Calculus of Variations

Functional
Eulers equation
V-1 Maximum and Minimum of Functions
V-2 Maximum and Minimum of Functionals
V-3 The Variational Notaion
V-4 Constraints and Lagrange Multiplier
Eulers equation

V-5

Functional

Approximate method
1. Method of Weighted Residuals

Galerkin method

2. Variational Method

Kantorovich Method
Raleigh-Ritz Method

V-1 Maximum and Minimum of Functions

Part A Functional

Eulers equation

Maximum and Minimum of functions

(a) If f(x) is twice continuously differentiable on [x0 , x1]

i.e.

Nec. Condition for a max. (min.) of f(x) at x [ x0 , x1 ]

is that F x 0

Suff. Condition for a max (min.) of f(x) at x [ x0 , x1 ] are that F x 0

also F x 0 ( F x 0 )

(b) If f(x) over closed domain D. Then nec. and suff. Condition for a max. (min.)
of f(x) at x0

2 f
that
xi x j

D D
x x0

are that

f
xi

x x0

0 i = 1,2n

and also

is a negative infinite .

(c) If f(x) on closed domain D

If we want to extremize f(x) subject to the constraints
gi ( x1 ,K , xn ) 0 i=1,2,k ( k < n )
Ex :Find the extrema of f(x,y) subject to g(x,y) =0
(i) 1st method : by direct diff. of g

dg g x dx g y dy 0
gx
dy dx
gy

To extremize f

df f x dx f y dy 0
gx
( f x f y )dx 0
gy
3

We have

fx g y f y gx 0

and

g 0

to find (x0,y0) which is to extremize f subject to g = 0

(ii) 2nd method : (Lagrange Multiplier)

Let

v ( x , y , ) f ( x , y ) g ( x, y )
extrema of v without any constraint
extrema of f subject to g = 0

To extremize v

v
fx gx 0
x
v
fy gy 0
y

fx g y f y gx 0

v g 0

We obtain the same equations to extrimizing. Where is called

The Lagrange Multiplier.

V-2 Maximum and Minimum of Functionals

2.1 What are functionals.

Functional is functions function.

y ( x)

y1
x1

y ( x) ( x)

( x)

y2
x2

2.2 The simplest problem in calculus of variations.

Determine y ( x) c 2 [ x , x ] such that the functional
0

I y x F x, y x , y& x dx
x1

x0

as an extrema

2
where F c over its entire domain , subject to y(x0) = y0 , y(x1) = y1at the end
points.

On integrating by parts of the 2nd term

[ Fy ( x, y, y) ]xx [ d Fy ( x, y, y) Fy ( x, y, y)]dx 0
x
1

since

x1
0

dx

------- (1)

( x0 ) ( x1 ) 0 and since ( x) is arbitrary.

d
Fy ( x, y, y) Fy ( x, y, y ) 0
dx

-------- (2)

Eulers Equation

Natural B.Cs

F
y

0
x0

or /and

F
y

0
x x1

The above requirements are called national b.cs.

V-3

The Variational Notation

Variations
Imbed u(x) in a parameter family of function
variation of u(x) is defined as

( x, ) u ( x) ( x)

the

u ( x)
The corresponding variation of F , F to the order in is ,
since

F F ( x y , y ) F ( x, y, y)
F
F
y
y

y
y

and
Then

x1

I (u ) F ( x, u , u )dx G ( )
x1

x0

I F ( x, y, y )dx
x0
x1

F ( x, y , y )dx
x0

x1

F
F
y
y dx

x0

x1

x0

F d F
F

ydx

y
y dx y

x1

x0

Thus a stationary function for a functional is one for which the first variation = 0.
For the more general cases

F
y

(a) Several dependent variables.

Ex :
Eulers Eq.

x1

I F ( x, y, z ; y , z )dx
x0

F d F
( )0
y dx y

F d F
( )0
z dx z

(b) Several Independent variables.

Ex :
Eulers Eq.

I F ( x, y , u , u x , u y )dxdy
R

F F
F
(
) (
)0
u x u x y u y

(C) High Order.

x1

I F ( x, y , y , y )dx

Ex :
Eulers Eq.

x0

F d F
d 2 F
( ) 2 ( ) 0
y dx y dx y

Variables

Causing more equation.

Order

Causing longer equation.

V-4 Constraints and Lagrange Multiplier

Lagrange multiplier
Lagrange multiplier can be used to find the extreme value of a multivariate
function f subjected to the constraints.

Ex :
(a) Find the extreme value of I

where u ( x1 ) u1

v( x1 ) v1

x1

x0

F ( x, u , v, u x , vx )dx

u ( x2 ) u2
v( x2 ) v2

and subject to the constraints

G ( x, u , v ) 0

------------(1)

F d F
x2 F
d F
I

v
dx 0

x1

v
dx

v
dx

v
x

From

-----------(2)

10

Because of the constraints, we dont get two Eulers equations.

From
G

G
G
u
v 0
u
v

Gv
v u
Gu

So (2)

G
I v
x0
Gu
G F d

v u dx
x1

F d F F d F

vdx 0

u dx u x v dx
v x
F d F
F
G

0

u x
u v dx

The above equations together with (1) are to be solved for u , v.

11

(b) Simple Isoparametric Problem

To extremize

x2

x1

F x, y , y dx , subject to the constraint

(1) J x2 G x, y, y dx const .

x1

(2) y (x1) = y1 , y (x2) = y2

Take the variation of two-parameter family y y y 11 x 2 2 x
(where 1 x and 2 x are some equations which satisfy
1 x1 2 x1 1 x2 2 x2 0 )

Then , I (1 , 2 )

J (1 , 2

x2

x1
x2
x1

F ( x, y 11 2 2 , y 11 2 2 )dx
G ( x, y 11 2 2 , y 11 2 2 )dx

To base on Lagrange Multiplier Method we can get :

12

I J 1 2 0 0
1

I J 1 2 0 0
2
x2 F
G d G

d F
x1 y dx y y dx y i dx 0

i = 1,2

So the Euler equation is

d
F G F G 0
y
dx y

G d G

0 , is arbitrary numbers.
when

y dx y
The constraint is trivial, we can ignore .

13

Examples
Eulers equation

Functional

Helmholtz Equation
Ex : Force vibration of a membrane.

2u 2 2u 2u
c ( 2 2 ) f ( x, y , t )
2
t
x
y

-----(1)

if the forcing function f is of the form

f ( x, y, t ) P ( x, y ) sin(t )
we may write the steady state disp u in the form
(1)

u v( x, y ) sin(t )
2v 2v
c ( 2 2 ) 2v p 0
x
y
2

14

2
2

v
2
2
c
(

v
R x 2 y 2

p vdxdy 0 -----(2)

Consider

c 2 vxx vdxdy

c 2 [(vx v) x vx vx ]dxdy
R

Note that (vx v) x vxx v vx vx

V Vx i Vy j

c 2 v yy vdxdy

c 2 [(vy v) y vy vy ]dxdy
R

(v y v) y v yy v v y v y

Vx vx v
V y v y v

n cos i sin j
%

Vx Vy ( x v) ( y v)
gV

x
y
x
y

15

(gV )da
V gnds

(vx v cos v y v sin )ds

c 2 vxx vdxdy c 2 v yy vdxdy
R

1 2
c (vx ) 2 dxdy

R 2
1 2
2
2
c
v

v
sin

ds

(
v
)
dxdy
y
y
R 2

c2
vx v cos ds

1 2
c [(vx ) 2 (v y ) 2 ]dxdy
R 2
P vdxdy 0

2
c

(vx cos v y sin ) vds

1
2

(
v
(2)
R 2 2 )dxdy R

c 2 v vds R [ 1 c 2 (v)2 1 2v 2 Pv]dxdy 0

n
2
2

16

Hence :
(i) if v f ( x, y ) is given on
i.e. v 0
on

then the variational problem

c2
1
[ (v) 2 2 v 2 pv]dxdy 0
R 2
2

-----(3)

v
(ii) if n 0 is given on
the variation problem is same as (3)
v
( s ) is given on
(iii) if
n

1
1 2

c (v) 2 2 v 2 pv dxdy c 2 vdx ] 0

2
2

[ R

17

Diffusion Equation
Ex :

Steady state Heat condition

(k T ) f ( x, T )
B.Cs :

T T1

kn T q2
kn T h(T T3 )

in

on
on
on

B1
B2
B3

multiply the equation by

, and integrate over the domain D. After integrating by
parts, we find the variational problem as follow.
T
1

2
[ k (T ) f ( x, T )dT d
D 2
T0

q2Td
B2

with

T = T1 on

1
2
h
(
T

T
)
d ] 0
3

B
2 3

B1

18

Poison Equation
Ex : Torsion of a primatri Bar

2 2

in

on

where is the Prandtl stress function and

z G

zy

The variation problem becomes

[(D )
R

4 ]dxdy 0

with 0 on

19

V-5-1 Approximate Methods

(I) Method of Weighted Residuals (MWR)

L[u ] 0 in

+homo. b.cs in B
Assume approx. solution

u un Cii
i 1

where each trial function i satisfies the b.cs

The residual

Rn L[un ]
In this
method (MWR), Ci are chosen such that Rn is forced to be zero in an average
sense.
i.e. < wj, Rn > = 0,
j = 1,2,,n
where wj are the weighting functions..

20

(II) Galerkin Method

wj are chosen to be the trial functions j hence the trial functions is chosen
as members of a complete set of functions.
Galerkin method force the residual to be zero w.r.t. an orthogonal complete set.

Ex: Torsion of a square shaft

2 2

on

x a ,

y a

(i) one term approximation

1 c1 ( x 2 a 2 )( y 2 a 2 )

Ri 2 1 2 2c1[( x a) 2 ( y a ) 2 ] 2

1 ( x 2 a 2 )( y 2 a 2 )
21

From

a a

R11dxdy 0

5 1
c1
8 a2
therefore

5
2
2
2
2
(
x

a
)(
y

a
)
2
8a

the torsional rigidity

D1 2G dxdy 0.1388G (2a) 4

R

the exact value of D is

Da 0.1406G (2a) 4
the error is only -1.2%

22

(ii) two term approximation

2 ( x 2 a 2 )( y 2 a 2 )[c1 c2 ( x 2 y 2 )]
By symmetry even functions

R2 2 2
1 ( x 2 a 2 )( y 2 a 2 )

2 ( x 2 a 2 )( y 2 a 2 )( x 2 y 2 )

From
and

R21dxdy 0

R22 dxdy 0

we obtain

c1

1295 1
525 1
,
c

2
2216 a 2
4432 a 2

therefore

D2 2G 2 dxdy 0.1404G (2a ) 4

R

the error is only -0.14%

23

V-5-2 Variational Methods

(I) Kantorovich Method

n

Assuming the approximate solution as :

u Ci ( xn )U i
i 1

where Ui is a known function decided by b.c. condition.

Ci is a unknown function decided by minimal I.

Euler Equation of Ci

Ex : The torsional problem with a functional I.

u 2 u 2
I (u ) [( ) ( ) 4u ]dxdy
a b
x
y
a

24

Assuming the one-term approximate solution as :

u ( x, y ) (b 2 y 2 )C ( x)
Then,

I (C)

a b

{(b 2 y 2 ) 2 [C( x)]2 4 y 2C 2 ( x) 4(b 2 y 2 )C( x)}dxdy

Integrate by y

16
8
16
I (C) [ b5C2 b3C 2 b3C]dx
a 15
3
3
a

Eulers equation is

C( x)

5
5
C(
x
)

2b 2
2b 2

where b.c. condition is C( a ) 0

General solution is

C( x) A1 cosh(

5 x
5 x
) A 2 sinh(
) 1
2b
2b

25

where

A1

cosh(

5a
)
2b

, A2 0

and

5
cosh(

2
C( x) 1
5

cosh(

x
)
b

a
)
b

So, the one-term approximate solution is

5
cosh(

2
u 1
5

cosh(

x
)
b (b 2 y 2 )

a
)

b
26

(II) Raleigh-Ritz Method

This is used when the exact solution is impossible or difficult to obtain.
n

First, we assume the approximate solution as :

u CiU i
i 1

Where, Ui are some approximate function which satisfy the b.cs.

Then, we can calculate extreme I .
I
I

0
I I (c1 ,K , cn ) choose c1 ~ cn i.e. c

c
1
n

Ex:
Sol :
From

y xy x

y (0) y (1) 0

1 1
1
y xy x ydx 0 I 0 y 2 xy 2 xy dx

27

Assuming that

y x 1 x c1 c2 x c3 x 2 K

(1)One-term approx

y c1 x 1 x c1 x x 2

y c1 1 2 x

x
1 2

c1 1 4 x 4 x 2 c12 x 2 2 x 3 x 4 c1 x x x 2 dx
2
2

19 2 c1
c12
4
c1 2 1 2 1
1 1

c1

c1

1 2
120
12
2
3
2 4 5 6
3 4
1

Then, I c1 0

I
0
c1

19
1
c1 0
60
12

c1 0.263 y (1) 0.263x(1 x)

(2)Two-term approx

y x(1 x)(c1 c2 x) c1 ( x x 2 ) c2 ( x 2 x 3 )
28

Then

y c1 (1 2 x) c2 (2 x 3 x 2 )

1 2
I (c1 , c2 ) [ c1 1 4 x 4 x 2 2c1c2 2 x 7 x 2 6 x 3
0 2
1 2 3
2
2
3
4
c3 (4 x 12 x 9 x ) c1 x 2 x 4 x 5 2c1c2 x 4 2 x 5 x 6
2
1

c2 2 ( x 5 2 x 6 x 7 ) c1 x 2 x 3 c2 x 3 x 4 ]dx

c12
4 1 2 1
7 3 1 1 1

1 2 c1c2 1
2
3 4 5 6
3 2 5 3 7

c12 4
9 1 2 9
c c
3 1 2
2 3
5 6 7 8
12 20
19 2 11
107 2 c1 c2

c1 c1c2
c2
120
70
1680
12 20

29

I
0
c1

I
0
c2

19
11
1
c1 c2
60
70
12
11
109
1
c1
c2
70
840
20

0.317 c1 + 0.127 c2 = 0.05

c1 = 0.177 , c2 = 0.173

y (2) (0.177 x 0.173 x 2 )(1 x)

( It is noted that the deviation between the successive approxs. y(1) and y(2) is
found to be smaller in magnitude than 0.009 over (0,1) )

30