Calculus of variations question

In summary, the Classical Dynamics text has one step in the derivation of Euler's equation that I don't understand. I think if I understood it, I'd be able to derive the equation on my own. I wrote out the entire derivation up to the point I don't get, just so you guys would understand the notation. You can skip to the section in the dotted lines for the specific step (it's about partial derivatives). So the derivation starts with a quantity, J, that you want to minimize (or maximize). J is a function of the dependent variables y(x), y'(x), and the independent variable x. y(x) is varied until a minimum of J is found. This is accomplished
  • #1
Blue_Jaunte
21
0
In my Classical Dynamics text (Thornton & Marion), there's one step in the derivation of Euler's equation that I don't understand. I think if I understood it, I'd be able to derive the equation on my own. I wrote out the entire derivation up to the point I don't get, just so you guys would understand the notation. You can skip to the section in the dotted lines for the specific step (it's about partial derivatives).

So the derivation starts with a quantity, J, that you want to minimize (or maximize). J is a function of the dependent variables y(x), y'(x), and the independent variable x.

[tex]\ J=\int{f(y(x),y'(x);x)dx}[/tex]

y(x) is varied until a minimum of J is found. This is accomplished by adding to y(x) a "neighboring function" such that y can be given the parametric representation:
[tex]y(\alpha, x) = y(0,x) + \alpha\eta(x)[/tex]
where α is a parameter and η(x) is some function of x that vanishes at the endpoints of integration.

Now, J can be written as a functional of α:
[tex]\ J(\alpha)=\int{f(y(\alpha,x),y'(\alpha,x);x)dx}[/tex]

The extreme value can be found, as in basic calculus, by taking the derivative of J with respect to α and setting it equal to zero:
[tex]\frac{\delta J}{\delta\alpha}=\frac{\delta}{\delta\alpha}\int{f(y,y';x)dx}[/tex]

And here's the part I don't understand. It moves the differential operator inside the integral and takes the derivative of the integrand.
[tex]\frac{\delta J}{\delta\alpha}=\int{\left(\frac{\delta f}{\delta y}\frac{\delta y}{\delta\alpha} + \frac{\delta f}{\delta y'}\frac{\delta y'}{\delta\alpha}\right)dx}[/tex]

---------------------------------------
[tex]f = f(y(\alpha,x), y'(\alpha,x); x) [/tex]

[tex]\frac{\delta f}{\delta\alpha}=\frac{\delta f}{\delta y}\frac{\delta y}{\delta\alpha}+\frac{\delta f}{\delta y'}\frac{\delta y'}{\delta\alpha}[/tex]
---------------------------------------

In case you're interested, here's the rest of the derivation:
y:
[tex]y(\alpha,x) = y(x) + \alpha\eta(x) [/tex]
[tex]\frac{\delta y}{\delta\alpha}= \eta(x) [/tex]

y':
[tex]y'(\alpha,x) = \frac{dy}{dx} = y'(x) + \alpha\frac{d\eta}{dx} [/tex]
[tex]\frac{\delta y'}{\delta\alpha} = \frac{d\eta}{dx} [/tex]

And so...
[tex]\frac{\delta J}{\delta\alpha}=\int{\left(\frac{\delta f}{\delta y}\frac{\delta y}{\delta\alpha} + \frac{\delta f}{\delta y'}\frac{\delta y'}{\delta\alpha}\right)dx} = \int{\left(\frac{\delta f}{\delta y}\eta(x) + \frac{\delta f}{\delta y'}\frac{d\eta}{dx}\right)dx}[/tex]

Integrating the second integrand term by parts gives:
[tex]\int{\frac{\delta f}{\delta y'}\frac{d\eta}{dx}dx} = \frac{\delta}{\delta y'}\eta(x) - \int{\frac{d}{dx}\left(\frac{\delta f}{\delta y'}\right)\eta(x)dx} [/tex]

But η=0 at the limits of integration, and so...
[tex]\frac{\delta J}{\delta\alpha} = \int{\left(\frac{\delta f}{\delta y}\eta(x) - \frac{d}{dx}\left(\frac{\delta f}{\delta y'}\right)\eta(x)\right)dx} [/tex]
[tex]=\int{\left(\frac{\delta f}{\delta y} - \frac{d}{dx}\frac{\delta f}{\delta y'}\right)\eta(x)dx} = 0 [/tex]

Because η(x) is an arbitrary function (i.e. it can be anything, as long as it's differentiable and vanishes at the endpoints), the quantity in parentheses be equal to 0:
[tex] \frac{\delta f}{\delta y} - \frac{d}{dx}\frac{\delta f}{\delta y'} = 0 [/tex]

This is Euler's equation.



Thanks
 
Last edited:
Physics news on Phys.org
  • #2
umm that's just how you do partial differentiation

suppose there exists [itex] f(x(t),y(t),z(t)[/itex]

then

[tex] \frac{\partial f(x(t),y(t),z(t))}{\partial t} = \frac{\partial f}{\partial x} \frac{d x}{dt } +\frac{\partial f}{\partial y} \frac{d y}{dt }+ \frac{\partial f}{\partial z} \frac{d z}{dt }[/tex]

or maybe you're confused about how you're allowed to move the differentiation into the integral? in which case you should read this

http://en.wikipedia.org/wiki/Leibniz_integral_rule
 
  • #3
Oh man...I knew it would be something like that. My thermodynamics professor would be ashamed. But I was also confused by the fact that they moved the differential operator inside the integral. In their words: "Because the limits of integration are fixed, the differential operation affects only the integrand". I'll read that article you posted.

Thanks for the help
 
  • #4
You shouldn't be ashamed.
Even when the limits ARE fixed, "moving the differential operator inside the integral" is just a hand wavy way of saying that we "switch the order of the two limiting processes, from integration, then differentiation, TO differentiation, then integration".

That this is allowable is not at all that obvious.

However, theorems exist that prove that under fairly lenient conditions, this switch of limiting processes is, indeed, allowable.

And physicists assume that these conditions DO prevail.

But I agree, your professor SHOULD be ashamed, if he was unable to explain it.
 

1. What is the calculus of variations?

The calculus of variations is a branch of mathematics that deals with finding the optimal path or function for a given system. It involves finding the function that minimizes or maximizes a certain quantity, such as the area, length, or energy of a system.

2. How is the calculus of variations different from traditional calculus?

In traditional calculus, we are concerned with finding the value of a function at a specific point, while in the calculus of variations, we are interested in finding the entire function that minimizes or maximizes a certain quantity.

3. What are some real-life applications of the calculus of variations?

The calculus of variations has many applications in physics, engineering, economics, and other fields. It is used to solve problems involving optimization, control theory, and variational methods in mechanics and quantum field theory.

4. What are some common techniques used in the calculus of variations?

Some common techniques used in the calculus of variations include the Euler-Lagrange equation, the direct method, and the variational principle. These methods help to find the optimal solution to a given problem.

5. What background knowledge is required to understand the calculus of variations?

A good understanding of calculus, specifically multivariable calculus and optimization, is necessary to understand the calculus of variations. Knowledge of differential equations and linear algebra may also be helpful in some applications.

Similar threads

Replies
4
Views
341
Replies
1
Views
909
Replies
12
Views
1K
Replies
3
Views
625
Replies
1
Views
913
  • Calculus
Replies
25
Views
1K
Replies
6
Views
891
Replies
8
Views
1K
Replies
14
Views
1K
Back
Top