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    Chapter 1: Calculus of Variation 1d 12 13 14 15 16 17 18 1 1.10 aL A 113 114 11s 116 47 118 119 1.20 121 122 Variation of a Functional ‘The Simplest Variational Problem Other Forms of Euler’s Equs Commutativity of Variation and Integration Necessary Condition For I To Be Stationary Problem Cases of the Euler’s Equation . Problem of Finding the Shortest Distance Between Two Points in a Plame wun Problem of Minimum Surface of Revolution Brachistochron Problem .. Variation Problem Becomes Meaningless .. Functions Involving Higher Derivatives Variation Problem Invalving Several Unknowst Functions Parametric Form of the Variational Problem Isoperimetric Problems Variation Problems Involving More Independent Variables, ‘Variational Problems with Moving Boundaries .... Calculus of the Variation (Problems) ‘Variational Methods of Solving Ordinary Differential Equations (Rayleigh-Ritz Method) ..30 Remark (Solution of Differential Equation) .. ‘Variational Methods of Solving Partial Differential Equations (Ragleigh-Ritz Method) ..... Essential and Suppressible Boundary Conditions ro M4 Proper Field, Central Field and Field of Extremals Assignment Sheet -1 a8 CHAPTER 1 CALCULUS OF VARIATION ‘The calculus of variations has its origin in the generalization of the lementary theory of maxima and minima of function of a single or more variables. Its object is to find extrema or stationary values of functionals. By a functional ‘we mean a quantity whose values are determined by one or several functions. ‘The aim of calculus of variations is to explore methods for finding the | maximum or minimum of a funetional defined over a class of fullctions. ass 1.1. Variation of a Functional oS oS Let F=F(x,y,y") be a functional, which is hofunction. of y, yy (independent & suppose to be fixed). ~~ Let y=9(x) is changedinta y+e9(@) NN oe ‘Where ¢ is small parameter and n(x) is anardbeany stion of x. Then yoyten(x). . oN F(x,y+eny"+er) and so the chin in ching nF . ar =P (ay tony ten)-F(8 29S ~@ By Taylor's series expansion ae 4 een) = Fr a oO 1 a F(xy+eny sen) Pes. + (ena 2 lredfenzee + higher terms of € (2) By (1) & @), we get @ ~~ are called the second, third, variation etc. So oF sent en! (4) yyis changed into y+en, so the variation in y is 8y=en and similarly dy'=en. Now, we get ar Forte A i Pi ra Wr Ks, Nes LT ow DMI Pas TD) ATE, Ca TROT ATSTIG SOUT l Ea sem We eae a | | 1.2. We know that for a function: PHPyy) (6) Note: The operations 8 and a are commutative We have a yoyieen ay=en dy’ = en’ Then the variation in ©, is Ys de ae s Oy , (2) oe @) 2) @RE Lor SS ao ten5t dx dx ‘The Simplest Variational Problem To determine a function y(x), which makes the integral (functional) Taf? F(x,y,y)de 0 SRF Guns) o stationary (to have prescribed boundary conditions. 2%)= I» ¥(%2) = 92 2) is known as the “simplest variational problem”. Let y= y(x) be our actual function which makes (1) stationary and satisfies conditions (2) Let n(2) be an arbitrary function of x (vanishing at x; and xp) ie. n(a4)=n(x2)=0 Then y-+6n will also make (1) to be stationary & satisfy the (2) . Let y’+en! be the change of y’ then our function (1) becomes [? Foy ton, y'ben)de ‘HAIL, Fa a) Sara Haus Kha, Rear LAT Rew Da-O016 Ph: (11) AS07597, Cle 991A & SOTGITEN ASAT Eom ocean com: Webster ipacademycam We say that Z(e) is same as/, when ¢=0 For (1) to be stationary, it is enough to find that (2) is stationary ate=0. We know that LO) dé =F(xyy/) Let us put F = F(x y ten, y' ten!) Then F, > F as 690 So (3) can be written as, (6) =f ade \ Since the limits in (3) and (4) are independent of, we wee aa dr #0) pe Pe ae nde Since F = F,(x,y +eny +e) \ dF, OF, a, fo Si gi aw Ho ne Fe an '2 Sila & we For 1(@) tobe stationary fe[neon | =o Hence I in (1) is stationary if {ofan |de=0 Since F, > F as 6-70 = IP [F-()h (x)dr=0 (8) If (6) holds for all n(x) We must have oF _a(or y=y(x) )satabine £-(2) 0 Quler’s Equation) 4 _Caletos of Varn Ips: (cements, Note: Depending on the boundary condition, the solution of ODE can be unique, infinite or no solution. Hence extremal of the functional can be unique infinite or no extremal. pain Example: I[(x)]=[(v?=»2}ae 9(0)=0, >(x)=0 0 Solution: F(x,y,y')=y? ~y” o Using Euler's Method, we have a S(2y) =0 2y42y"=0 ‘The auxiliary equation y"ty=0 ny =C,c0sx+C,sinx At y(0)=0, 9(-)=0 y(0)=C,+C,x0=0 G0 y(2)=Cysin x Hence the required solution is infinite extremal Note: Assuniing F is three times differentiable and y(x) is twice differentiable and its called admissible function (Admit same condition) 1.3. Other Forms of Euler’s Equation (a) Wehave F=F(x,y,¥/) or a If [ayy -2(S).2(% ala) Hla Putting this in (4) PE yn, OF, OF OF ay” Gyay"” Bray" ——== 14. (b) F=F(x,y,y'), then aay! ee Commutativity of Variation and Ditegegdion m8 rf? Faye 0) JP Perr ( yoyten — I -[? F(x,yteny't en dr Then the variation in the integral (1) is a= [?[FG.ytony ren) -F Os y,y Ide = [2 enZ sen nay wy] FOF. | a1 (2| ap Eoplae oF +term containing &?, lr(ef -| 19. Brachistochron Problem Brochistos = shortest Chrones = time . Problem: Find the path on which a particle in the absence of friction will | slides from one point to another point in the shortest time, under the action of gravity. Solution: For our convenience, we take x— axis as downward and y-axis horizontal to the right hand side and the origin as the starting point. Let Q(x), yp) be the terminating point. Let m be the mass of the particle and y be its velocity at point p(x,y) Then by the principle of conservation of energy "7 BRAM, et ior ia Sara Maw Khas, Net ELT New Denh1016 Ph (1) 2650527, Co P91HD4M & 9PV161734,ISEARATID Em lltowcndemcom: Webs wire dipncadstV 0m | Bauessiet For this to be minimum, the Euler's equation is = yPacxey?) & yPdayte = yM-cayactx From (2) _ socsind 2 sin cos a0 “40 ceos 8 ¢* eal) w=) _sin20 8 =y(0)=4- y@)=a- 38 1 {20-sin20] rex=3 3.0 =(0)= 513-0820] put sta, 20-6 Then (3) and (4) become £5269) =all=059) cyeigia \ Sonny ore SS Problem: On what curves can function \ Oe 2 | (dy : . ~ : rfl) fe with »(0)=0 he ere or ory Sol: F =? +12xy, <—=12x, —\ ok: Fy? +12ay arene Buler's equation tame? e yadtq, Gas 2 yer tqxte, y(0)=e=0 y(I)=l4q +e=1 =q=0 = yen, Rniso son! 2008 Certied tariete Exercise: Find the curve for which the following function be extremum. (a) Jeo? -y?-2ysina) 2 ® Ppa yQ)=4 © [reae. (® 2(y%+239" 16?) @ pee Sok , 4. y' Ney) OM, yON_ON none AY 1=J"a(s(y))=0 We conclude that / depends only upon the end points and not on the path of integration Therefore, finding the curve y= (x), which extremize the function [, is meaningless. So the variation problem becomes meaningless. Bxample:1 = ["(y? +239 y') ar, ¥(%)=y0,9(%)= 91 Fay? dxyy! By Euler’s equation , we get 0=0 Fay? Qxyy'=M(sy)+N(uy)y 2 et = xy? ~ apy) 5 vt 20 Se ‘The integral is independent of the path'sg we ealnnot extremize. Example: Test for on extremum for the fuctiSfial T= f(y? -29*r)ae ¥()=1, y()=2 Fexyty?-2yy F ay ay, & : 2 From (A) xaDpa dy yt £ (22) <0 xt2y—dyy't4y y'=0 > x=-2y, In this case curve function y=—* does not satisfies the given conditions, so the variational problem becomes meaningless. 2A, (est Foo) ia Sarat Hear Kh, Re ULE, New De email follaetanycoms Webees wwreipsenden om Exercise: ——— * Put Your Own Notes. (i) Test for the extremum of the functional 2 1=[24(y*-y2) a y(0)=0, y(n/2)=1 Gi) _ Extremize the following functionals. @ I+ pe (u)=y & y(x)=y2 7 ©) _— vea)=n&y(a)ay2 \ aN © ores ar, »(0)=0, 6212 ~ referee, HOTA x ed =f, 0-0 a 9 [B(2+y22ve") ae SS we Nt @ i? ye ds SS w owe @ JE (22429? +20) de am Ae ai aa, y(0)=0, x6x/2)=0 © fi(y2+22y'}er, x(0)=0. »(1)=0 © [Pl +2yy))de, yada y(ea)= 2 1.11. Functions Involving Higher Derivatives 12 JP FG yy (1) ‘We have to find y(x), such that the functional (I) is stationary under the boundary condition (2) 2()=I» Y02)= 92 ¥(u)=s Ya) +...) Let y(x)be the actual curve which extremize (1) under the conditions (2) Gehman Let us choose an arbitrary differentiable function n(x) such that n()=n(x2)=n'(a)=n'(2)=0 Let ¢ be a parameter then (replace y by y+en) in (1), then we get 1(6)=[2FGy+eny"bensy"¥en") 7 FaF@yyYY) 1(c) is same as 1 at ¢=0 #0. The condition for () to be extremize is <*. ae) _ 2 dF 4g den de aS Putting this in (5) iS nec. ae oF, nf=0 ay a a” Therefore for (1) to be extremurn, we have [eager ay a ay" Fools] lato lero] da “lard (ar), a? (ar ° re i lee ° This holds good, if £_2(%), & (5) ay de oy oy "BAL (tor a Saral Haus Khas Non LEE New Dtt10016 Ph (i BESET, Cx PRISMA SDT Pima ffnsnendemy com: Webs wr dipsenem.coe (6) 1.12. Genera CasesIf1=[F(x,yy'y"--=1y)de Given y(m)= my ¥(2)=¥2 ¥(x)=¥Wm=% O(n) = 31, 9 (x)= 39? Equation analogous to equation (6) , will be A(#) (2). ay (2) 4 7 By ae or) ala “ rate 7 This equation is know as the Buler’s Poisson equation Exercise: (i) Find the extremals for the following @ I= [Peysy dS © r= fi(t+y")ax @ Fo [2 (16)? yx? Jae (©) Find the curve joining points (0, 0) & (1, 0) for which the integral py’? érisa minimum ¥(0)=a, ¥()=6 Variation Problem Involving Several Unknown Functions T=] Fy Jar @ prescribed where the functions y4, y2,—;, Yq, Satisfy the conditions ICH) = 220) = Pap In = It 2 +2) 102) = Mar Ya%2) Yaar Dna) =I. We have to find the functions (2), vel)» condition (2) Let n(x), n2(2), then for some parameter ¢; (i condition and denote »Ya(x) Which makes (1) stationary and satisfy the q(x) be arbitrary function vanishing at x, & x) n) , yteqn; will: satisfy c "BA, Ft Pe) Sara, Hae Ks, Near Now Da 016 Ph 10) 205757, Cae POLS DOLCE STATIS [is | ei nfdmnendeny om Website wndoncideny com Ips: Kimo soot aoe Cerined reate Fea P(RYFE My In FEn Ms HOM and F= s) (833-3 ‘Then (1) becomes 1(e)= [Rae 3} (©)= [Pe @ We known that F, >F as 6-0 and I is stationary I (c) tobe stationary the necessary condition is HO) 6, 212,..8 2 Es mS Yo So by (3) the limits of integration are independent of ¢j'8 SS \ ae) _ pak SON Lae =0 A 2 SS Fs Fey +8 the HATTA) a, OF aR SON Fe Sen Sey sh de OH | OF, Se ao (e [Zen Si S (4) ‘Therefore in general we have OF d{oF £(BF lea ana, Example: Find the extermals of @ IPs), (a= [4 (y2e ae aye de ¥(0)=0, y(x/2)=-1 © Se[2ve-ay2 ay? (— Ba en a as ea a 1.13. Parametric Form of the Variational Problem Let x(t) and »(¢) be the parametsic equiion of curve Consider JP Foxy de In dy _dyldt_j cee de deldt x So (1) becomes 1=[(s72 sa er) . SOs Put. alsrbi)=F (ny ‘Then (2) becomes = raf? = SS . Pensa ON @ ‘Therefore the required Euler’s equations wift-be_ So \ f ae 48) 4 ang 24 { 28.\ 3G a ata a alae! : Example: Find the extremum of (OS e A= [ahaa gaa~iy %-4(% By Euler's equation d . (20 = p20 I-Gr)=0 > F = y=y()=¢&x=2(0)=B 1.14, Isoperimetric Problems Suppose we have to extremize the functional a P(x), y')de ort [PF avy) o With the prescribed conditions Y(x)= 1» y(x)=22 and with some constraint(s) @) SP oGsyy'denk (Constant) .Q) is a prescribed constant, such problems in v. p. are known as the Isoperimetric problems. (7 in a eng Noe, Neg a OUD SET, Ca HEL & OHA IDT mal fbdlosncadeey com Webs wr penne. com We have to find analogous of Euler's equations foro extremum under (2) ¢ &O). We choose arbitrary differentiable function f(x) & g(x) with Fian)=a(4)=S(%) =2(2)=0 @) | ‘Then for all value of parameters e and a, the function y+ f(x) +a.8(x) will satisfy (2) Assume that a depends upon e. ‘Therefore &=0 If E=0 replace y by y+ef(x)+ag(z) in (I) 1e)=16,0)= [OF (yt ef +08,y" I(e)=1 if e=0 1 is extremum whenever I(¢, a) is ter a@) 4 de i ay] OF _d (aF - dx Cle ee Now replacing y by y+ef tag in (3)we get [Poly ter tag.y'teftag')de=k Let J(,a)=]"G(xy+0f +ag,y/ +6f" +08") Differentiating J partially w.r. to € and put ¢=0, we have @-Sleo [ Peesscnen 0G age { OF p | pod (06 wel] Cala a) po[2G_ 4 (26) a, (2-15-20) (ar [eG _d(ac)] amie (5) _-OLe a5 Since J(¢,a)=k a ve (Sa (a) (aa? P| 2-a™) a Lay delay") ‘Now equation (8) & (14) LP aG_d, el =-4/%)) a [23-2 Lay dy ae flsvael« _ fl5-als) fgeeor-gfyeea} ens Put H=F£2G (15) reduces to lea] = .d (2H ao ey do = 2 g cleats clea "HAT, iret Fo) a Saal Hoes Kas, Near ELT Re : Cai afin (as Example: Find the simple closed curve of a given parameter which encloses, (7======msmnmere=ny ‘Put Your Own Notes a maximum area. (Dido's Problem) Solution: Let | be the given length of the curve in the plane between two abscissa ad&b, then fos If A is the area between x=a, b and x ~ axis, (n Put H=F+2G Haythyl+ Put 97—(x+e)? = (x40) +y? ‘The curve is a circle ie lw) ara Hass Khas, Near LT, New Dei Ps 1H) 2637707, Ca Remark: / = Ie Fos yy de J= J? GCey.y)de= constant ny oH _d (aH > a5) The problem of Extremizing /, when J= constant (given) coincide with the problem of extremizing J’ under the constraint J = constant such problems are known as reciprocal problems. In general: If =0, H=F+1G Yn 12 fP Pay Subject to the conditions ‘Then the Buler’s equation will be oH d (@ ) ayo k H=F+y ay a 1.15. Variation Problems Involving More Independent Variables Letus consider the double integral = [J P(x,y,u,u,,u,)drdy —...(0) a taken over the region R in the xy plane We have to find function (x,y), which makes (1) to be stationary under the prescribed condition on the curve C. FE Let u(x,y)be such a function. w take an arbitrary differentiable function |: n=n(x,y) such that n(x,y)=0 on C. (So that for any parameter e , the function u-+en, will take the same prescribed condition on C). Replacing w by wen in (1), we get 1(e)= | Raxay 2) Where F,= (x,yutenu, +en,.u, +6n,) 8) P=F(x, 3st tgstty) "HAL (it or) a Saat Maus Khas Near LET, New Det-1006, Ph (OI) 0GH757, Cle 9991854 & SHDIAITIG SSRBTID Een afelracadenycom: Web wrndioncedeny com Then I(e)=1,F, =F at e=0 Therefore / is stationary iff 1(e) is stationary when €=0 For (I) to be stationary, we have A) 2 =0 we see that the integral in (2) independent of ¢ ale) ff ae (a) $0 = ae’ . By Q) T= FU YoU FEN ty HEM gy My FEM) Similarly, [gna -— 152%) Putting in (6) we get Ell iafwadbosacnteny ct Weber dipmesdonY com (PRR i it arg NaN aT Ts iD A, Ca TT & HOE B penta uly Example: Write the ostrogradaskey equation for the functional @ 1z(x9)] -if(e)-{ 7 © hodlff aah 1.16. Variational Problems with Moving Boundaries ‘We have three different cases. Case I: Suppose that the end points (x9, yp) an vertical lines x=xpand x=3, ome We have for a functional J= [2 FQyy de ho The general variation in J _pul 242) oily alse [[re ° Since the basic condition for an extremum of J with fixed end points is aF as s =0 oa 5 ale) ® ‘The condition5J =0, by (1) OF OF F-y' a) [Sof ..Q) ( "| la, Now, xy =0, 8x =0 (.. The end points moves along the vertical line) So (3) reduces to (4) Sincedy = A(x), (4) becomes (25) He (¥) Hg)=0 6) 1 oy % (©) must be true for all A(x) where h(x) is arbitrary, therefore we get ‘Therefore in this case J to be extremum, we have to find the solution of the Buler equation and the two constant in the solution of Euler equation: obtained by using contains (6) Cateulus of ¥ (6) (6) are called natural boundary conditions Case Ih: Let (1p,yp) be fixed and (x,y) move along a ventival line xem. ‘Thus we obtain as in Case-I, the Euler equation must ae and the Tn nate ‘condition 6s oom (7% ] + Fa lo oN a) eS ~ Since 8xp =0=8%, 80 (8), <0 — = Then we get YS ee (| 0 this holds for ally a” ~ a ee So we get . ~ ( a) XR ~ 8 )yoy a In this case the two constants can be obtained by (When x= xq, y= yo (one end is fixed) rm OF of - Case III: Suppose that (x9, yo) is fixed and (x, y,) is moving along certain curve y= f(x) ‘As before, we have the basic conditions Since (x, yp) is fixed, we have (&),, == @),, (— Ran ee et arin a Ny Da tg Rs GL REST, Ck ONG TIA ETS A # laa folonctdet.com: Weber date coun Since y= f(x) = dy=f'(x) 8x fetre)-%]_ a0 Sinced.x, varies arbitrary, we get SS From (+) rr <0 -\ianiversalt Sat, cone of the nana constants in the solution of Euler’s equation edhpe a tined by the condition (20) =: os The other constant is obtsined by efi’ ing 27 berween the equation ve S(x)and (9) en : ee And similarly, if (x,y) is moving aldag ‘y=w(x), we can find the transversality condition So 1 OF [-(o-5 Which must be satisfied by the point (x9, ¥9)) Example: Find the curve on which on extremum of the functional fle») ¥(0)=0 can be achieved if the second boundary points is permitted to move along the straight line x=, ight 4 Solution: F = y?~ y"? Euler equation is da 2y-—(-2y')=! ry (-2y'}=0 y+y=0. ‘BEAM, et owe Sa Sera Has Khas, Rear ELT, New Dui 110016 Ph: (1) 2697327, Cas ENT 9916134 Erma lfoadncadecom: Webi ow dosed com ye qcosx+ cysinx At x=O, y=0, O=cjeos0+cpsind = q=0 (i) reduces to yaesinx -Q) ‘The natural boundary condition (2 (-2ep 0082), 8 =0= o=0 4 final equation of the required curve is y Example 2: Find the transversality condition for 4 a vs fata yylityae Scie’ \ ‘Solution: We know that the transversality co Where F = Ayl+y’ We get Alay? -(¥-y) Alt y?)+@'-y)Ay'=0 AQ ty? +8 yy) = = L+ fy 202 y' ¥ Which is the condition of orthogonality In general, when, F is of the form F=Ayl+y" then the transvarsality condition reduced to orthogonality coxdition’ Exercise: (i) Test for an extremum of the functional I< pals? y Given that y(0)=0 and y =x -5 (i) Find the curve on which an extremum. »yell= ple, (Bn i i ra aes SL Re BELO Fs GH AEN, Cok PRE PLOT HATS ‘Ean nadmcaden zn Webs: wr dipaeaden com { Zips academy (_Kasoveer Tone Cored arte ¥(0)=0, Can be achieved if the second boundary ference of the circle {x= 9 +? =9 1.17. Calculus of the Variation (Problems) Find the extremals for the following w Gi) Gi) w w) wi) (wip (viii) () @® (xi) (xii) xiii) (iv) (xv) (xvi) 1 [eae I= [3 (169? —y"? +27) ae Jjy’de is a minimum ify’ (0) =a, ~ L Fy d4x yee = i. — I= fy (x+y)ae SS PB y'(ery ONY Is el +? ~2ysinx ]dy On what curves; the functional = [°(y? +12ay}ax with »(0)= and y(1)=1be extremized. is f° (9? -y?—2ysin x) de 2x2 f= ae ah y(2)=4 ra fnae so x 1=f*(y%42yy'-16y?) de Bs ayer” my 1=[2(9? +20y'}ae, y(20)= 90» (a= tefeots?r}e — y(0)=1, v(W)=2 =fi(ter*)as, ¥(0)=0, »'(0)= Kw Ly()=1. N Ie Hy? yPax)ae, ¥Q)=1.9'(0) AS UH Find the curve joining point (0, 0) Bnd Qe 3 b. (xviii) (ais) Is sy oe 2 2yx—y?y' x v(a)=n & ¥(na)=¥ ¥(0)=0, y(A/2)=1 “Jar, ox) ra fi(x®ei)ae, — x(0)= 1 x(1)=2 2ylty’ ea) =f y)=0, y(Q)=4 Ne Cex) 1= [8 (2ay%a2y ea pee Goa) = f xiv) 1=["\(yts")de 0 foo) F=f (ey?429? +299) WA) (by? (avi) T= (3) ay t2ty (xxvii) [= [\(v2+y'}de, ¥(0)=0, y(1)=0 (xviii) F= [ (9? +x9')ee, (x)= y(r)=y Find the extremals of the isopeimetric problems, @ J=f(v2+?)e, given that [aes ¥(0)=0, y(I)=1 ) ra fh ytae, given that Sly de =a(constt.) * h iii) 1={(y?-P) ae if [yae=t o o ¥{0)=0,>(h)=1 7AM, est Flow) Si Ea ateatsacner.com; Welt Wr i ne Ks, Nee LAT, Now Dali 1016, Ph 1120507507, Ca SORTED & OPIGITO, SSUES 118. (iv) Find the extremals of the functional 1 [ffyte4-aiat 4a) subject to the condition y(0)=0, y(I)=1, 2(0)=0, z(I)=1 and the constraints [lvoe )axe2 (¥) Minimize the functional Lo5 fy (0) ae where x=2(t) x(0)=1, x(0)=1, x(2)=2, x(2)=0 Na (vi) Find the curve on which an extremum of the fea 12fi"(y2-y? Jar, y(0)=0. Wo SN Ne ™ can be achieved, if the second boundary an Site to move © Yt along the straight line x=. . AQ (vii) Test for an extremum the functional \ SY ~ er ee dx ‘ Oy — Given that y(0)=0 andy, os Variational Methods of Solving Ordinary Differential Equations (Rayleigh-Ritz Method) ‘Suppose, we have the boundary value problem (x) y"+0y(2) +02 (x)¥=F(2) ~O with the boundary conditions (a)= Yq and y(b)= Yo (2) ‘We construct'the, function F(x, yy’) such that equation (1) is the Euler's equation for the extrema of the functional. I= PPFwyyde -@) With the choice of suitable furictions y9(x), (x), y2(x), ¥(2)=y0(2)+41 (2) +2099(x) Cndn(*)- (4) The function yp(x) is the simplest function that satisfies the given boundary |: we get. conditions (2) , whereas y;(x), y2(x). are linearly independent | functions satisfying the homogeneous boundary conditions. v(2)=0, »(6)=0 121 (cj,€)5-Cn) @ function of the m constants¢y,¢),....¢,- These constants et our. Own Notes are chosen so that J is extremum. The necessary conditions are Substituting (4) in) and carrying out the integration, we find / aL aL to, -6 fea © Solving these m simultaneous equations We find ¢),¢3,....¢y and hence obtain the approximate solution. This method is known as Rayleigh-Ritz method(*****) 1.19. Remark (Solution of Differential Equation) Consider, a(x)y"+b(x)y+e(x)y= F(x) ‘Multiplying both sides by an arbitrary function 4( ROR 2p=ay fm -Re X SN . Bpnav, 2 =buy 2=cHy -RELK Q) prea (if P=latyy) SY SS (x) Ss ‘Itcan be seen that the required fanctionaFiso Be form Hy]=f[P (=)? +0)? +R) ae 8) with appropriate limits Now we can solve the integral by Rayleigh ~ Ritz method. Example I: Find the approximate solution of y"=1, y(0)=y(1)=0 The given equation is the Euler's equation of the variational problem of ‘optimizing the functional. \ tofu We take the solution as vhe)=(o-22 ej tears? tate) ‘With one-term approximation, we have ¥(x)=e(x-2") ¥(@)=c(1-22) ‘Substituting these expressions in / , we get 1= [20-227 +2e(x-2?) Jae (2A rr rr Nea EE, Ne DAE ONG Fs LAGS Ca JHPTO ORTIGAS 2 ‘ml iafdtigece decom: West: wir dpsed cre Therefore the desired solution is y(x) 2 Idemtically, we note that this is the exact solution. Example 2: Solve y"+y=—x, y(0)=y(1)=6 ‘The variational problem is optimizing the functional. 1=[{(p%-y?-2)ae Taking y=e(x-x*)and y’=¢(1-2x), SOY : xX eee =f] 20-297 -2[s-#] 20 USS =[{[Pa0-te+ ant —s2 22 4)-2e(02 2X) aD mS S ‘The approximate solution is ve) E(x Py This solution yields y(0.5)=0.069 whereas the exact solution y(x)=582—x yields »(0.5)= 0.070. sin 5 y(0)=y(1)=0 The corresponding variation problem isto optimize ra fi(y2’ ?—axy)d choosing y(x)=e(x-x°), (2) eet 1=f[ 20-20) x? 200-2) Jae Sao of0-ay?-a(e-2) fale] een We=Sore= > 9 Example 3: Solve y"+x= (I~ 2x), we ‘The approximate solution is _y(x) Se x) Starting with better approximation. y(2)=(2-2)(q +02) "HAT, Pet orf Sarl Mau Khas, Near LLT New Dab-11016, PL: (126572 rai nivacden con: Webs: wor osc We find c =0.177, cy =0.173 and the approximation becomes y(x) =(0.177 + 0.173x)x(1=x) Example 4: Solve xy"+y'+y=x, y(0)=0, y(1) Here the variational problem is to optimize the functional, = f(y? —y? Tr =f’ ~y + 2ay)dr Choosing y(x) = x-+¢(x~x°), we satisfy the given boundary conditions. With y=(1 +e)x~cx? and y'=1+¢~2cr, we find \. Toffees eth? pe canara Z a 5 SO Ve qrosent — ~S ‘The approximate solution is Xx we ya)=x45 0-22) 2 0-594 ‘A better approximation can be obtained SS (x) as y(a)=24(x-2?)(q tere) SY Mo We find ¢, giving (11115534703?) (x)= NSS Example 5: Solve y'e(le2)yal =0, y(t )=0 ‘The corresponding variational problem is to optimize the functional 10 a (gy) y2e fy (tee) 2y|dx By observing the differential equation and the boundary conditions, we note that the solution has to be an even function of x. Choosing y(x)=e(1-22) and y' =o(1-2x)we find =f feg-2e} Ove )e(-f aot) Evaluating the integral, we have is the one term approximation. ‘Taking the two-term approximation as 1-2)(a+q2) Tey 682 5 945 (3465 5 ew Solving we get ¢ = 0.933, cp=-0.054 ¥(2)=(I-2?) (0.993-0.054x") Note: Ralyleigh- Ritz method can smallest Bigen value. yi 8sPeigen value A of aS Example 7: Find approximately the small ythy=0, ¥(0)=y(I)=0 Here 1=f}(y?-ay?)ar Choosing y(x)=e(x-x7 and y/(x)=o(1~2x) we find I =f[e (1-24)? n(x?) ae [i(tnarear?)ac - [i228 +24) a " A =0=>h= The exact eigen values are A,=n?n? and least eigen value is ayn? =9.870 . Example 8: Solve {1 x") y"-2xy'+2y [ft »2-292 Taking y(x)=x+e(x-2") and y'(x)=14+¢(1~2x) we find 9(0)=0, y(I)=1 offi] tee) sottee)xvaets' | afte? ?-2elhe)e? +estl a te a qo? 0=f{[(t-P fates e)-a(1+2e)x+8er?}-2fafie)x?—2(1426)x? +2ex4} de Integrating, we find ¢=0 The desired sotution is y(x) = x , which is exact. Example 9: Find the smallest eigen value of y"+Ay=0, y(t 1)=0 Here r=! (y?- ay? Jae Choosing x?)and y(x) Fach a(taaet8) ei 1 [ade < 2 = The exact value is a 2.467 \ Example 10: Find the smallest Figen We a E ww (lex) y"+y'4A=0, »(0)=y(I)= Here J =fle aya? Jae Choosing y(x)=(x-x2) and y(x)=e(1~2x) we find ime ff esnii-a9? afer) fe _ fer x-2x) ar Taking y(x)=(x-7)(q ex), we obtain 2, =14.42, 4) =63.6 as the smallest two eigen values. Example U:Solve "4 yok, y(0)=0, y(t) =1 \ Here rf yy? -2ey ic FA i Paar Hae Ks, Na Ney DUONG FR: TAG, CA RICH A POSTE RAOTS ‘ eon com {Di Mee Choosing y(x)= x +e(x-x =f{« +e—2ex) we get -[aror-e'} 22 |acon-ee} a }ede?y?(I-2x +24) 1e—3=0, by evaluating the integral or => 3,2 : ‘The solution is y(x)=13=3*" this yields y(05)=23, this value agrees with that ofthe value obtained from the exact solution (x) = SS i In the problems considered so far , the boundaty..conditions deal with prescribed values of the unknown ata yL8)® as W(8)=95 fo In the derivative of the unknows function Seek “boundary conditions, then Rayleigh- Ritz method needs modi Phis will be discussed in the next section. \S Gelerbin Method: (Conversion of wc problem to find approximate solution), Galerbin method convert the ODE isha 1 (variational problem) and then using Rayleigh Rit method to finde appsoximate solution Method: Consider the second order differential equation a(x) y"+0(x)y"+e(x)y=S (a) Corresponding functional of this differential equation is given by 1 [pte)y?+oleyontay]te Example: Find the approximate solution of this differential equation y" =1 at boundary condition y(0)=0, y(3)=0. ‘Solution. : Consider a second order differential equation a(x)9"+6(x) y+ e(x)y=F(x) =) "HAI, rt lw Sn Sara Kas, Near LT, Now Da-1016, Ph (11) 2007S, Cae 99913 BST, SURAT emai lafoiacaden co Webi: wr dita cont Comipare equation (1) & (2) We get a=1, b=0, 0-0, f=1, PaOal Q=0 R=? In equation (1) 1 f[Pt)y* +(e»? +R (or Putting the value in equation (3) 1 12[(v?+2y)de »(0)=0, y(t)=0 a Where y=cx(1-x) y =e(1-2x) In equation (4) ={[eq-29? +2ei-s)]ae . Q 1 [2 whePx 4 x2c? $e -2ex? |de Differentiate equation (5) with respect to ¢ al 2e,1 Sn0> S40 de 33 1 2 Putting the value in (#) , y= Direct Substitution Method yoo x oF constant -> multiply by 2 Example: Find the smallest Bigen value approximately using Rayleigh Ritz method, taps ¥(0)=¥()=0 Solution: Direct Substitution method:- yon? rr? » wytanyrao Put y=cx(I-2) y'=e(I-2x) x Ye 1 oT 1={[e (29) acs? (1-2) Je, ~~ a SS Fae? (-22)? 22-2) Jae 0 a zo = x fo-ase 2 0 fecante a= 2 / —30 10-15+6, 1.20, Variational Methods of Solving Partial Differential Equations (tn) | Put Your Own Notes (Rayleigh-Ritz Method) hectares! Consider the boundary value problem -(pu,),-(pu,) +qu=r in the * y region R bounded by the closed curve C’. Let u(x) be prescribed on’. The corresponding the boundary variational problem is to optimize the functional. Jf +12) eau? —ar aay R ‘We take the trial function such that it satisfies the given boundary condition. | ~ Example 2: Solve Laplace equation in a square uy, + uyy=0 |x|<1, |y]S1 =¥ on | SE a SN hed 7 ae =0 onpl=1, w= ‘Trial solution in this case is u ‘The required functional is / = NS 1 aetyta—aeta sty] 44s? [ts defy” yy") |ady fi [so2a-2e? a2 ean ee Bo a 5 Evaluating the integral, we find c= 8 aA 22)(1 y?) as the desired solution. ‘Whereas the exact value is 0.411. Example 3: Find the smallest eigen value of tg, + tyy +2u = Hence =f fd +} ta? yaeay Takingu(x,y)=e(l -#\(1-), Jaffer tay P eayet 29) 22 dah dy? ]eedy (- 28.).2 45 225 Yoon de 5 *. L=5 is the least eigen value ml naiande.coms Webs wy doseden.co "BRA irs Fle) a ScaHazKs, Nea LT New Deh1016 PL: (OI) R697, CA: PIRSA HAIG AERTS BE The exact value =~ 2 Example 4: Solve Poisson’s equation in a circle uj. + ty u=0on 24 Here J = [f(z +1} -2u)deay R Where 2 is the region x? + y? <1 Choosingu(x,y)=e(1 -x?-y? exact solution, /\\~ Example 5: Solve: Poisson's emt gah ellipse they Hy 2 Py Oe Apsl w=000 431 — Here J =u? +12 -2u) dedy Be l 5 2 Where 2 is the region insider 7. @ al e Taner 2 2) we find J [Joe (zro%e era (Re roche te Set tee ig Nag LE, Ne Da TU Ps OUD RTI MTHS & ORICA rma nisacedenr.com: Wee: Wr dlsncder coe ay x erie e Incidentally this solution is the exact solution, Example 6: Poisson's equation in an equilateral region: Solve tz, +%yy and.x~a,, given that w vanishes on the boundary. Here J= [f (uz +u} + 2u)dedy ® Choosingu(x,y)=e(x?- 3y?)(aSx);weget_ Wy > Nw ra x x—a) \ Je [flex 3x? +39)? 436y?(e—a)) Fea. wd ef [aa set aay?) Pages eo wel JP 2-8 Bay? +39? ae af x3 Bay? +3xy?)dedy u(y) Ee -3y?Va-2) Incidentally this solution is the exact solution. Example 7: Finian estimate of the least eigen value of ty +tyy+hu=0 in | the region R bounded by the circle x* + y? =1 and w=0 on the boundary. Here J [f(u2-+u3 -1a?yaudy R Choosing u = ¢(1-x Y) we find a shen 8a, Ifo- xy Pedy Benz Boar t - (BA to et ar Nar LE. Re DEOL Fs GUT, Ca IROL A DORIA HET email nairacuent comt Web wndipecadem.com ceria Example 8: Find an estimate of the least eigen value of ax +iyy+hu=0 Tan In the isosceles right angled triangular region bounded by the coordinate axes mmmteier=nismiiziacsa! and the line x+y=L. Assume that u vanishes on the boundary of the triangle. Here J = [f(u? +uj Au? )dedy z Choosing, u(x,y)=cxy(1—x—y) we find u, =e(y~ 2y~y?) AQP fe h = [2 7e-x yay \ SS Sa These integrals. are aX the formula toma heigl Y fx" t- enaDl XQ 8x7! Thus we obtain 2. = 56 as an estimate of the smallest eigen value. ‘The true value is Sn? =49:35. Direct Substitution Method 2 Ug, Pay by oad ue uy OF uy 90 Constant or some function of (x, y)—> multiply by 2u. Example: Find the approximate solution of poisson equation yx tty, =-t, fst, [fst u=Oat x=41 and y= Solution: By direct substitution method:- nu} 3 +2u=0 (Bit en era Hs as Nx ELE Nw DBE PR GD RTS, Oak POPTRNGK STAT RTD 2 emai lnfebdgetndemy oo Webs: woe teden.com 2 I= i | +u2—20)acay Put w=¢(1-?)(1-y) 2) u,=e(-2x)(I-y"), wy =e(1-x)(2y) taf fe2(422)(-y*) +02(?) (1-2) ae{-y? 2 ax?) dey a4 [[s22(-27o4]ea2A( 208) 4 [(4ets?802a2yP a deta? gets? een ‘) Soo x N 2e~ Dex dey? + 2292s?) lady QQYy 1 i [se oaty stay vac Se ~2e+ 2ex® + Ley = 2ex*y? | Jew a2 ao Bek 4x y+4c? Pee x 1 dx Ly Dey + Dex’ rertys2ele aad ai 4c (Lat) 4 (tet) 16 Pea Ze (yeas y A(141) ~2e(2) +2ee™ (+1) +25 (1#1)-25.

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