Mathematics of Variation
Mathematics of Variation
Mathematics of Variation
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x−D
y = C cosh C
Taha Sochi
Preface
This book is about the calculus of variations which is a subject concerned mainly with optimization
of functionals. However, because part of it is based on using ordinary calculus in solving optimization
problems, “Calculus of Variations” in its original title is modified to become “Mathematics of Variation”.
In fact, the book is essentially a collection of solved problems with rather modest theoretical background
and hence it is based on the method of “learning by example and practice” which in our view is the most
effective way for learning mathematics and overcoming the difficulties of its abstraction. The main merit
of the book is its clarity, intuitive structure and rather inclusiveness as it includes the main topics and
applications of this subject. The structure of the book is that it starts with a preliminary chapter which
provides a general theoretical background about this subject with many solved problems related to this
background. In the remaining chapters we present a number of common topics and applications related to
the mathematical methods of variation. So, the remaining chapters consist essentially of solved problems
classified according to certain mathematical and physical criteria with some introductory and general
background.
Because the book is about the mathematical methods of variation, we do not explain things like inte-
gration or partial differentiation or how to obtain solutions of differential equations although we usually
make short explanatory remarks or put the results in a format that is easy to understand and verify.
We also avoid going through many theoretical details and technicalities of the calculus of variations to
avoid unnecessary distraction from our main practical objectives and to save space. For example, we
do not go through the derivation of the formulae of the calculus of variations because such details can
be found in almost every book on this subject. Similarly, we avoid going through technicalities related
for example to the nature of the arguments of real-valued functions (such as the square root or natural
logarithm) and how and when these arguments should be non-negative. So, in brief we take things rather
easy in presenting the subject using general understanding and common sense in dealing with the varia-
tional problems. Accordingly, the materials in this book have essentially practical objectives rather than
pedantic mathematical purposes. So, the target of this book is essentially scientists, engineers and applied
mathematicians rather than mathematicians.
The materials in this book require decent background in general mathematics (mostly in single-variable
and multi-variable differential and integral calculus). Some problems and applications also require rea-
sonable background in physics which is the main field of application of the calculus (and mathematics) of
variations. The book can be used as a text or as a reference for an introductory course on this subject
as part of an undergraduate curriculum in physics or engineering or applied mathematics. The book can
also be used as a source of supplementary pedagogical materials used in tutorial sessions associated with
such a course.
Taha Sochi
London, October 2020
1
Contents
Preface 1
Table of Contents 2
Nomenclature 4
1 Preliminaries 6
1.1 Introductory Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2 The Calculus of Variations and the Variational Principle . . . . . . . . . . . . . . . . . . . 7
1.3 Functionals in the Calculus of Variations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4 The Euler-Lagrange Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.5 Variational Problems with Higher Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.6 Variational Problems with Multiple Independent Variables . . . . . . . . . . . . . . . . . . 38
1.7 Variational Problems with Multiple Dependent Variables . . . . . . . . . . . . . . . . . . . 44
1.8 Variational Problems with Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
1.9 Variational Problems with Variable Boundaries . . . . . . . . . . . . . . . . . . . . . . . . 53
1.10 Variational Problems of Mixed Nature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
1.11 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
2 Optimal Curves 66
2.1 Geodesic Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2.2 Fastest Descent Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
2.3 The Catenary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
2.4 Isoperimetric Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
2
9 Numerical Methods 216
References 239
Index 240
3
Nomenclature
In the following list, we define the common symbols, notations and abbreviations which are used in the
book as a quick reference for the reader. The list may exclude what is used locally and casually.
4
v speed
vw speed of wave
v velocity
V volume
x, y, z coordinates of 3D Euclidean space (usually orthonormal Cartesian)
yi the ith 1D Rayleigh-Ritz approximation
y1 , · · · , yn y values of function points in 1D finite difference method[1]
y (i) the ith derivative of y (i.e. y (i) = di y/dxi )
yji partial derivative of yj with respect to xi (i.e. yji = ∂yj /∂xi )
yx1 partial derivative of y with respect to x1 (i.e. yx1 = ∂y/∂x1 )
zmn the mnth 2D Rayleigh-Ritz approximation
z11 , · · · , zmn z values of function points in 2D finite difference method
Γ curve
λ, λ1 , · · · , λn Lagrange multipliers, eigenvalues
λm , λM minimum, maximum eigenvalue of Sturm-Liouville problem
µ linear mass density
ρ, φ polar coordinates of plane
ρ, φ, z cylindrical coordinates of 3D Euclidean space
σ area
τ tension force
φ0 , · · · , φn basis functions in 1D Rayleigh-Ritz method[2]
Φ gravitational potential
ω angular speed
Ω set of functions, domain of multi-variate function
[1] In fact, these y values (as well as the upcoming z values z11 , · · · , zmn ) are supposed to be approximates of the extremizing
function at these points.
[2] In fact, we should also have φ , φ
0 11 · · · , φmn basis functions for the 2D Rayleigh-Ritz method but we did not use this
notation in this book.
5
The book is available in paperback from Ama-
zon:
https://www.amazon.com/Introduction-Mathematics-Variation-Taha-Sochi/dp/B08SP6F1TV/ref=cm_cr_arp_d_pdt_img_top?ie=UTF8
1
Index
Absolute value, 6 Circular
Acceleration, 4, 177–181, 186 arc, 70, 71, 100, 102, 104, 108, 110, 167, 170
Action, 172–174 symmetry, 125
integral, 172–174 Circumference, 106, 111, 115, 127
Algebra, 118, 152, 162, 198, 208, 211, 217, 236 Classical mechanics, 174
Angle, 73, 100, 104, 107, 109, 118, 120, 148, 161, 162, 164, Co-vertex (of ellipse), 126
171, 181 Complex number, 6
Angular Compound pendulum, 182
displacement, 89, 93 Cone, 73–76, 135, 136, 138–141, 146–150
momentum, 178, 179 Conjugate gradient, 237
speed, 5, 175, 181 Conservation
Applied mathematics, 1 of angular momentum, 178, 179
Areal speed, 179 of energy, 82
Arithmetic, 8 principles, 174
Azimuthal Conservative
component, 175, 177 force, 173, 177, 184, 186
coordinate, 69, 71, 73 system, 174, 187
Constraint, 4, 6, 9, 41, 47–49, 51–53, 63–65, 95, 98, 101, 102,
Base (of geometric shape), 113, 115, 117, 125, 127, 133–136, 105–107, 109, 113, 117, 118, 120, 132, 136–138,
139, 140, 146–150 140, 141, 155, 157, 158, 189, 195, 207
Basis function, 5, 197–199, 202, 206, 208, 210 Continuous, 157, 158, 173, 187, 188, 216
Bead, 81, 82, 84–86, 88, 89, 91 Continuum, 173, 174, 187
Beltrami identity, 10, 14, 70, 74, 94, 102, 155, 159 mechanics, 173
Bernoulli, 81 Coplanar, 80
Boundary Cube, 6, 132, 133, 137, 138
condition, 9, 11, 12, 19, 30, 33, 37, 41–44, 46–48, 51, 52, Cubic curve, 76, 153–155
54, 55, 62, 94, 102, 128, 130, 159, 160, 191, 193, Cycloid, 84–86, 88, 89, 91
195, 197–199, 202, 206–208, 210, 211, 217, 219, Cylinder, 69–72, 75, 128, 137–139, 144–147
221, 223, 225–227, 229, 231, 234, 236 Cylindrical
curve, 40, 41, 54, 55, 58, 59, 61, 62, 76–78, 80 coordinate system, 72, 175
point, 60, 97, 107, 129, 130, 152, 155, 198, 199, 202, coordinates, 5, 9, 69, 70, 74–76, 129
216, 218, 220, 221, 223, 225, 227, 228, 231, 232,
236 Density (or mass density), 5, 93–95, 187, 188
value problem, 198 Diameter, 127, 137, 139, 140, 147–149
Brachistochrone, 81, 82, 84–86, 88, 89, 91, 93 Differentiable, 6
Differential
Cable, 93, 95 equation, 1, 6, 10, 12, 48, 172, 189, 193
Calculus, 1, 6, 8–10, 93, 95–98, 113, 116, 118, 132, 135, 138, operator, 4
141, 150, 161, 162, 236 Differentiation, 1, 41, 74, 138, 151, 192
of variations, 1, 6–11, 13, 47, 49, 62, 81, 82, 93, 95, 97, Discrete, 4, 173, 187, 188
98, 157, 161, 162, 172, 173, 189, 216, 237 Discretization, 216–219, 221, 223, 225, 227, 231
Cartesian Displacement, 180–182, 187
coordinate system, 5, 9, 12, 66, 75, 82, 85, 93, 104, 118, Distance, 67, 68, 76–80, 125, 161, 181, 184
121, 123, 141, 163, 164, 168–170, 178, 182
coordinates, 66, 68, 73, 178, 186 Eccentricity (of ellipse), 4, 116
Catenary, 93–97, 128, 130, 166 Eigenfunction, 189, 193, 195
Catenoid, 41, 128, 130, 131 Eigenvalue, 5, 189, 190, 192–196, 198
Center of Ellipse, 4, 115, 116, 118, 123–127
gravity, 93 Ellipsoid, 4, 140–142
mass, 4, 185, 186 Engineering, 1, 197
Central Enneper, 41
angle, 100, 104, 107, 109 Equatorial plane, 179
field, 180 Equilateral (triangle), 113, 115, 117, 118, 120, 121
force, 179, 180 Equilibrium, 93, 95, 180, 181, 187
Centripetal acceleration, 178, 180 Equipotential surface, 186, 187
Chain, 93–95 Euclidean
rule, 14, 15, 17 plane, 66, 67, 76, 77, 79, 80
Chord (of circle), 107 space, 4, 5, 40, 41, 66, 68, 161, 163, 186
Circle, 6, 70, 71, 100, 104–112, 116, 118–125, 127, 149, 156, Euler-Lagrange equation, 8–16, 19
157, 171 Euler-Ostrogradsky equation, 38
240
Euler-Poisson equation, 34 Hyperbolic
Explicit dependency, 10–12, 14, 16, 29, 38, 41, 70, 72, 74, 75, cosine, 93–95, 97, 128, 166
83, 93, 177 function, 32, 33
Extremal
curve, 10, 11, 55–57, 59–62 Imaginary number, 6
function, 11 Implicit dependency, 12, 14, 16, 38, 41
point, 10 Inertial force, 180
Extremizing function, 5, 23–30, 34, 37, 38, 41–44, 46, 172, Infinitesimal, 4, 67, 93, 104, 128, 157, 216
193, 196–198, 217 Inflection, 7, 11, 48, 153, 161
Inscribed, 118–126, 141–150
Fastest descent curve, 81, 82, 85, 86, 88, 91–93 Integrand, 4, 8, 10–12, 16, 48, 49, 172, 199–203
Fermat’s principle, 161, 163, 165 Integration, 1, 10, 12, 48, 76, 83, 152, 172, 236
Finite difference method, 5, 216–218, 220, 221, 223, 225, 227, by parts, 191, 192
228, 231, 232, 236 Interpolation, 217
First integral, 10, 172 Inverted Cartesian coordinate system, 82, 85, 182
Fluid Isochrone, 82, 89, 91, 93
dynamics, 173 Isoperimetric, 98
mechanics, 237 Isosceles (triangle), 113, 118, 125, 127
Focus (of ellipse), 125 Isotropic (optically), 165
Force, 5, 86, 95, 172–174, 177–182, 184, 186, 187
Free Kepler’s second law, 179
boundary, 54 Kinetic energy, 4, 82, 173–178, 180, 181, 183, 184, 187
fall, 86, 92, 93
movement, 54 Lagrange
particle, 177, 178 multiplier (or undetermined multiplier), 5, 47–49, 190
system, 184 multipliers technique (or method), 4, 47–49, 101, 105,
Frequency, 180, 182 106, 111, 113, 114, 116, 117, 132, 133, 136, 137,
Friction, 174, 187 139–141, 155, 157
Frictionlessly, 81, 82, 85 Lagrange’s equations, 172, 174
Function of function, 7, 8 Lagrangian, 4, 49, 172–177, 179, 181, 183–186, 188
Functional, 1, 4, 6–13 equations, 172, 177
integral, 4, 8, 10, 11, 19, 23, 30, 34, 35, 37–46, 48, 49, function, 172
63, 64, 83, 159, 172, 188, 191, 197, 199–203, 205, mechanics, 172
207, 208, 210, 213, 216 Laplace equation, 40
Law of light
Galileo, 81 reflection, 161–163
Generator, 70, 71, 140, 144, 147 refraction, 163, 164
Geodesic, 66–73, 75–80, 161, 186, 187 Line element, 4, 66, 67, 69, 70, 72–75, 168
Geometrical optics, 161 Linear mass density, 5, 93–95, 187, 188
Geometry, 107, 125, 162 Logarithmic function, 6
Gradient, 4, 177, 186
operator, 186 Mapping, 9
Gravitational Mass, 4, 82, 93, 174, 177–182, 184–186
acceleration, 4, 181 Massive particle, 81, 184
constant, 179 Massless, 180
field, 81, 82, 93–95, 178–181 Mathematics, 1, 7, 8, 81, 93, 98, 173
force, 4, 179, 180 of variation, 1, 6, 7, 13, 47, 66, 113, 132, 172, 237
potential, 5, 178, 179 Mechanical system, 172–180, 184
Gravity, 81, 82, 85, 86, 88, 93, 174, 180–182, 184, 187 Mechanics, 9, 172–174
Great circle, 73, 76 Meridian, 75, 76
Minimal surface, 41, 129–131
Hamilton (William), 172 Mixed nature, 63, 65
Hamilton’s principle of least action, 172, 173 Moment of inertia, 4, 174
Hamiltonian Multi-variable
formulation, 172, 173, 177–182, 184, 187 differential calculus, 1, 7
mechanics, 4, 172–175 function, 5, 49
Height (of geometric shape), 4, 113–115, 117, 118, 125, 127, integral calculus, 1, 7
133, 135–137, 139–141, 144, 146–149
Helical arc, 72 nabla operator, 4
Helicoid, 41 Natural
Helix, 70–72 boundary conditions, 62
Homogeneous (optically), 161, 163, 165 logarithm, 1, 24, 79
Hooke’s law, 188 parameter, 98
Hookean, 180 Nelder-Mead, 237
Hybrid methods, 237 Newton’s
241
first law, 186 Quadrant, 122–124
laws, 173, 174 Quadratic formula, 134, 143, 145
second law, 177–180, 186 Quartic equation, 77
Newtonian mechanics, 173 Quasi-Newton, 237
Non-
conservative force, 187 Radial
Euclidean, 161 acceleration, 179
negative, 1, 6 component, 175, 177
oscillating, 187 direction, 178
Numerical Radius, 4, 69, 70, 72, 75, 91, 100–102, 105–108, 111, 118,
methods, 216 120, 121, 123–125, 127, 128, 136, 137, 139, 140,
optimizer, 237 144–150, 156–158, 175
Rayleigh-Ritz
Octant, 141 approximation, 5, 200, 201, 204–206, 214, 237
Optimal method, 4, 5, 197–202, 204–206, 208–212, 214, 215, 236,
curve, 66, 98 237
solid, 132, 152, 156 Real number, 4, 6, 8, 9, 52, 134
surface, 113, 127 Real-valued function, 1, 6
Origin of coordinates, 73, 74, 82, 83, 89, 91, 119, 122, 124, Rectangle, 6, 49, 104, 111, 113, 116, 117, 121–125
126, 141, 155, 184 Rectangular
Orthonormal Cartesian coordinate system, 5, 66, 75 Cartesian coordinate system, 141
Oscillation, 187, 188 parallelepiped, 132, 136–138, 141, 142
Overdot, 4, 16, 70, 172 Reduced mass, 4, 186
Reflection (of light), 161–163
Parabola, 77, 79, 150–153 Refraction (of light), 163, 164
Parallelepiped, 6, 132, 133, 136–138, 141–143 Refractive index, 4, 163–170
Partial Regular pyramid, 133–135
derivative, 5, 9, 12, 15, 38, 49, 54, 64, 113, 114, 117, Resistance (to fluid flow), 4, 158–160
119, 120, 126, 132, 133, 136, 137, 139–141, 188, Right circular
193, 216, 218–220, 222, 224, 226, 230, 235 cone, 73–76, 136, 138, 140, 146–150
differentiation, 1, 12, 41 cylinder, 69–72, 75, 137–139, 144–147
Particle, 81, 173, 174, 177, 178, 180–182, 184, 186, 187 Rotational kinetic energy, 4, 175
Pendulum, 181, 182, 184 Rules of
Perimeter, 4, 6, 49, 98, 107, 109, 111, 113–118, 120–128, 157, differentiation, 192
171 variation, 192
Physics, 1, 7, 11, 93, 95, 173, 174
Planar Saddle, 7, 48, 161
curve, 81, 98, 99, 101, 102, 105, 106, 127, 128 Scalar, 4, 174
shape, 98, 113, 116, 118 Science, 174, 197
Plane, 5, 40, 41, 66, 67, 69, 73, 76, 77, 79–82, 84, 91, 93, 104, Second order
106, 109, 111, 125, 127, 157, 163–170, 174, 177, derivative, 34, 63, 64
179, 181, 182, 184, 187, 206 differential equation, 12, 48, 172
curve, 40, 104, 106, 109, 111, 125, 127, 157 Sector (of circle), 104
Poisson equation, 39, 40 Segment (of circle), 100, 107, 108, 120, 121
Polar Semi-
angle, 171 axes (of ellipsoid), 4, 140, 141, 143
coordinate system, 167, 168 circle, 100, 101
coordinates, 5, 9, 67, 167, 168, 170, 177 disc, 100
plot, 170, 171 major axis (of ellipse), 4, 116, 123–126
Polyhedron, 132 minor axis (of ellipse), 4, 123–126
Polynomial function, 33, 197–199, 202, 206, 208, 210, 217 SI units, 92
Position vector, 4, 177, 184, 185 Side (of polygon or polyhedron), 49, 117, 118, 125–127, 135
Potential energy, 4, 82, 93, 95, 173–177, 180–182, 184, 186, Simple
188 harmonic motion, 180
Prime, 4, 9, 23, 26, 34, 44, 66–68, 75, 95, 98 pendulum, 181
Principle of Simulated annealing, 237
least action, 172–174 Simultaneous equations, 49, 154, 202, 204, 205, 207, 210, 211,
least time, 161, 163 214, 217–219, 221, 222, 224, 227, 231, 236
Reciprocity, 111 Single-variable
stationary action, 174 differential calculus, 1, 7
Product rule, 14, 17, 18 function, 49
Profile curve, 75, 127, 129, 130, 152, 160 integral calculus, 1, 7
Proof by contradiction, 111, 117, 137–139, 158 Sinusoidal function, 32, 33, 180, 182, 197
Pyramid, 133–136 Slant height, 140, 141
Pythagoras theorem, 77, 78, 115, 144, 162, 163 Snell’s law, 163, 164
242
Solid of revolution, 6, 150, 152, 155–160 notation, 172
Speed, 5, 82, 84, 89, 161, 163, 175, 180 Velocity, 5, 172, 177, 179, 184
of light, 4, 161, 163, 165 vector, 177
of light in material media, 4, 163, 165 Vertex, 104, 118–127, 141
of light in vacuum, 4, 163
of wave, 5, 188 Wave equation, 188
Sphere, 6, 72, 73, 76, 140, 144–150, 156–158 Wavelength, 161
Spherical Width, 4, 113, 116, 122–125, 128, 157
coordinate system, 72, 179, 184 Wire, 82, 85, 88
coordinates, 4, 72, 73, 75, 179, 184 Work-energy principle, 82, 84
pendulum, 184
symmetry, 76 Yo-yo, 174, 175
Spheroid, 142, 143
Spline, 217
Spring, 180
constant, 180
Square, 6, 49, 113, 116, 117, 122, 123, 125, 133–135
brackets, 9, 216
division, 225, 227, 231
root, 1, 6, 68
Stationarization, 4, 8–10, 12, 48, 71, 192, 193, 197, 216
Stationarizing function, 23, 30, 37, 41–43, 46, 193, 196
Stationary, 7–10, 14, 47, 48, 151, 154, 161, 162, 164, 172–174,
192, 193, 196
String, 174, 175, 181, 182, 184, 187, 188
Sturm-Liouville
equation, 189–193
problem, 5, 189, 190, 192, 193, 195, 196, 198
Sufficiently smooth, 6
Sum of sides lengths (of polyhedron), 132, 133, 135, 137, 138
Surface of revolution, 6, 75, 76, 127–130, 157
Symmetry, 76, 107, 122, 123, 125, 129, 141, 142, 158, 163
Uniform
gravitational field, 81, 94
gravity, 93, 181, 182, 184
linear density, 93, 94, 188
mass density, 187
medium, 161
motion, 89, 158
Unit
circle, 118, 119, 122, 125
sphere, 145, 146, 150
Variable boundary, 53–55, 57–59, 61, 62, 65, 76, 77, 79, 80,
85
Variational
calculus, 7, 12, 82, 129, 193
principle, 7, 8, 10, 13, 14, 161, 162, 164, 172
Vector, 4, 163, 172, 174, 177, 184, 185
equations, 174
243
Author Notes
• All copyrights of this book are held by the author.
• This book, like any other academic document, is protected by the terms and conditions of the universally
recognized intellectual property rights. Hence, any quotation or use of any part of the book should be
acknowledged and cited according to the scholarly approved traditions.
• This book is totally made and prepared by the author including all the graphic illustrations, indexing,
typesetting, book cover, and overall design.
244
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