Some engineering problems are solved by using calculus

of variations

1. The path of minimal optical length (Fermat’s principle: light chooses the
path of minimal optical length through an inhomogeneous medium)

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 2. Shortest distance between two curves

3. The Brachistochrone problem (Choose the path of a particle under the

force of gravity in the minimal time)
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4. Particle moving in the gravitational field (A particle moves on a path along
which the kinetic energy is minimal)

5. A geodesic on a given surface (Find the shortest distance on a given

surface between two fixed points)
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 6. The minimal surface of revolution passing through two points

7. The optimal control problem (How to choose F(t) so as to steer the system
to rest at L in minimum time)

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8. Determine the equation of equilibrium and natural boundary conditions
(Statically indeterminate problems in bending)

(0,1)

X
0 (1,0)

9. Determine the natural frequency of vibrating membrane

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 Introduction

The shortest distance between two points in a plane is obtained by drawing the
straight line that joins them. The circle is the shape that encloses maximum area
for a given length of perimeter. These well-known facts were known to the
Ancient Greeks and are the oldest known solutions in the class of problems
discussed in what we now call optimization theory. But, although the Greeks’
geometrical insight gave them the answers to a few problems in this field, it was
not until the eighteenth century that a systematic theory began to emerge. The
theory of optimization continues to be an area of active research for
mathematicians in an indication both of the inherent beauty of the subject and
of its relevance to modern developments in science, industry and commerce. The
calculus of variations is the name given to the theory of the optimization of
integrals. The name itself dates from the mid-eighteenth century and describes
the method used to derive the theory. An early problem involving the
minimization of an integral was posed by John Bernoulli (1667-1748) in 1696. It
involves a bead sliding under gravity along a smooth wire joining two fixed
points A and B and asks what shape the wire should be in order that the bead
should slide from A to B in minimum time which is called the brachistochrone
problem (from the Greek: brachist=shortest, chronos=time).

1 Maxima and Minima

Applications of the calculus of variations are concerned with the determination of

maxima and minima of a certain expressions involving unknown equations.
Consider a continuously differentiable equation f  x1 , x 2 ......., x n  of n variables

x1 , x 2 ,......., x n , the necessary condition for a relative maximum or minimum of the

function f at an interior point of a region is that

f f f
df  dx1  dx2  ............  dxn  0 (1)
x1 x2 xn

If equation (1) is satisfied, thus the function f is said to be stationary.

If the n variables are all independent, the n differentials can be assigned
arbitrarily, thus equation (1) is equivalent to the n conditions.
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 f f f f
   .................  0 (2)
x1 x2 x3 xn
Sufficient conditions for actually determining maxima or minima involve certain
inequalities among the higher partial derivatives.
Suppose the n variables are not independent and but are related by N conditions.
 k  x1 , x2 , , xn   0, 1  k  N (3)

Now, we have n unknown variables with N equations, thus the total of N variables
will be expressed in terms of n -N independent variables.
Consider the problem of obtaining stationary values of f x, y, z 

df  f x dx  f y dy  f z dz  0 (4)

subject to the two constraints

1  x, y, z   0
(5)
 2  x, y , z   0

The three variables x, y, z with the two conditions (5) leave the only one variable,
say z that can be considered as independent. Equation (5) can also be put in the
form
1x dx  1 y dy  1z dz  0
(6)
 2 x dx   2 y dy   2 z dz  0

From equation (6) the variables dx , dy can be in terms of dz such that

1z 1 y 1 x 1z
2 z 2 y      2 z 1z2 x  2 z1 x
dx   1 y 2 z 2 y 1z dz , dy  2 x  dz
1 x 1 y 1 x2 y  1 y2 x 1 x 1 y 1 x2 y  1 y2 x
2 x 2 y 2 x 2 y

and introducing the results into (4), to give a result of the form
         
df   1 y 2 z 2 y 1z f x  1z 2 x 2 z 1 x f y  f z  dz  0
     
(7)
 1x 2 y 1 y 2 x 1 x2 y  1 y2 x 

Since dz can be assigned arbitrarily, the vanishing of the indicated expression in

parentheses in this form is the desired condition that f be stationary when Eqs. (5)

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 1 y2 z  2 y1z    
and (6) are satisfied. That is f x  1z 2 x 2 z 1x f y  f z  0 (7*)
1 x2 y  1 y2 x 1 x2 y  1 y2 x

Then, Eq. (5) and (7*) give three equations for solving three unknowns x , y , z

As an alternative procedure, we first multiply (6) by the quantities 1 and  2 , and

add the results to (4) leading to

( f x  11x  22 x )dx   f y  11 y  22 y dy

(8)
  f z  11z  22 z dz  0

Now, let 1 and  2 be determined so that two of the parentheses in (8) vanish.
Thus it gives
f  
 1 1  2 2  0
x x x
f 1  2
 1  2 0 (9)
y y y
f  
 1 1  2 2  0
z z z
Equations (9) and (5) comprise five equations for determining five unknowns
x, y, z and 1 , 2 . The quantities 1 and  2 are known as Lagrange multipliers.

In other words, the equation (9) is the conditions that f  11   2 2 be stationary
when no constraints are present.

Example-1: Consider the problem of finding the point on the line x  y  1 which
is nearest to the origin.
Method-1: f  x 2  y 2 , df  2 xdx  2 ydy  0 , x  y  1  dx  dy  0 , leading to

2 xdx  2 ydx  0 or x  y , then together with x  y  1 , we have

x  y  1/ 2

Mothod-2: from Eq. (9) with f  x 2  y 2 , 1  x  y  1 , we have

f / x  11 / x  2 x  1  0 , and f / y  11 / y  2 y  1  0

leading to x  y  1 / 2 .
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Example-2, Determine the point on the curve of intersection of the surfaces
z  xy  5, x  y  z  1 , which is nearest the origin. Thus, we must minimize the

quantity f  x 2  y 2  z 2 subject to the above two constraints with

1  z  xy  5, 2  x  y  z  1 .

Method-1: Let 1  z  xy  5  0 , 2  x  y  z  1  0 , Eq. (7*) gives

y 2  y  x 2  x  zx  zy  0
We obtain two points (2,-2,1) and (-2,2,1).

Method-2: Applying Equation (9), we have

2 x  1 y  2  0
2 y  1 x  2  0
2 z  1  2  0

Solving the above five equations for five unknowns x, y , z, 1 , 2 , we obtain two
points (2,-2,1) and (-2,2,1).

Example-3: Consider a central quadric surface

a11 x 2  a22 y 2  a33 z 2  2a12 xy  2a23 yz  2a13 xz  1

Find those points on the surface for which distance from the origin is maximum or
minimum related to a major semiaxis and a minor semiaxis. We are thus to render
the form

f  x2  y2  z2

stationary, subject to the constraint   a11 x 2  a22 y 2  a33 z 2  2a12 xy  2a23 yz  2a13 xz  1 .

Now we introduce the Lagrange multiplier by 1 /  , the requirement that    f

be stationary (or d (   f )  0 ) leads to the conditions

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 a11 x  a12 y  a13 z   x
a12 x  a22 y  a23 z   y
a13 x  a23 y  a33 z   z

a11   a12 a13

For a non-trivial solution of x, y , z , it requires a21 a22   a23 0
a31 a32 a33  

This set of equations comprises a characteristic value problem where the values

of  are inversely proportional to the squares of the semiaxes and the values of 

are the roots of a polynominal of degree 3.

Consider a special case of the ellipse

Ax 2  2 Bxy  Cy 2  1

where AC  B 2 , determine the lengths of the principal semiaxes of that ellipse and the

area of the ellipse. Since we have

Ax  By   x
Bx  Cy   y

A B
For a nontrivial solution, it requires that  0 leading to
B C 

A  C  ( A  C ) 2  4B 2 A  C  ( A  C ) 2  4B 2
1  , 2 
2 2

The major semiaxis a is equal to 1 / 2 and the minor semiaxis b is equal to

1 / 1 , and the area of the ellipse is  ab   / ( AC  B 2 )1/2 .

Example-4: Assume the speed of light is c1 between points P1 and P0 and c2

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between points P0 and P2 . The boundary between the two media is represented by

P0 ( x, y0 ) where the notation signifies the fact that the x location of the light ray is

not known yet. The known y0 location specifies the distance of the points in the two

separate media from the boundary. Then the time to run the full path between P1 and

P2 is simply

( x  x1 ) 2  ( y0  y1 ) 2 ( x2  x ) 2  ( y 2  y0 ) 2
t 
c1 c2

The minimum of this is simply obtained by dt / dx  0 or

x  x1 x2  x
 0
2 2
c1 ( x  x1 )  ( y0  y1 ) c2 ( x2  x ) 2  ( y2  y0 ) 2

The solution of this equation yields the x location of the ray crossing the boundary

and produces the well-known Snell’s law of

sin 1 sin  2

c1 c2

where the angles are measured with respect to the normal of the boundary between

the two media.

Problem-5: Of all parabolas which pass through the points (0,0) and (1,1) , determine

that one which, when rotated about the x axis, generates a solid of revolution with

least possible volume between x  0 and x  1.

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 The basic problem in the calculus of variations is to determine a function such

that a certain definite integral involving that function and certain of its derivatives

takes on a maximum or minimum value.

For example,

To determine the surface of revolution passing through  x1 , y1 ,  x 2 , y 2  which has

minimum surface area I
x2

I   2y 1  y  2
x1

1/ 2
dx (10)
x2
In general I   F ( x, y, y )dx
x1
(11)

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