- Euler–Lagrange equation
In
calculus of variations , the Euler–Lagrange equation, or Lagrange's equation is adifferential equation whose solutions are the functions for which a given functional is stationary. It was developed bySwiss mathematicianLeonhard Euler and Italian mathematicianLagrange in the 1750s.Because a differentiable functional is stationary at its local
maxima and minima , 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 incalculus , stating that where a differentiable function attains its local extrema, its derivative is zero.In
Lagrangian mechanics , because ofHamilton's principle of stationary action, the evolution of a physical system is described by the solutions to the Euler–Lagrange equation for the action of the system. Inclassical mechanics , it is equivalent toNewton's laws of motion , but it has the advantage that it takes the same form in any system ofgeneralized coordinate s, and it is better suited to generalizations (see, for example, the "Field theory" section below).tatement
The Euler–Lagrange equation is an equation satisfied by a function "q"of a real argument "t" which is a stationary point of the functional:where:
*"q" is the function to be found::::such that "q" is differentiable, "q"("a") = "x""a", and "q"("b") = "x""b";
*"q"′ is the derivative of "q"::::"TX" being thetangent bundle of "X" (the space of possible values of derivatives of functions with values in "X");
* "L" is a real-valued function with continuous firstpartial derivatives :::The Euler–Lagrange equation, then, is theordinary differential equation :where "L""x" and "L""v" denote the partial derivatives of "L" with respect to the second and third arguments, respectively.If the dimension of the space "X" is greater than 1, this is a system of differential equations, one for component::
Examples
A standard example is finding the real-valued function on the interval ["a", "b"] , such that "f"("a") = "c" and "f"("b") = "d", the length of whose graph is as short as possible. The length of the graph of "f" is::the integrand function being nowrap|1="L"("x", "y", "y"′) = radic|1 + "y"′2 evaluated at nowrap|1=("x", "y", "y"′) = ("x", "f"("x"), "f"′("x")).
The partial derivatives of "L" are::By substituting these into the Euler–Lagrange equation, we obtain:that is, the function must have constant first derivative, and thus its graph is a segment of
straight line .Classical mechanics
Particle in a conservative force field
The motion of a single particle in a
conservative force field (for example, the gravitational force) can be determined by requiring the action to be stationary, byHamilton's principle . The action for this system is:where x("t") is the position of the particle at time "t". The dot above isNewton's notation for the time derivative: thus ẋ("t") is the particle velocity, v("t"). In the equation above "L" is theLagrangian (thekinetic energy minus thepotential energy )::where:
*"m" is the mass of the particle (assumed to be constant in classical physics);
*"v""i" is the "i"-th component of the vector v in a Cartesian coordinate system (the same notation will be used for other vectors);
*"U" is the potential of the conservative force.In this case, the Lagrangian does not vary with its first argument "t". (ByNoether's theorem , such symmetries of the system correspond toconservation law s. In particular, the invariance of the Lagrangian with respect to time implies theconservation of energy .)By partial differentiation of the above Lagrangian, we find::where the force is F = −∇"U" (the negative
gradient of the potential, by definition of conservative force), and p is themomentum .By substituting these into the Euler–Lagrange equation, we obtain a system of second order differential equations for the coordinates on the particle's trajectory,:which can be solved on the interval ["t"0, "t"1] , given the boundary values "x""i"("t"0) and "x""i"("t"1).In vector notation, this system reads:or, using the momentum,:which isNewton's second law .Field theory
Field theories, both
classical field theory andquantum field theory , deal with continuous coordinates, and like classical mechanics, has its own Euler-Lagrange equation of motion for a field,:::where : is the field, and: is a vector differential operator:::Note: Not all classical fields are assumed commuting/bosonic variables, some of them (like the
Dirac field , the Weyl field, the Rarita-Schwinger field) are fermionic and so, when trying to get the field equations from the Lagrangian density, one must choose whether to use the right or the left derivative of the Lagrangian density (which is a boson) with respect to the fields and their first space-time derivatives which are fermionic/anticommuting objects.There are several examples of applying the Euler–Lagrange equation to various Lagrangians.
*Dirac equation
*Electromagnetic tensor
*Korteweg–de Vries equation
*Quantum electrodynamicsVariations for functions in several variables
A multi-dimensional generalization comes from considering a function on "n" variables. If Ω is some surface, then
:
is extremized only if "f" satisfies the
partial differential equation :
When "n" = 2 and "L" is the
energy functional , this leads to the soap-filmminimal surface problem.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. The two further developed Lagrange's method and applied it to
mechanics , which led to the formulation ofLagrangian mechanics . Their correspondence ultimately led to the calculus of variations, a term coined by Euler himself in 1766. [ [http://numericalmethods.eng.usf.edu/anecdotes/lagrange.pdf a short biography of Lagrange] ]Proof
The derivation of the one-dimensional Euler–Lagrange equation is one of the classic proofs in
mathematics . It relies on thefundamental lemma of calculus of variations .We wish to find a function which satisfies the boundary conditions "f"("a") = "c", "f"("b") = "d", and which extremizes the cost functional
:
We assume that "F" has continuous first partial derivatives. A weaker assumption can be used, but the proof becomes more difficult.
If "f" extremizes the cost functional subject to the boundary conditions, then any slight perturbation of "f" that preserves the boundary values must either increase "J" (if "f" is a minimizer) or decrease "J" (if "f" is a maximizer).
Let "g"ε("x") = "f"("x") + εη("x") be such a perturbation of "f", where η("x") is a differentiable function satisfying η("a") = η("b") = 0. Then define
:
We now wish to calculate the
total derivative of "J" with repect to "ε":
It follows from the definition of the total derivative that
:
So
:
When "ε" = 0 we have "g""ε" = "f" and since "f" is an extreme value it follows that "J
' "(0) = 0, i.e.:
The next crucial step is to use
integration by parts on the second term, yielding:
Using the boundary conditions on "η", we get that
:
Applying the
fundamental lemma of calculus of variations now yields the Euler–Lagrange equation:
Alternate proof
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 that
:
Dividing the above equation by gives
:
and taking the limit as of the right-hand side of this expression yields
:
The term denotes the variational derivative of the functional , and a necessary condition for a differentiable functional to have an extremum on some function is that its variational derivative at that function vanishes.
References
*
*
*cite book | author=Izrail Moiseevish Gelfand | title=Calculus of Variations | publisher=Dover | year=1963 | id=ISBN 0-486-41448-5
* [http://www.exampleproblems.com/wiki/index.php/Calculus_of_Variations Calculus of Variations] at [http://www.exampleproblems.com Example Problems.com] "(Provides examples of problems from the calculus of variations that involve the Euler–Lagrange equations.)"
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