Euler–Lagrange equation
In the calculus of variations and classical mechanics, the Euler–Lagrange equations[1] are a system of second-order ordinary differential equations whose solutions are stationary points of the given action functional. The equations were discovered in the 1750s by Swiss mathematician Leonhard Euler and Italian mathematician Joseph-Louis Lagrange.
Because a differentiable functional is stationary at its local extrema, the Euler–Lagrange equation is useful for solving optimization problems in which, given some functional, one seeks the function minimizing or maximizing it. This is analogous to Fermat's theorem in calculus, stating that at any point where a differentiable function attains a local extremum its derivative is zero. In Lagrangian mechanics, according to Hamilton's principle of stationary action, the evolution of a physical system is described by the solutions to the Euler equation for the action of the system. In this context Euler equations are usually called Lagrange equations. In classical mechanics,[2] it is equivalent to Newton's laws of motion; indeed, the Euler-Lagrange equations will produce the same equations as Newton's Laws. This is particularly useful when analyzing systems whose force vectors are particularly complicated. It has the advantage that it takes the same form in any system of generalized coordinates, and it is better suited to generalizations. In classical field theory there is an analogous equation to calculate the dynamics of a field.
History
The Euler–Lagrange equation was developed in the 1750s by Euler and Lagrange in connection with their studies of the tautochrone problem. This is the problem of determining a curve on which a weighted particle will fall to a fixed point in a fixed amount of time, independent of the starting point.
Lagrange solved this problem in 1755 and sent the solution to Euler. Both further developed Lagrange's method and applied it to mechanics, which led to the formulation of Lagrangian mechanics. Their correspondence ultimately led to the calculus of variations, a term coined by Euler himself in 1766.[3]
Statement
Let be a mechanical system with degrees of freedom. Here is the configuration space and the Lagrangian, i.e. a smooth real-valued function such that and is an -dimensional "vector of speed". (For those familiar with differential geometry, is a smooth manifold, and where is the tangent bundle of
Let be the set of smooth paths for which and The action functional is defined via
A path is a stationary point of if and only if
Here, is the time derivative of
The derivation of the one-dimensional Euler–Lagrange equation is one of the classic proofs in mathematics. It relies on the fundamental lemma of calculus of variations.
We wish to find a function which satisfies the boundary conditions , , and which extremizes the functional
We assume that is twice continuously differentiable.[4] A weaker assumption can be used, but the proof becomes more difficult.
If extremizes the functional subject to the boundary conditions, then any slight perturbation of that preserves the boundary values must either increase (if is a minimizer) or decrease (if is a maximizer).
Let be the result of such a perturbation of , where is small and is a differentiable function satisfying . Then define
where .
We now wish to calculate the total derivative of with respect to ε.
It follows from the total derivative that
The second line follows from the fact that does not depend on , i.e. .
So
When we have , and has an extremum value, so that
The next step is to use integration by parts on the second term of the integrand, yielding
Using the boundary conditions ,
Applying the fundamental lemma of calculus of variations now yields the Euler–Lagrange equation
Given a functional
on with the boundary conditions and , we proceed by approximating the extremal curve by a polygonal line with segments and passing to the limit as the number of segments grows arbitrarily large.
Divide the interval into equal segments with endpoints and let . Rather than a smooth function we consider the polygonal line with vertices , where and . Accordingly, our functional becomes a real function of variables given by
Extremals of this new functional defined on the discrete points correspond to points where
Evaluating this partial derivative gives
Dividing the above equation by gives
and taking the limit as of the right-hand side of this expression yields
The left hand side of the previous equation is the functional derivative of the functional . A necessary condition for a differentiable functional to have an extremum on some function is that its functional derivative at that function vanishes, which is granted by the last equation.
Example
A standard example is finding the real-valued function y(x) on the interval [a, b], such that y(a) = c and y(b) = d, for which the path length along the curve traced by y is as short as possible.
the integrand function being L(x, y, y′) = √1 + y′ ² .
The partial derivatives of L are:
By substituting these into the Euler–Lagrange equation, we obtain
that is, the function must have a constant first derivative, and thus its graph is a straight line.
Generalizations
Single function of single variable with higher derivatives
The stationary values of the functional
can be obtained from the Euler–Lagrange equation[5]
under fixed boundary conditions for the function itself as well as for the first derivatives (i.e. for all ). The endpoint values of the highest derivative remain flexible.
Several functions of single variable with single derivative
If the problem involves finding several functions () of a single independent variable () that define an extremum of the functional
then the corresponding Euler–Lagrange equations are[6]
Single function of several variables with single derivative
A multi-dimensional generalization comes from considering a function on n variables. If is some surface, then
is extremized only if f satisfies the partial differential equation
When n = 2 and functional is the energy functional, this leads to the soap-film minimal surface problem.
Several functions of several variables with single derivative
If there are several unknown functions to be determined and several variables such that
the system of Euler–Lagrange equations is[5]
Single function of two variables with higher derivatives
If there is a single unknown function f to be determined that is dependent on two variables x1 and x2 and if the functional depends on higher derivatives of f up to n-th order such that
then the Euler–Lagrange equation is[5]
which can be represented shortly as:
wherein are indices that span the number of variables, that is, here they go from 1 to 2. Here summation over the indices is only over in order to avoid counting the same partial derivative multiple times, for example appears only once in the previous equation.
Several functions of several variables with higher derivatives
If there are p unknown functions fi to be determined that are dependent on m variables x1 ... xm and if the functional depends on higher derivatives of the fi up to n-th order such that
where are indices that span the number of variables, that is they go from 1 to m. Then the Euler–Lagrange equation is
where the summation over the is avoiding counting the same derivative several times, just as in the previous subsection. This can be expressed more compactly as
Generalization to manifolds
Let be a smooth manifold, and let denote the space of smooth functions . Then, for functionals of the form
where is the Lagrangian, the statement is equivalent to the statement that, for all , each coordinate frame trivialization of a neighborhood of yields the following equations:
See also
- Lagrangian mechanics
- Hamiltonian mechanics
- Analytical mechanics
- Beltrami identity
- Functional derivative
Notes
- Fox, Charles (1987). An introduction to the calculus of variations. Courier Dover Publications. ISBN 978-0-486-65499-7.
- Goldstein, H.; Poole, C.P.; Safko, J. (2014). Classical Mechanics (3rd ed.). Addison Wesley.
- A short biography of Lagrange Archived 2007-07-14 at the Wayback Machine
- Courant & Hilbert 1953, p. 184
- Courant, R; Hilbert, D (1953). Methods of Mathematical Physics. Vol. I (First English ed.). New York: Interscience Publishers, Inc. ISBN 978-0471504474.
- Weinstock, R. (1952). Calculus of Variations with Applications to Physics and Engineering. New York: McGraw-Hill.
References
- "Lagrange equations (in mechanics)", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
- Weisstein, Eric W. "Euler-Lagrange Differential Equation". MathWorld.
- Calculus of Variations at PlanetMath.
- Gelfand, Izrail Moiseevich (1963). Calculus of Variations. Dover. ISBN 0-486-41448-5.
- Roubicek, T.: Calculus of variations. Chap.17 in: Mathematical Tools for Physicists. (Ed. M. Grinfeld) J. Wiley, Weinheim, 2014, ISBN 978-3-527-41188-7, pp. 551–588.