates
(, , z) to label points on the cylindrical surface, where is the cylinder radius.
Show that the Cartesian coordinates of a point (x, y) are given by x = cos , y =
sin and hence that the distance between two adjacent points on the cylinder,
(, , z) and (, + , z + z) is, to first-order, given by s2 = 2 2 + z 2 .
(b) A curve on the surface may be defined by prescribing z as a function of .
Show that the length of a curve from = 1 to 2 is
Z 2 p
L[z] = d 2 + z 0 ()2 .
1

(c) Deduce that the shortest distance on the cylinder between the two points
(, 0, 0) and (, , ) is along the curve z = /.

Exercise 2.21
An inverted cone has its apex at the origin and axis along the z-axis. Let be
the angle between this axis and the sides of the cone, and define a point on the
conical surface by the coordinates (, ), where is the perpendicular distance to
the z-axis and is the polar angle measured from the x-axis.
Show that the distance on the cone between adjacent points (, ) and ( + , +
) is, to first-order,
2
s2 = 2 2 + .
sin2
Hence show that if (), 1 2 , is a curve on the conical surface then its
length is r
Z 2
0 2
L[] = d 2 + 2
.
1 sin

Exercise 2.22
A straight river of uniform width a flows with velocity (0, v(x)), where the axes
are chosen so the left-hand bank is the y-axis and where v(x) > 0. A boat can
travel with constant speed c > max(v(x)) relative to still water. If the starting
and landing points are chosen to be the origin and (b, B), respectively, show that
the path giving the shortest time of crossing is given by minimising the functional

c2 (1 + y 0 (x)2 ) v(x)2 v(x)y 0 (x)


Z b p
T [y] = dx , y(0) = 0, y(b) = B.
0 c2 v(x)2

Exercise 2.23
In this exercise the basic dynamics required for the derivation of the minimum
resistance functional, equation 2.21, is derived. This exercise is optional, because it
requires knowledge of elementary mechanics which is not part of, or a prerequisite
of, this course.
Consider a block of mass M sliding smoothly on a plane, the cross section of which
is shown in figure 2.12.
2.6. MISCELLANEOUS EXERCISES 105

V v After collision
V v Before collision

M
m

Figure 2.12 Diagram showing the velocities of the block and


particle before and after the collision.

The block is moving from left to right, with speed V , towards a small particle of
mass m moving with speed v, such that initially the distance between the particle
and the block is decreasing. Suppose that after the inevitable collision the block
is moving with speed V 0 , in the same direction, and the particle is moving with
speed v 0 to the right. Use conservation of energy and linear momentum to show
that (V 0 , v 0 ) are related to (V, v) by the equations

M V 2 + mv 2 = M V 0 2 + mv 0 2 and M V mv = M V 0 + mv 0 .

Hence show that


2m 2M V + (M m)v
V0 = V (V + v) and v0 = .
M +m M +m
Show that in the limit m/M 0, V 0 = V and v 0 = 2V + v and give a physical
interpretation of these equations.
106 CHAPTER 2. THE CALCULUS OF VARIATIONS

2.7 Solutions for chapter 2


Solution for Exercise 2.1
To find the stationary function we need to compute the difference S = S[y+h]S[y] to
O() but, because exercise 2.3 requires the second-order term, we evaluate the difference
to O(2 ). The difference is
Z 1 p p 
S = dx 1 + y 0 (x) + h0 (x) 1 + y 0 (x) ,
0

where h(0) = h(1) = 0. But


1/2
h0 (x)

p p
1 + y 0 (x) + h0 (x) = 0
1 + y (x) 1 + ,
1 + y 0 (x)
2 !
h0 (x) 2 h0 (x)

p
= 1 + y 0 (x) 1 + 0
+ ,
2(1 + y (x)) 8 1 + y 0 (x)

where we have used the binomial expansion (1 + z)1/2 = 1 + 12 z 18 z 2 + , which is


equivalent to using the Taylor series for (1 + z)1/2 . Hence
1 1
 h0 (x) 2 h0 (x)2
Z Z
S = dx p dx + O(3 ).
2 0 1 + y 0 (x) 8 0 (1 + y 0 (x))3/2

The functional is stationary if the first-order term is zero for all h(x), otherwise S
would change sign with . Using the result quoted inpthe text (after equation 2.5)
and proved in exercise 3.4 (page 124) this gives 1 + y 0 (x) =constant, that is
y 0 (x) =constant and y(x) = x + . The boundary conditions then give y = Bx for
the stationary path. With this value for y(x), the integrand is real if B > 1 and has
the value S = 1 + B.

Solution for Exercise 2.2


(a) The required expansion is given by first writing the square root as
1/2
2 2

p
2 2 2
p
2
2
1 + + 2 +  = 1 + 1 + + .
1 + 2 1 + 2

Now use the binomial expansion (1 + z)1/2 = 1 + 12 z 81 z 2 + to give


r 2
2 2 2 2 2 2
  
2 1 2 1 2
1+ + = 1+ + + + ,
1 + 2 1 + 2 2 1 + 2 1 + 2 8 1 + 2 1 + 2
 2 2
= 1+ + + O(3 ).
1 + 2 2(1 + 2 )2

Hence
p p  2 2
1 + ( + )2 = 1 + 2 + + + O(3 ).
1 + 2 2(1 + 2 )3/2
2.7. SOLUTIONS FOR CHAPTER 2 107

(b) With = y 0 (x) and = h0 (x) we see, using the argument described in the text,
that the term O() in the expansion of S[y + h] S[y] is zero if y 0 (x) =constant, hence
the straight line defined by equation 2.6 makes the functional stationary. With this
choice of y(x), = m and the second term in the above expansion gives the result
quoted. The second-order term is positive for  6= 0 and all h(x), so the functional has
a minimum along this line.

Solution for Exercise 2.3


The expanson to second-order in  is derived in the solution to exercise 2.1. On the
stationary path, y = Bx, the first-order term is, by definition, zero, so we have
1
2
Z
S = dx h0 (x)2 < 0, B > 1.
8(1 + B)3/2 0

Because this term is always negative, for sufficiently small || we have S[ys +h] < S[ys ],
where ys (x) = Bx is the stationary path, which is therefore a local maximum.

Solution for Exercise 2.4


If a1 = b1 = 1, a2 = z and b2 = z + u the three parts of the Cauchy-Schwarz inequality,
page 43, are
2
X 2
X 2
X
a2k = 1 + z 2 , b2k = 1 + (z + u)2 , ak bk = 1 + z 2 + zu,
k=1 k=1 k=1

and the first resultfollows. There is equality only if a = b, that is u = 0. Divide the
first inequality by 1 + z 2 to derive the second result.

Solution for Exercise 2.5


(a) If F (y 0 ) = (1 + y 0 2 )1/4 then dF/dy 0 = y 0 /[2(1 + y 0 2 )3/4 ].

(b) If F (y 0 ) = sin y 0 then dF/dy 0 = cos y 0 .


d z
(c) Since dz (e ) = ez we have dF/dy 0 = F .

Solution for Exercise 2.6


Consider the difference
Z b h i
S = S[y + h] S[y] = dx C(y 0 + h0 ) + D (Cy 0 + D)
a
Z b h i
= C dx h0 (x) = C h(b) h(a) .
a

Since h(a) = h(b) = 0, S = 0 for any y(x). That is, there is no unique stationary path.
Alternatively, in this case the functional becomes
Z b
S[y] = dx (Cy 0 (x) + D) = C [y(b) y(a)] + D(b a).
a
108 CHAPTER 2. THE CALCULUS OF VARIATIONS

This depends only upon C, D and the boundaries a and b: the value of the functional
is therefore independent of the chosen path.
If C and D depend upon x then
Z b
S =  dx C(x)h0 (x).
a

The same theory that leads to equation 2.12 shows that S = 0 for all h(x) if and
only if C(x) = constant, which is the case considered first. In either case there are no
stationary paths.

Solution for Exercise 2.7


In this example F (x, v) = 1 + x + v 2 and equation 2.16 becomes
p
v = c 1 + x + v 2 where v = y 0 (x).

Squaring and rearranging this equation gives


2
c2

dy
= a2 (1 + x), a2 = .
dx 1 c2

Integrating this gives the solution in the form


Z x
2a  
y(x) A = a dx 1 + x = (1 + x)3/2 1 .
0 3

The value of a is obtained from the boundary condition y(1) = B, that is

2 BA (B A)  3/2

a = 3/2 and hence y(x) = A + (1 + x) 1 .
3 2 1 (23/2 1)

Solution forpExercise 2.8


If F (x, y 0 ) = x2 + y 0 2 , F is independent of y, we have

F F x F y0
= 0, =p and =
y 0
p
y x x + y0 2
2 x2 + y 0 2

giving
dF F F 0 F 00 x + y 0 y 00
= + y + 0y = p .
dx x y y x2 + y 0 2
Since F does not depend explicitly upon y, we have

2 F 00 2F
 
d F
= y +
dx y 0 y 0 2 xy 0

and
2F xy 0 2F 1 y0 2 x2
= , = =
xy 0 (x2 + y 0 2 )3/2 y 0 2 (x2 + y 0 2 )1/2 (x2 + y 0 2 )3/2 (x2 + y 0 2 )3/2
2.7. SOLUTIONS FOR CHAPTER 2 109

which gives
x2 y 00 xy 0 x(xy 00 y 0 ) x3 (y 0 /x)0
 
d F
0
= 2 0 2 3/2
2 0 2 3/2
= 2 0 2 3/2
= 2 .
dx y (x + y ) (x + y ) (x + y ) (x + y 0 2 )3/2
Also
y 00 (x + y 0 y 00 )y 0 x(xy 00 y 0 )

dF
=p 2 = ,
y 0 dx x2 + y 0 2 (x + y 0 2 )3/2 (x2 + y 0 2 )3/2
   
d F dF
so, in this case, = .
dx y 0 y 0 dx

Solution for Exercise 2.9


The chain rule applied to a function G(x, y(x), y 0 (x)) has the form
dG G dy 0 G dy G
= + + .
dx y 0 dx y dx x
In this example, where G = F/y 0 , this expression becomes

F dy 0
       
d F F dy F
= + +
dx y 0 y 0 y 0 dx y y 0 dx x y 0
2 F 00 2F 0 2F
= y + y +
y 0 2 y 0 y xy 0
which gives the required expression and is the left-hand side of the inequality.
The right-hand side of the inequality is
   
dF F F 0 F 00
= + y + 0y
y 0 dx y 0 x y y
2
F F F 0 2 F 00
2
= + + y + 02y
xy 0 y yy 0 y
which differs from the left-hand side by the term F/y. Thus, only if F is independent
of y are the derivatives equal.

Solution for Exercise 2.10


Subtract the term F/y to obtain the required result.

Solution for Exercise 2.11


F p F yy 0
(a) Direct differentiation gives = 1 + y0 2, = . Differentiating the
y 0
p
y 1 + y0 2
second expression gives
2F y yy 0 2 y
0 2
=p 0 2 )3/2
= 0 2 )3/2
.
y 1+y 0 2 (1 + y (1 + y

Using the expression derived in exercise 2.10, namely


2 2
2F
 
d F F 00 F 0 F F
z= 0
= y 0 2
+ y 0
= 0, since = 0,
dx y y y yy y xy 0
110 CHAPTER 2. THE CALCULUS OF VARIATIONS

we obtain
yy 00 y0 2 1/2
z = + 1 + y0 2 ,
(1 + y 0 2 )3/2 (1 + y 0 2 )1/2
1 
00 02
 02  
02 2 1
yy 00 y 0 2 1 ,

= 0 2 3/2
yy + 1 + y y 1 + y = 0 2 3/2
(1 + y ) (1 + y )
hence the equation z = 0 becomes yy 00 1 y 0 2 = 0. But
 0
y 00 y0 2
 0
d y d y
= 2 giving yy 00 y 0 2 = y 2 , if y 6= 0,
dx y y y dx y
and hence
y0
     
d F F 1 d
= y2 1 .
dx y 0 y (1 + y 0 2 )3/2 dx y
(b) If the left-hand side is zero we have
 0  0
2 d y 2 0 d y
y = 1 or y y = 1.
dx y dy y
Now define z = y 0 /y and consider z to be a function of y, so in the following z 0 = dz/dy
note this is possible because x may be considered a function of y so y 0 /y can be
expressed in terms of y. Now put the second equation in the form y 3 z z 0 (y) = 1, which
can be integrated directly to give z 2Z = C 2 y 2 , for some constant C. Hence, since
dy p dy
z = y 0 /y, = (Cy)2 1 giving p = x + D. Finally, set Cy = cosh
dx (Cy)2 1
to give = C(x + D), that is y = (1/C) cosh(Cx + CD), which is the required solution,
if C = A and CD = B.

Solution for Exercise 2.12


The first result follows directly by replacing F [y], in equation 2.21, by FR from equa-
tion 2.18. Putting x = b cos and y = b sin in the integral we obtain,
Z /2
CD = 8 d sin cos3 = 1.
0

Solution for Exercise 2.13


(a) The expressions for y(x), y 0 (x) and D[y] are
y(x) y 0 (x) D[y]
2
x 2x 3
cos x sin x 1.

(b) If a(x) = x, then


1
11
Z
if y(x) = x2 , K[y] = dx x(x2 + 2x) = , and
0 12
1
2
Z
if y(x) = cos x, K[y] = dx x(cos x + sin x) = 1 .
0 2
2.7. SOLUTIONS FOR CHAPTER 2 111

(c) If a(x) = x and b(x) = 1 then


h i1 Z 1
y(x) = x2 , L[y] = 2x4 + dx 3x2 = 3 and

if
0 0
h i1 Z 1
if y(x) = cos x, L[y] = x sin 2x + dx (x sin x + cos x) = 1.
2 0 0

(d) In the first case, y(x) = x2 ,

1 1 1  1
1 4 3 1 3 4
Z Z Z
2 2 2 2

S[x ] = ds dt s + st s t = ds s t + s t
0 0 0 3 4 t=0
1  
1 4 1 3 31
Z
= ds s + s = .
0 3 4 240

In the second case, y(x) = cos x,


Z 1 Z 1
dt s2 + st cos t

S[cos x] = ds cos s
0 0
1 1
s2
 
t 1
Z
= ds cos s sin t + s sin t + 2 cos t
0 0
1
2 4
Z
= 2 ds s cos s = 4 .
0

Solution for Exercise 2.14 p p


The derivative of f (x) is f 0 (x) = x/ x2 + h21 (d x)/ (d x)2 + h22 . Since

AR x RB dx
sin 1 = =p , and sin 2 = =p ,
SR x + h21
2 RO (d x)2 + h22

where the distances are defined in figure 2.10 (page 99), we see that the distance travelled
by the light is stationary when sin 1 = sin 2 , that is 1 = 2 . Further since

h21 h22
f 00 (x) = + > 0,
(x2 + h21 )3/2 ((d x)2 + h22 )3/2

the stationary point is a minimum.

Solution for Exercise 2.15


(a) We need the difference S = S[y + h] S[y] where h(0) = h(1) = 0, otherwise h(x)
is an arbitrary continuous function. Now, using the Binomial expansion

2 2
 
p  3
1 + +  = 1+ 1+ + O( ) ,
2(1 + ) 8(1 + )2
112 CHAPTER 2. THE CALCULUS OF VARIATIONS

and so
2 2
 
p 
( + ) 1 + +  = 1+ 1+ +
2(1 + ) 8(1 + )2

 

+ 1 + 1 + + ,
2(1 + )
(2 + 3) 2 2 (4 + 3)
= 1++ + + .
2 1+ 8(1 + )3/2

Now substitute = y 0 and = h0 to obtain


Z 1
2 + 3y 0 0 2 1 4 + 3y 0
Z
S =  dx 0
h (x) + dx 0 )3/2
h0 (x)2 + O(3 ).
0 2 1 + y 8 0 (1 + y

If y(x) is a stationary path of S then the term O() is zero. Since h(0) = h(1) = 0 it
follows, as in the text, that y 0 (x) =constant
is a possible solution. Since y(0) = 0 and
y(1) = B this gives y(x) = Bx and S[y] = B 1 + B.

Alternatively, using equation 2.12 (page 86), with F (y 0 ) = y 0 1 + y 0 , we see that
the stationary path is given by F 0 (y 0 ) = constant and hence y 0 = constant, that is
y = mx + c: since y(0) = 0 and y(1) = B this gives y(x) = Bx.
(b) On substituting Bx for y(x) we see that S takes the value,
1
2 (4 + 3B)
Z
S = dx h0 (x)2 + O(3 ).
8(1 + B)3/2 0

Then, provided B > 1, S is positive and the functional is a minumum on the sta-
tionary path.

Solution for Exercise 2.16


Observe that Z b
S1 [y] = S2 [y] + dx y 0 (x) = S2 [y] + B A.
a
That is the values of the two functionals differ by a constant, independent of the path.
Hence the stationary paths of the two functionals are the same.
Consider the difference S = S2 [y + h] S2 [y] where h(a) = h(b) = 0:
Z b
S = 2 dx xy 0 (x)h0 (x) + O(2 )
a

so that S = O(2 ) if xy 0 (x) = c, where c is a constant. Integrating this equation gives


y(x) = d + c ln(x/a), where d is another constant. The boundary condition now give

ln(x/a)
A = d and B = d + c ln(b/a) and hence y(x) = A + (B A) .
ln(b/a)
2.7. SOLUTIONS FOR CHAPTER 2 113

Solution for Exercise 2.17


(a) Consider the difference S = S[y + h] S[y] where h(a) = h(b) = 0, so we need
the expansion
dF 1 d2 F
F (y 0 + h0 ) = F (y 0 ) + h0 0
+  2 h0 2 0 2 + .
dy 2 dy
Hence
b b
dF 0 1 d2 F 0 2
Z Z
S =  dx h (x) + 2 dx h (x) + O(3 ).
a dy 0 2 a dy 0 2
(b) If dF/dy =constant then S = O( ) so S[y] is stationary. If dF/dy 0 =constant
0 2

then, provided F (z) is not a constant or a linear function of z, y 0 (x) is also a constant.
(c) On the stationary path y 0 (x) is a constant and hence d2 F/dy 0 2 is constant and
1 d2 F b
Z
S = 2 0 2 dx h0 (x)2 + O(3 ).
2 dy a

The integral is positive, so S is positive or negative according as d2 F/dy 0 2 is pos-


itive or negative. That is S[y] is either a minimum (d2 F/dy 0 2 > 0) or a maximum
(d2 F/dy 0 2 < 0). If d2 F/dy 0 2 = 0 the nature of the stationary path can be determined
only by expanding to higher-order in .

Solution for Exercise 2.18


In this example F (z) = (1 + z 2 )1/4 , where we have used the notation of the previous
exercise. Thus
z 2 z2
F 0 (z) = , F 00
(z) = ,
2(1 + z 2 )3/4 4(1 + z 2 )7/4
and hence the stationary path is y = Bx and
Z 1
(2 B 2 )2
S[y + g] S[y] = dx g 0 (x)2 + O(3 ).
8(1 + B 2 )7/4 0

Thus if B < 2 the difference is positive for all g(x) and , if sufficiently small, so
the functional is a minimum along the line f (x) =Bx. For B > 2 the difference is
negative and the functional is a maximum. If B = 2 the nature of the stationary path
can be determined only by expanding to higher-order in .

Solution for Exercise 2.19


The potential energy, V , of an element of the rope of length sp
centred on a point x
is given by massheight g, that is V = (s)y(x)g: since s = 1 + y 0 2 x this gives
Rb p Rb p
the total potential energy as E[y] = g a dx y 1 + y 0 2 and L[y] = a dx 1 + y 0 2 is
the length of the chain.

Solution for Exercise 2.20


(a) Since, to first-order, x = sin and y = cos , the distance is
 2 !
2 2 2 2 2 2 2 2 2 z
s = x + y + z = + z = + .

114 CHAPTER 2. THE CALCULUS OF VARIATIONS

(b) The length along a curve is just the sum of the small elements which in the limit
R p
0 becomes the integral L[z] = 12 d 2 + z 0 ()2 .

(c) The functional L[z] is the same type as that considered in section 2.3.1 hence its
minimum value is given when z() is a linear function of . The boundary conditions
give the result quoted.

Solution for Exercise 2.21


The Cartesian coordinates of a point (, ) on the cone are
 
(x, y, z) = cos , sin ,
tan
and for the adjacent point at ( + , + ), or (x + x, y + y, z + z) in Cartesian
coordinates, we have, to first-order

x = cos sin , y = sin + cos , z = .
tan
The distance between the two adjacent points is therefore
 2 !
2
 
2 1 2 2 2 2 2 2 1
s = 1 + 2 + = 2 + = + 2 2 .
tan sin sin

Hence pthe distance between the points 1 and 2 along the curve () is L[] =
R 2
1
d 2 + 0 2 sin2 .

Solution for Exercise 2.22


Let the velocity of the boat relative to the water be (ux , uy ), where c2 = u2x + u2y , and
we assume that ux is positive. The velocity of the boat relative to land is therefore
(ux , v(x) + uy ). If the path taken is y(x) it follows that
dy uy + v dy
= and hence uy = ux v.
dx ux dx
Also, the time of passage is
a
dx
Z
T [y] = .
0 ux
Now we need an expression for ux . Since c = u2x + u2y , we have, on using the above
2
2
expression for uy , (y 0 (x)ux v) = c2 u2x . This rearranges to the quadratic
1 + y 0 2 u2x 2vy 0 ux c2 v 2 = 0,
 

having the solutions


p
vy 0 (vy 0 )2 + (c2 v 2 )(1 + y 0 2 )
ux = .
1 + y0 2
Because c > v this quadratic has one positive and one negative root. We need the
positive root:
p
vy 0 + (vy 0 )2 + (c2 v 2 )(1 + y 0 2 ) c2 v 2
ux = = .
1 + y0 2
p
(vy 0 )2 + (c2 v 2 )(1 + y 0 2 ) vy 0
2.7. SOLUTIONS FOR CHAPTER 2 115

Hence
a a
p p
(vy 0 )2 + (c2 v 2 )(1 + y 0 2 ) vy 0 (1 + y 0 2 )c2 v 2 vy 0
Z Z
T [y] = dx = dx .
0 c2 v 2 0 c2 v 2

Solution for Exercise 2.23


The kinetic energy of a particle of mass m and velocity v is 21 m|v|2 and its linear
momentum is mv. For an elastic collision energy and momentum are conserved, so

M V 2 + mv 2 = M V 0 2 + mv 0 2 Energy conservation
M V mv = M V 0 + mv 0 Linear momentum in the direction of the block motion

From the second equation v 0 = M (V V 0 )/m v, so conservation of energy gives


2
MV 02 = M V 2 + mv 2 m (v M (V V 0 )/m)
M2
= M V 2 + 2M v(V V 0 ) (V V 0 )2 .
m
But V 0 2 = (V V 0 )2 2V (V V 0 ) + V 2 and hence
 
M 2
M 1+ (V V 0 ) 2M (V + v)(V V 0 ) = 0,
m

with solutions V 0 = V and


2m m
V0 =V (V + v) V as 0.
M +m M
The solution V 0 = V gives, from the momentum equation, v 0 = v, which is for the
motion of the particle through the block and we discard this solution. The equation for
v 0 is
2M 2M V + (M m)v m
v0 = (V + v) v = 2V + v as 0.
M +m M +m M
When m/M is zero the solutions correspond to the elastic collision of a massless particle
from a massive body when the relative velocity before and after the collision is the same.
116 CHAPTER 2. THE CALCULUS OF VARIATIONS
Chapter 3

The Euler-Lagrange equation

3.1 Introduction
In this chapter we apply the methods introduced in section 2.2 to more general problems
and derive the most important result of the Calculus of Variations. We show that for
the functional Z b
S[y] = dx F (x, y, y 0 ), y(a) = A, y(b) = B, (3.1)
a
where F (x, u, v) is a real function of three real variables, a necessary and sufficient
condition for the twice differentiable function y(x) to be a stationary path is that it
satisfies the equation
 
d F F
0
= 0 and the boundary conditions y(a) = A, y(b) = B. (3.2)
dx y y
This equation is known either as Eulers equation or the Euler-Lagrange equation, and
is a second-order equation for y(x), exercise 2.10 (page 89). Conditions for a stationary
path to give either a local maximum or a local minimum are more difficult to find and
we defer a discussion of this problem to chapter 7.
In order to derive the Euler-Lagrange equation it is helpful to first discuss some
preliminary ideas. We start by briefly describing Eulers original analysis, because
it provides an intuitive understanding of functionals and provides a link between the
calculus of functions of many variables and the Calculus of Variations. This leads
directly to the idea of the rate of change of a functional, which is required to define
a stationary path. This section is followed by the proof of the fundamental lemma of
the Calculus of Variations which is essential for the derivation of the Euler-Lagrange
equation, which follows.
The Euler-Lagrange equation is usually a nonlinear boundary value problem: this
combination causes severe difficulties, both theoretical and practical. First, solutions
may not exist and if they do uniqueness is not ensured: second, if solutions do exist
it is often difficult to compute them. These difficulties are in sharp contrast to initial
value problems and, because the differences are so marked, in section 3.5 we compare
these two types of equations in a little detail. Finally, in section 3.6, we show why the
limiting process used by Euler is subtle and can lead to difficulties.

117
118 CHAPTER 3. THE EULER-LAGRANGE EQUATION

3.2 Preliminary remarks


3.2.1 Relation to differential calculus
Euler (1707 1783) was the first to make a systematic study of problems that can
be described by functionals, though it was Lagrange (1736 1813) who developed the
method we now use. Euler studied functionals having the form defined in equation 3.1.
He related these functionals to functions of many variables using the simple device of
dividing the abscissa into N + 1 equal intervals,

a = x0 , x1 , x2 , . . . xN , xN +1 = b, where xk+1 xk = ,

and replacing the curve y(x) with segments of straight lines with vertices

(x0 , A), (x1 , y1 ), (x2 , y2 ), . . . (xN , yN ), (xN +1 , B) where yk = y(xk ),

y(a) = A and y(b) = B, as shown in the following figure.

y
Pb
B

y(x)

Pa
A
x
a=x0 x1 x2 x3 x4 x5 b=x6
Figure 3.1 Diagram showing the rectification of a curve by a
series of six straight lines, N = 5.

Approximating the derivative at xk by the difference (yk yk1 )/ the functional 3.1
is replaced by a function of the N variables (y1 , y2 , , yN ),
N +1  
X yk yk1 ba
S(y1 , y2 , , yN ) = F xk , y k , where = , (3.3)
N +1
k=1

and where y0 = A and yN +1 = B. This association with ordinary functions of many


variables can illuminate the nature of functionals and, if all else fails, it can be used
as the basis of a numerical approximation; examples of this procedure are given in
exercises 3.1 and 3.22. The integral 3.1 is obtained from this sum by taking the limit
N ; similarly the Euler-Lagrange equation 3.2 may be derived by taking the same
limit of the N algebraic equations S/yk , k = 1, 2, , N , see exercise 3.31 (page 139).
In any mathematical analysis care is usually needed when such limits are taken and the
Calculus of Variations is no exception; however, here we discuss these problems only
briefly, in section 3.6.
Euler made extensive use of this method of finite differences. By replacing smooth
curves by polygonal lines he reduced the problem of finding stationary paths of func-
tionals to finding stationary points of a function of N variables: he then obtained exact
3.2. PRELIMINARY REMARKS 119

solutions by taking the limit as N . In this sense functionals may be regarded


as functions of infinitely many variables that is, the values of the function y(x) at
distinct points and the Calculus of Variations may be regarded as the corresponding
analogue of differential calculus.
Exercise 3.1
If the functional depends only upon y 0 ,
Z b
S[y] = dx F (y 0 ), y(a) = A, y(b) = B,
a

show that the approximation defined by equation 3.3 becomes



y1 A y y
2 1
y y
k k1

S(y1 , y2 , , yN ) = F +F + + F +

y y ff
N N 1
B yN
+F +F .

Hence show that a stationary point of S satisfies the equations
F 0 ((yk yk1 )/) = c, k = 1, 2, , N + 1,
where c is a constant, independent of k. Deduce that, if F (z) is sufficiently smooth,
S(y1 , y2 , , yN ) is stationary when the points (xk , y(xk )) lie on a straight line.

3.2.2 Differentiation of a functional


The stationary points of a function of n variables are where all n first partial derivatives
vanish. The stationary paths of a functional are defined in a similar manner and
the purpose of this section is to introduce the idea of the derivative of a functional
and to show how it may be calculated. First, however, it is necessary to make a few
preliminary remarks in order to emphasise the important differences between functionals
and functions of n variables: we return to these problems later.
In the study of functions of n variables, it is convenient to use geometric language
and to regard the set of n numbers (x1 , x2 , , xn ) as a point in an n-dimensional
space. Similarly, we regard each function y(x), belonging to a given class of functions,
as a point in some function space.
For functions of n variables it is sufficient to consider a single space, for instance
the n-dimensional Euclidean space. But, there is no universal function space and the
nature of the problem determines the choice of function space. For instance, when
dealing with a functional of the form 3.1 it is natural to use the set of all functions with
a continuous first derivative. In the case of functionals of the form
Z b
dx F (x, y, y 0 , y 00 )
a

we would require functions with two continuous derivatives.


The concept of continuity of functions is important and you will recall, section 1.3.2,
that a function f (x) is continuous at x = c if the values of f (x) at neighbouring values
of c are close to f (c); more precisely we require that
lim f (c + ) = f (c).
0
120 CHAPTER 3. THE EULER-LAGRANGE EQUATION

Remember that if the usual derivative of a function exists at any point x, it is continuous
at x.
The type of functional defined by equation 3.1 involves paths joining the points
(a, A) and (b, B) which are differentiable or piecewise differentiable for a x b.
In order to find a stationary path we need to compare values of the functional on
nearby paths; this means that a careful definition of the distance between nearby paths
(functions) is important. This is achieved most easily by using the notion of a norm of
a function. A norm defined on a function space is a map taking elements of the space
to the non-negative real numbers; it represents the distance from an element to the
origin (zero function). It has the same properties as the Euclidean distance defined in
equation 1.2 (page 13).
In Rn the Euclidean distance suffices for most purposes. In infinite dimensional
function spaces there is no obvious choice of norm that can be used in all circumstances.
Use of different norms and the corresponding concepts of distance can lead to different
classifications of stationary paths as is seen in section 3.6.
For this reason it is usual to distinguish between a function space and a normed
space by using a different name whenever a specific norm on the set of functions is being
considered. For example, we have introduced the space C0 [a, b] of continuous functions
on the interval [a, b]. One of the simplest norms on this space is the supremum norm1
ky(x)k = max |y(x)|,
axb

and this norm can be shown to satisfy the conditions of equation 1.3 (page 13). The
distance between two functions y and z is of course ky zk. When we wish to
emphasise that we are considering this particular normed space, and not just the space
of continuous functions, we shall write D0 [a, b], by which we shall mean the space of
continuous functions with the specified norm. When we write C0 [a, b], no particular
norm is implied.
In what follows, we shall sometimes need to restrict attention to functions which
have a continuous and bounded derivative. A suitable norm for such functions is
y(x) = max |y(x)| + max |y 0 (x)|,

1 axb axb

and we shall denote by D1 [a, b] the normed space of functions with continuous bounded
derivative equipped with the norm k . k1 defined above. This space consists of the same
functions as the space C1 [a, b], but as before use of the latter notation will not imply
the use of any particular norm on the space.
It is usually necessary to restrict the class of functions we consider to the subset
of all possible functions that satisfy the boundary conditions, if defined. Normally we
shall simply refer to this restricted class of functions as the admissible functions: these
are defined to be those differentiable functions that satisfy any boundary conditions
and, in most circumstances, to be in D1 (a, b), because it is important to bound the
variation in y 0 (x). Later we shall be less restrictive and allow piecewise differentiable
functions.
We now come to the most important part of this section, that is the idea of the rate
of change of a functional which is implicit in the idea of a stationary path. Recall that a
1 In analysis texts max |y(x)| is replaced by sup |y(x)|, but for continous functions on closed finite

intervals max and sup are identical.


3.2. PRELIMINARY REMARKS 121

real, differentiable function of n real variables, G(x), x = (x1 , x2 , , xn ), is stationary


at a point if all its first partial derivatives are zero, G/xk = 0, k = 1, 2, , n.
This result follows by considering the difference between the values of G(x) at adjacent
points using the first-order Taylor expansion, equation 1.39 (page 38),
n
X G
G(x + ) G(x) =  k + O(2 ), || = 1,
xk
k=1

where = (1 , 2 , , n ). The rate of change of G(x) in the direction is obtained by


dividing by  and taking the limit  0,
n
G(x + ) G(x) X G
G(x, ) = lim = k . (3.4)
0  xk
k=1

A stationary point is defined to be one at which the rate of change, G(x, ), is zero
in every direction; it follows that at a stationary point all first partial derivatives must
be zero.
The idea embodied in equation 3.4 may be applied to the functional
Z b
S[y] = dx F (x, y, y 0 ), y(a) = A, y(b) = B,
a

which has a real value for each admissible function y(x). The rate of change of a
functional S[y] is obtained by examining the difference between neighbouring admissible
paths, S[y + h] S[y]; since both y(x) and y(x) + h(x) are admissible functions for all
real , it follows that h(a) = h(b) = 0. This difference is a function of the real variable
, so we define the rate of change of S[y] by the limit,

S[y + h] S[y] d
S[y, h] = lim = S[y + h] , (3.5)
0  d =0

which we assume exists. The functional S depends upon both y(x) and h(x), just as
the limit of the difference [G(x + ) G(x)]/, of equation 3.4, depends upon x and .
Definition 3.1
The functional S[y] is said to be stationary if y(x) is an admissible function and if
S[y, h] = 0 for all h(x) for which y(x) and y(x) + h(x) are admissible.

The functions for which S[y] is stationary are named stationary paths. The stationary
path, y(x), and the varied path y(x) + h(x) must be admissible: for most variational
problems considered in this chapter both paths needs to satisfy the boundary conditions,
so h(a) = h(b) = 0. But in more general problems considered later, particularly in
chapter 9, these conditions on h(x) are removed, but see exercises 3.12 and 3.13. If
y(x) is an admissible path we name the allowed variations, h(x), to be those for which
y(x) + h(x) are admissible.
On a stationary path the functional may achieve a maximum or a minimum value,
and then the path is named an extremal. The nature of stationary paths is usually
determined by the term O(2 ) in the expansion of S[y + h]: this theory is described in
chapter 7.
122 CHAPTER 3. THE EULER-LAGRANGE EQUATION

In all our applications the limit



d
S[y, h] = S[y + h]
d =0

is linear in h, that is if c is any constant then S[y, ch] = cS[y, h]; in this case it is
named the G ateaux differential.
Notice that if S is an ordinary function of n variables, (y1 , y2 , , yn ), rather than
a functional, then the G ateaux differential is
n
d X S
S = lim S(y + h) = hk ,
0 d yk
k=1

which is proportional to the rate of change defined in equation 3.4.


As an example, consider the functional
Z b p
S[y] = dx 1 + y0 2, y(a) = A, y(b) = B,
a

for the distance between (a, A) and (b, B), discussed in section 2.2.1. We have
Z b p Z b
d d 0 0 2
d p
S[y + h] = dx 1 + (y + h ) = dx 1 + (y 0 + h0 )2 ,
d d a a d
Z b
(y 0 + h0 )
= dx p h0 .
a 1 + (y 0 + h0 )2

Note that we may change the order of differentiation with respect to  and integration
with respect to x because a and b are independent of  and all integrands are assumed
to be sufficiently well-behaved functions of x and . Hence, on putting  = 0
Z b
y0

d
h0 ,

S[y, h] = S[y + h]
= dx p
d =0 a 1 + y0 2

which is just equation 2.4 (page 81).


For our final comment, we note the approximation defined in equation 3.3 (page 118)
gives a function of N variables, so the associated differential is

S(y + h) S(y)


S[y, h] = lim .
0 

Comparing this with G, equation 3.4, we can make the equivalences y x and h .
However, for functions of N variables there is no relation between the variables k and
k+1 , but h(x) is differentiable, so |hk hk+1 | = O(). This suggests that some care is
required in taking the limit N of equation 3.3 and shows why problems involving
finite numbers of variables can be different from those with infinitely many variables
and why the choice of norms, discussed above, is important. Nevertheless, provided
caution is exercised, the analogy with functions of several variables can be helpful.
3.3. THE FUNDAMENTAL LEMMA 123

Exercise 3.2
Find the G
ateaux differentials of the following functionals:
Z /2 Z b
y0 2
dx y 0 2 y 2 ,
`
(a) S[y] = (b) S[y] = dx 3 , b > a > 0,
0 a x
Z b Z 1
dx y 0 2 + y 2 + 2yex , (d) S[y] =
` p p
(c) S[y] = dx x2 + y 2 1 + y 0 2 .
a 0

Exercise 3.3
Show that the G
ateaux differential of the functional,
Z b Z b
S[y] = ds dt K(s, t)y(s)y(t)
a a

is Z b Z b
S[y, h] = ds h(s) dt K(s, t) + K(t, s) y(t).
a a

3.3 The fundamental lemma


This section contains the essential result upon which the Calculus of Variations depends.
Using the result obtained here we will be able to use the stationary condition that
S[y, h] = 0, for all suitable h(x), to form a differential equation for the unknown
function y(x).

The fundamental lemma: if z(x) is a continuous function of x for a x b and if


Z b
dx z(x)h(x) = 0
a

for all functions h(x) that are continuous for a x b and are zero at x = a and
x = b, then z(x) = 0 for a x b.

In order to prove this we assume on the contrary that z() 6= 0 for some satisfying
a < < b. Then, since z(x) is continuous there is an interval [x1 , x2 ] around with

a < x1 x 2 < b

in which z(x) 6= 0. We now construct a suitable function h(x) that yields a contradic-
tion. Define h(x) to be
(
(x x1 )(x2 x), a < x1 x x2 < b,
h(x) =
0, otherwise,

so h(x) is continuous and


Z b Z x2
dx z(x)h(x) = dx z(x)(x x1 )(x2 x) 6= 0,
a x1
124 CHAPTER 3. THE EULER-LAGRANGE EQUATION
Rb
since the integrand is continuous and non-zero on (x1 , x2 ). However, a dx zh = 0, so
we have a contradiction.
Thus the assumptions that z(x) is continuous and z(x) 6= 0 for some x (a, b)
lead to a contradiction and we deduce that z(x) = 0 for a < x < b: because z(x) is
continuous it follows that z(x) = 0 for a x b. This result is named the fundamental
lemma of the Calculus of Variations.
This proof assumed only that h(x) is continuous and made no assumptions about
its differentiability. In previous applications h(x) had to be differentiable for x (a, b).
However, for the function h(x) defined above h0 (x) does not exist at x1 and x2 . The
proof is easily modified to deal with this case. If h(x) needs to be n times differentiable
then we use the function
(
(x x1 )n+1 (x2 x)n+1 , x1 x x 2 ,
h(x) =
0, otherwise.

Exercise 3.4
In this exercise a result due to du Bois-Reymond (1831 1889) which is closely
related to the fundamental lemma will be derived. This is required later, see
exercise 3.11.
If z(x) and h0 (x) are continuous, h(a) = h(b) = 0 and
Z b
dx z(x)h0 (x) = 0
a

for all h(x), then z(x) is constant for a x b.


Prove this result by defining a constant C and a function g(x) by the relations
Z b Z x
1
C= dx z(x) and g(x) = dt (C z(t)).
ba a a

Show that g(a) = g(b) = 0 and


Z b Z b Z b
dx z(x)g 0 (x) = dx z(x)(C z(x)) = dx (C z(x))2 .
a a a

Hence, deduce that z(x) = C.

3.4 The Euler-Lagrange equations


This section contains the most important result of this chapter. Namely, that if
F (x, u, v) is a sufficiently differentiable function of three variables, then a necessary
and sufficient condition for the functional2
Z b
S[y] = dx F (x, y, y 0 ), y(a) = A, y(b) = B, (3.6)
a
2 Many texts state that a necessary condition for y(x) to be an extremal of S[y] is that it satisfies the

Euler-Lagrange equation. Here we consider stationary paths and then the condition is also sufficient.
3.4. THE EULER-LAGRANGE EQUATIONS 125

to be stationary on the path y(x) is that it satisfies the differential equation and bound-
ary conditions,  
d F F
= 0, y(a) = A, y(b) = B. (3.7)
dx y 0 y
This is named Eulers equation or the Euler-Lagrange equation. It is a second-order
differential equation, as shown in exercise 2.10, and is the analogue of the conditions
G/xk = 0, k = 1, 2, , n, for a function of n real variables to be stationary, as
discussed in section 3.2.2. We now derive this equation.
The integral 3.6 is defined for functions y(x) that are differentiable for a x b.
Using equation 3.5 we find that the rate of change of S[y] is
Z b
d 0

0
S[y, h] = dx F (x, y + h, y + h )
d a
=0
Z b
d
= dx F (x, y + h, y 0 + h0 ) . (3.8)

a d
=0

The integration limits a and b are independent of  and we assume that the order of
integration and differentiation may be interchanged. The integrand of equation 3.8 is a
total derivative with respect to  and equation 1.21 (page 28) shows how to write this
expression in terms of the partial derivatives of F . Using equation 1.21 with n = 3,
t =  and the variable changes (x1 , x2 , x3 ) = (x, y, y 0 ) and (h1 , h2 , h3 ) = (0, h(x), h0 (x)),
so that

f (x1 + th1 , x2 + th2 , x3 + th2 ) becomes F (x, y + h, y 0 + h0 )

we obtain
d F F
F (x, y + h, y 0 + h0 ) = h + h0 0 .
d y y
Now set  = 0, so the partial derivatives are evaluated at (x, y, y 0 ), to obtain,
b  
F F
Z
S[y, h] = dx h(x) + h0 (x) 0 . (3.9)
a y y

The second term in this integral can be simplified by integrating by parts,


b  b Z b  
F F d F
Z
dx h0 (x) = h(x) dx h(x) ,
a y 0 y 0 a a dx y 0

assuming that Fy0 is differentiable. But h(a) = h(b) = 0 so the boundary term on the
right-hand side vanishes and the rate of change of the functional S[y] becomes
b    
d F F
Z
S[y, h] = dx h(x). (3.10)
a dx y 0 y

If the Euler-Lagrange equation is satisfied S[y, h] = 0 for all allowed h, so y(x) is a


stationary path of the functional.
126 CHAPTER 3. THE EULER-LAGRANGE EQUATION

If S[y] is stationary then, by definition, S[y, h] = 0 for all allowed h and it follows
from the fundamental lemma of the Calculus of Variations that y(x) satisfies the second-
order differential equation
 
d F F
= 0, y(a) = A, y(b) = B. (3.11)
dx y 0 y

Hence a necessary and sufficient condition for a functional to be stationary on a suffi-


ciently differentiable path, y(x), is that it satisfies the Euler-Lagrange equation 3.7.
The paths that satisfy the Euler-Lagrange equation are not necessarily extremals,
that is do not necessarily yield maxima or minima, of the functional. The Euler-
Lagrange equation is, in most cases, a second-order, nonlinear, boundary value problem
and there may be no solutions or many. Finally, note that functionals that are equal
except for multiplicative or additive constants have the same Euler-Lagrange equations.

Exercise 3.5
Show that the Euler-Lagrange equation for the functional
Z X
S[y] = dx y 0 2 y 2 , y(0) = 0, y(X) = 1, X > 0,
0

is y 00 + y = 0. Hence show that provided X 6= n, n = 1, 2, , the stationary


function is y = sin x/ sin X.
The significance of the point X = will be revealed in chapter 7, in particular
exercise 7.12. There it is shown that for 0 < X < this solution is a minimum of
the functional, but for X > it is simply a stationary point. In this example at
the boundary, X = , the Euler-Lagrange equation does not have a solution.

3.4.1 The first-integral


The Euler-Lagrange equation is a second-order differential equation. But if the inte-
grand does not depend explicitly upon x, so the functional has the form
Z b
S[y] = dx G(y, y 0 ), y(a) = A, y(b) = B, (3.12)
a

then the Euler-Lagrange equation reduces to the first-order differential equation,

G
y0 G = c, y(a) = A, y(b) = B, (3.13)
y 0

where c is a constant determined by the boundary conditions, see for example exer-
cise 3.6 below. The expression on the left-hand side of this equation is often named the
first-integral of the Euler-Lagrange equation. This result is important because, when
applicable, it often saves a great deal of effort, because it is usually far easier to solve
this lower order equation. Two proofs of equation 3.13 are provided: the first involves
deriving an algebraic identity, see exercise 3.7, and it is important to do this yourself.
The second proof is given in section 6.2.1 and uses the invariance properties of the inte-
grand G(y, y 0 ). A warning, however; in some circumstances a solution of equation 3.13
3.4. THE EULER-LAGRANGE EQUATIONS 127

will not be a solution of the original Euler-Lagrange equation, see exercise 3.8, also
section 4.3 and chapter 5.
Another important consequence is that the stationary function, the solution of 3.13,
depends only upon the variables u = x a and b a (besides A and B), rather than
x, a and b independently, as is the case when the integrand depends explicitly upon x.
A specific example illustrating this behaviour is given in exercise 3.21.

An observation
You may have noticed that the original functional 3.6 is defined on the class of func-
tions for which F (x, y(x), y 0 (x)) is integrable: if F (x, u, v) is differentiable in all three
variables this condition is satisfied if y 0 (x) is piecewise continuous. However, the Euler-
Lagrange equation 3.11 requires the stronger condition that y 0 (x) is differentiable. This
extra condition is created by the derivation of the Euler-Lagrange equation, in partic-
ular the step between equations 3.9 and 3.10: a necessary condition for the functional
S[y] to be stationary, that does not make this step and does not require y 00 to exist, is
derived in exercise 3.11.
There are important problems where y 00 (x) does not exist at all points on a stationary
path the minimal surface of revolution, dealt with in the next chapter, is one simple
example; the general theory of this type of problem will be considered in chapter 9.

Exercise 3.6
Consider the functional
Z 1
dx y 0 2 y ,
`
S[y] = y(0) = 0, y(1) = 1.
0

and show that the Euler-Lagrange equation is the linear equation,


d2 y
2 + 1 = 0, y(0) = 0, y(1) = 1,
dx2
and find its solution.
Show that the first-integral, equation 3.13, becomes the nonlinear equation
2
dy
+ y = c.
dx
Find the general solution of this equation and find the solution that satisfies the
boundary conditions.
In this example it is easier to solve the linear second-order Euler-Lagrange equation
than the first-order equation 3.13, which is nonlinear. Normally, both equations
are nonlinear and then it is easier to solve the first-order equation. In the examples
considered in sections 4.3 and 4.2 it is more convenient to use the first-integral.

Exercise 3.7
If G(y, y 0 ) does not depend explicitly upon x, that is G/x = 0, show that

d G G d 0 G
y 0 (x) = y G
dx y 0 y dx y 0
and hence derive equation 3.13.
Hint: you will find the result derived in exercise 2.10 (page 89) helpful.
128 CHAPTER 3. THE EULER-LAGRANGE EQUATION

Exercise 3.8
(a) Show that provided Gy0 (y, 0) exists the differential equation 3.13 (without the
boundary conditions) has a solution y(x) = , where the constant is defined
implicitly by the equation G(, 0) = c.
(b) Under what circumstances is the solution y(x) = also a solution of the
Euler-Lagrange equation 3.11?

Exercise 3.9
Show that the Euler-Lagrange equation for the functional
Z 1
S[y] = dx y 0 2 + y 2 + 2axy , y(0) = 0, y(1) = B,
0

where a is a constant, is y 00 y = ax and hence that a stationary function is


sinh x
y(x) = (a + B) ax.
sinh 1
By expanding S[y + h] to second-order in  show that this solution makes the
functional a minimum.

Exercise 3.10
In this exercise we consider a problem, due to Weierstrass (1815 1897), in which
the functional achieves its minimum value of zero for a piecewise continuous func-
tion but for continuous functions the functional is always positive.
The functional is
Z 1
J[y] = dx x2 y 0 2 , y(1) = 1, y(1) = 1,
1

so J[y] 0 for all real functions. The function



1, 1 x < 0
y(x) =
1, 0 < x 1,
has a piecewise continuous derivative and J[y] = 0.
(a) Show that the associated Euler-Lagrange equation gives x2 y 0 = A for some
constant A and that the solutions of this that satisfy the boundary conditions at
x = 1 and x = 1 are, respectively,
A
8
< 1 A ,
> 1 x < 0
y(x) = x
: 1 + A A,
>
0 < x 1.
x
Deduce that no continuous function satisfies the Euler-Lagrange equation and the
boundary conditions.
(b) Show that for the class of continuous function defined by
8
< 1,
> 1 x ,
y(x) = x/, |x| < ,
>
: 1,  x 1,
where  is a small positive number, J[y] = 2/3. Deduce that for continuous
functions the functional can be made arbitrarily close to the smallest possible
value of J, that is zero, so there is no stationary path.
3.4. THE EULER-LAGRANGE EQUATIONS 129

(c) A similar result can be proved for a class of continuously differentiable func-
tions. For the functions
1 x 1
y(x) = tan1 , tan = , 0 <  < 1,
 

show that
2
J[y] =+ O(2 ).

Deduce that J[y] may take arbitrarily small values, but cannot be zero.
Hint the relation tan1 (1/z) = /2 tan1 (z) is needed.

It may be shown that for no continuous function satisfying the boundary condi-
tions is J[y] = 0. Thus on the class of continuous functions J[y] never equals its
minimum value, but can approach it arbitrarily closely.

Exercise 3.11
The Euler-Lagrange equation 3.11 requires that y 00 (x) exists, yet the original func-
tional does not. The second derivative arises when equation 3.9 is integrated by
parts to replace h0 (x) by h(x). In this exercise you will show that this step may be
avoided and that a sufficient condition not depending upon y 00 (x) may be derived.
Define the function (x) by the integral
Z x
(x) = dt Fy (t, y(t), y 0 (t)),
a

so that (a) = 0 and (x) = Fy (x, y, y 0 ), and show that equation 3.9 becomes
0

Z b
F
S = dx h0 (x) (x) .
a y 0

Using the result derived in exercise 3.4 show that a necessary condition for S[y]
to be stationary is that Z x
F F
dt = C,
y 0 a y
where C is a constant.
In practice, this equation is not usually as useful as the Euler-Lagrange equation.

Exercise 3.12
The boundary conditions y(a) = A, y(b) = B are not always appropriate so we
need functionals that yield different conditions. In this exercise we illustrate how
this can sometimes be achieved. The technique used here is important and will
be used extensively in chapter 9.
Consider the functional
Z b
1
dx y 0 2 + y 2 ,
`
S[y] = G(y(b)) + y(a) = A,
2 a

with no condition being given at x = b. For this functional the variation h(x)
satisfies h(a) = 0, but h(b) is not constrained.
130 CHAPTER 3. THE EULER-LAGRANGE EQUATION

(a) Use the fact that h(a) = 0 to show that the Gateaux differential can be written
in the form
Z b
S[y, h] = y 0 (b) Gy (y(b)) h(b) dx y 00 y h.
`
a

(b) Using a subset of variations with h(b) = 0 show that the stationary paths
satisfy the equation y 00 y = 0, y(a) = A, and that on this path

S[y, h] = y 0 (b) Gy (y(b)) h(b).

Deduce that S[y] is stationary only if y(b) and y 0 (b) satisfy the equation

y 0 (b) = Gy (y(b)).

(c) Deduce that the stationary path of

1 b
Z
dx y 0 2 + y 2 ,
`
S[y] = By(b) + y(a) = A,
2 a

satisfies the Euler-Lagrange equation y 00 y = 0, y(a) = A, y 0 (b) = B.

Exercise 3.13
Use the ideas outlined in the previous exercise to show that if G(b, y, B) is defined
by the integral Z y
G(b, y, B) = dz Fy0 (b, z, B)

the functional
Z b
S[y] = G(b, y(b), B) + dx F (x, y, y 0 ), y(a) = A,
a

is stationary on the path satisfied by the Euler-Lagrange equation



d F F
= 0, y(a) = A, y 0 (b) = B.
dx y 0 y

3.5 Theorems of Bernstein and du Bois-Reymond


In section 3.4 it was shown that a necessary condition for a function, y(x), to represent
Rb
a stationary path of the functional S = a dx F (x, y, y 0 ), y(a) = A, y(b) = B, is that it
satisfies the Euler-Lagrange equation 3.11 or, in expanded form, exercise 2.10 (page 89),

y 00 Fy0 y0 + y 0 Fy y0 + Fx y0 Fy = 0, y(a) = A, y(b) = B. (3.14)

This is a second-order, differential equation and is usually nonlinear; even without


the boundary conditions this equation cannot normally be solved in terms of known
functions: the addition of the boundary values normally makes it even harder to solve. It
is therefore frequently necessary to resort to approximate or numerical methods to find
solutions, in which case it is helpful to know that solutions actually exist and that they
are unique: indeed it is possible for black-box numerical schemes to yield solutions
3.5. THEOREMS OF BERNSTEIN AND DU BOIS-REYMOND 131

when none exists. In this course there is insufficient space to discuss approximate
and numerical methods, but this section is devoted to a discussion of a theorem that
provides some information about the existence and uniqueness of solutions for the Euler-
Lagrange equation. In the last part of this section we contrast these results with those
for the equivalent equation, but with initial conditions rather than boundary values.
First, however, we return to the question, discussed on page 127, of whether the
second derivative of the stationary path exists, that is whether it satisfies the Euler-
Lagrange equation in the whole interval.
The following theorem due to the German mathematician du Bois-Reymond (1831
1889) gives necessary conditions for the second derivative of a stationary path to exist.
Theorem 3.1
If
(a) y(x) has a continuous first derivative,
(b) S[y, h] = 0 for all allowed h(x),
(c) F (x, u, v) has continuous first and second derivatives in all variables and
(d) 2 F/y 0 2 6= 0 for a x b,
then y(x) has a continuous second derivative and satisfies the Euler-Lagrange equa-
tion 3.11 for all a x b.

This result is of limited practical value because its application sometimes requires
knowledge of the solution, or at least some of its properties. A proof of this theorem may
be found in Gelfand and Fomin (1963, page 17)3 . An example in which Fy0 y0 = 0 on the
stationary path and where this path does not possess a second derivative, yet satisfies
the Euler-Lagrange equation almost everywhere, is given in exercise 3.29 (page 139).

3.5.1 Bernsteins theorem


The theorem quoted in this section concerns the boundary value problem that can be
written in form of the second-order, nonlinear, boundary value equation,

d2 y
 
dy
= H x, y, , y(a) = A, y(b) = B. (3.15)
dx2 dx

For such equations this is one of the few general results about the nature of the solutions
and is due to the Ukrainian mathematician S N Bernstein (1880 1968). This theorem
provides a sufficient condition for equation 3.15 to have a unique solution.
Theorem 3.2
If for all finite y, y 0 and x in an open interval containing [a, b], that is c < a x b < d,
(a) the functions H, Hy and Hy0 are continuous,
(b) there is a constant k > 0 such that Hy > k, and,
(c) for any Y > 0 and all |y| < Y and a x b there are positive constants (Y )
and (Y ), depending upon Y , and possibly c and d, such that

|H(x, y, y 0 )| (Y )y 0 2 + (Y ),

then one and only one solution of equation 3.15 exists.

A proof of this theorem may be found in Akhiezer (1962, page 30)4 .

3 I M Gelfand and S V Fomin Calculus of Variations, (Prentice Hall, translated from the Russian

by R A Silverman), reprinted 2000 (Dover).


4 N I Akhiezer The Calculus of Variations (Blaisdell).
132 CHAPTER 3. THE EULER-LAGRANGE EQUATION

Some examples
The usefulness of Bernsteins theorem is somewhat limited because the conditions of
the theorem are too stringent; it is, however, one of the rare general theorems applying
to this type of problem. Here we apply it to the two problems dealt with in the next
chapter, for which the integrands of the functionals are
p
F = y 1 + y0 2 Minimal surface of revolution,
s
1 + y0 2
F = Brachistochrone.
y
Substituting these into the Euler-Lagrange equation 3.14 we obtain the following ex-
pressions for H,
1 + y0 2
y 00 = H = Minimal surface of revolution,
y
1 + y0 2
y 00 = H = Brachistochrone.
2y
In both cases is H discontinuous at y = 0, so the conditions of the theorem do not hold.
In fact, the Euler-Lagrange equation for the minimal surface problem has one piecewise
smooth solution and, in addition, either two or no differentiable solutions, depending
upon the boundary values. The brachistochrone problem always has one, unique solu-
tion. These examples emphasise the fact that Bernsteins theorem gives sufficient as
opposed to necessary conditions.

Exercise 3.14
Use Bernsteins theorem to show that the equation y 00 y = x, y(0) = A, y(1) = B,
has a unique solution, and find this solution.

Exercise 3.15
(a) Apply Bernsteins theorem to the equation y 00 + y = x, y(0) = 0, y(X) = 1
with X > 0.
(b) Show that the solution of this equation is
sin x
y = x + (1 X)
sin X
and explain why this does not contradict Bernsteins theorem.

Exercise 3.16 Z 1 2
dx y 2 1 y 0 , y(1) = 0, y(1) = 1, the
`
Consider the functional S[y] =
1
smallest value of which is zero. Show that the solution of the Euler-Lagrange
equation that minimises this functional is

0, 1 x 0,
y(x) =
x, 0 < x < 1,

which has a discontinuous derivative at x = 0. Show that this result is consistent


with theorem 3.1 of du Bois-Reymond.
3.5. THEOREMS OF BERNSTEIN AND DU BOIS-REYMOND 133

3.5.2 The contrast between initial and boundary value problems


The stringent conditions required by Bernsteins theorem for the boundary value prob-
lem 3.15 are in sharp contrast to the conditions required for the existence of a unique
solution of the equivalent initial value problem. In this short section we highlight this
difference and describe some important results needed later in the course.
The most general initial value problem can be written in the form
dz
= v(z), z(x0 ) = z0 , (3.16)
dx
where z = (z1 , z2 , . . . , zn ) is a set of n dependent variables and v(z) is a vector valued
function, which may also depend upon x. Any nth order differential equation can be
written in this form: if the equation is
dn y dn1 y
 
dy
= G x, y, , , n1
dxn dx dx

we simply define the variables zk (x) = y (k1) (x), k = 1, 2, , n, so that the equation
becomes
z10 = z2 , z20 = z3 , zn0 = F (x, z1 , z2 , , zn ).
The second-order equation 3.15 is trivially cast into this form by defining the three
dependent variables, (z1 , z2 , z3 ) by the equations z1 = y and
dz1 dz2 dz3
= z2 , = H(z3 , z1 , z2 ), = 1,
dx dx dx
so v = (z2 , H(z3 , z1 , z2 ), 1). Other examples of this procedure are considered in exer-
cises 3.17 and 3.18.
If the second derivatives of v are continuous in a neighbourhood of x0 and v(z0 ) 6= 0,
then it is possible to find a new set of variables, u, such that in the neighbourhood of
z0 equation 3.16 transforms to
du1 duk
= 1, = 0, k = 2, 3, , n.
dx dx
Such a transformation is said to rectify the system. It follows that a unique solution
exists. A proof of this result may be found in Arnold (1973, section 7 and 32)5 . Thus
solutions of this type of equation exist and are unique under far less stringent conditions
than the solutions of second-order, boundary value problems. This example illustrates
one very important difference between local and global problems.
Moreover, solutions of the initial value problem are differentiable in the initial con-
ditions, z0 and these differentials are continuous in z0 . Further, if equations 3.16 are
linear, so may be put in the form
dz
= A(x; )z,
dx
where A is a nonsingular, nn, real matrix, which is also a twice differentiable function
of a parameter , then the solution z(x; ) is a differentiable function of . This is not
true of linear boundary value problems as is seen in exercise 3.18.
5V I Arnold, Ordinary Differential Equations, (The MIT press).
134 CHAPTER 3. THE EULER-LAGRANGE EQUATION

Exercise 3.17
The integrand of pthe functional for Brachistochrone problem, described in sec-

tion 2.5.1, is F = 1 + y 0 2 / y. Show that the associated Euler-Lagrange equa-
02
1+y
tion is y 00 = and that this may be written as the pair of first-order
2y
equations
dy1 dy2 1 + y22
= y2 , = where y1 = y.
dx dx 2y1

Exercise 3.18
(a) Show that the second-order linear equation y 00 = 2 y, where is a positive
constant, can be written as the pair of coupled linear equations
dz1 dz2 dy
= z2 , = 2 z1 where z1 = y, z2 = .
dx dx dx
(b) Show that with the initial conditions y(0) = 0, y 0 (0) = the solution is
y(x) = (/) sin x, and that this exists for all and and is a differentiable
function of .
(c) Show that with the boundary conditions y(0) = 0, y() = the solution is

< sin x ,
8
6= 1, 2, and all ,
y(x) = sin
B sin x, = 1, 2, , = 0, for any B.
:

Show that this solution is not differentiable for all .

3.6 Strong and Weak variations


In section 3.2.2 we briefly discussed the idea of the norm of a function. Here we show
why the choice of the norm is important.
Consider the functional for the distance between the origin and the point (1, 0), on
the x-axis, Z 1 p
S[y] = dx 1 + y 0 2 , y(0) = 0, y(1) = 0. (3.17)
0
It is obvious, and proved in section 2.2, that in the class of smooth functions the
stationary path is the segment of the x-axis between 0 and 1, that is y(x) = 0 for
0 x 1.
Now consider the value of the functional as the path is varied about y = 0, that is
S[h], where the variation is first restricted to D1 (0, 1) and then to D0 (0, 1).
In the first case the norm of h(x) is taken to be

||h(x)||1 = max |h(x)| + max |h0 (x)|. (3.18)


0x1 0x1

and without loss of generality we may restrict h to satisfy ||h||1 = 1, so that |h0 (x)|
H1 < 1. On the varied path the value of the functional is
Z 1 p p
S[h] = dx 1 + 2 h0 2 1 + (H1 )2
0
3.6. STRONG AND WEAK VARIATIONS 135

and hence

p (H1 )2
S[h] S[0] 1 + (H1 )2 1 = p < (H1 )2 < 2 .
1 + 1 + (H1 )2

Thus if h(x) belongs to D1 (0, 1), S[y] changes by O(2 ) on the neighbouring path and
since S[h] S[0] > 0 for all  the straight line path is a minimum.
Now consider the less restrictive norm

||h(x)||0 = max |h(x)|, (3.19)


0x1

which restricts the magnitude of h, but not the magnitude of its derivative. A suitable
path close to y = 0 is given by h(x) =  sin nx, n being a positive integer. Now we
have
Z 1 p Z 1
S[h] = dx 1 + (n)2 cos2 nx n dx |cos nx| .
0 0

But
1 1/2n
2
Z Z
dx |cos nx| = 2n dx cos nx = .
0 0

Hence S[h] 2n. Thus for any  > 0 we may chose a value of n to make S[h] as
large as we please, even though the varied path is arbitrarily close to the straight-line
path: hence the path y = 0 is not stationary when this norm is used.
These two quite different types of behaviour show why the choice of norm is impor-
tant. These two types of norm are so important in the general theory that the variations
satisfying each have a special name.
Norms such as ||z(x)||1 restrict the variation of both the function and its derivative.
A variation in a path, h(x), that is restricted in this manner is named a weak variation.
The derivation of the Euler-Lagrange equation in section 3.4 assumed weak variations.
If the norm ||z(x)||0 is used to constrain variations about the path, so that derivatives
of the function need not be bounded, then the variation is named a strong variation.
Note that these names are not tied to the specific norms used here.
If the G ateaux differential of a functional, S[y], defined on [a, b], is zero for all
variations in D0 (a, b) then S[y] is said to have a strong stationary path. If the G ateaux
differential is zero for all variations in D1 (a, b) then S[y] is said to have a weak stationary
path.

Exercise 3.19
In this exercise we give another example of a path satisfying the ||z||0 norm which
is arbitrarily close to the line y = 0, but for which S is arbitrarily large.

Consider the isosceles triangle with base AC of length a, height h and base angle ,
as shown on the left-hand side of the figure.
136 CHAPTER 3. THE EULER-LAGRANGE EQUATION

B B

l B1 B2
h


A D C A D C
Figure 3.2

(a) Construct the two smaller triangles AB1 D and DB2 C by halving the height
and width of ABC, as shown on the right. If AB = l and BD = h, show that
AB1 = l/2, 2l = a/ cos and h = l sin . Hence show that the lengths of the lines
AB1 DB2 C and ABC are the same and equal to 2l.
(b) Show that after n such divisions there are 2n similar triangles of height 2n h
and that the total length of the curve is 2l. Deduce that arbitrarily close to AC,
the shortest distance between A and C, we may find a continuous curve every
point of which is arbitrarily close to AC, but which has any given length.
3.7. MISCELLANEOUS EXERCISES 137

3.7 Miscellaneous exercises


Exercise 3.20
Show that the Euler-Lagrange equation for the functional
Z 1
dx y 0 2 y 2 2xy , y(0) = y(1) = 0,
`
S[y] =
0

00
is y + y = x. Hence show that the stationary function is y(x) = sin x/ sin 1 x.

Exercise 3.21
Consider the functional
Z b
S[y] = dx F (y, y 0 ), y(a) = A, y(b) = B,
a

where F (y, y 0 ) does not depend explicitly upon x. By changing the independent
variable to u = x a show that the solution of the Euler-Lagrange equation
depends on the difference b a rather than a and b separately.

Exercise 3.22
Eulers original method for finding solutions of variational problems is described
in equation 3.3 (page 118). Consider approximating the functional defined in
exercise 3.20 using the polygon passing through the points (0, 0), ( 12 , y1 ) and (1, 0),
so there is one variable y1 and two segments.
This polygon can be defined by the straight line segments
(
2y1 x, 0 x 12 ,
y(x) =
2y1 (1 x), 12 x 1.

Show that the corresponding polygon approximation to the functional becomes


11 2 1
S(y1 ) = y1 y1 ,
3 2
and hence that the stationary polygon is given by y(1/2) ' y1 = 3/44. Note that
this gives y(1/2) ' 0.0682 by comparison to the exact value 0.0697.

Exercise 3.23
Find the stationary paths of the following functionals.
Z 1
dx y 0 2 + 12xy ,
`
(a) S[y] = y(0) = 0, y(1) = 2.
0
Z 1
dx 2y 2 y 0 2 (1 + x)y 2 ,
`
(b) S[y] = y(0) = 1, y(1) = 2.
0
Z 2
(c) S[y] = 21 By(2) + dx y 0 2 /x2 , y(1) = A.
1
b
y(0)2
Z
(d) S[y] = + dx y/y 0 2 , y(b) = B 2 , B 2 > 2Ab > 0.
A3 0

Hint for (c) and (d) use the method described in exercise 3.12.
138 CHAPTER 3. THE EULER-LAGRANGE EQUATION

Exercise 3.24
What is the equivalent of the fundamental lemma of the Calculus of Variations in
the theory of functions of many real variables?

Exercise 3.25
Find the general solution
Z b of the Euler-Lagrange equation corresponding to the
p
functional S[y] = dx w(x) 1 + y 0 2 , and find explicit solutions in the special
a
cases w(x) = x and w(x) = x.

Exercise 3.26 Z 1 2
dx y 0 2 1 ,
`
Consider the functional S[y] = y(0) = 0, y(1) = A > 0.
0
02
(a) Show that the Euler-Lagrange equation reduces to y = m2 , where m is a
constant.
(b) Show that the equation y 0 2 = m2 , with m > 0, has the following three solu-
tions that fit the boundary conditions, y1 (x) = Ax,
8
A+m
>
> mx, 0x ,
2m
<
y2 (x) = m>A
: A + m(1 x), A + m x 1,
>
>
2m
and 8
mA
>
> mx, 0x ,
2m
<
y3 (x) = m > A.
>
: A m(1 x), mA
> x 1,
2m
Show also that on these solutions the functional has the values

S[y1 ] = (A2 1)2 , S[y2 ] = (m2 1)2 and S[y3 ] = (m2 1)2 .

(c) Deduce that if A 1 the minimum value of S[y] is (A2 1)2 and that this
occurs on the curve y1 (x), but if A < 1 the minimum value of S[y] is zero and this
occurs on the curves y2 (x) and y3 (x) with m = 1.

Exercise 3.27
Show that the following functionals do not have stationary values
Z 1 Z 1 Z 1
(a) dx y 0 , (b) dx yy 0 , (c) dx xyy 0 ,
0 0 0

where, in all cases, y(0) = 0 and y(1) = 1.

Exercise 3.28
Show that the Euler-Lagrange equations for the functionals
Z b Z b
d
S1 [y] = dx F (x, y, y 0 ) and S2 [y] = dx F (x, y, y 0 ) + G(x, y)
a a dx
are identical.
3.7. MISCELLANEOUS EXERCISES 139

Exercise 3.29 Z 1 2
dx y 2 2x y 0 ,
`
Show that the functional S[y] = y(1) = 0, y(1) = 1,
1
achieves its minimum value, zero, when
(
0, 1 x 0,
y(x) =
x2 , 0 x 1,
which has no second derivative at x = 0. Show that, despite the fact that y 00 (x)
does not exist everywhere, the Euler-Lagrange equation is satisfied for x 6= 0.

Exercise 3.30 Z b
The functional S[y] = dx F (x, y, y 0 ), y(a) = A, y(b) = B, is stationary on
a
those paths satisfying the Euler-Lagrange equation

d F F
= 0, y(a) = A, y(b) = B.
dx y 0 y
In this formulation of the problem we choose to express y in terms of x: however,
we could express x in terms of y, so the functional has the form
Z B
J[x] = dy G(y, x, x0 ), x(A) = a, x(B) = b,
A

where x0 = x0 (y) = dx/dy.


(a) Show that G(y, x, x0 ) = x0 F (x, y, 1/x0 ), and that the Euler-Lagrange equation
for this functional,

d G G
= 0, x(A) = a, x(B) = b,
dy x0 x
when expressed in terms of the original function F is
Fy0 y0 00 1
x 0 Fyy0 Fxy0 + Fy = 0
x0 3 x
where, for instance, the function Fy0 is the differential of F (x, y, y 0 ) with respect
to y 0 expressed in terms of x0 after differentiation.
(b) Derive the same result from the original Euler-Lagrange equations for F .

Exercise 3.31
Use the approximation 3.3 (page 118) to show that the equations for the values
of y = (y1 , y2 , , yn ), where xk+1 = xk + , that make S(y) stationary are
S
= F (zk ) + F (zk ) F (zk+1 ) = 0, k = 1, 2, , n,
yk u v v
where zk = (xk , u, v), u = yk , v = (yk yk1 )/ and where y0 = A and yn+1 = B.
Show also that zk+1 = zk + (1, yk0 , yk0 0 ) + O( 2 ), and hence that
2F 2F 2F

S F
= yn0 yn0 0 2 + O( 2 ),
yk u xv uv v

d F F 2
= + O( ),
dx v u
where F and its derivatives are evaluated at z = zk .
Hence derive the Euler-Lagrange equations.
140 CHAPTER 3. THE EULER-LAGRANGE EQUATION

Harder exercises
Exercise 3.32
This exercise is a continuation of exercise 3.22 and uses a set of n variables to
define the polygon. Take a set of n + 2 equally spaced points on the x-axis,
xk = k/(n + 1), k = 0, 1, , n + 1 with x0 = 0 and xn+1 = 1, and a polygon
passing through the points (xk , yk ). Since y(0) = y(1) = 0 we have y0 = yn+1 = 0,
leaving N unknown variables.
Show that the functional defined in exercise 3.20 approximates to
n ff
1X 2k 1
S= (yk+1 yk )2 h2 yk2 + yk , h= .
h n+1 n+1
k=0

(a) For n = 1, the case treated in exercise 3.22, show that this reduces to
7 2 1
S(y1 ) = y1 y1 .
2 2
Explain the difference between this and the previous expression for S(y1 ), given
in exercise 3.22.
(b) For n = 2 show that this becomes
17 2 17 2 2 4
S= y + y 6y1 y2 y1 y2 ,
3 1 3 2 9 9
and hence that the equations for y1 and y2 are
2 4
34y1 18y2 = , 34y2 18y1 = .
3 3
Solve these equations to show that y(1/3) ' 35/624 ' 0.0561 and y(2/3) '
43/624 ' 0.0689. Note that these compare favourably with the exact values,
y(1/3) = 0.0555 and y(2/3) = 0.0682.

Exercise 3.33 Z b
Consider the functional S[y] = dx F (y 00 ) where F (z) is a differentiable func-
a
tion and the admissible functions are at least twice differentiable and satisfy the
boundary conditions y(a) = A1 , y(b) = B1 , y 0 (a) = A2 and y 0 (b) = B2 .
(a) Show that the function making S[y] stationary satisfies the equation
F
= c(x a) + d
y 00
where c and d are constants.
(b) In the case that F (z) = 21 z 2 show that the solution is

1 1
y(x) = c(x a)3 + d(x a)2 + A2 (x a) + A1 ,
6 2
where c and d satisfy the equations
1 3 1
cD + dD2 = B1 A1 A2 D where D = b a,
6 2
1 2
cD + dD = B 2 A2 .
2

(c) Show that this stationary function is also a minimum of the functional.
3.7. MISCELLANEOUS EXERCISES 141

Exercise 3.34
The theory described in the text considered functionals with integrands depend-
ing only upon x, y(x) and y 0 (x). However, functionals depending upon higher
derivatives also exist and are important, for example in the theory of stiff beams,
and the equivalent of the Euler-Lagrange equation may be derived using a direct
extension of the methods described in this chapter.
Consider the functional
Z b
S[y] = dx F (x, y, y 0 , y 00 ), y(a) = A1 , y 0 (a) = A2 , y(b) = B1 , y 0 (b) = B2 .
a

Show that the G


ateaux differential of this functional is
Z b
F F F
S[y, h] = dx h + h0 0 + h00 00 .
a y y y

Using integration by parts show that


Z b Z b
d2

F F
dx h00 00 = dx h 2
a y a dx y 00

being careful to describe the necessary properties of h(x). Hence show that S[y]
is stationary for the functions that satisfy the fourth-order differential equation

d2

F d F F
+ = 0,
dx2 y 00 dx y 0 y

with the boundary conditions y(a) = A1 , y 0 (a) = A2 , y(b) = B1 , and y 0 (b) = B2 .

Exercise 3.35
Using the result derived in the previous exercise, find the stationary functions of
the functionals
Z 1
(a) S[y] = dx (1 + y 00 2 ), y(0) = 0, y 0 (0) = y(1) = y 0 (1) = 1,
0
Z /2
dx y 00 2 y 2 + x2 , y 0 (0) = y y0
`
(b) S[y] = y(0) = 1, = 0, = 1.
0 2 2
142 CHAPTER 3. THE EULER-LAGRANGE EQUATION

3.8 Solutions for chapter 3


Solution for Exercise 3.1
The first result follows directly from equation 3.3 because F is independent of x and y,
y(a) = y0 = A and y(b) = yN +1 = B. The variable yk for each k = 1, 2, , N appears
in only two terms of the sum, so
    
S yk yk1 yk+1 yk
= F +F
yk yk

and hence, since F depends only upon y 0 and not y, the stationary points are given by
the equations,
   
S 0 yk yk1 0 yk+1 yk
=F F = 0, k = 1, 2, , N.
yk

Thus F 0 ((yk yk1 )/) = c, k = 1, 2, , N + 1, where c is a constant, independent


of k. This is true for all k so yk yk1 =constant and hence the points (xk , yk ) lie on
a straight line.

Solution for Exercise 3.2


R /2
(a) We have S[y + h] = 0 dx (y 0 + h0 )2 (y + h)2 . Hence
 

/2 /2
d
Z Z
dx (y 0 + h0 )h0 (y + h)h dx (y 0 h0 yh) .
 
S[y+h] = 2 and S[y, h] = 2
d 0 0

Rb
(b) We have S[y + h] = a dx (y 0 + h0 )2 x3 . Hence

b b
d (y 0 + h0 ) 0 y 0 h0
Z Z
S[y + h] = 2 dx h and S[y, h] = 2 dx .
d a x3 a x3

Rb
dx (y 0 + h0 )2 + (y + h)2 + 2ex(y + h) . Hence
 
(c) We have S[y + h] = a

b b
d
Z Z
dx (y 0 + h0 )h0 + (y + h)h + ex h and S[y, h] = 2 dx [y 0 h0 + (y + ex ) h] .
 
S[y+h] = 2
d a a

R1 p p
(d) We have S[y + h] = 0 dx x2 + (y + h)2 1 + (y 0 + h0 )2 . Hence
" #
1
p
d (y + h)h x2 + (y + h)2 (y 0 + h0 )h0
Z p
S[y+h] = dx p 1 + (y 0 + h0 )2 + p
d 0
2
x + (y + h) 2 1 + (y 0 + h0 )2

and " p #
1
p
y 1 + y0 2 x2 + y 2 y 0 0
Z
S[y, h] = dx p h+ p h .
0 x2 + y 2 1 + y0 2
3.8. SOLUTIONS FOR CHAPTER 3 143

Solution for Exercise 3.3


The functional evaluated at y + h is
Z b Z b
S[y + h] = ds dt K(s, t) (y(s) + h(s)) (y(t) + h(t))
a a

so that
b b
d
Z Z  
S[y + h] = ds dt K(s, t) y(s)h(t) + h(s)y(t) + O() .
d a a

Taking the limit  0 and rearranging this integral gives


Z b Z b Z b Z b
0
S[y, h] = ds dt K(s, t)y(s)h(t) + dt ds0 K(t0 , s0 )h(t0 )y(s0 )
a a a a
Z b Z b
= dt h(t) ds [K(s, t) + K(t, s)] y(s)
a a

where, in the second integral we have put t0 = s and s0 = t and then changed the
integration order of the first integral to obtain the final result.

Solution for Exercise 3.4


(a) Clearly g(a) = 0: also
Z b
g(b) = C(b a) dt z(t) = 0 by the definition of C.
a

Then, since g 0 (x) = C z(x):


Z b Z b  
0
dx z(x)g (x) = dx z(x) C z(x) ,
a a
Z b  2 Z b   Z b  2
= dx C z(x) + C dx C z(x) = dx C z(x) .
a a a

Unless z(x) = C, the integrand is almost everywhere positve and hence the integrand
is zero only if z(x) = C.

Solution for Exercise 3.5


In this case F = y 0 2 y 2 giving Fy0 = 2y 0 and Fy = 2y, which leads to the Euler-
Lagrange equation y 00 + y = 0. The general solution of this equation is y = A cos x +
B sin x, where A and B are arbitrary constants determined by the boundary conditions.
The boundary condition at x = 0 gives A = 0 that at x = X gives the solution
y(x) = sin x/ sin X, provided sin X 6= 0. If sin X = 0, that is X = n, n = 1, 2, , the
only solution is the trivial function y(x) = 0.

Solution for Exercise 3.6


Since Fy0 = 2y 0 and Fy = 1 the Euler-Lagrange equation is 2y 00 + 1 = 0, which has the
general solution y = A + Bx x2 /4, for constants A and B. The boundary conditions
give y(0) = A = 0 and y(1) = A + B 1/4 = 1, giving the solution y = x(5 x)/4.
144 CHAPTER 3. THE EULER-LAGRANGE EQUATION

The first-integral is c = y 0 Fy0 F = 2y 0 2 y 0 2 y or y 0 2 + y = c. Re-arranging




this and separating variables gives

dy
Z
= x or 2 c y = A x.
cy

Putting x = 0 gives 2 c = A and hence y = Ax/2 x2 /4; putting x = 1 gives
y(1) = 1 = A/2 1/4, and hence y = x(5 x)/4.

Solution for Exercise 3.7


Using the result of exercise 2.10 (page 89) we see that if G does not depend explicitly
upon x, G/x = 0, and

2 G 0 00 2 G 0 2 G 0
   
0 d G G
y = y y + y y.
dx y 0 y y 0 2 yy 0 y

But, using the chain rule

2 G 0 2 G 00 2 G 0 00
     
d 0 G 0 G 0 0 G 00
y = y y + y y = y + 0y + 02y y ,
dx y 0 y y 0 y 0 y 0 yy 0 y y

and so the right-hand side of the previous equation becomes


     
d 0 G G 00 G 0 d 0 G dG d 0 G
y 0y y = y = y G .
dx y 0 y y dx y 0 dx dx y 0

Integrate the last equation to give y 0 Gy0 G = c ( a constant). This is a first-order


differential equation: its general solution will depend upon one other arbitrary constant
d, and to find the solution of the original problem we need to express these constants
(c, d), in terms of the constants (A, B) defined in equation 3.12 (page 126); often this is
difficult, because it involves the solutions of nonlinear equations, and frequently there
are real solutions only for some values of A and B.

Solution for Exercise 3.8


(a) If is a constant and y(x) = equation 3.13 becomes G(, 0) = c.

(b) The second-order Euler-Lagrange equation is

2 F 00 2F 0 2F F
0 2
y + 0
y + 0
= 0.
y yy xy y

If F (x, y, y 0 ) = G(y, y 0 ) the third term is zero and if y = this equation becomes
Gy (, 0) = 0, assuming that Gy0 y0 (, 0) and Gyy0 (, 0) exist.
Let g(y) = G(y, 0) be a function of y. The equation Gy (, 0) = 0 shows that must
be at a stationary point of g(y) whereas the equation G(, 0) = c, found in part (a),
imposes the weaker restriction that c lies in the domain of g(y).
Thus, in general the constant solution y = of the first-integral, is not a solution of
the Euler-Lagrange equation.
3.8. SOLUTIONS FOR CHAPTER 3 145

Solution for Exercise 3.9


In this case F = y 0 2 + y 2 + 2axy and Fy0 = 2y 0 and Fy = 2y + 2ax, giving the
Euler-Lagrange equation y 00 y = ax. The general solution of this equation is y =
C cosh x + D sinh x ax, where C and D are arbitrary constants determined by the
boundary conditions. The boundary condition at x = 0 gives C = 0 that at x = 1 gives
the solution
a+B
y(x) = sinh x ax.
sinh 1
Consider the difference S = S[y + h] S[y], where y is the above solution:
Z 1
2
dx h0 2 + h2 > 0

S = 
0

for all non-zero h(x). Hence the functional has a minimum.

Solution for Exercise 3.10


(a) The Euler-Lagrange equation is
d A
x2 y 0 (x) = 0 which integrates to y 0 (x) = 2 .

dx x
Integrating again gives the general solution y(x) = B A/x. The boundary condition
at x = 1 gives A + B = 1 and hence
A
y = 1 A , 1 x < 0.
x
The boundary condition at x = 1 gives B A = 1 and hence
A
y =1+A , 0 < x 1.
x
Because each solution is discontinuous at x = 0, it is not possible to find a single solution
that satisfies both boundary conditions. The du Bois Reymond theorem, quoted on
page 131, gives some idea of the origin of this problem. The integrand of the functional
is F = x2 y 0 2 hence 2 F/y 0 2 = 2x2 , which is zero at x = 0; that is condition (d) of the
theorem is not satisfied.
The functions that satisfy the boundary conditions at x = 1 are different and both
are discontinuous at x = 0. Hence there is no continuous function that satisfies both
boundary conditions and the Euler-Lagrange equation.
(b) For the given function


0, 1 x ,
0
y (x) = 1/, |x| < ,

0,  x 1,

so the functional is 
1 2
Z
J[y] = 2 dx x2 = .
  3
The function is continuous provided  > 0 and hence on this class of continuous functions
J[y] can be made arbitrarily small, but not zero.
146 CHAPTER 3. THE EULER-LAGRANGE EQUATION

(c) The given functions behave similarly to the piecewise continuous function defined
in part (b), as seen in figure 3.3 which depicts graphs for  = 0.1 and 0.01.

0.5

-1 -0.75 -0.5 -0.25 0 0.25 0.5 0.75 1

-0.5

-1
Figure 3.3 Graphs of the functions y(x) for  = 0.1 (solid
line) and 0.01 (dashed line).

With the given functions


 1
y 0 (x) =
x + 2
2

so the integrand is even and the functional becomes

22 1 x2
Z
J[y] = 2
dx 2
0 (x + 2 )2
Z 1
2 1
= d sin2 where tan 1 =
2 0 
and the second integral is obtained by putting x =  tan . Integration gives
 
  1 
J[y] = (2 1 sin 2 1 ) = tan 
2 2 2 2 1 + 2
 
2 1 
2 1 tan  + 1+2
= 2 .
1 2 tan1 

Since tan1  =  + O(3 ) we see that J[y] = 2/ + O(2 ). Since 0 <  < 1, J[y] > 0,
but can be made arbitrarily small.

Solution for Exercise 3.11


With the definition of (x) given in the exercise,
Z b Z b
F d
dx h(x) = dx h(x)
a y a dx
h ib Z b
= h(x)(x) dx h0 (x)(x).
a a

The boundary term is zero, because h(a) = h(b) = 0, so equation 3.9 becomes
Z b  
F
S[y, h] = dx (x) h0 (x).
a y 0
3.8. SOLUTIONS FOR CHAPTER 3 147

On a stationary path S = 0 for all admissible h(x), so the result proved in exercise 3.4
shows that F/y 0 = C for some constant C.

Solution for Exercise 3.12


(a) Since

 1
Z b  
2 2
S[y + h] = G y(b) + h(b) + dx (y 0 + h0 ) + (y + h)
2 a

diiferentiation with respect to  and then setting  = 0 gives the G ateaux differential
Z b
S[y, h] = Gy (y(b))h(b) + dx (h0 y 0 + hy) .
a

Now integrate by parts and use the fact that h(a) = 0 to cast this in the form
  Z b
0
dx y 00 y h.

S[y, h] = y (b) Gy (y(b)) h(b)
a

(b) On the variations with h(b) = 0 the boundary term of S is zero. For S[y] to be
stationary it is necessary that S[y, h] = 0 and it follows from the fundamental lemma
that y 00 y = 0 with y(a) = A.
On the path defined by this equation
 
S[y, h] = y 0 (b) Gy (y(b)) h(b).

Since we require S[y, h] to be zero for all allowed h, which includes those variations
for which h(b) 6= 0, we must have

y 0 (b) = Gy (y(b)).

(c) In this case G(y) = By and the condition at x = b is y 0 (b) = B.

Solution for Exercise 3.13


The Gateaux differential is
b  
F F
Z
S[y, h] = Gy (b, y(b), B)h(b) + dx h0 0 +h .
a y y

Integrating by parts and using the fact that h(a) = 0 gives


b    
d F F
  Z
S[y, h] = Fy0 (b, y(b), y 0 (b)) Gy (b, y(b), B) h(b) dx h.
a dx y 0 y

On the variations with h(b) = 0 the boundary term of S is zero. For S[y] to be
stationary it is necessary that S[y, h] = 0 and it follows from the fundamental lemma
that  
d F F
0
= 0, y(a) = A.
dx y y
148 CHAPTER 3. THE EULER-LAGRANGE EQUATION

On the path defined by this equation


 
S[y, h] = Fy0 (b, y(b), y 0 (b)) Gy (b, y(b), B) h(b).

Since we require S[y, h] to be zero for all allowed h, which includes those variations
for which h(b) 6= 0, we must have

Fy0 (b, y(b), y 0 (b)) = Gy (b, y(b), B),

one solution of which is y 0 (b) = B. Thus the solutions of the equation


 
d F F
= 0, y(a) = A, y 0 (b) = B
dx y 0 y
are stationary paths of S[y].

Solution for Exercise 3.14


In this case H = y + x, so Hy = 1 > 0 and |H| = |y + x| |y| + x, for x 0. Thus
with = 0 and we may take (Y ) = x + Y to see that the conditions of Bernsteins
theorem hold and there is a unique solution.
The general solution of this linear equation is y = x + C cosh x + D sinh x for some
constants C and D. The boundary condition at x = 0 gives C = A and that at x = 1
gives B = 1 + A cosh 1 + D sinh 1, so the solution is
sinh(1 x) sinh x
y = x + A + (B + 1) .
sinh 1 sinh 1

Solution for Exercise 3.15


In this case H = x y and Hy = 1, which contradicts the condition Hy > 0.
The general solution of this equation is y = x + C cos x + D sin x. The boundary
condition at x = 0 gives C = 0 and that at x = 1 gives D = (1X)/ sin X, so we obtain
the solution. This solution exists provided X 6= n, n = 1, 2, . When X = n no
solution exists. A unique solution exists for 0 < X < 1, but not for all X > 1. The case
0 < X < 1 does not contradict Bersteins theorem which provides only a sufficient, but
not a necessary condition.

Solution for Exercise 3.16


The first-integral is y 2 (1 y 0 2 ) = c, where c is a constant. If c = 0 then y = 0 and
y 0 = 1 are solutions. These give the quoted result.

Solution
p for Exercise 3.17

If F = 1 + y 0 2 / y we have
p
F 1 + y0 2 F y0
= and 0
= p
y 2y 3/2 y y 1 + y0 2
so the Euler-Lagrange equation is
! p
d y0 1 + y0 2
p + =0
dx y 1 + y0 2 2y 3/2
3.8. SOLUTIONS FOR CHAPTER 3 149

which expands to
p
y 00 y0 2 y 0 2 y 00 1 + y0 2 1 + y0 2
p + = 0 that is y 00 = .
y(1 + y 0 2 )3/2 3/2
p
y 1 + y 0 2 2y 3/2 1 + y 0 2 2y 2y

Now define y1 = y and y2 = y10 the above equation, becomes y20 = (1 + y10 2 )/(2y1 ).

Solution for Exercise 3.18


(a) If z1 = y and z2 = y 0 then z20 = y 00 = 2 z1 and z10 = y 0 = z2 . The general solution
of the equation is

y = A cos x + B sin x with y 0 = A sin x + B cos x,

for some constants A and B.

(b) This solution gives y(0) = A and y 0 (0) = B and so we have A = 0 and B = ,
so y = (/) sin x. This solution exists for all and , except possibly at = 0: for
small || we have
 
sin x 1 2 2
y = x = x 1 x + x as 0.
x 6

Further
y x 1
= 2 sin x + cos x = x3 + O(x) 0 as as |x| 0.
3
Hence y/ and y/ exists for all (, ).

(c) The general solution gives y(0) = A = 0 and y() = B sin = Thus there are
two cases to consider.
First, if 6= 1, 2, 3, so sin 6= 0, then the solutions are

sin x
y(x) = for all .
sin
Second, if = 1, 2, 3, so sin = 0, the equation for B is statisfied only if = 0 and
then for all B. The solutions are clearly discontinuous at = 1, 2, 3.

Solution for Exercise 3.19


(a) The triangles ABC, AB1 D and DB2 C are similar because all are isosceles and have
a common angle. Because AD is half AC it follows that AB1 = DB2 = l/2. Thus the
lengths of AB1 DB2 C and ABC are the same and equal to 2l.
Elementary trigonometry gives cos = a/(2l) and tan = 2h/a.

(b) A second division gives 22 similar triangles of height 22 h and a line of length 2l.
After n divisions there are therefore 2n similar triangles of height 2n h and a continuous
line of length 2l. Since this is true for any l, the length of the line is unbounded.
150 CHAPTER 3. THE EULER-LAGRANGE EQUATION

Solution for Exercise 3.20


In this case F = y 0 2 y 2 2xy so that Fy0 = 2y 0 , Fy = 2y 2x, and the Euler-
Lagrange equation is y 00 + y + x = 0. The general solution of this equation is y =
A cos x + B sin x x. The boundary condition at x = 0 gives A = 0 and at x = 1 we
have 0 = B sin 1 1 giving the required solution.

Solution for Exercise 3.21


If u = x a and Y (u) = y(x(u)) and c = b a, the functional becomes
Z c
S[Y ] = du F (Y 0 , Y ), Y (0) = A, Y (c) = B,
0

so the Euler-Lagrange equation depends upon c = b a rather that a and b separately,


and hence so does the solution.

Solution for Exercise 3.22


Using the given trial function, the functional becomes
Z 1/2 Z 1
dx 4y12 4y12 x2 4y1 x2 + dx 4y12 4y12 (1 x)2 4y1 x(1 x) ,
   
S(y1 ) =
0 1/2
   
11 2 1 11 2 1 11 2 1
= y y1 + y y1 = y y1 .
6 1 6 6 1 3 3 1 2

This function is stationary at the root of S 0 (y1 ) = 22y1 /3 1/2, that is y1 = 3/44 '
0.0682.

Solution for Exercise 3.23


(a) In this example F = y 0 2 + 12xy and F/y 0 = 2y 0 , F/y = 12x. Hence the
Euler-Lagrange equation is y 00 = 6x, y(0) = 0, y(1) = 2, having the general solution
y = x3 + Ax + B, which satisfies the condition at x = 0 if B = 0 and the condition at
x = 1 if A = 1. Hence the stationary path is y = x3 + x.

(b) In this example F = 2y 2 y 0 2 (1 + x)y 2 and Fy0 = 4y 2 y 0 , Fy = 4yy 0 2 2(1 + x)y.


The Euler-Lagrange equation is
   2
d dy dy
2 y2 2y + (1 + x)y = 0,
dx dx dx

which simplifies to (yy 0 )0 + 21 (1 + x) = 0. Integrating this gives

dy 1d 1 A
y 2 = (1 + x)2 + ,

y =
dx 2 dx 4 2

and integrating again, y(x)2 = B + Ax 61 (1 + x)3 . The boundary conditions then give
y(0)2 = B 61 = 1, so B = 67 , and y(1)2 = 67 + A 86 = 4, so A = 25 6 . Hence the
solution is
1 1
y(x)2 = (1 + x) 25 (1 + x)2 3 = 3 + (1 + x)(6 + x)(4 x).

6 6
3.8. SOLUTIONS FOR CHAPTER 3 151

The solution is written in this way because it is easier to understand. The cubic
f = (1 + x)(6 + x)(4 x) is zero at x = 6, 1 and 4; f is positive for x < 6 and
negative for x > 4. It follows that y is real only for x < x1 , for some x1 < 6, and
possibly for some x in the interval 1 < x < 4, depending upon the magnitude of f
in this interval. Numerical calculations, which you are not expected to do, show that
x1 ' 6.33 and that y is real in the interval (0.264, 3.59).

(c) The G
ateaux differential is
Z 2
1 y 0 h0
S[y, h] = Bh(2) + 2 dx 2 , y(1) = A,
2 1 x
  Z 2  0
1 1 0 d y
= B + y (2) h(2) 2 h ,
2 2 1 dx x2

the second result being obtained using integration by parts and the fact that h(1) = 0.
Using the subset of variations with h(2) = 0 and using the fundamental lemma shows
that the stationary paths must satisfy the Euler-Lagrange equation,
 0
d y dy
= 0 that is = x2 with y(1) = A,
dx x2 dx

for some constant . On the paths that satisfy this equation

1 
S[y, h] = B y 0 (2) h(2),
2
and since h(2) need not be zero, S[y] is stationary only on those paths that satisfy
y 0 (2) = B, because it is necessary that S[y, h] = 0 for all allowed h. The general
solution of y 0 = x2 is y(x) = x3 /3 + and the boundary conditions give

1 1 1
A= + , B = 4 so = B and = A B.
3 4 12

Hence y(x) = B x3 1 /12 + A.




(d) The G
ateaux differential is
Z b
2yh0
 
2y(0)h(0) h
S[y, h] = + dx 0 3 , y(b) = B 2 ,
A3 0 y0 2 y
  Z b   
1 1 1 d y
= 2h(0)y(0) + dx + 2 h,
y 0 (0)3 A3 0 y0 2 dx y 0 3

where we have integrated by parts and used the fact that h(b) = 0. Using the subset
of variations with h(0) = 0 and the fundamental lemma shows that S[y] is stationary
only on those paths that satisfy the Euler-Lagrange equation with F = yy 0 2 and with
the single boundary condition y(b) = B 2 . Since F is independent of x, so we may use
the first-integral, equation 3.13 (page 126), to give y y 0 2 = c2 , y(b) = B 2 , where c is a
positive constant (since y(b) > 0 the constant must be positive).
152 CHAPTER 3. THE EULER-LAGRANGE EQUATION

On the paths that satisfy this equation


 
1 1
S[y, h] = 2h(0)y(0) 3 ,
y 0 (0)3 A
so S[y] is stationary only if y 0 (0) = A > 0. The general solution is given by (since
y(0) = (Ac)2 ), Z y
dy y dy x
= that is = .
dx c (Ac)2 y c

Hence y = Ac + x/2c and the boundary condition at x = b gives 2Ac2 2Bc + b = 0,
that is
1  p 
c= B B 2 2Ab
2A
giving the two solutions
 2
x 1  p 
y (x) = Ac + , c = B B 2 2Ab .
2c 2A

Solution for Exercise 3.24


For a function, G, of n variables, (x1 , x2 , . . . , xn ), a stationary point is where
n
X G
k = 0 for all k .
xk
k=1

The fact that the sum is zero for all k is the equivalent of the fundamental lemma of
the Calculus of Variations.

Solution for Exercise 3.25


The Euler-Lagrange equation is
!
d w(x)y 0 (x)
p = 0,
dx 1 + y 0 (x)2
p
which integrates to w(x)y 0 (x) = A 1 + y 0 (x)2 , where A is a constant. Rearranging
this and integrating again gives the general solution
Z x
1
y(x) = B A du p .
a w(u)2 A2

If w(x) = x this becomes
Z x
1
y(x) = B A du
a u A2

and hence y(x) = C 2A x A2 , where C is a constant.
If w(x) = x the general solution becomes
Z x
1
y(x) = B A du ,
a u A2
2
3.8. SOLUTIONS FOR CHAPTER 3 153

giving y(x) = C A cosh1 (x/A).

Solution for Exercise 3.26


2
(a) Since F = y 0 2 1 and F/y 0 = 4y 0 y 0 2 1 the first-integral of the Euler-


Lagrange equation, equation 3.13 (page 126) is (y 0 2 1)(3y 0 2 + 1) =constant. Hence


y 0 2 = m2 for some constant m, which we assume positive.
(b) The solutions of the equation y 0 (x)2 = m2 that satisfy the boundary condition
y(0) = 0 are y(x) = mx, m > 0. Hence one solution that fits the boundary condition
at x = 1 is y = y1 = Ax and on this path S[y1 ] = (A2 1)2 .
Another solution has the form
(
mx, 0 x 1,
y(x) =
c mx, x 1,

where m, c and are constants. The boundary condition at x = 1 gives c = A + m.


Since the solution needs to be continuous at x = we also have m = c m and hence
= (A + m)/2m.
Because m > 0 and 1 it follows that m A; for m = A we regain the solution
y = Ax, but for m > A we obtain y2 (x).
Another solution is (
mx, 0 x ,
y(x) =
c + mx, x 1.
The boundary condition at x = 1 gives c = A m and the continuity condition gives
m = c + m, and hence = c/2m = (m A)/2m. Since 0 this gives m A,
as before. This gives the solution y3 (x).
Since y20 (x)2 = y30 (x)2 = m2 on both paths S[y2 ] = S[y3 ] = (m2 1)2 .
(c) If A > 1, the minimum value of the functional is (A2 1)2 and this is given by the
solution y = Ax.
If A < 1, we may choose m = 1, for y2 or y3 to give the minimum value of zero.

Solution for Exercise 3.27


(a) This integral can be evaluated directly, S[y] = y(1) y(0), and its value is indepen-
dent of the path, regardless of the boundary values.
(b) Similarly S[y] = 21 (y(1)2 y(0)2 ).
(c) Since F = xyy 0 , F/y 0 = xy, F/y = xy 0 and the Euler-Lagrange equation is
y = 0, which does not satisfy the boundary conditions.
Alternatively we have
1
1 1 1 1 1 1 1

d 2 1
Z Z Z
2 2
S[y] = dx x y = xy(x) dx y = dx y 2 .
2 0 dx 2 0 2 0 2 2 0
The Euler-Lagrange equation for the functional on the right-hand side of this equation
is again y = 0.
154 CHAPTER 3. THE EULER-LAGRANGE EQUATION

Solution for Exercise 3.28


We expect the Euler-Lagrange equations for these two functionals to be identical be-
cause h ix=b
S2 [y] = S1 [y] + G(x, y(x)
x=a
and the boundary term is independent of the path. Now we derive the result directly.
Consider the Euler-Lagrange equation for S2 [y]. First define

dG G G 0
F(x, y, y 0 ) = F (x, y, y 0 ) + = F (x, y, y 0 ) + + y
dx x y
so that
F F 2G 2G 0 F F G
= + + y and = + .
y y xy y 2 y 0 y 0 y
Hence the Euler-Lagrange equation for F is

2G 2G 0
     
d F F d F F d G
= + y.
dx y 0 y dx y 0 y dx y xy y 2

But,
2G 2G 0
 
d G
+ 2
y = ,
xy y dx y
so the Euler-Lagrange equations for F and F are identical, as expected.

Solution for Exercise 3.29


Clearly S[y] 0 and for the given solution the integrand is identically zero, so for this
solution S = 0, its minimum value. The Euler-Lagrange equation is
2
(y 00 2) y 2 + 2 (y 0 2x) yy 0 (y 0 2x) y = 0,

which is satisfied by the functions y(x) = 0 and y(x) = x2 . Thus the given function
satisfies the Euler-Lagrange equation except at x = 0 where y 00 (x) is not defined.

Solution for Exercise 3.30


(a) We have
b B
dx
Z Z
S= dx F (x, y, y 0 ) = dy F (x, y, 1/x0 )
a A dy
0 0 0
so that G(y, x, x ) = x F (x, y, 1/x ).
The Euler-Lagrange equation for G is
 
d G G
= 0, x(A) = a, x(B) = b.
dy x0 x

Expanding this gives Gx0 x0 x00 + Gx x0 x0 + Gy x0 Gx = 0. Now replace all occurrences


of G by F , using the relations,
G F G 1 F
= x0 , = F 0 0,
x x x0 x y
3.8. SOLUTIONS FOR CHAPTER 3 155

and
2G F 1 2F 2G 1 2F 2G F 1 2F
= , = , = .
xx0 x x0 xy 0 x0 2 x0 3 y 0 2 x0 y y x0 yy 0
Hence the Euler-Lagrange equation for G becomes
   
Fy0 y0 00 1 1
x + Fx 0 Fx y 0 x + Fy 0 Fy y 0 x 0 Fx = 0
0
x0 3 x x
which reduces to
Fy0 y0 00 1
0 3
x 0 Fy y0 Fx y0 + Fy = 0. (3.20)
x x
(b) The Euler-Lagrange equation for F is Fy0 y0 y 00 + Fy y0 y 0 + Fx y0 Fy = 0. But
d2 y x00
 
d 1 dy
2
= 0
= 03,
dx dy x dx x
so this equation becomes
Fy0 y0 00 1
x + 0 Fy y0 + Fx y0 Fy = 0,
x0 3 x
which is the same as equation 3.20.

Solution for Exercise 3.31


If y = (y1 , y2 , , yn ) with y0 = A and yn+1 = B and xk+1 = xk + then yk occurs
only in the k and k + 1 terms and
   
S yk yk1 yk+1 yk
= F xk , y k , + F xk+1 , yk+1 ,
yk yk yk
 
yk yk1
= F (zk ) + F (zk ) F (zk+1 ), z = x, yk , .
u v v
Now we need to express (yk+1 yk )/ in terms of (yk yk1 )/: write
yk+1 yk yk yk1 yk+1 2yk + yk1
= + ,

and use the Taylor expansion
yk+1 2yk + yk1 = y(xk + ) 2y(xk ) + y(xk )
1 1
= y(xk ) + y 0 (xk ) + 2 y 00 (xk ) + 3 y 000 (xk ) + O( 4 ) 2y(xk )
2 6
1 2 00 1
+y(xk ) y (xk ) + y (xk ) 3 y 000 (xk ) + O( 4 )
0
2 6
= 2 y 00 (xk ) + O( 4 ).
Hence
 
yk yk1
zk+1 = xk + , yk + yk0 2
+ O( ), + yk00 + O( 3 )

= zk + (1, yk0 , yk00 ) + O( 2 ),
156 CHAPTER 3. THE EULER-LAGRANGE EQUATION

which gives
n o
F (zk+1 ) = F (zk ) + Fx (zk ) + yk0 Fu (zk ) + yk00 Fv (zk ) + O( 2 ).

It follows that the equation for S/yk becomes


  
S F F 0 F 00 F
= + yk + yk + O( 2 ),
yk u v x u v
  
F G 0 G 00 G F
= + yk + yk + O( 2 ), G = ,
u x u v v
  
S F d F
= + O( 2 ), k = 1, 2, , n.
yk u dx v

Since S/yk = 0 it follows that


 
d F F
= O(), k = 1, 2, , n,
dx v u

and that as 0 we obtain the Euler-Lagrange equation.

Solution for Exercise 3.32


In this more general case we use the approximations
1 n 1 n  2
z(xk+1 ) z(xk )
Z X Z X
0 2
dx z(x) ' h z(xk ) and dx z (x) ' h ,
0 0 h
k=0 k=0

where z(x) is any function and the set of equally spaced points xk = k/(n + 1) defined
in the question. Hence the functional becomes
n n n
1X X X 1
S = (yk+1 yk )2 h yk2 2h xk y k , h = ,
h n+1
k=0 k=0 k=0
n   
1X 2 2 2 2k
= (yk+1 yk ) h yk + yk .
h n+1
k=0

(a) If n = 1 there are two terms in the sum; the first is y12 /h, since y0 = 0, and the
second is (1/h h)y12 2hy1 , and since h = 1/2 this gives

7 2 1
S(y1 ) = y y1 .
2 1 2
This function is stationary where S/y1 = 7y1 1/2 = 0, that is y1 = 1/14 = 0.0714,
compared to the exact value of y(1/2) = 0.0697.
The difference between this approximation to S and that obtained in exercise 3.22 is
because the approximations to the functional are different. In both cases we approxi-
mate the solution by the same type of polygon; but in the first case we evaluated the
integrals exactly; in the second case we made an additional approximation to evaluate
3.8. SOLUTIONS FOR CHAPTER 3 157

the integrals. For the approximation used in exercise 3.22 we have


Z 1 "Z #
1/2 Z 1
0 2 2
dx y (x) = 4y1 dx + dx = 4y12 ,
0 0 1/2
"Z #
1 1/2 1
1 2
Z Z
2
dx y(x) = 4y12 dx x +2
dx (1 x) 2
= y ,
0 0 1/2 3 1
"Z #
1 1/2 1
1
Z Z
2
dx 2xy(x) = 4y1 dx x + dx x(1 x) = y1 .
0 0 1/2 2

For the approximation used here, these integrals are approximated by


Z 1 1
X
0 2
dx y (x) = 2 (yk+1 yk )2 = 4y12
0 k=0
1 1 1 1
1X 2 1 k 1
Z Z X
dx y(x)2 = yk = y12 and dx 2xy(x) = yk = y1 .
0 2 2 0 2 2
k=0 k=0

(b) If n = 2, then h = 1/3, y3 = 0 and


     
 2 1 2 1 4
S = 3y1 + 3(y2 y1 )2 y12 + y1 + 3y22 y22 + y2
3 3 3 3
17 2 17 2 2 4
= y + y2 6y1 y2 y1 y2 .
3 1 3 9 9
The stationary points are at the solutions of
S 34 2 S 34 4
= y1 6y2 = 0 and = y2 6y1 = 0
y1 3 9 y2 3 9

which simplify to the given equations. These have the solutions y1 = 35/624 ' 0.0561
and y2 = 43/624 ' 0.0689, which are the approximate values of the solution at x = 1/3
and 2/3 respectively.

Solution for Exercise 3.33


(a) The G
ateaux derivative, equation 3.5 (page 121), of this functional is
Z b
d F
dx h00 (x) 00 .

S[y, h] = S[y + h]
=
d =0 a y

Integrating by parts twice gives


 b Z b  
F d F
S = h0 (x) 00 dx h0 (x) ,
y a a dx y 00
b Z b
d2
   
0 F d F F
= h (x) 00 h(x) + dx h(x) 2 .
y dx y 00 a a dx y 00
158 CHAPTER 3. THE EULER-LAGRANGE EQUATION

But h(x) and h0 (x) are both zero at x = a and b, so for the functional to be stationary
we need
d2
 
F F
2 00
= 0. Integrating this twice gives = c(x a) + d,
dx y y 00
for some constants c and d.
(b) If F (z) = 12 z 2 the differential equation for y(x) is y 00 (x) = c(x a) + d. Integrating
this twice gives
1
y 0 (x) = c(x a)2 + d(x a) + and
2
1 1
y(x) = c(x a)3 + d(x a)2 + (x a) + .
6 2
The boundary conditions at x = a give y 0 (a) = A2 = and y(a) = A1 = , so
1 1
y(x) = c(x a)3 + d(x a)2 + A2 (x a) + A1 ,
6 2
and the constants (c, d) are determined from the boundary conditions at x = b. Setting
D = b a the two equations y(b) = B1 and y 0 (b) = B2 become, respectively,
1 3 1 2 1 2
cD + dD + A2 D + A1 = B1 and cD + dD + A2 = B2 ,
6 2 2
which simplify to the quoted equations.
Rb
(c) Consider the general functional S[y] = a
dx F (y 00 ), so
b b
F 1 2F
Z Z
S[y + h] = S[y] +  00
dx h (x) 00 + 2 dx h00 (x)2 +
a y 2 a y 00 2
and on the stationary path
b
1 2 2F
Z
S[y + h] S[y] =  dx h00 (x)2 + .
2 a y 00 2

Since h00 (x)2 0 the sign of this integral depends upon 2 F/y 00 2 . But, in the present
case F (z) = z 2 /2, F 00 (z) = 1 and hence the integral is positive and the stationary path
is a minimum.

Solution for Exercise 3.34


First, note that if y(x) and y(x) + h(x) are both admissible functions then h(x) and its
derivative, h0 (x), are zero at x = a and b. The G ateaux derivative, S[y, h] (page 121),
is Z b
d d 0 0 00 00

lim S[y + h] = dx F (x, y + h, y + h , y + h ) .
0 d a d =0
Thus
b  
F F F
Z
S[y, h] = dx h + h0 0 + h00 00 .
a y y y
3.8. SOLUTIONS FOR CHAPTER 3 159

Integration by parts gives


Z b  b Z b  
F F d F
dx h0 0 = h 0 dx h .
a y y a a dx y 0
Since h(a) = h(b) = 0 the boundary term vanishes. Similarly,
Z b  b Z b  
00 F 0 F 0 d F
dx h = h dx h
a y 00 y 00 a a dx y 00
b Z b
d2
   
F d F F
= h0 00 h + dx h .
y dx y 00 a a dx2 y 00
Again the boundary terms vanish because h0 (a) = h0 (b) = 0. Hence
Z b
d2
    
F d F F
S[y, h] = dx h(x) + 2 .
a y dx y 0 dx y 00
Using the fundamental theorem of the Calculus of Variations we see that a necessary
condition for the functional to be stationary on a function y(x) is that it satisfies the
equation
d2
   
F d F F
2 00
0
+ = 0,
dx y dx y y
with the given boundary conditions.

Solution for Exercise 3.35


(a) If F = 1 + y 00 (x)2 the required derivatives are Fy00 = 2y 00 and Fy0 = Fy = 0, so
the equation for the stationary function is d4 y/dx4 = 0. The general solution of this
equation is the cubic y(x) = ax3 + bx2 + cx + d, where the constants a, b, c and d
are determined by the boundary condition. Those at x = 0 give y(0) = d = 0 and
y 0 (0) = c = 1; those at x = 1 then give y(1) = a + b + 1 = 1 and y 0 (1) = 3a + 2b + 1 = 1,
so that a = b = d = 0, c = 1 and the solution is y(x) = x.
(b) In this case Fy00 = 2y 00 , Fy0 = 0, Fy = 2y, so the equation for the stationary
function is
d4 y 0

0
 
y = 0, y(0) = 1, y (0) = 0, y = 0, y = 1.
dx4 2 2
The general solution of this is y(x) = A cos x + B sin x + D cosh x + E sinh x. The
boundary conditions at x = 0 give
y(0) = A + D = 1 and y 0 (0) = B + E = 0
and those at x = /2 give
 
y = B + Dc + Es = 0, y 0 = A + Ds + Ec = 1,
2 2
where c = cosh(/2) and s = sinh(/2). Using the first two equations to substitute for
D and E in the second two gives
(s 1)B + Ac = c and Bc + (s + 1)A = s + 1.
These equations have the solution A = 1 and B = 0, hence E = D = 0, and the
required solution is y(x) = cos x.
160 CHAPTER 3. THE EULER-LAGRANGE EQUATION
Chapter 4

Applications of the
Euler-Lagrange equation

4.1 Introduction
In this chapter we solve the Euler-Lagrange equations for two classic problems, the
brachistochrone, section 4.2, and the minimal surface of revolution, section 4.3. These
examples are of historic importance and special because the Euler-Lagrange equations
can be solved in terms of elementary functions. They are also important because they
are relatively simple yet provide some insight into the complexities of variational prob-
lems.
The first example, the brachistochrone problem, is the simpler of these two prob-
lems and there is always a unique solution satisfying the Euler-Lagrange equation. The
second example is important because it is one of the simplest examples of a minimum
energy problem; but it also illustrates the complexities inherent in nonlinear boundary
value problems and we shall see that there are sometimes two and sometimes no differ-
entiable solutions, depending upon the values of the various parameters. This example
also shows that some stationary paths have discontinuous derivatives and therefore can-
not satisfy the Euler-Lagrange equations everywhere. This effect is illustrated in the
discussion of soap films in section 4.4 and in chapter 9 is considered in more detail.
In both these cases you may find the analysis leading to the required solutions com-
plicated. It is, however, important that you are familiar with this type of mathematics
so you should understand the text sufficiently well to be able to write the analysis in
your own words.

4.2 The brachistochrone


The problem, described previously in section 2.5.1 (page 90), is to find the smooth curve
joining two given points Pa and Pb , lying in a vertical plane, such that a bead sliding
on the curve, without friction but under the influence of gravity, travels from Pa to Pb
in the shortest possible time, the initial speed at Pa being given. It was pointed out in
section 2.5.1 that John Bernoulli made this problem famous in 1696 and that several

161
162 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

solutions were published in 1697: Newtons comprised the simple statement that the
solution was a cycloid, giving no proof. In section 4.2.3 we prove this result algebraically,
but first we describe necessary preliminary material. In the next section we derive
the parametric equations for the cycloid after giving some historical background. In
section 4.2.2 the brachistochrone problem is formulated in terms of a functional and
the stationary path of this is found in section 4.2.3.

4.2.1 The cycloid


The cycloid is one of a class of curves formed by a point fixed on a circle that rolls,
without slipping, on another curve. A cycloid is formed when the fixed point is on the
circumference of the circle and the circle rolls on a straight line, as shown in figure 4.1:
other curves with similar constructions are considered in chapter 8. A related curve is
the trochoid where the point tracing out the curve is not on the circle circumference;
clearly different types of trochoids are produced depending whether the point is inside
or outside the circle, see exercise 8.19 (page 326).


C B
a
x

O A D
Figure 4.1 Diagram showing how the cycloid OP D is traced out by a circle
rolling along a straight line.

In figure 4.1 a circle of radius a rolls along the x-axis, starting with its centre on the
y-axis. Fix attention on the point P attached to the circle, initially at the origin O. As
the circle rolls P traces out the curve OP D named the cycloid .
The cycloid has been studied by many mathematicians from the time of Galileo
(1564 1642), and was the cause of so many controversies and quarrels in the 17 th
century that it became known as the Helen of geometers. Galileo named the cycloid
but knew insufficient mathematics to make progress. He tried to find the area between
it and the x-axis, but the best he could do was to trace the curve on paper, cut out the
arc and weigh it, to conclude that its area was a little less than three times that of the
generating circle in fact it is exactly three times the area of this circle, as you can
show in exercise 4.3. He abandoned his study of the cycloid, suggesting only that the
cycloid would make an attractive arch for a bridge. This suggestion was implemented
in 1764 with the building of a bridge with three cycloidal arches over the river Cam in
the grounds of Trinity College, Cambridge, shown in figure 4.2.
The reason why cycloidal arches were used is no longer known, all records and
original drawings having been lost. However, it seems likely that the architect, James
Essex (1722 1784), chose this shape to impress Robert Smith (1689 1768), the Master
of Trinity College, who was keen to promote the study of applied mathematics.
4.2. THE BRACHISTOCHRONE 163

Figure 4.2 Essexs bridge over the Cam, in the grounds of Trinity
college, having three cycloidal arches.

The area under a cycloid was first calculated in 1634 by Roberval (1602 1675). In
1638 he also found the tangent to the curve at any point, a problem solved at about
the same time by Fermat (1601 1665) and Descartes (1596 1650). Indeed, it was at
this time that Fermat gave the modern definition of a tangent to a curve. Later, in
1658, Wren (1632 1723), the architect of St Pauls Cathedral, determined the length
of a cycloid.
Pascals (1623 1662) last mathematical work, in 1658, was on the cycloid and,
having found certain areas, volumes and centres of gravity associated with the cycloid,
he proposed a number of such questions to the mathematicians of his day with first and
second prizes for their solution. However, publicity and timing were so poor that only
two solutions were submitted and because these contained errors no prizes were awarded,
which caused a degree of aggravation among the two contenders A de Lalouv`ere (1600
1664) and John Wallis (1616 1703).
At about the time of this contest Huygens (1629 1695) designed the first pendulum
clock, which was made by Salomon Closter in 1658, but was aware that the period of the
pendulum depended upon the amplitude of the swing. It occurred to him to consider the
motion of an object sliding on an inverted cycloidal arch and he found that the object
reaches the lowest point in a time independent of the starting point. The question
that remained was how to persuade a pendulum to oscillate in a cycloidal, rather than
a circular arc. Huygens now made the remarkable discovery illustrated in figure 4.3.
If one suspends from a point P at the cusp, between two inverted cycloidal arcs P Q
and P R, then a pendulum of the same length as one of the semi-arcs will swing in a
cycloidal arc QSR which has the same size and shape as the cycloidal arcs of which P Q
and P R are parts. Such a pendulum will have a period independent of the amplitude
of the swing.
164 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Q R

S
Figure 4.3 Diagram showing how Huygens cy-
cloidal pendulum, P T , swings between two fixed,
similar cycloidal arcs P R and P Q.

Huygens made a pendulum clock with cycloidal jaws, but found that in practice it
was no more accurate than an ordinary pendulum clock: his results on the cycloid
were published in 1673 when his Horologium Oscillatorium appeared1 . However, the
discovery illustrated in figure 4.3 was significant in the development of the mathematical
understanding of curves in space.

The equations for the cycloid


The equation of the cycloid is obtained by finding the coordinates of P , in figure 4.1,
after the circle has rolled through an angle , so the length of the longer circular arc P A
is a. Because there is no slipping, OA = P A = a and coordinates of the circle centre
are C = (a, a). The distances P B and BC are P B = a cos and BC = a sin and
hence the coordinates of P are

x = a( sin ), y = a(1 cos ), (4.1)

which are the parametric equations of the cycloid. For ||  1, x and y are related
approximately by y = (a/2)(6x/a)2/3 , see exercise 4.2. The arc OP D is traced out as
increases from 0 to 2.
If, in figure 4.3 the y-axis is in the direction P S, that is pointing downwards, the
upper arc QP R, with the cusp at P is given by these equations with and
it can be shown, see exercise 4.28, that the lower arc is described by x = a( + sin ),
y = a(3 + cos ), and the same range of . The following three exercises provide practice
in the manipulation of the cycloid equations; further examples are given in exercises 4.26
4.28.

Exercise 4.1
dy 1
Show that the gradient of the cycloid is given by = . Deduce that the
dx tan(/2)
cycloid intersects the x-axis perpendicularly when = 0 and 2.

1 A more detailed account of Huygens work is given in Unrolling Time by J G Yoder (Cambridge

University Press).
4.2. THE BRACHISTOCHRONE 165

Exercise 4.2
By using the Taylor series of sin and cos show that for small ||, x ' a 3 /6
and y ' a 2 /2. By eliminating from these equations show that near the origin
y ' (a/2)(6x/a)2/3 .

Exercise 4.3
Show that the area under the arc OP D in figure 4.1 is 3a2 and that the length
of the cycloidal arc OP is s() = 8a sin2 (/4).

4.2.2 Formulation of the problem


In this section we formulate the variational principle for the brachistochrone by obtain-
ing an expression for the time of passage from given points (a, A) to (b, B) along a curve
y(x).
Define a coordinate system Oxy with the y-axis vertically upwards and the origin
chosen to make a = B = 0, so the starting point, at (0, A), is on the y-axis and the
final point is on the x-axis at (b, 0), as shown in figure 4.4.

y
A
s(x)

P
x
O b
Figure 4.4 Diagram showing the curve y(x) through (0, A) and
(b, 0) on which the bead slides. Here s(x) is the distance along
the curve from the starting point to P = (x, y(x)) on it.

At a point P = (x, y(x)) on this curve let s(x) be the distance along the curve from the
starting point, so the speed of the bead is defined to be v = ds/dt. The kinetic energy
of a bead having mass m at P is 21 mv 2 and its potential energy is mgy; because the
bead is sliding without friction, energy conservation gives
1
mv 2 + mgy = E, (4.2)
2
where the energy E is given by the initial conditions, E = 21 mv02 + mgA, v0 being the
initial speed at Pa = (0, A). Small changes in s are given by s2 = x2 + y 2 , and so
 2  2  2  2 
ds dx dy dx 
= + = 1 + y 0 (x)2 . (4.3)
dt dt dt dt
Thus on rearranging equation 4.2 we obtain
 2 r
ds 2E dx p 0 2
2E
= 2gy or 1 + y (x) = 2gy(x). (4.4)
dt m dt m
166 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

The time of passage from x = 0 to x = b is given by the integral

T b
1
Z Z
T = dt = dx .
0 0 dx/dt

Thus on re-arranging equation 4.4 to express dx/dt in terms of y(x) we obtain the
required functional,
Z b s
1 + y0 2
T [y] = dx . (4.5)
0 2E/m 2gy

This functional may be put in a slightly more convenient form by noting that the energy
and the initial conditions are related by equation 4.2, so by defining the new dependent
variable
Z b s
v02 1 + z0 2
z(x) = A + y(x) we obtain T [z] = dx . (4.6)
2g 0 2gz

Exercise 4.4

(a) Find the time, T , taken for a particle of mass m to slide down the straight
line, y = Ax, from the point (X, AX) to the origin when the initial speed is v0 .
Show that if v0 = 0 this is
r
2X p
T = 1 + A2 .
gA

(b) Show also that if the point (X, AX) lies on the circle of radius R and with
centre at (0, R), so the equation of the circle is x2 + (y R)2 = R2 , then the time
taken to slide along the straight line to the origin is independent of X and is given
by
r
R
T =2 .
g
This surprising result was known by Galileo and seems to have been one reason
why he thought that the solution to the brachistochrone problem was a circle.

Exercise 4.5
Show that the functional defined in equation 4.6 when expressed using z as the
independent variable and if v0 = 0 becomes
r
A
1 + x0 (z)2
Z
1
T [x] = dz , x(0) = 0, x(A) = b,
2g 0 z

and write down the Euler-Lagrange equation for this functional.


4.2. THE BRACHISTOCHRONE 167

4.2.3 A solution
The integrand of the functional 4.6 is independent of x, so we may use equation 3.13
(page 126) to write Eulers equation in the form
r
0 F 0 1 + z0 2
z 0
F = constant where F (z, z ) = .
z z
Note that the external constant (2g)1/2 can be ignored. Since
r
F z0 z0 2 1 + z0 2 1
= this gives =
z 0
p p
0
z(1 + z )2 0
z(1 + z ) 2 z c
for some positive constant c note that c must be positive because the left-hand side
of the above equation is negative. Rearranging the last expression gives
r
02
 2 dz c2
z 1+z = c or = 1. (4.7)
dx z
This first-order differential equation is separable and can be solved. First, however, note
that because the y-axis is vertically upwards we expect the solution y(x) to decrease
away from x = 0, that is z(x) will increase so we take the positive sign and then
integration gives, r
z
Z
x = dz .
c2 z
Now substitute z = c2 sin2 to give
Z Z
x = 2c2 d sin2 = c2 d (1 cos 2)
1 2 1 2
= c (2 sin 2) + d and z = c (1 cos 2), (4.8)
2 2
where d is a constant. Both c and d are determined by the values of A, b and the
initial speed, v0 . Comparing these equations with equation 4.1 we see that the required
stationary curve is a cycloid. It is shown in chapter 7 that, in some cases, this solution
is a global minimum of T [z].
In the case that the particle starts from rest, v0 = 0, these solutions give
1 1
x = d + c2 (2 sin 2) , y = A c2 (1 cos 2)
2 2
where c and d are constants determined by the known end points of the curve.
At the starting point y = A so here = 0 and since x = 0 it follows that d = 0:
because (0) = 0 the particle initially falls vertically downwards. At the final point of
the curve, x = b, y = 0, let = b . Then
2b 2A
= 2b sin 2b , = 1 cos 2b ,
c2 c2
giving two equations for c and b : we now show that these equations have a unique,
real solution. Consider the cycloid
u = 2 sin 2, v = 1 cos 2, 0 . (4.9)
168 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

The value of b is given by the value of where this cycloid intersects the straight line
Au = bv. The graphs of these two curves are shown in the following figure.

2 v

1.5 Au=bv
cycloid
1

0.5
u
0 1 2 3 4 5 6
Figure 4.5 Graph of the cycloid defined in equation 4.9 and
the straight line bv = Au.

Because the gradient of the cycloid at = 0, (u = v = 0), is infinite this graph shows
that there is a single value of b for all positive values of the ratio A/b. By dividing the
first of equations 4.9 by the second we see that b is given by solving the equation

2b sin 2b b
= , 0 < b < . (4.10)
2 sin2 b A

Unless b/A is small this equation can only be solved numerically. Once b is known,
the value of c is given from the equation 2A/c2 = 1 cos 2b , which may be put in the
more convenient form c2 = A/ sin2 b .

Exercise 4.6
Show that if A  b then b ' 3b/2A and that y/A ' 1 (x/b)2/3 .

Exercise 4.7
Use the solution defined in equation 4.8 to show that on the stationary path the
time of passage is
r
2A b
T [z] = .
g sin b

We end this section by showing a few graphs of the solution 4.8 and quoting some
formulae that help understand them; the rest of this section is not assessed.
In the following figure are depicted graphs of the stationary paths for A = 1 and
various values of b, ranging from small to large, so all curves start at (0, 1) but end at
the points (b, 0), with 0.1 b 4.
4.2. THE BRACHISTOCHRONE 169

1
y
b=0.1
0.5
b=/2
x
0
1 2 3 4
b=0.5
-0.5

-1
Figure 4.6 Graphs showing the stationary paths joining the points
(0, 1) and (b, 0) for b = 0.1, 1/2, 1, /2, 2, 3 and 4.

From figure 4.6 we see that for small b the stationary path is close to that of a straight
line, as would be expected. In this case b is small and it was shown in exercise 4.6
that
3b 9b3 5 y  x 2/3
b = + O(b ) and that ' 1 .
2A 20A3 A b
Also the time of passage is
s
3b2 81b4
 
2A 6
T = 1+ + O(b ) .
g 8A2 640A4

By comparison, if a particle slides down the straight line joining (0, A) to (b, 0), that is
y/A + x/b = 1, so z = Ax/b, then the time of passage is
s
b2
 
2A 4
1 + + O(b ) , b  A,
s

g 2A2

2(A2 + b2 )
TSL = =
Ag
A2
r  
2


4
b 1 + 2 + O(b ) , b  A.


Ag 2b
Thus for, small b, the relative difference is
b2
TSL T = T + O(b4 ).
8A2
Returning to figure 4.6 we see for small b the stationary paths cross the x-axis at
the terminal point. At some critical value of b the stationary path is tangential to the
x-axis at the terminal point. We can see from the equation for x() that this critical
path occurs when y 0 () = 0, that is when b = /2 and, from equation 4.10, we see
that this gives b = A/2. On this path the time of passage is
s r
2A 4
T = and also TSL = T 1 + 2 = 1.185T.
2 g

For b > A/2 the stationary path dips below the x-axis and approaches
p the terminal
point from below. For b  A/2 it can be shown that b = A/b + O(b3/2 ),
170 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

and that the path is given approximately by


b b
x' (2 sin 2), y 'A sin2 ,
2
and that s r  3/2 !
2b A A
T = 1 + + .
g b 6 b

Thus the time of passage increases as b, compared with the time to slide down the
straight line, which is proportional to b, for large b. Further, the stationary path reaches
its lowest point when = /2, where y = A b/, in other words the distance it falls
below the x-axis is about 1/3 the distance it travels along it, providedp b  A. That
is, the particle first accelerates to a high speed, reaching
a speed v ' 2gb/, before
slowing to reach the terminal point at speed v = 2gA: on the straight line path the
particle accelerates uniformly to this speed.

Exercise 4.8
Galilieo thought that the solution to the brachistrchrone problem was given by the
circle passing through the initial and final points, (0, A) and (b, 0), and tangential
to the y-axis at the start point.
Show that the equation of this circle is (x R)2 + (y A)2 = R2 , where R is
its radius given by 2bR = A2 + b2 . Show also that if x = R(1 cos ) and
y = A R sin , then the time of passage is
r Z
R b
1 A 2Ab
T = d where sin b = = 2 .
2g 0 sin R A + b2
p
If b  A show that T ' 2A/g.

4.3 Minimal surface of revolution


The problem is to find the non-negative, smooth function y(x), with given end points
y(a) = A and y(b) = B, such that the cylindrical surface formed by rotating the curve
y(x) about the x-axis has the smallest possible area. The left-hand side of the following
figure shows the construction of this surface: note that the end discs do not contribute
to the area considered.

y (b,B) y

(a,A) s
x x

x
Figure 4.7 Diagram showing the construction of a surface of revolution, on the left,
and, on the right, the small segment used to construct the integral 4.11.
4.3. MINIMAL SURFACE OF REVOLUTION 171

This section is divided into three parts. First, we derive the functional S[y] giving the
required area. Second, we derive the equation that a sufficiently differentiable function
must satisfy to make the functional stationary. Finally we solve this equation in a
simple case and show that even this relatively simple problem has pitfalls.

4.3.1 Derivation of the functional


An expression for the area of this surface is obtained by first finding the area of the
edge of a thin disc of width x, shown in the right-hand side of figure 4.7. The small
segment of the boundary curve may be approximated by a straight line provided x is
sufficiently small, so its length, s, is given by
p
s = 1 + y 0 2 x + O(x2 ).

The area S traced out by this segment as it rotates about the x-axis is the circumference
of the circle of radius y(x) times s; to order x this is.
p
S = 2y(x)s = 2y 1 + y 0 2 x.

Hence the area of the whole surface from x = a to x = b is given by the functional
Z b p
S[y] = 2 dx y 1 + y 0 2 , y(a) = A 0, y(b) = B > 0, (4.11)
a

with no loss of generality we may assume that A B and hence that B > 0.

Exercise 4.9
Show that the equation of the straight line joining (a, A) to (b, B) is
BA
y= (x a) + A.
ba
Use this together with equation 4.11 to show that the surface area of the frustum
of the cone shown in figure 4.8 is given by
p
S = (B + A) (b a)2 + (B A)2 .

Note that the frustum of a solid is that part of the solid lying between two parallel
planes which cut the solid; its area does not include the area of the parallel ends.

y l

B
A x

ba

Figure 4.8 Diagram showing the frustum of a cone, the unshaded area. The
slant-height is l and the radii of the circular ends are A and B.
172 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Show further that this expression may be written in the form (A + B)l where l
is the length of the slant height and A and B are the radii of the end circles.

The following exercise may seem a non-sequitur, but it illustrates two important points.
First, it shows how a simple version of Eulers method, section 3.2, can provide a useful
approximation to a functional. Second, it shows how a very simple approximation can
capture the essential, quite complicated, behaviour of a functional: this is important
because only rarely can the Euler-Lagrange equation be solved exactly. In particular
it suggests that in the simple case A = B, with y(x) defined on |x| a, there are
stationary paths only if A/a is sufficiently large and then there are two stationary
paths.

Exercise 4.10
Consider the case A = B and with a x a, so the functional 4.11 becomes
Z a p
S[y] = 2 dx y 1 + y 0 2 , y(a) = A > 0.
a

(a) Assume that the required stationary paths are even and use a variation of
Eulers method, described in section 3.2.1, by assuming that
A
y(x) = + x, 0xa
a
where is a constant, to derive an approximation, S(), for S[y].
(b) By differentiating
` this
expression
with respect to show that S() is station-
ary if = = A A2 2a2 /2, and deduce that no such solutions exist if

A < a 2. Note that the exact calculation, described below, shows that there are
no continuous stationary paths if A < 1.51a.

(c) Show that if A > a 2 the two stationary values of S satisfy S( ) > S(+ )
(d) If A  a show that the two values of are given approximately are by

a2 a2 a2

+ = A + and = 1+ + ,
2A 2A 2A2
and find suitable approximations for the associated stationary paths. Show also
that the stationary values of S are given approximately by S( ) ' 2A2 and
S(+ ) ' 4Aa, and give a physical interpretation of these values.

4.3.2 Applications of the Euler-Lagrange equation


The integrand of the functional 4.11 does not depend explicitly upon x, hence the first-
integral of the Euler-Lagrange equation 3.13
p (page 126) may be used. In this case we
may take the integrand to be G(y, y 0 ) = y 1 + y 0 2 so that

G yy 0 G y
= and y 0 G = p .
y 0 0
p
1 + y0 2 y 1 + y0 2
Hence the Euler-Lagrange equation integrates to
y
p = c, y(a) = A 0, y(b) = B > 0, (4.12)
1 + y0 2
4.3. MINIMAL SURFACE OF REVOLUTION 173

for some constant c; since y(b) > 0 we may assume that c is positive. By squaring and
re-arranging this equation we obtain the simpler first-order equation
p
dy y 2 c2
= , y(a) = A 0, y(b) = B > 0. (4.13)
dx c
The solutions of equation 4.13, if they exist, ensure that the functional 4.11 is stationary.
We shall see, however, that suitable solutions do not always exist and that when they
do further work is necessary in order to determine the nature of the stationary point.

4.3.3 The solution in a special case


Here we solve the first-order differential equation 4.13 when the ends of the cylinder
have the same radius, that is A = B > 0. In this case there are two independent
parameters, the lengths a and A; since there are no other length scales we expect the
solution to depend upon a single, dimensionless parameter, which may be taken to be
the ratio A/a. If B 6= A, there are two independent dimensionless parameters, A/a
and B/a for instance, and this makes understanding the behaviour of the solutions
more difficult. However, even the seemingly simple case A = B has surprises in store
and so provides an indication of the sort of difficulties that may be encountered with
variational problems: such difficulties are typical of nonlinear boundary value problems.
Because the following analysis involves several strands, you will probably understand
it more easily by re-writing it in your own words,
The ends have the same radius so it is convenient to introduce a symmetry by re-
defining a and putting the cylinder ends at x = a. This change, which is merely a
shift along the x-axis, does not affect the differential equation 4.13 (because its right-
hand side is independent of x); but the boundary conditions are slightly different. If we
denote the required solution by f (x), then, from equation 4.13 we see that it satisfies
the differential equation and boundary conditions,
p
df f 2 c2
= , f (a) = f (a) = A > 0. (4.14)
dx c
The identity cosh2 z sinh2 z = 1 suggests changing the dependent variable from f
to , where f = c cosh . This gives the simpler equation cd/dx = 1 with solution
c = x for some real constant . Hence the general solution2 is
 
x
f (x) = c cosh .
c
The boundary conditions give
   
A +a a a
= cosh = cosh , that is sinh sinh = 0.
c c c c c
Since a 6= 0, the only way of satisfying this equation is to set = 0, which gives
x a
f (x) = c cosh with c determined by A = c cosh . (4.15)
c c
2 Another solution is f (x) = c in the special case that c = A; however, this solution is not a solution

of the original Euler-Lagrange equation, see the discussion in section 3.4, in particular exercise 3.8.
174 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Notice that f (0) = c, so c is the height of the curve at the origin, where f (x) is
stationary; also, because = 0 the solution is even. The required solutions are obtained
by finding the real values of c satisfying this equation. Unfortunately, the equation
A = c cosh(a/c) cannot be inverted to express c in terms of known functions of A.
Numerical solutions may be found, but first it is necessary to determine those values of
a and A for which real solutions exist.
A convenient way of writing this equation is to introduce a new dimensionless vari-
able = a/c so we may write the equation for c in the form
A 1
= g() where g() = cosh . (4.16)
a
This equation shows directly that depends only upon the dimensionless ratio A/a. In
terms of and A the solution 4.15 becomes
a  x cosh (x/a)
f (x) = cosh =A . (4.17)
a cosh
The stationary solutions are found by solving the equation A/a = g() for . The
graph of g(), depicted in figure 4.9, shows that g() has a single minimum and that for
A/a > min(g) there are two real solutions, 1 and 2 , with 1 < 2 , giving the shapes
f1 (x) and f2 (x) respectively.

10
g()
8
6
4 A/a
2

0 1 1 2 3 2 4
Figure 4.9 Graph of g() = 1 cosh showing the solu-
tions of the equation g() = A/a.

This graph also suggests that g() as 0 and ; this behaviour can be verified
with the simple analysis performed in exercise 4.12, which shows that
1 e
g() for  1 and g() for  1.
2
The minimum of g() is at the real root of tanh = 1, see exercise 4.13; this may be
found numerically, and is at m ' 1.200, and here g(m ) = 1.509. Hence if A < 1.509a
there are no real solutions of equation 4.16, meaning that there are no functions with
continuous derivatives making the area stationary. For A > 1.509a there are two
real solutions giving two stationary values of the functional 4.11; we denote these two
solutions by 1 and 2 with 1 < 2 . Because there is no upper bound on the area
neither solution can be a global maximum. Recall that in exercise 4.10 it was shown
that a simple polygon approximation to the stationary path did not exist if A < a 2
and there were two solutions if A > a 2.
4.3. MINIMAL SURFACE OF REVOLUTION 175

The following graph shows values of the dimensionless area S/a2 for these two sta-
tionary solutions as functions of A/a when A/a g(m ) ' 1.509. The area associated
with the smaller root, 1 , is denoted by S1 , with S2 denoting the area associated with
2 . These graphs show that S2 > S1 for A > ag(m ) ' 1.51a.

60 2
2
S/a S2 /a
50
2
40 S1 /a
30

20 A/a
1.5 1.75 2 2.25 2.5 2.75 3
Figure 4.10 Graphs showing how the dimensionless area
S/a2 varies with A/a.

It is difficult to find simple approximations for the area S[f ] except when A  a, in
which case the results obtained in exercise 4.12 and 4.13 may be used, as shown in the
following analysis. We consider the smaller and larger roots separately.
If A  a the smaller root, 1 is seen from figure 4.9 to be small. The approximation
developed in exercise 4.12 gives 1 ' a/A so that equation 4.17 becomes
f1 (x) ' A cosh(x/A) ' A,
since |x| a  A and cosh(x/A) ' 1. Because f1 (x) is approximately constant the
original functional, equation 4.11, is easily evaluated to give
S1 A
S1 = S[f1 ] = 4aA or = 4 .
a2 a
The latter expression is the equation of the approximately straight line seen in fig-
ure 4.10. The area S1 is that of the right circular cylinder formed by joining the ends
with parallel lines.
For the larger root, 2 , since cosh ' e /2, for large , equation 4.16 for becomes,
see exercise 4.12
A 1
= e (4.18)
a 2
and  
2

2
 2
f2 (x) ' A exp (a x) + A exp (a + x) ,  1.
a a a
For positive x the second term is negligible (because 2  1) provided x2  a. For
negative x the first term is negligible, for the same reason. Hence an approximation for
f2 (x) is  
2
f2 (x) ' A exp (a |x|) provided |x|2  a. (4.19)
a
The behaviour of this function as is discussed after equation 4.20. In exer-
cise 4.12 it is shown that the area is given by
 2
S2 A
S2 = S[f2 ] ' 2A2 or 2
= 2 ,
a a
176 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

which is the same as the area of the cylinder ends. The latter expression increases
quadratically with A/a, as seen in figure 4.10.
These approximations show directly that if A  a then S2 > S1 , confirming the
conclusions drawn from figure 4.10. They also show that when A  a the smallest area
is given when the surface of revolution approximates that of a right circular cylinder.
In the following three figures we show examples of these solutions for A = 2a,
A = 10a and A = 100a. In the first example, on the left, the ratio A/a = 2 is only
a little larger than min(g()) ' 1.509, but the two solutions differ substantially, with
f1 (x) already close to the constant value of A for all x. In the two other figures the
ratio A/a is larger and now f1 (x) is indistinguishable from the constant A, while f2 (x)
is relatively small for most values of x.

A=2a A=10a A=100a


1 1 1
f1(x) /A f1(x) /A f1(x) /A
0.75 0.75 0.75

0.5 0.5 0.5


f2 (x) /A
0.25 0.25 f2 (x) /A 0.25 f2 (x) /A
x/a x/a x/a
0 0.25 0.5 0.75 1 0 0.25 0.5 0.75 1 0 0.25 0.5 0.75 1

Figure 4.11 Graphs showing the stationary solutions f (x)/A = cosh(x/a) as a function of x/a
and for various values of A/a, with a = 1.

These figures and the preceding analysis show that when the ends are relatively close,
that is A/a large, f1 (x) ' A, for all x, and that as A/a , f2 (x) tends to the
function 
0, |x| < a,
f2 (x) fG (x) = (4.20)
A, |x| = a.
This result may be derived from the approximate solution given in equation 4.19. Con-
sider positive values of x, with x2  a. If x = a(1 ), where is a small positive
number, then
f2 (x) ' Ae2 .
But from equation 4.18 ln(A/a) = ln(2) and if  1, ln(2)  , so ' ln(A/a)
and the above approximation for f2 (x) becomes

f2 (x)  a 
= , x = a(1 ).
A A
Hence, provided > 0, that is x 6= a, f2 /A 0 as A/a .
The surface defined by the limiting function fG (x) comprises two discs of radius A, a
distance 2a apart, so has area SG = 2A2 , independent of a. Since this limiting solution
has discontinuous derivatives at x = a it is not an admissible function. Nevertheless
it is important because if A < ag(m ) ' 1.509a it can be shown that this surface gives
the global minimum of the area and, as will be seen in the next subsection, has physical
significance. This solution to the problem was first found by B C W Goldschmidt in
1831 and is now known as the Goldschmidt curve or Goldschmidt solution.
4.3. MINIMAL SURFACE OF REVOLUTION 177

4.3.4 Summary
We have considered the special case where the ends of the cylinder are at x = a and
each end has the same radius A; in this case the curve y = f (x) is symmetric about
x = 0 and we have obtained the following results.
1. If the radius of the ends is small by comparison to the distance between them,
A < ag(m ) ' 1.509a, there are no curves described by differentiable functions
making the traced out area stationary. In this case it can be shown that the
smallest area is given by the Goldschmidt solution, fG (x), defined in equation 4.20,
and that this is the global minimum.
2. If A > 1.51a there are two smooth stationary curves. One of these approaches
the Goldschmidt solution as A/a and the other approaches the constant
function f (x) A in this limit, and this gives the smaller area. This solution is
a local minimum of the functional, as will be shown in chapter 7.
The nature of the stationary solutions is not easy to determine. In the following graph
we show the areas S1 /a2 and S2 /a2 , as in figure 4.10 and also, with the dashed lines,
the areas given by the Goldschmidt solution, SG /a2 = 2(A/a)2 , curve G, and the area
of the right circular cylinder, Sc /a2 = 4A/a, curve c.

60
2
S/a 2
50 S2/a
G
40 c
30

20 S1/a
2

A/a
1.5 1.75 2 2.25 2.5 2.75 3
Figure 4.12 Graphs showing how the dimensionless area S/a2 varies
with A/a. Here the curves k, k = 1, 2, denote the area Sk /a2
as in figure 4.10; G the scaled area of the Goldschmidt curve,
SG = 2(A/a)2 and c the scaled area of the cylinder, 4A/a.

If A > ag(m ) ' 1.509a it will be shown in chapter 7 that S1 is a local minimum of
the functional. The graphs shown in figure 4.12 suggest that for large enough A/a,
S1 < SG , but for smaller values of A/a, SG < S1 . The value of at which SG = S1 is
given by the solution of 1 + e2 = 2, see exercise 4.14. The numerical solution of this
equation gives = 0.639 at which A = 1.8945a. Hence if A < 1.89a the Goldschmidt
curve yields a smaller area, even though S1 is a local minimum. For A > 1.89a, S1
gives the smallest area.
This relatively simple example of a variational problem provides some idea of the
possible complications that can arise with nonlinear boundary value problems.

Exercise 4.11
(a) If f (x) = c cosh(x/c) show that
S[f ] 2 a
= 2 ( + sinh cosh ) , = .
a2 c

(b) Show that S[f ] considered as function of is stationary at the root of tanh = 1.
178 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Exercise 4.12
(a) Use the expansion cosh = 1 + 21 2 + O( 4 ) to show that, for small , g() =
1/ + /2 + O( 3 ), where g() is defined in equation 4.16. Hence show that if
A  a then ' a/A and hence that c ' A and f (x) ' A. Using the result
obtained in the previous exercise, or otherwise, show that S1 = 4Aa.
(b) Show that if 2 is large the equation defining it is given approximately by
A 1
' e
a 2
and, using the result obtained in the previous exercise, that
2 2
S2 e 2 e
' 2 + ' 2 , ( = 2 ).
a2 2 2

Exercise 4.13
(a) Show that the position of the minimum of the function g() = 1 cosh ,
> 0, is at the real root, m , of tanh = 1.
By sketching the graphs of y = 1/ and y = tanh , for > 0, show that the
equation tanh = 1 has only one real root.
(b) If a/c = m and A/a = g(m ) use the result derived in exercise 4.11 to
show that the area of the cylinder formed is Sm = 2A2 m , and that Sm /a2 =
2m1
cosh2 m .

Exercise 4.14
Use the result derived in exercise 4.12 to show that SG = S1 when satisfies
the equation cosh2 = + sinh cosh . Show that this equation simplifies to
1 + e2 = 2 and that there is only one positive root, given by = 0.639232.

Exercise 4.15
(a) Show that the functional
Z 1 p
S[y] = dx y (1 + y 0 2 ), y(1) = y(1) = A > 0,
1

is stationary on the two paths


1 ` 4 1 p
4c + x2 c2 = c2 =

y(x) = 2
where A A2 1 .
4c 2
In the following these solutions are denoted by y (x).
(b) Show that on these stationary paths
1
S[y] = 2c + ,
6c3

and deduce that when A > 1, S[y ] > S[y+ ], and that when A = 1, S[y] = 4 2/3.
Show also that if A  1
4
S[y ] ' A3/2 and S[y+ ] ' 2 A.
3
4.4. SOAP FILMS 179

(c) Find the value of S[y] for the function


8
< 0, 0 x < 1 , 0 <  1,
y (x) = A
: A (1 x), 1 x 1.

Show that as 0, y (x) fG (x), the Goldschmidt curve defined in equa-
tion 4.20. Show also that
4 3/2
lim S [y ] = S[fG ] = A .
0 3

4.4 Soap Films


An easy way of forming soap films is to dip a loop of wire into soap solution and then to
blow on it. Almost everyone will have noticed the initial flat soap film bounded by the
wire forms a segment of a sphere when blown. It transpires that there is a very close
connection between these surfaces and problems in the Calculus of Variations. The exact
physics of soap films is complicated, but a fairly simple and accurate approximation
shows that the shapes assumed by soap films are such as to minimise their areas, because
the surface-tension energy is approximately proportional to the area and equilibrium
positions are given by the minimum of this energy. Thus, in some circumstances the
shapes given by the minimum surface of revolution, described above, are those assumed
by soap films.
The study of the formation and shapes of soap films has a very distinguished pedi-
gree: Newton, Young, Laplace, Euler, Gauss, Poisson are some of the eminent scientists
and mathematicians who have studied the subject. Here we cannot do the subject jus-
tice, but the interested reader should obtain a copy of Isenbergs fascinating book 3 .
The essential property is that a stable soap film is formed in the shape of a surface of
minimal area that is consistent with a wire boundary.
Probably the simplest example is that of a soap film supported by a circular loop of
wire. If we distort it by blowing on it gently to form a portion of a sphere, when we stop
blowing the surface returns to its previous shape, that is a circular disc. Essentially this
is because in each case the surface-tension energy, which is proportional to the area, is
smallest in the assumed configuration.
Imagine a framework comprising two identical circular wires of radius A, held a
distance 2a apart (like wheels on an axle), as in figure 4.13 below. What shape soap
film can such a frame support? These figures illustrate the alternatives suggested by
the analysis of the previous section and agree qualitatively with the solutions one would
intuitively expect.
The left-hand configuration (large separation), with two distinct surfaces, is the
Goldschmidt solution, equation 4.20, and it gives an absolute minimum area if A <
1.89a. The shape on the right is a catenoid of revolution and represents the absolute
minimum if A > 1.89a. It is a local minimum if 1.51a < A < 1.89a and does not exist
if A < 1.51a. When 1.51a < A < 1.89a the catenoid is unstable and we have only
to disturb it slightly, by blowing on it for instance, and it may suddenly jump to the
Goldschmidt solution which has a smaller area, as seen in figure 4.12.
3 The Science of Soap Films and Soap Bubbles, by C Isenberg (Dover 1992).
180 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

A A

2a 2a

Figure 4.13 Diagrams showing two configurations assumed by soap films on two rings of radius
A and a distance 2a appart. On the left, 1.89a > A, the soap film simply fills the two circular
wires because they are too far apart: this is the Goldschmidt solution, equation 4.20. On the right
1.51a < A the soap film joins the two rings in the shape defined by equation 4.17 with = 1 .

The methods discussed previously provide the shape of the right-hand film, but the
matter of determining whether these stationary positions are extrema, local or global,
is of a different order of difficulty. The complexity of this physical problem is further
compounded when one realises that there can be minimum energy solutions of a quite
unexpected form. The following diagram illustrates a possible configuration of this kind.
We do not expect the theory described in the previous section to find such a solution
because the mathematical formulation of the physical problem makes no allowance for
this type of behaviour.

2a
Figure 4.14 Diagram showing a possible soap film. In this example a circular
film, perpendicular to the axis, is formed in the centre and this is joined to
both outer rings by a catenary.

The relationship between soap films and some problems in the Calculus of Variations
can certainly add to our intuitive understanding, but this example should provide a
salutary warning against dependence on intuition.
Examples of the complex shapes that soap films can form, but which are difficult
to describe mathematically, are produced by dipping a wire frame into a soap solution.
Photographs of the varied shapes obtained by cubes and tetrahedrons are provided in
Isenbergs book.
Here we describe a conceptually simple problem which is difficult to deal with math-
ematically, but which helps to understand the difficulties that may be encountered with
certain variational problems. Further, this example has potential practical applications.
Consider the soap film formed between two clear, parallel planes joined by a number
of pins, of negligible diameter, perpendicular to the planes. When dipped into a soap
4.4. SOAP FILMS 181

solution the resulting film will join the pins in such a manner as to minimise the length
of film, because the surface tension energy is proportional to the area, which is propor-
tional to the length of film. In figure 4.15 we show three cases, viewed from above, with
two and three pins.
In panel A there are two pins: the natural shape for the soap films is the straight line
joining them. In panels B and C there are three pins and two different configurations
are shown which, it transpires, are the only two allowed; but which of the pair is actually
assumed depends upon the relative positions of the pins.

A B C

Figure 4.15 Diagram showing possible configurations


of soap films for two and three pins.

The reason for this follows from elementary geometry and the application of one of
Plateaus (1801 1883)4 three geometric rules governing the shapes of soap films, which
he inferred from his experiments. In the present context the relevant rule is that three
intersecting planes meet at equal angles of 120 : this is a consequence of the surface
tension forces in each plane being equal. Plateaus other two rules are given by Isenberg
(1992, pages 83 4).
We can see how this works, and some of the consequences for certain problems in
the Calculus of Variations, by fixing two points, a and b, and allowing the position of
the third point to vary. The crucial mathematical result needed is Proposition 20 of
Euclid5 , described next.
C
Euclid: proposition 20
The angle subtended by a chord AB at the centre of
the circle, at O, is twice the angle subtended at any
O
point C on the circumference of the circle, as shown
in the figure. This is proved using the properties of 2
similar triangles. A B

With this result in mind draw a circle through the points a and b such that the angle
subtended by ab on the circumference is 120 , figures 4.16 and 4.17. If L is the distance
between a and b the radius of this circle is R = L/ 3. The orientation of this circle is
chosen so the third point is on the same side of the line ab as the 120 angle.
Then for any point c outside this circle the shortest set of lines is obtained by joining
c to the centre of the circle, O, and if c0 is the point where this line intersects the circle,
4 Joseph Plateau was a Belgian physicist who made extensive studies of the surface properties of

fluids.
5 See Euclid Elements, Book I.
182 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

see figure 4.16, the lines cc0 , ac0 and c0 b are the shortest set of lines joining the three
points a, b and c.
c

c c
a 120
o
b a >120
o b

O
Figure 4.16 Diagram of the shortest Figure 4.17 Diagram of the shortest
length for a point c outside the circle.The length for a point c inside the circle.
point O is the centre of the circle.

If the third point c is inside this circle the shortest line joining the points comprises
the two straight line segments ac and cb, as shown in figure 4.17. This result can be
proved, see Isenberg (1992, pages 67 73) and also exercise 4.16.
As the point c moves radially from outside to inside the circle the shortest config-
uration changes its nature: this type of behaviour is generally difficult to predict and
may cause problems in the conventional theory of the Calculus of Variations.
If more pins join the parallel planes the soap film will form configurations making
the total length a local minimum; there are usually several different minimum configu-
rations, and which is found depends upon a variety of factors, such as the orientation of
the planes when extracted from the soap solution. The problem of minimising the total
length of a path joining n points in a plane was first investigated by the Swiss mathe-
matician Steiner (1796 1863) and such problems are now known as Steiner problems.
The mathematical analysis of such problems is difficult. One physical manifestation of
this type of situation is the laying of pipes between a number of centres, where, all else
being equal, the shortest total length of pipe is desirable.

Exercise 4.16
Consider the three points, O, A and C, in the Cartesian plane with coordinates
O = (0, 0), A = (a, 0) and C = (c, d) and where the angle OAC is less than 120 .
Consider a point X, with coordinates (x, y) inside the triangle OAC. Show that
the sum of the lengths OX, AX and CX is stationary and is a minimum when
the angles between the three lines are all equal to 120 .

Exercise 4.17
Consider the case where four pins are situated at the corners of a square with side
of length L.
(a) One possible configuration of the soap films is for them to lie along the two

diagonals, to form the cross . Show that the length of the films is 2 2 L = 2.83L.
(b) Another configuration is the H-shape, . Show that the length of film is 3L.
(c) Another possible configuration is, , where the angle between three intersect-
ing lines is 120 . Show that the length of film is (1 + 3)L = 2.73L.
4.4. SOAP FILMS 183

Exercise 4.18
aL, a>1
Consider the configuration of four pins forming a rectangle
with sides of length L and aL. L
(a) For the case shown in thetop panel, a > 1, show that
a<1
total line length is d1 = L(a + 3) and
that for the case in the
bottom panel, a < 1, it is d2 = L(1 + a 3). L
(b) Show that the minimum of these two lengths is d1 if a > 1
and d2 if a < 1.
184 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

4.5 Miscellaneous exercises


Exercise 4.19
Show that the Euler-Lagrange equation for the minimal surface of revolution on
the interval 0 x a with the boundary conditions y(0) = 0, y(a) = A > 0, has
no solution.
Note that in this case the only solution is the Goldschmidt curve, equation 4.20,
page 176.

Exercise 4.20
Show that the functional giving the distance between two points on a sphere of
radius r, labelled by the spherical polar coordinates (a , a ) and (b , b ) can be
expressed in either of the forms
Z b q Z b q
S=r d 1 + 0 ()2 sin2 or S = r d 0 ()2 + sin2
a a

giving rise to the two equivalent Euler-Lagrange equations, respectively,


q
0 sin2 = c 1 + 0 ()2 sin2 , (a ) = a , (b ) = b ,
where c is a constant, and
00 sin 2 0 2 cos sin2 cos = 0, (a ) = a , (b ) = b .
Both these equations can be solved, but this task is made easier with a sensible
choice of orientation. The two obvious choices are:
(a) put the initial point at the north pole, so a = 0 and a is undefined, and
(b) put both points on the equator, so a = b = /2, and we may also choose
a = 0.
Using one of these choices show that the stationary paths are great circles.

Exercise 4.21
Consider the minimal surface problem with end points Pa = (0, A) and Pb = (b, B),
where b, A and B are given and A B.
(a) Show that the general solution of the appropriate Euler-Lagrange equation is
x
y = c cosh ,
c
where and c are real constants with c > 0. Show that if c = b the boundary
conditions give the following equation for
q
2
B = f () where f (x) = A cosh(1/x) A x2 sinh(1/x)
and A = A/b, B = B/b, with 0 A.
(b) Show that for small x and x ' A the function f (x) behaves, respectively, as
x2 1/x
q
f (x) ' e and f (x) ' A cosh(1/A) 2A(A x) sinh(1/A).
4A
Deduce that f (x) has at least one minimum in the interval 0 < x < A and that
the equation B = f () has at least two roots for sufficiently large values of B and
none for small B.
4.5. MISCELLANEOUS EXERCISES 185

(c) If A  1 show that the minimum value of f (x) occurs near x = A A3 /2 and
that min(f ) ' A cosh(1/A). Deduce that if A  1 there are no smooth solutions
of the Euler-Lagrange equation for B < cosh(1/A), approximately.

Exercise 4.22
(a) For the brachistochrone problem suppose that the initial and final points of
the curve are (x, y) = (0, A) and (b, 0), respectively, as in the text, but that the
initial speed, v0 , is not zero.
Show that the parametric equations for the stationary path are
1 2 v02
x=d+ c (2 sin 2), z = c2 sin2 , y = A+ z,
2 2g
where 0 b , for some constants c, d, 0 and b . Show that these four
constants are related by the equations
v02
sin2 0 = k2 sin2 b , k2 = < 1,
v02 + 2gA
v02
b = 2 (2 b sin 2 b ) (2 0 sin 2 0 ) ,
4gk2 sin b
v2
c2 sin2 b = A+ 0.
2g

(b) If v02  Ag, show that k is small and find an approximate solution for these
equations. Note, this last part is technically demanding.

Exercise 4.23
In this exercise you will show that the cycloid is a local minimum for the brachis-
tochrone problem using the functional found in exercise 4.5. Consider the varied
path x(z) + h(z) and show that (ignoring the irrelevant factor 1/ 2g )
2 A h0 (z)2
Z
T [x + h] T [x] = dz + O(3 ),
2 0 z(1 + x0 2 )3/2
Z A
= 2 c d h0 (z)2 cos4 ,
0

where z(x) is the stationary path, given parametrically by z = c2 sin2 , x =


1 2
2
c (2sin 2) and where A = c2 sin2 A . Deduce that T [x+h] > T [x], for || > 0
and all h(x), and hence that the stationary path is actually a local minimum.

Exercise 4.24
The Oxy-plane is vertical with the Oy-axis vertically upwards. A straight line
is drawn from the origin to the point P with coordinates (x, f (x)), for some
differentiable function f (x). Show that the time taken for a particle to slide
smoothly from P to the origin is
s
x2 + f (x)2
T (x) = 2 .
2gf (x)

By forming a differential equation for f (x), and solving it, show that T (x) is
independent of x if f satisfies the equation x2 +(f )2 = 2 , for some constant .
Describe the shape of the curve defined by this equation.
186 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Exercise 4.25
A cylindrical shell of negligible thickness is formed by rotating the curve y(x),
a x b, about the x-axis. If the material is uniform with density the moment
of inertia about the x-axis is given by the functional
Z b
dx y 3 1 + y 0 2 , y(a) = A, y(b) = B
p
I[y] =
a

where A and B are the radii of the ends and are given.
(a) In the case A = B and with the end points at x = a show that I[y] is
stationary on the curve y = c cosh (x) where (x) is given implicitly by
Z
x 1
= dv p ,
c 0 1 + cosh v + cosh4 v
2

and the constant c is given by A = c cosh a where a = (a) is given by the


solution of the equation
Z z
a 1 1
= f (a ) where f (z) = dv p .
A cosh z 0 1 + cosh2 v + cosh4 v
(b) Show that for small and large z
8 z 3
< + O(z ),
>
3
f (z) ' z
Z
1
>
: 2e , = dv p .
0 1 + cosh v + cosh4 v
2

Hence show that for a/A  1 there are two solutions. Show, also that there
is a critical value of a/A above which there are no appropriate solutions of the
Euler-Lagrange equation.

Problems on cycloids
Exercise 4.26
The cycloid OP D of figure 4.1 (page 162) is rotated about the x-axis to form a
solid of revolution. Show that the surface area, S, and volume, V , of this solid are
Z 2 Z 2
ds dx
S = 2 d y V = d y 2
0Z d 0Z d
2 2
2 3
= 4a d (1 cos ) sin(/2) = a d (1 cos )3
0 0
64 2
= a = 5 2 a3 .
3

Exercise 4.27
The half cycloid with parametric equations x = a( sin ), y = a(1 cos ) with
0 is rotated about the y-axis to form a container.
(a) Show that the surface area, S(), and volume, V (), are given by
Z
S() = 4a2 d sin sin(/2),
0
Z 2
3
V () = a d sin sin .
0
4.5. MISCELLANEOUS EXERCISES 187

(b) Show that for small x these integrals are approximated by


2 2/3 1/3 5/3 2/3 1/3 8/3
S(x) = 6 a x + O(x7/3 ) and V (x) = 6 a x + O(x10/3 ).
5 8

(c) Find the general expressions for S() and V () and their values at = .

Exercise 4.28
This exercise shows that the arc QST in figure 4.3, (page 164) is a cycloid, a
result discovered by Huygens and used in his attempt to construct a pendulum
with period independent of its amplitude for use in a clock.
Consider the situation shown in figure 4.18, where the arcs ABO and OCD are
cycloids defined parametrically by the equations

x = a( sin ), y = a(1 cos ), 2 2,

where B and C are at the points = , respectively.

A O x
D

B C

y
Figure 4.18

The curve OQR has length l, is wrapped round the cycloid along OQ, is a straight
line between Q and R and is tangential to the cycloid at Q.
(a) If the point Q has the coordinates

xQ = a( sin ) and yQ = a(1 cos )

show that the angle between QR and the x-axis is given by = ( )/2.
(b) Show that the coordinates of the point R are

xR = xQ + (l s()) sin(/2) and yR = yQ + (l s()) cos(/2),

where s() is the arc length OQ.


(c) If the length of OQR is the same as the length of OQC show that

xR = a( + sin ) and yR = a(3 + cos ).


188 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

4.6 Solutions for chapter 4


Solution for Exercise 4.1
The gradient is
dy dy dx a sin 1
= / = = ,
dx d d a(1 cos ) tan(/2)
where we have used the identities sin 2w = 2 sin w cos w and cos 2w = 1 2 sin2 w.
The cycloid is perpendicular to the x-axis when the gradient is infinite, that is when
tan(/2) = 0, or /2 = n, n = 0, 1, .

Solution for Exercise 4.2


The Taylor series for sin and cos are given in the handbook, and the first few terms
are sin = 3 /6 + O(5 ) and cos = 1 2 /2 + O(4 ). Hence,
1 3 1 2
x = a( sin ) = a + O(5 ) and y = a(1 cos ) = a + O(4 ).
6 2
The first equation gives = (6x/a)1/3 , and substituted into the equation for y this
gives y = a(6x/a)2/3 /2.

Solution for Exercise 4.3


For a curve defined parametrically by the functions x(), y(), the area under it and
between = 1 and 2 , is
Z x(2 ) Z 2
dx
A= dx y(x) = d y().
x(1 ) 1 d
For the cycloid, x() = a( sin ), y() = a(1 cos ) and
Z 2 Z 2
2 2 2
A=a d (1 cos ) = a d (1 2 cos + cos2 ) = a2 (2 + ) = 3a2 .
0 0

For the length of a curve we use a variant of equation 1.5 (page 17). Suppose that
increases from to + , then to O(), x and y increase by x0 () and y 0 ()
respectively. Hence the length of the small element of the curve is, using Pythagoras
theorem p
s = x0 ()2 + y 0 ()2 + O(2 ),
and the length of the curve between 1 and 2 is
Z 2 p
s= d x0 ()2 + y 0 ()2 .
1

For the cycloid, x0 () = a(1 cos ), y 0 () = a sin and the length of the arc OP is
Z q Z p
s = a d (1 cos )2 + sin2 = a d 2 2 cos ,
0 0
Z
= 2a d sin(/2) = 4a (1 cos(/2)) = 8a sin2 (/4),
0

where we have used the identity cos z = 1 2 sin2 (z/2) twice.


4.6. SOLUTIONS FOR CHAPTER 4 189

Solution for Exercise 4.4


(a) The initial energy is E = mgAX + 12 mv02 and since x decreases during the fall
equation 4.5 becomes
Z 0 X
1 + A2 1 + A2
 q
T = dx p 2 = 2
v0 + 2gA(X x)
X v0 + 2gA(X x) gA 0

2
q 
1+A
= v02 + 2gAX v0
gA
s
2X p
= 1 + A2 if v0 = 0.
gA

(b) The initial point (X, Y ), where Y = AX, satisfies the equation X 2 +(Y R)2 = R2 ,
which becomes (1 + A2 )X = 2AR. Substituting this into the above equation for T gives
the required, rather surprising, result.

Solution for Exercise 4.5


Since dz/dx = 1/(dx/dz), that is z 0 (x) = 1/x0 (z) and when x = 0, z = 0 and when
x = b, z = A (because y(b) = 0 and v0 = 0) the funtional becomes
Z A r Z A r
dx 1 + 1/x0 2 1 + x0 2
T = dz = dz
0 dz z 0 z
where we have ignored the irrelevant external multiplicative factor.
In this representation the integrand, F (z, x0 ), is independent of x(z), so the Euler-
Lagrange equation is  
d F F 1
= 0 so that = ,
dz x0 x0 c
0
p
where c is a constant. 02
p But Fx = x / z(1 + x ) so the Euler-Lagrange equation
0

2
reduces to dx/dz = z/(c z).

Solution for Exercise 4.6


If b  A then from figure 4.5 we see that u, and hence b must be small. Using the
Taylor series sin x = x x3 /6 + O(x5 ) and cos x = 1 x2 /2 + O(x4 ), we see that the
equation for b becomes
 3
b 2 4 3b 9 b
= b + 3b + that is b ' +... .
A 3 45 2A 20 A
In the following only the first term of this expansion is used. Also, since d = 0,
1 2 2 1
x= c (2 sin 2) = c2 3 + O(5 ), y = A c2 (1 cos 2) = A c2 2 + O(4 ).
2 3 2
Putting x = b and = b gives the equation for c,
 3  3
2 3b 3 2A
b = c2 hence c2 = b
3 2A 2 3b
190 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

so that  3  2
x 2A y 2A  x 2/3
= , =1 =1 .
b 3b A 3b b

Solution for Exercise 4.7


It is convenient to write z() in the form z = c2 sin2 , use the fact that z 0 (x) =
z 0 ()/x0 () and express the integrand of the functional in terms of :
Z b s Z b s
dx 1 + z 0 ()2 /x0 ()2 1 x0 ()2 + z 0 ()2
T = d = d
0 d 2gz() 2g 0 z()

But z 0 = 2c2 sin cos and, since x = 12 c2 (2 sin 2) + d, x0 = 2c2 sin2 , so that
x0 2 + z 0 2 = 4c4 sin2 and
Z b
2c 2cb
T = d = .
2g 0 2g

But, from the analysis preceeding the exercise, c = A/ sin b and so
s
2A b
T = .
g sin b

Solution for Exercise 4.8


The centre of the circle is on the line y = A and since the y-axis is tangent to the circle,
the coordinates of the centre are (R, A) where R is the (unknown) radius. The equation
of this circle is (x R)2 + (y A)2 = R2 . The point (b, 0) is on this circle and hence

A2 + b 2
(b R)2 + A2 = R2 giving R = .
2b
The time of passage is given by equation 4.6, with z = A y. The parametric equations
x = R(1cos ) and y = AR sin satisfy the equation of the circle and as the particle
moves downwards from (0, A), increases from = 0 to = b where y = 0, that is

A 2Ab
sin b = = 2 ,
R A + b2
so b depends only on the ratio = b/A. Since z = R sin , using the relation dz/dx =
z 0 ()/x0 (), equation 4.6 becomes
Z b s 0 2 s Z
1 x () + z 0 ()2 R b 1
T = d = d .
2g 0 z() 2g 0 sin

If b  A, sin b is small and we may use a small expansion to obtain approximate


expressions. For small , sin ' so
s Z s
R b d Rp
T ' =2 b .
2g 0 2g
4.6. SOLUTIONS FOR CHAPTER 4 191

But sin b ' b = A/R and hence


s r s
R A 2A
T '2 = .
2g R g

Solution for Exercise 4.9


The general equation of a straight line can be written as y = m(x a) + c. The line
passes through (a, A), so c = A, and through (b, B) so B = m(b a) + A and hence
(B A)
y= (x a) + A
ba
is the required equation.
Substituting this into equation 4.11, with u = x a, gives
Z ba  s  2
BA BA
S[y] = 2 du u+A 1+ ,
0 ba ba
(b a)2 + (B A)2 ba
p Z
 
= 2 du (B A)u + A(b a)
(b a)2 0
p
= (B + A) (b a)2 + (B A)2 .

Pythagoras theorem gives l 2 = (b a)2 + (B A)2 , hence S = (B + A)l.

Solution for Exercise 4.10


(a) If y(x) is even and y = + (A )x/a for 0 x a then
Z a  
S() 2p 2 A
= a + (A )2 dx + x
2 a 0 a
p
2
= (A + ) a + (A ) . 2

(b) Differentiating with respect to gives


1 dS 22 2A + a2
=p .
2 d a2 + (A )2
Thus S() is stationary when
1 p 
22 2A + a2 = 0 that is = = A A2 2a2 .
2

There are two, real stationary points only if A > a 2 and none if A is smaller.
(c) The quadratic 22 2A + a2 is negative for < < + , so as increases from
to + , S() decreases and hence S( ) > S(+ ).

(d) If A > a 2 we may write
r
2a2 a2 1 a4
p  
2 2 6
A 2a = A 1 2 = A 1 2 + O((a/A) )
A A 2 A4
192 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

and hence
a2 a4 a6 a2 a4
   
= + +O , + = A +O .
2A 4A3 A5 2A A3

A
Hence y (x) ' x and y+ ' A. With = + , y(x) ' A and the solution approxi-
a
mates a right circular cylinder. With = , y(x) ' Ax/a, so the solution increases as
|x| increases. We shall see later that both these solution behave like the exact solutions.

Solution for Exercise 4.11


(a) If f (x) = c cosh(x/c), f 0 (x) = sinh(x/c) and the functional 4.11 (page 171), with
the appropriate change to the limits, becomes,
Z a Z
x a
q
S[f ] = 2c dx cosh(x/c) 1 + sinh2 (x/c) = 4c2 du cosh2 u, u = , = ,
a 0 c c
= 2c2 ( + sinh cosh ) ,

where we have used the relations 2 cosh2 u = 1 + cosh 2u to evaluate the integral and
sinh 2u = 2 sinh u cosh u to cast the result in this form. Dividing this by a2 we see that
S[f ] 2
the dimensionless area S[f ]/a2 depends only upon , 2 = 2 ( + sinh cosh ) .
a
(b) Since 2 sinh cosh = sinh 2 we define

1 sinh 2 1 sinh 2
F () = + giving F 0 () = (cosh 2 1) .
2 2 2 3

Hence F 0 () = 0 if
(cosh 2 1)
1= = tanh .
sinh 2

Solution for Exercise 4.12


(a) Using the expansion cosh = 1 + 21 2 + O( 4 ), we obtain the small expansion of
g()
1 1 1
g() = cosh = + + O( 3 ),
2
so for small the solution of the equation g() = A/a is ' a/A. But since = a/c
this gives c ' A and f (x) = A cosh(x/A) ' A since |x| a  A.
With f (x) = A the area is S = 4Aa. Alternatively, since = a/A  1, so cosh ' 1
and sinh ' the result derived in the previous exercise gives S[f1 ]/a2 = 4/, and
hence S1 = 4Aa.

(b) The equation for can be written as

A 1  e
e + e = 1 + e2 .

=
a 2 2
4.6. SOLUTIONS FOR CHAPTER 4 193

If  1 the e2 term is negligible by comparison to 1, for instance if = 3, e2 =


0.0025 and if = 5, e2 = 0.0005. Hence, the equation becomes

A 1
= e , (  1).
a 2

For large ,
1  1 1  1
cosh = e 1 + e2 ' e and sinh = e 1 e2 ' e
2 2 2 2
so 2
e
  
S[f ] 2 1 2
2
' 2 + e2 = 2 + .
a 4 2
Since  1, e2  , that is e2 / 2  1/, so the first term dominates.

Solution for Exercise 4.13


(a) The derivative of g() is g 0 () = 1 sinh 2 cosh which is zero when tanh = 1.
The graphs of y = tanh and y = 1/, for > 0, are shown in the following figure:
tanh increases montonically from zero to unity as increases from 0 to infinity and
1/ decreases monotonically from infinity to zero over the same range of hence there
is one and only one positive real root of tanh = 1.

1.25 y
y=tanh
1
0.75
0.5 y=1/
0.25

0 1 2 3 4
Figure 4.19 Graph of y = tanh and y = 1/.

A numerical calculation shows that g 0 () = 0 at = m = 1.1997 and here g(m ) =


1.5089.

(b) At the stationary point the area is, using the result obtained in exercise 4.11
 
1 1
S = 2a2 + 2 sinh m cosh m
m m
2  2a2
2a
= 1 + sinh2 m = cosh2 m since m sinh m = cosh m .
m m

But, by definition,

A 1
= g(m ) = cosh m hence S = 2a2 m g(m )2 = 2A2 m .
a m
194 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Solution for Exercise 4.14


Since
 2
2 1 A A
S1 = 2 ( + sinh cosh ) , where, cosh = and SG = 2 ,
a a
the equation S1 = SG gives
2 1
2
( + sinh cosh ) = 2 2 cosh2 or + sinh cosh = cosh2 .

Using the definitions sinh = (e e )/2 and cosh = (e + e )/2 this becomes
1 2  1 2
e e2 = e + 2 + e2 or 1 + e2 = 2.

+
4 4
With increasing from zero the right-hand side increases monotonically from zero and
the left-hand side decreases monotonically from 2 to 1. Hence the equation has one
positive root: this is = g ' 0.639232, which gives the value A/a = g1 cosh g =
1.8950.

Solution for Exercise 4.15


(a) The functional does not depend explicitly upon x, so we may use the first-integral
p of
0 0 0 0 2 ).
the Euler-Lagrange equation y F/y F = constant, where F (y, y ) = y(1 + y
p
This gives y = c 1 + y 0 2 , where c is a positive constant. Re-arranging this equation
then gives the first-order differential equation,
 2
dy
c2 = y c2 , y(1) = y(1) = A.
dx
This equation is separable so can be written in terms of two integrals
dy
Z Z
c p = dx,
y c2
and integration gives
p (x + )2
2c y c2 = x + or y = c2 +
4c2
for some constant . The boundary conditions at x = 1 give
( + 1)2 ( 1)2
A = c2 + 2
= c2 + .
4c 4c2
Hence = 0 and A = c2 + 1/4c2 . This last equation is a quadratic in c2 so gives
1 p 
c2 = c2 = A A2 1 .
2
Hence, if A > 1 there are two solutions of the Euler-Lagrange equation, but none if
A < 1. The two solutions are,
1
y (x) = 2 4c4 + x2 .

4c
Typical graphs of y (x) are shown in the next two figures: note, that for large values
of A, y+ (x) ' A.
4.6. SOLUTIONS FOR CHAPTER 4 195

A=1.2 A=3
1.25 3
y+(x) y+(x)
1
2
0.75
0.5 y(x)
1 y(x)
0.25
x x
-1 -0.5 0 0.5 -1 1 -0.5 0 0.5 1
Figure 4.20 Graphs of y (x) for A = 1.2, on the left, and A = 3 on the right.

(b) Substituting the general solution (for any c) into the functional gives
r
1 1
Z 1
x2 1
Z p
dx 4c4 + x2 ,

S[y] = dx 4c4 + x2 1 + 4 = 3
2c 1 4c 4c 1
1
= 2c + 3 . (4.21)
6c
In order to determine which path gives the largest value of S[y] we consider the difference
 
1 1 1
S[y ] S[y+ ] = 2(c c+ ) + ,
6 c3 c3+
 2
c+ + c+ c + c2

= (c+ c ) 2 ,
6(c+ c )3
4
= (c+ c )(A 1) > 0 if A > 1,
3
where we have used the relations c+ c = 21 and c2+ + c2 = A, which follow directly
from the original quadratic equation for c2 . This relation shows that S[y ] > S[y+ ] for
A > 1.

If A = 1, c+ = c = 1/ 2 and S = 4 2/3. Further if A  1 we have
r !   
2 A 1 A 1 1
c = 1 1 2 = 1 1 +
2 A 2 2A2 8A4

where we have used the binomial expansion 1 x = 1 21 x 81 x2 + . Hence
 
1 1
c2+ = A 1 +
4A2 16A4
and on taking the square root
1/2

    
1 1 1
c+ = A 1 1+ + = A 1 + .
4A2 2A2 8A2
Similarly
   
1 1 1 1
c2 = 1+ + giving c = 1+ + .
4A 4A2 2 A 8A2
196 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Putting c+ = A and c = 1/2 A we obtain the following approximations
x2 1
y+ ' A + ' A and y ' + Ax2 ' Ax2 , A  1.
2A 4A
Substituting these approximations for c into the integral 4.21 for S we obtain
4
S[y+ ] ' 2 A and S[y ] ' A3/2 .
3

For A close to 1, we find the value of S[y ] by setting A2 = 1 + B 2 , where B is a small


positive constant. This gives
B2 B3
 
2 1 p 2
 1 B
c = 1+B B giving c = 2 + +
2 2 4 16 32
which gives
4 B2 B3
2+ + .
S[y ] =
3 2 3 2
This shows that, as expected, at A = 1, (B = 0), S[y ] = S[y+ ], but also that the two
curves join tangentially at A = 1, as shown in the following figure.

12 S[y]
10
S[y ]
8
6
S[y+]
4
2
A
0
1 1.5 2 2.5 3 3.5 4
Figure 4.21 Graphs of S[y ].

(c) The Goldschmidt curve is defined by


(
0, |x| < 1,
yG (x) =
A, |x| = 1,

so y 0 (x) is not defined at |x| = 1. Hence we define a function that approaches yG (x) as
0 for some parameter . We need only consider positive values of x:

0, 0 x < 1 , 0 <  1,
y (x) = A
A (1 x), 1 x 1.

Then
r
1
r
A A2
Z
S[y ] = 2 dx A (1 x) 1 + 2 ,
1
r
2p v 4p 4
Z
= A(A2 + 2 ) dv 1 = A(A2 + 2 ) A3/2 as 0.
0 3 3
4.6. SOLUTIONS FOR CHAPTER 4 197

Solution for Exercise 4.16


The lengths ll and angles k , k = 1, 2, 3 are shown in figure 4.22.

C=(c,d)

3
l3 X 2
3
X
l1
l2 1
1 2
O A
Figure 4.22

The point X has the coordinates (x, y) and we need to find these coordinates so that
the length L = l1 + l2 + l3 is stationary. With the geometry shown
p p p
l1 = x2 + y 2 , l2 = (a x)2 + y 2 , l3 = (c x)2 + (d y)2 ,
y y dy
sin 1 = , sin 2 = , sin 3 = ,
l1 l2 l3
x ax cx
cos 1 = , cos 2 = , cos 3 = .
l1 l2 l3
The derivatives are
L x ax cx
= = cos 1 cos 2 cos 3 = 0,
x l1 l2 l3
L y y dy
= + = sin 1 + sin 2 sin 3 = 0.
y l1 l2 l3

Adding multiples of these gives

ei1 ei2 ei3 = 0 or ei(1 +2 ) ei(1 +3 ) = 1.

Now let k , k = 1, 2, 3, be the angles between the intersecting lines, as shown on the
right of the figure, so 1 + 2 + 3 = 2. Also 1 = 1 2 , 2 = 3 + 2 and
3 = + 1 3 , so that

ei1 + ei2 = 1 giving sin 1 = sin 2 and cos 1 + cos 2 = 1.

The first of these equations has the solutions 1 = 2n+2 and 1 = (2n+1)+2 , but
only the first of these also solves the second equation, and then only if cos 2 = 1/2,
that is 2 = 1 = /3, and hence 1 = 2 = 3 = 120.
In order to classify this stationary point we need the second derivatives: these are

2L x2 (a x)2 (c x)2
     
1 1 1
= 3 + +
x2 l1 l1 l2 l23 l3 l33
2 2 2
y y (d y)
= 3 + 3 + > 0.
l1 l2 l33
198 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Similarly,
2L x2 (a x)2 (c x)2
= 3 + 3 + >0
y 2 l1 l2 l33
2L xy (a x)y (c x)(d y)
= 3 + + .
xy l1 l23 l33
For a minimum we need Lxx > 0, Lyy > 0 and = Lxx Lyy L2xy > 0. Using the above
expressions we find that
a2 y 2 1  2 1  2
= + yc + xd 2xy + y(c x) (d y)(a x) > 0.
(l1 l2 )3 (l1 l3 )3 (l2 l3 )3
Hence the stationary point is a minimum.

Solution for Exercise 4.17


In case (a), since each diagonal has length L 2 the total length is 2 2L ' 2.83L.
In case (b) there are three equal length lines, giving a total length 3L. For case (c),
consider the end isosceles triangle; its height is h and base L, with third side d, so

L L L 3 L
= tan = 3 giving 2h = and = sin = giving d = .
2h 3 3 2d 3 2 3

The total length is L = 4d (L 2h) = (1 + 3)L.

Solution for Exercise 4.18


Using the same geometry
as in exercise 4.17 we see that in the first case d 1 = 4d +
(aL 2h) = (a + 3)L. In the second case in the calculation of d and h L is replaced
by aL and then d2 = 4d + (L 2h) = (1 + a 3)L.
The functions d1 and d2 linear in a and are equal when a = 1; since d2 has the
larger gradient the inequalities follow.

Solution for Exercise 4.19


The first-integral is
y
p = c, y(0) = 0, y(a) = A > 0.
1 + y0 2
At the origin y(0) = 0, so c = 0. Hence there is no differentiable solution.

Solution for Exercise 4.20


The element of length, s, is given by s2 = x2 + y 2 + z 2 , but on the sphere
x = r sin sin , y = r sin cos and z = r cos , where r is the radius. If and are
assumed to depend on a parameter t, we have
  2  2  2  2
ds dx dy dz
= + + .
dt dt dt dt
The chain rule gives
dx d d
= r cos sin + r sin cos ,
dt dt dt
dy d d dz d
= r cos cos r sin sin and = r sin .
dt dt dt dt dt
4.6. SOLUTIONS FOR CHAPTER 4 199

On squaring and adding these we see that the cross-terms cancel and that
 2 (  )
2  2
ds 2 d d 2
=r + sin .
dt dt dt

Hence, if the end points of the curve are t = 0 and 1


s 
Z 1 2  2
d d
S=r dt + sin2 .
0 dt dt

If we put t = and t = the two different expressions for S are,


Z b q Z b q
S=r d 1 + 0 ()2 sin2 = r d 0 ()2 + sin2
a a

and the two Euler-Lagrange equations are, respectively,


!
d 0 sin2
q
2
p = 0 that is 0
sin = c 1 + 0 2 sin2 ,
d 1 + 0 2 sin2

and !
d 0 sin cos
p p =0
d 0 2 2
+ sin 0 2 + sin2
Expanding this gives the equation quoted.
(a) Using as the independent variable, the initial condition = 0 gives c = 0 and
hence () = constant, which is the equation of the great circles through the poles.
(b) If a = b = /2, the origin may be chosen to give (a ) = 0. The equation for ()
can be simplified by noting that, for any f ()

d
(0 f ()) = 00 f () + 0 2 f 0 (),
d

so by choosing f = 1/ sin2 the above equation can be written in the form


 0 
0
 
d cos d cos
= , but also = .
d sin2 sin d sin sin2
Hence
cos
= A cos + B sin
sin
for some constants A and B. At = a = /2, since = 0, we see that A = 0; and
since b = /2, we must also have B = 0 and hence () = /2 for all ; that is the
stationary path is along the equator, as might be expected.
200 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Solution for Exercise 4.21


(a) Using general solution derived in the text, equation 4.14, the boundary conditions
give
     p  
b b b
A = c cosh and B = c cosh = A cosh A2 c2 sinh .
c c c c

Since there are three lengths, b, A and B, we expect the solution to depend upon only
two ratios, which we take to be A = A/b and B = B/b. Defining = c/b, another
dimensionless ratio, gives the equation for ,
  q  
1 2 1
B = f () where f () = A cosh A 2 sinh .

Since B is real and > 0, we need 0 A.

(b) If x is small and positive, cosh(1/x) = sinh(1/x) = exp(1/x)/2 + O(exp(1/x) and

x2 1/x
 q 
1 1/x 2
 
f (x) = e A A x + O e1/x =
2 e + O(x4 ).
2 4A

Now suppose that x ' A and set x = A u, where u is small and positive, and the
Taylor expansions are, to first-order in u

1 1 u 1 1 1 u 1
cosh = cosh + 2 sinh , sinh = sinh + 2 cosh
x A A A x A A A

and also
1/2 p
p
q 
2
p u
A x2 = u 2A u = 2Au 1 = 2Au + O(u3/2 ).
2A

These expansions give

1 p 1
f (x) = A cosh 2Au sinh + O(u3/2 ), u = A x.
A A

Thus as x 0, f (x) and as x A (from below) f (x) A cosh(1/A) from below.


Also for 0 < x A, f (x) is continuous and positive. It follows that f (x) has at least
one minimum for 0 < x A and that if B > min(f ) the equation for has at least two
real roots; if B < min(f ) there are no real roots.
It is difficult to prove that there is only one minimum, but numerical results suggest
this to be the case. In the following figure we plot graphs of the scaled function
   
f (Ay) 1 p 1
g= = cosh 1 y2 sinh , 0 < y 1,
A Ay Ay

for various values of A.


4.6. SOLUTIONS FOR CHAPTER 4 201

10
A=0.35
8
A=5
A=1 A=0.5
6

4 A=10

0
0 0.2 0.4 0.6 0.8 1
Figure 4.23 Graphs of the function g(y) for A = 10, 5, 1, 0.5 and 0.35.

(c) When A  1, x is necessarily small and we may use the approximations cosh(1/x) '
sinh(1/x) ' exp(1/x)/2, accurate to O(exp(1/x)). The derivative of f (x) is
q
2 2
A x
   
1 A q x sinh 1
f 0 (x) = cosh
x2 x x2 2 x
A x2
q
2 2
1 1/x A x A x
' e 2+q
2 x2 x 2 2
A x

so that the minimum is approximately at at the root of


q
2
A x2 x A
+q = 2 or A(1 + sin ) = tan
x2 2 x
A x2

where x = A cos : since A is small, so is and to a first approximation tan ' ,


2
sin ' and so ' A and x ' A(1 A /2). Hence min(f ) ' A cosh(1/A), giving the
required result.

Solution for Exercise 4.22


(a) The general solution of the Euler-Lagrange equation is given by equations 4.6
and 4.8, that is

1 v02
x = d + c2 (2 sin 2) , y =A+ c2 sin2
2 2g

where c and d are constants and the path starts at (x, y) = (0, A), where = 0 , and
ends at (b, 0), where = b . We need equations for the four unknowns c, d, 0 and b ,
in terms of A, b and v0 . The initial conditions give

1 v02
d = c2 (20 sin 20 ) and c2 sin2 0 = .
2 2g
202 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

The final end point conditions give

1 v02
b = d + c2 (2b sin 2b ) and c2 sin2 b = A + .
2 2g

From these equations we see that 0 and b are related by the equation

sin2 0 2 v02
= k = that is sin2 0 = k 2 sin2 b .
sin2 b 2Ag + v02

Then b is determined by

1 2n o
b = c (2b sin 2b ) (20 sin 20 )
2
v02 n o
= (2 b sin 2 b ) (2 0 sin 2 0 ) , 0 = sin1 (k sin b ).
4gk 2 sin2 b

This gives b , which then allows 0 to be determined and from these c and d are found.

(b) In the limiting cases v02  2Ag, we expect the solution to be close to the v0 = 0
solution found in the text. In this cases k 2 ' v02 /(2Ag)  1, so 0 is small and, to a
first approximation is given by 0 = k sin b . Thus the above equation for b becomes

A n
3
o
b= (2 b sin 2 b ) + O(k ) .
2 sin2 b

The function on the right-hand side of this equation is monotonic increasing for 0
b < : for small b it behaves as 2Ab /3 and it is infinite at b = . Hence, for all
b 0 there is a unique real solution. In the limit v0 = 0 this is the same equation
determined in the text the equation immediately preceding 4.9. With this value of
b we have
A + v02 /2g
c2 = and 0 = k sin b + O(k 3 ).
sin2 b

If v02  2Ag we should expect gravity to have little effect because the initial kinetic
energy (mv02 /2) greatly exceeds the initial potential energy (mgA), so the motion will
be close to the straight line joining (0, A) to (b, 0).
In this case k ' 1 and we can write
1 2Ag
k2 = , =  1,
1+ v02

so is the ratio of the potential and kinetic energies. Then

sin b
sin 0 = or 0 = sin1 (sin b  sin b )
1+

where
1
=1 = ' .
1+ 1++ 1+ 2
4.6. SOLUTIONS FOR CHAPTER 4 203

Now expand the equation for 0 as a Taylor series in ,


1
0 = b  tan b + 2 tan3 b + O( 3 ).
2
This equation already shows that the path is approximately a straight line, because
b 0 is O(), and this short segment of the ellipse is approximated, to this order, by
a straight line. However, we shall continue with the analysis.
The equation relating b to b is obtained using the following expansion, correct to O(),

20 sin 20 = 2b 2 tan b sin (2b 2 tan b ) + O(2 )


= 2b sin 2b 4 tan b sin2 b + O(2 )

so that the equation for b becomes

v02 p
b=  1 + tan b = A tan b .
g
Thus b is the angle between the downward vertical and the straight line between the
end points.
Now put = b  tan b , where is a parameter such that = 0 and b when
= 1 and 0, respectively. The x-coordinate is
1 2
x= c {(2 sin 2) (20 sin 20 )}
2
and since, to first-order,

2 sin 2 = 2b 2 tan b sin (2b 2 tan b )


= 2b sin 2b 2 tan b sin2 b

we find that x = 2c2 (1 ) tan b sin2 b . But c2 sin2 b = A(1 + )/, tan b = b/A
and  = /2 so x = (1 )b. For the y-coordinate, since sin = (1 ) sin b

A
y = (1 + ) c2 (1 )2 sin2 b

A A
= (1 + ) (1 + )(1 )2 ' A.

As expected this gives the parametric equation of a straight line between the initial and
final points.

Solution for Exercise 4.23


Use the result given in exercise 2.2 (page 83) and the fact that the term O() is,
by definition, zero on the stationary path to cast the difference in the first required
form. Now change the integration variable from z to , and use the result x0 (z) =
x0 ()/z 0 () = tan to obtain the given integral. This integral exists and is positive;
hence the stationary path is a local minimum.
204 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Solution for Exercise 4.24


Use the formula derived in exercise 4.4 with X replaced by x and Y by f (x) to derived
the required expression. The function T (x) is independent of x, so the differential of
gT 2 /2 is zero:
2x x2 f 0
 
d 1 2
gT = + f0 = 0
dx 2 f f
and hence
df 2xf
= 2 .
dx x f2
This homogeneous equation is solved by introducing a new function v(x) defined by
f = xv, so the equation becomes separable,

v(1 + v 2 ) 1 v2
  Z
dv 1 2v dx
Z Z
x = 2
or dv 2
= dv 2
= .
dx 1v v(1 + v ) v 1+v x
This integrates to
v f
= Ax and since v = this gives x2 + (f )2 = 2 .
1 + v2 x
This equation represents a circle of radius with centre at (0, ).

Solution for Exercise 4.25


(a) Consider the functional
Z a p
S[y] = dx y 3 1 + y0 2, y(a) = A.
a

y3
The integrand is independent of x, so the first-integral is p = c3 . Symmetry
1 + y0 2
about x = 0 suggests that y(x) is even, so y 0 (0) = 0 and then y(0) = c, where c is
positive. Rearranging this gives
Z y Z y
 y 6 c3 du 1
y0 2 = 1 or x = = c3 du p .
c c
6
u c 6
c (u c )(c4 + c2 u2 + u4 )
2 2

Now put y = c cosh (x) where (x) is defined implicitly by


Z
x 1
= dv p .
c 0 1 + cosh v + cosh4 v
2

If (a) = a then A, c and a are related by A = c cosh a and, from the above integral
a
a 1 a
Z
cosh a = dv p . that is = f (a )
A 0
2
1 + cosh v + cosh v 4 A

where z
1 1
Z
f (z) = dv p .
cosh z 0 1 + cosh v + cosh4 v
2
4.6. SOLUTIONS FOR CHAPTER 4 205

(b) Since, for z > 0


Z z Z
1 1
dv p <= dv p
2 4
0 1 + cosh v + cosh v 0 1 + cosh v + cosh4 v
2

we have f (z) / cosh z < . Thus the equation a/A = f (a ) has real solutions only
if a < A: for large separations of the ends, a > A, there are no solutions of the
Euler-Lagrange equation. Numerical evaluation of the integral gives = 0.701
Now we show, by approximating f (z), that for small z, f (z) is increasing and for large
z it is decreasing, so f (z) has at least one maximum and the equation a/A = f ( a ) has
at least two real roots for small a/A.
For small v

3 1 1 1
p =q = 1 v2 + v4 + ,
2
1 + cosh v + cosh v 4 2
1 + sinh v + 1
sinh v 4 2 24
3

since sinh v = v + v 3 /6 + , where the expansion is valid if sinh2 v + 1


3 sinh4 v < 1,
that is |v| < 0.801. Hence for small z

z 2
f (z) = z 3 + .
3 3 3

For large z we write, using the above definition of


 1/2
1 1 1 1
Z
f (z) = ( g(z)) with g(z) = dv 1+ + .
cosh z z cosh2 v cosh2 v cosh4 v

Provided cosh2 v + cosh4 v > 1, that is v > 0.722, we may expand the square root to
give Z  
dv 1 1
g(z) = 1 + .
z cosh2 v 2 cosh2 v 8 cosh4
But

dv 22n 2nz
Z Z
2n
= 22n dv e2nv 1 + e2v 1 + O(e2z ) .

= e
z cosh2n v z 2n

Hence g(z) = 2e2z + O(e4z ) and f (z) ' 2ez .

Solution for Exercise 4.26


Consider a segment of width x having volume V = y 2 x and surface area S =
2ys, s being the arc length, determined in exercise 4.3 (page 165). The para-
metric equations of the cycloid are x = a( sin ), y = a(1 cos ) and then
s() = 8a sin2 (/4). Thus the integrals for the area and volume are
2 2
ds dx
Z Z
S = 2 d y() and V = d y()2 .
0 d 0 d
206 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Using the expressions for y and s we find that the surface area is
Z 2 Z 2
S = 4a2 d (1 cos ) sin(/2) = 8a2 d sin3 (/2)
0 0
/2
64 2
Z
= 32a2 d sin3 = a .
0 3
Similarly the volume is
Z 2 Z 2
3 3 3
d 1 + 3 cos2 = 5 2 a3

V = a d (1 cos ) = a
0 0

where we have used the fact that the mean of odd powers of the cosine function is zero,
Z 2+a
dx cos2n+1 x = 0 for any real a.
a

Solution for Exercise 4.27


(a) Considerpan element of the container of width y forming a ring of radius x and
width s = y 2 + x2 . The surface area and volume of this segment are S = 2xs
and V = x2 y, so that
Z Z
ds dy
S() = 2 d x() and V () = d x()2 .
0 d 0 d
Since x = a( sin ), y = a(1 cos ) and s() = 8a sin2 (/4) these become the
expressions quoted.
(b) If x is small, is small and sin = 3 /6 + O(5 ) giving
Z  3
a2 5

2 6
S() = 4a d + O( ) = + O(7 ).
0 6 2 15
 
But x = a 3 /6 + 5 /120 + O( 7 ) so that
 1/3  2/3 !
6x 1 6x
= 1+ +
a 60 a

and hence
2 2/3 1/3 5/3
S(x) = 6 a x + O(x7/3 ).
5
Similarly the volume for small is
Z  3 2 !
a3 8
V () = a3 d + O(9 ) = 2
+O(10 ) = 62/3 a1/3 x8/3 +O(x10/3 ).
0 6 8.6 8

(c) For S() we have


Z
2
S() = 4a d ( sin(/2) sin sin(/2))
0
Z  
1 1
= 4a2 d sin(/2) cos(/2) + cos(3/2) .
0 2 2
4.6. SOLUTIONS FOR CHAPTER 4 207

Using integration by parts


Z
d sin(/2) = 4 sin(/2) 2 cos(/2)
0

and hence
 
2 1 32 2
S() = 4a 3 sin(/2) 2 cos(/2) + sin(3/2) with S() = a .
3 3

For the volume,


Z
3
d 2 sin 2 sin2 + sin3 .

V () = a
0

But

1

1 1
Z Z
3
d sin = d (3 sin sin 3) = 3 cos + cos 3
0 4 0 4 3 0
2 3 1
= cos + cos 3
3 4 12
and

1
Z Z
d sin2 = d (1 cos 2)
0 2 0
(  )
1 2 1 1 1
Z
= sin 2 d sin 2
4 2 2 0 2 0
 i 
1 2 1 1 1h
= sin 2 cos 2
4 2 2 4 0
1 2 1 1
= sin 2 + (1 cos 2).
4 4 8
and finally
Z h i Z
2 2
d sin = +2 d cos
cos
0 0 0
( )
h i Z
2
= cos + 2 sin d sin
0 0
2
= cos + 2 sin 2(1 cos ).

Combining these integrals we obtain,


 
3 19 5 1 1 1 1 2
V () = a + cos + cos 2 + cos 3 + (4 sin + sin 2) (1 + 2 cos ) .
12 4 4 12 2 2

If = , V = a3 ( 2 /2 8/3).
208 CHAPTER 4. APPLICATIONS OF THE EULER-LAGRANGE EQUATION

Solution for Exercise 4.28


(a) The gradient of the tangent at Q is given by

dy sin 1
tan = = = ,
dx 1 cos tan(/2)

where we use the identities sin 2x = 2 sin x cos x, cos 2x = 12 sin2 x. Hence tan tan(/2) = 1,
so cos( + /2) = 0 which means that + /2 is an odd integer multiple of /2. But
when = 0, = /2 and when = , = 0, so + /2 = /2.
(b) If s() is the length OQ the straight line QR is of length l s() and the horizontal
and vertical distances from Q to R are (l s()) cos and (l s()) sin , respectively.
Since = /2 /2 we see that the coordinates of R are

xR = xQ + (l s()) sin(/2) and yR = yQ + (l s()) cos(/2).

(c) Since s() = 8a sin2 (/4), see exercise 4.3 (page 165), the length OQC is given by
putting = , LOCD = 4a. Then if l = LOCD

xR = a( sin ) + 4a 1 2 sin2 (/4) sin(/2)




= a( sin ) + 4a cos(/2) sin(/2) = a( + sin ),

and

= a(1 cos ) + 4a 1 2 sin2 (/4) cos(/2)



yR
= a(1 cos ) + 4a cos2 (/2) = a(1 cos ) + 2a(1 + cos ) = a(3 + cos ).