Dalat University

Faculty of Physics & Nuclear Engineering

Nguyễn Đăng Chiến, Ph.D.

Associate Professor

Contents

Chapter 0: Introduction to the Course

Chapter 1: Symmetry Principles

Chapter 2: The Calculus of Variations

Chapter 3: The Principle of Virtual Work

Chapter 4: Lagrangian Mechanics

Chapter 5: Conservation Laws

Chapter 6: Hamiltonian Mechanics

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3 Chapter 2: The Calculus of Variations

Contents of Chapter 2

I. Extreme Value Problem of a Function

II. A Simple Minimization Problem

III. Statement of Problem

IV. Euler’s Equations

V. Constrained Variational Problems

4 Chapter 2: The Calculus of Variations

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 I. Extreme Value Problem of a Function

 Function:

• A function is a rule (or relation) between sets that associates to every

element of a first set exactly one element of the second set.

• Or, a function from a set to a set is defined by a set of ordered

pairs ( , ) such that ∈ , ∈ .

• : domain

• : codomain

• : graph of function

• = ( ) • → ( )
• Notations:
• : → • →

5 Chapter 2: The Calculus of Variations

I. Extreme Value Problem of a Function

 Extremes of a function:

• Extremes are minima or

maxima of a function within
a given range (local) or
entire domain (global).

• A value of at which the function has either a maximum or a

minimum is called a critical value.

6 Chapter 2: The Calculus of Variations

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 I. Extreme Value Problem of a Function

 How to find critical / extreme values:

• Applying the meaning of derivative as follows:

• is a critical value of the function ( ) if and only if:

′( )=

• ( ) is a maximum if and only if:

′( )=
<

• ( ) is a minimum if and only if:

′( )=
>

7 Chapter 2: The Calculus of Variations

I. Extreme Value Problem of a Function

 Example:

Given a function:

( )= − + −

Are there any extreme values?

8 Chapter 2: The Calculus of Variations

4
 II. A Simple Minimization Problem

 Problem:

• The shortest distance between two points in Euclidean space is

calculated along a straight line joining the two points.

• This fact is intuitively obvious!

• However, we will prove that the straight line yields a path of shortest
distance.

• In particular, straight line on the

( , )-plane:
=

between the two points:

( , ) and ( , )
O

9 Chapter 2: The Calculus of Variations

II. A Simple Minimization Problem

 Length integral:
• Introducing a modified function:
= + ( )

• The length of the curve expressed by ( ) from O to M can be

calculated by the length integral:

[ ]= + ( ′)

• Note that the value of the integral depends on the choice we make for
the function ( ).

 [ ] is called a functional of .

• The function ( ) satisfies the boundary condition:

= =

10 Chapter 2: The Calculus of Variations

5
 II. A Simple Minimization Problem

 Proof:

• From the boundary conditions of and , the variation function ( )

is required to satisfy:
= =

• We express the modified length integral:

[ + ]= +[ + ]

as a function of and a functional of .

• Taking the first derivative of with respect to :

[ + ] = = =
+ +

11 Chapter 2: The Calculus of Variations

II. A Simple Minimization Problem

 Proof:

• Taking the second-order derivative of with respect to :

[ ]
[ + ] = /
>
( + )

• The results of first and second derivatives at = show that the

function minimizes the length integral.

• Note: if we did not know , we would be required to choose a trial

function and test for all variations ( ) that vanish at the
integration boundaries.  Very difficult (or impossible)

 The methods of the calculus of variations is to transform the problem

of minimizing an integral to the problem of finding the solution to an
ordinary differential equation for ( ).

12 Chapter 2: The Calculus of Variations

6
 III. Statement of Problem

 Problem:

• Find to minimize the functional: B

[ ]= ( , ; )

A
with fixed boundary points:
= , = O

• The integrand ( , ; ) is assumed = + ( )

a smooth function of and its
first derivative ′ , with a possible
explicit dependence on .
( )
• The variation satisfies:
= =

13 Chapter 2: The Calculus of Variations

III. Statement of Problem

 Distinguish variation & differential:

Differential ( ) Variation ( )

1 function, but 2 values of function 2 functions with 2 their values

at 2 different values of variable: at 1 value of variable:
( )= + − ( ) ( )= − ( )

 Commutation of operators & :

• Using the definition of the variation of a function, we have:

= − = − =

 The variation operator commutes with the differential operator :

= Because acts on variable,

Why?
whereas acts on function

14 Chapter 2: The Calculus of Variations

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 III. Statement of Problem

 Stationary condition of functional:

• The variation of the functional is given by:

= + , + ′; − ( , ; )

= + , + ′; − ( , ; )

• If noting that and ′ are infinitesimal variations, from the definition

of derivative, we have:

= + ′
′

• If is the function at which the functional is stationary, the

functional variation has to vanish at :
=

15 Chapter 2: The Calculus of Variations

IV. Euler’s Equations

 Finding a differential equation for :

• Using the commutation of & / , we have:

= +
′

• Applying the derivative of a product for the second term, it leads to:

⇒ = + −
′ ′

= + −
′ ′

• The first term involving ( ), ( ) vanishes explicitly and we obtain:

Euler-Lagrange Equation
= ⇔ =
(Euler’s First Equation)

16 Chapter 2: The Calculus of Variations

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 IV. Euler’s Equations

• If note that: = + + ,
′ ′ ′ ′
the Euler-Lagrange equation can be expressed as:

+ + =
′ ′ ′ ′

 Generalization for the multi-function dependence of functional:

• For [ , ,…, ]= ( , ,…, , , ,…, ; )

with the boundary conditions: = = , = , ,…,

we obtain the Euler-Lagrange equations:

= , = , ,…,

17 Chapter 2: The Calculus of Variations

IV. Euler’s Equations

 Euler’s Second Equation:

• The -derivative of ( , ; ) is: = + +

′

• Substitute / from Euler’s first equation to combine the last two

terms so that we obtain Euler’s Second equation:

− =
′

• This equation is especially useful when is independent of , for

which the Euler’s Second equation yields the solution:

, − , =

where the constant is determined from the boundary conditions. This

is also considered as a partial solution of the Euler’s first equation.

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 IV. Euler’s Equations

 When is the extreme value of functional minimal?

• The stationary condition = only ensures to obtain the extreme

values of the functional, but does not imply that the Euler path ( )
minimizes the functional.

• The sufficient condition so that the extreme

value of the functional is minimal is: >

• By following steps similar to the derivation of , the second-order

functional variation is expressed as: [Homework]

= ( ) − +( ′)
′ ( ′)

• The conditions for a minimum of the functional:

− > and >

( ′)

19 Chapter 2: The Calculus of Variations

IV. Euler’s Equations

 Return to the problem of minimizing the length integral:

• Using Euler-Lagrange equation to find the function ( ) that makes the

length integral stationary:

[ ]= + ( ′)

• The integrand is written as: , = + ( ′)

• Euler-Lagrange equation:

= /
= = ⇔ ( )=
+ ( ′)

• Applying boundary conditions: = , =

⇒ ( )=

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 IV. Euler’s Equations

 Return to the problem of minimizing the length integral:

• Proof:

Proves that ( ) = minimizes the length

integral.

21 Chapter 2: The Calculus of Variations

V. Constrained Variational Problems

 Statement of problem:

• Find ( ) so that a certain functional , ;

is stationary under the constraint that another functional

, ;

be held constant (say at value ).

 Constrained variational principle:

• The constrained variational principle is then expressed in terms of the

functional:

= , ; + − , ;

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 V. Constrained Variational Problems

 Constrained variational principle:

• Since the term in the bracket is equal to zero, the functional

∫ , ; is stationary if is stationary.

• Applying the stationary condition = for with respect to

arbitrary variations ( ) yields Euler’s First Equation:

− = −

• If & are both explicitly independent of , then Euler’s Second

Equation is:

− ′ − − ′ =

⇒ − ′ − − = ( )

23 Chapter 2: The Calculus of Variations

V. Constrained Variational Problems

 Constrained variational principle:

• Determine the Lagrange multiplier :

o is determined using boundary conditions of function ( ).

o Assume the boundary conditions are:

= , =

o The constant of integration is chosen from the conditions so that

is defined as:
( , )
=
( , )

(It means from the Euler’s Second Equation that = ).

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 V. Constrained Variational Problems

 Example: Isoperimetric Problem

• Statement of problem: In 2D space, find the shape of closed curves

with a given perimeter length that has the greatest area.

=  maximized
In the mathematical language:
= + ( ′)  kept constant

• Solution:

o Set the functional: = + − + ( ′)

o From Euler’s first equation:

′
− = ⇒− = − [⇒ = ]
+ ( ′) +

25 Chapter 2: The Calculus of Variations

V. Constrained Variational Problems

 Example: Isoperimetric Problem

o = and = + ( ′) are independent of . From Euler’s second

equation, we have:

− = ⇒ =
+ ( ′) + ( ′)

o From =  =

o The combination of the 2 equations yields: + − =

which can be integrated to give:

= − −

 the equation of a circle with radius = .

26 Chapter 2: The Calculus of Variations

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27 Chapter 2: The Calculus of Variations

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