Chapter 4a (prerequisite)

Calculus of variation
The basic problem of calculus of variations is to determine the function y(x)
such that the integral

x2 dy
J   f { y ( x), y ' ( x); x}dx, y ' ( x) 
x1 dx

is an extremum i.e. either a maximum or minimum the quantity J which

depends on the variable y(x) is called functional.

The functional J is considered as given and the limits of integration are fixed.
The function y=y(x) is then varied until an extremum value of J is found.

If a function y=y(x) gives J a minimum value, then any neighboring function

must make J increase. A neighboring function is defined as, in parametric
representation, y (α,x) such that for α=0 y(0,x) =y(x) is a function that yields an
extreme for J thus

y( , x)= y(0,x) + (x)

Where η(x) is a function, of x that has a continuous first derivations and that
vanishes at x1 and x2

The varied function y( , x) must be identical with y(x) at the end points x1 and

x2 i.e. at the end points  ( x1 )   ( x2 )  0

Wrong
y(x)

Varied Right
Path Extremum path y(x)

The integral J now

x1 becomes a function
x2 of the parameter α

x2
J ( )   f { y ( , x), y ' ( , x); x}dx
x1

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The condition that the integral have stationary value an (extremum results) in
that J be independent of α in first order along the path

J
   0
0

For all functions η(x)

This is a necessary condition it is not sufficient

Example 4a-1 consider the function f=(dy/dx)2, where y(x)=x add to y(x) the
function η(x)=sin(x) and find J(α) between the limits x=0 and x =2π show that
the stationary value of J(α) occurs for α=0

Solution

Neighboring function (construction neighboring varied y(x)=x

The sinusoidal variations

y ( , x)  x   sin x

 ( x)   0 and, two nonvanishing values for α

 ( )  sin x
 (0)   (2 )

To determine

f(y,y',x) let determine

dy( , x)
 1   cos x
dx
y

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  dy( , x) 
2

f    1  2 cos x   cos x
2 2

 dx 
2
J ( )   (1  2 cos x   2 cos2 x)dx
0

 2   2

We see that J(α) is always greater than J(0)

Euler equation

J  x2

 2  x1
f { y, y ' ; x}dx y  y ( , x)

The differential operation affects only the integrand

J x2  f y f y ' 
    dx
 x1
 y  y '  

y y ' d
But   ( x) and 
  dx

J x2  f f d 
    ( x)  dx
 x1
 y y ' dx 

Integrating the second term in the integrand by parts

x2 f d f x2 x2 d  f 
x1 y ' dx
dx 
y '
 ( x)   
x1
  ( x)dx
x1 dx  y ' 
 

 ( x1 )   ( x2 )  0

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 ( x1 )   ( x2 )  0
f x2
 ( x)   0
y ' x1

J x2  f d  f  
    ( x)    ( x)dx
 x1
 y dx  y '  
J x2  f d f 
or      ( x)dx
 x1
 y dx y ' 

Which is independent of α apparently, but y and y' are still functions of α

J
 0
But  0 at the extremumvalue

And η(x) is an arbitrary function

f d f
 0 Euler’s Equation
y dx y '

Where y and y' are the original function independent of α Euler’s equation is an
necessary condition for J to have an extremum value

Example 4a-2. Consider a particle moving in a constant force field starting

from rest (x1,y1) to some lower point (x2, y2) find the path that allows the
particle to accomplish the transient in the least possible time

Son let’s choose coordinates (x1, y1) at the origin

Force is constant and directed along x axis Energy is conserved

T + V = constant

V(x=0)=0 T+V = 0 starts from rest

1 1 2
T  mv 2 and V  mgx   Fx mv  mgx
2 2

v  2 gx

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 ( x2 , y2 ) ds
t Time required for the particles to make a transit from the
( x1 , y1 ) v
origin to (x2, y2)
1
( dx 2  dy 2 ) 2
t
2 gx

1/ 2
x2  1  y'2 
    dx
x1 0
 2 gx 

(x1, y1)
y

(x2, y2)
x

Here (2 g ) 1 / 2 does not affect the final equation, the function f may be

 1  y '2  2
f    (*)
 x 

∂f/∂y=0 the Euler equation

d f
0
dx y '

f 1
 cons tan t  (2a) 2 where a is new cons tan t
y '

Performing differentiation ∂f/∂y' on equations (*)

Squaring the result

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 y '2 1

x(1  y ' ) 2a
2

xdx
y 1
(2ax  x 2 ) 2

Now the variables

x  a(1  cos ) , dx  a sin d

y   a(1  cos )d

y  (a(  sin  )  cons tan t

For cycloid

x  a (1  cos ) 

y  a (  sin )

(x1,y1)

a (x2,y2)
p(x,y) cycloid
2a

The Second form of Euler equation

A second equation may be derived from Euler’s equation that is convenient for
f
functions that do not explicitly on x : x  0

f(y,y',x) is the derivative is the sum of terms

df d f dy f dy' f
 { y, y ' ; x}   
dx dx y dx y ' dx x

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 f f f
 y'  y"  (**)
y y ' x

d  y ' f  f d f
   y"  y'
dx  y '  y ' dx y '

 f 
Substituting from equation (**) for y"  y ' 
 

d  f  df f f d f
 y '     y'  y' (* * *)
dx  y '  dx x y dx y '

Then (***)

 d  f  f 
y '     
 dx  y '  y 

Vanishes Euler equation

 f d  f  
   f  y '   0
 x dx  y '  

Second term of Euler Equation which f does not explicitly depend on

f
x, 0
x

f  f 
then f  y'  cons tan t for  0
y '  x 

Functions with several dependent variables

f  f ( y1 ( x), y1 ( x), y2 ( x), y2 ( x)....; x}

f  f ( yi ( x), yi ( x); x} i  1,2,..., n

yi ( , x)  yi (0, x)  i ( x)

The development proceeds

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J  f d f 
   
x2
 i ( x)dx
 x1
i  yi dx y '  xv

The variations η(x) are all independent the vanishing of equations (xv)

When evaluated α=0 the separate vanishing of each expression in brackets

f d  f 
    0 i  1,2,...n
yi dx  yi 

Euler equation when auxiliary conditions are imposed

In machines there exist equations of constraint

g {yi,x}=0

f  f { yi , yi ; x}

Consider the case in which equation of constraint

f  f {yi , yi ; x}  f {y, y' , z, z' ; x}

and g  g{ yi ; x}  g{ y, z; x}  0

J x2  f d f  y  f d f  z 
         dx  0 (a)
 x1
 y dx y '    z dx z '   

y z
And the variation  and  are no longer independent then the expression a

do not vanish separately at α=0

Differentiating g we get

 g y g z 
dg    d  0
 y  z  

x
No terms in x appears since   0

We know

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y ( , x)  y ( x)  1 ( x)
 (b)
z ( , x)  z ( x)   2 ( x) 

Differentiating this set of equation we obtain

y z
 1 ( x) and   2 ( x)
 

substituting in dg we obtains

 g g 
dg   1 ( x)   2 ( x)d  0 
 y z 
From which we get

g  g  ( x)  g / y
1 ( x)   2 ( x)  2 
y z 1 ( x) g / z

J x2  f d f   f d f  
    1 ( x)     2 ( x)dx
 x1
 y dx y '   z dx z '  

Factoring out η1(x)

J x2  f d f   f d f  g y 
         g 1 ( x)dx (c)
  y dy y '   z dx z  z 
x1

Equation (c) contains a single arbitrary function η1(x)

The condition for extremum

J
 0
0

To satisfy the equation (b)

The expression in the square brackets in (c) must vanish

1 1
f d f  g  f d f  g 
       
y dx y '  y  z dx z '  z 

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The LHS of the above equation involves only derivative of f and g with respect to
y and y' and the RHS involves only derivatives with respect to z and z' and both
y and z are functions of x the two sides of equation may be set equal to a
function of x which we write as -λ(x)

f d f g 
   ( x)  0
y dx y ' y 

f d f g
   ( x)  0
z dx z ' z 

The complete solution to the problem now depends on finding three functions

y ( x), z ( x) and  ( x)

And there are three equations, the two equations in ++ and the constraint
equation

The function λ(x) is considered undetermined Lagrange multiplier (Lagrange

multiplier)

For the case of several dependent valuables and several auxiliary conditions
equation ++ becomes

f d f g
    j ( x) i  0
yi dx y i
'
j yi

g j { yi ; x)  0 i= 1,2,…m j=1,2…n=> n+m equation in m + n

unknown

g j
 dyi  0 i  1,2,...m, j  1,2,...n
i yi
Example 4a-3: Consider a disk rolling without slipping on an inclined plane.
Determine the equations of constraints terms the co-ordinates y and g
y

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MEng 6202 Machine Dynamics
R=Radius of disk

g ( y,  )  y  R  0

g g
 1,  R
y 
The constraint equation also appear in the integral from y=y(x)
b
J [ y ]   f { y, y; z}dx Boundary conditions
y (a)  A
z
b
K [ y ]   g{ y, y ' ; x}dx y (b)  B
a

has a length of curve l

The external solution

b
a
( f  g )dx

f d f  g d g 
       0
y dx y '  y dx y ' 

y(a)=A

y(b)=B

k(y)=l Dido problem

The δ notation
The short hand notation to represent the variation

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f x2  f d f  y
d      ddx
 x1
 y dx y  

x2  f d f 
J     ydx
x1
 y dx y ' 

J 
d  J 
 

y
d  y 
 

x2
J    f ( y, y ' ; x)dx  0
x1

y Varied (x2,y2)
path

Actual
path

(x1,y1)
The virtual displacement
Limits of integration is not from the actual path
affected by variation x consistent with all the forces
and constructs

x2
then J   fdx
x1

x2  f f 
   y  y ' dx
x1
 y y 

 dy  d
y '     (y )
 dx  dx

x2  f f d 
so J    y  y dx
x1
 y y dx 

x2  f d f 
y     ydx
x1
 y dx y ' 

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Example 4a-4

Consider the line connecting (x1,y1)=(0,0), (x2,x2)=(1,1) show explicitly that the
function of y(x)=x produces minimum path length by using the varied function

y ( , x)  x   sin  (1  x)

If we use the varied function

y ( , x)  x   sin  (1  x)
dy
 1   cos (1  x)
dx

2
1  dy 
S 1    dx
0
 dx 

1
  [2  2 cos (1  x)  2 2  2 cis 2 (1  x)]1 / 2 dx
0

Setting  (1  x)   the expression S becomes

1  1

S 2[1  2 cos u   2 2 cos2 u ]1 / 2 dv
0 2

Because that is small quantity, we can expand the integral (elliptical)

2   1 1 2 2 
S  1  2 ( cosu  2   cos u  1 / 8( cosu  1 / 2  u )  ... dv
2 2 2 2

 0

2 2 2
S 2  
16

[1] Stephen T. Thornton , Classical Dynamics of Particles and Systems, Fifth

Edition, Brooks, 2004
[2] Donald T. Greenwood, Classical Dynamics, prentice Hall inc, 1977
[3] Mary L. Boas, Mathematical Methods in the Physical Sciences, Third Edition,
John Wiley & Sons, Inc, 2006

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