Calculus of Variation by J R Institute
Calculus of Variation by J R Institute
INSTITUTE OF MATHEMATICS
189/35 BEHIND RAILWAY STATION, VAISH COLLEGE ROAD, ROHTAK PIN-124001 (HARYANA)
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Page 1
1.(a) x
f
y y( x) f ( x) Functions
1.(b) x
f
y f ( x)
J J y J x, y
1.(c) x
f
y f ( x)
J J y J x, y , y '
Input 3 : derivative of primary dependent value
y ' dy / dx Functionals
where x is independent variable, y is dependent variable and y ' is first derivative of the dependent
variable.
I [ y ( x)] 1 y2 dx .
x1
2. When a curve joining P1 ( x1 , y1 ) and P2 ( x2 , y2 ) is revolved about x-axis, the area of the surface of
x2
Exercise 1.1
1
y3
1. Find the extremal of the functional I y ( x) y dx subject to the conditions y 0 0 and
0
3
y 1 1.
b
y3
2. Find the extremal of the functional I y ( x) y dx subject to the conditions y a y1
a
3
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and y b y2 . What are the conditions on y1 and y2 so that given functional can have an extremum ?
b
y3
3. Find the extremal of the functional I y ( x) y dx .
a
3
2
4. Find the extremal of the functional I y ( x) y 2dx subject to the boundary conditions y 1 0
1
and y 2 0. Also tell that extremal curve is a minimum curve or maximum curve.
1
5. Find the extremal of the functional I y ( x) y 3dx subject to the boundary conditions y 0 0
0
and y 1 1.
1
6. Find the extremal of the functional I [ y ( x)] 2e y y 2 dx subject to the conditions y 0 1 and
0
y 1 e.
Answers
1. No extremal 2. y1 y2 1 or y1 y2 1 3. No extremal
4. y x 0, minimum curve 5. No extremal 6. No extremal
---------------------------------------------------------------------------------------------------------------------------
Type : Integrand contains x and y only
3
Example : Find the extremal of the functional I [ y ( x)] (3x y ) y dx subject to the conditions
1
3 9
y (1) , y (3) .
2 2
3 9
Solution : F x, y , y ' 3 x y y , y 1 , y 3
2 2
F d F 3
0 3x 2 y 0 0 y ( x) x
y dx y ' 2
3 9
y (1) and y (3) , both the boundary condtions are satisfied.
2 2
3x
Hence the extremal is y ( x) .
2
4
Exercise 1.2
3
1. Find the extremal of the functional I [ y ( x)] (3x y ) y dx subject to the conditions y (1) 1 ,
1
9
y (3) .
2
2
2. Find the extremal of the functional I [ y ( x)] y (2 x y )dx ; y (0) 0 , y
0 2 2
1
3. Find the extremal of the functional I [ y ( x)] (5 x 2 y ) y dx subject to the conditions y (0) 0 ,
0
5
y (1) .
4
4. What changes in the values of y 0 and y 1 should be made in above problem so that it may have
an extremal ?
Answers
5
1. No extremal 2. y x 3. No extremal 4. y 1
and y 0 is unchanged.
4
---------------------------------------------------------------------------------------------------------------------------
Type : Integrand is of the form M ( x, y ) N ( x , y ) y '
1
y
Example : Find the extremals of the functional (e xy ')dx that satisfy the boundary conditions :
0
y (0) 0 , y (1) 0
Solution : F x, y , y ' e y xy ' , y (0) 0, y (1) 0
F d F d
0 ey x 0
y dx y ' dx
e y 1 0 ey 1
Taking log both side, we get y x 0
y (0) 0 y (1) , both the boundary conditions are satisfied.
Hence the extremal is y ( x) 0
Exercise 1.3
1
1
2. Find the extremals of the functional I [ y ( x)] ( y 2 x 2 y ')dx ; y (0) 0 , y (1) a
0
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x2
and y x2 y2
b
4. Test on extremum the functional I [ y ( x)] ( y y ')dx .
a
1
5. Test on extremum the functional I [ y ( x)] x y y ' dx subject to boundary conditions y (0) 0 and
0
y 1 1 .
Answers
1. No extremal 2. If a 1 then the extremal is y x , and if a 1 then no extremal.
3. Problem is meaningless and so no extremal. 4. No extremal 5. No extremal
---------------------------------------------------------------------------------------------------------------------------
F d F d y'
0 0 0
y dx y ' dx 1 y '2
y'
c2 y '2 c 1 y '2
2
1 y '
c
y '2 1 c c y '2 c y' c y ' c1 (say)
1 c
y ( x ) c1 x c2
y x1 y1 y1 c1 x1 c2 …….(1)
y x2 y2 y2 c1 x2 c2 …….(2)
y1 y2 y y
By equation (1) and (2), we get c1 , c2 y1 x1 1 2
x1 x2 x1 x2
y2 y1
y y1 x x1
x2 x1
6
Exercise 1.4
x2
2
1. Find the extremals of 1 y '( x ) dx subject to the conditions y x1 y1 and y x2 y2 .
x1
2. By using Euler’s equation, find the curves passing through (0,3) and (4,11) such that its length
between the given points is shortest.
1
3. Find the extremal of y ' dx subject to the conditions y 0 0 , y 1 1 .
0
1
2
4. Find the extremal of y' dx subject to the conditions y 0 0 , y 1 1 .
0
Answers
y2 y1
1. y y1 x x1 2. y 2x 3
x2 x1
---------------------------------------------------------------------------------------------------------------------------
Type : Integrand contains x and y ' only
1
1
Example : Find the extremal of the functional I [ y ( x)] x
2
y '2 dx ; y 1, y 1 2
12 2
1
Solution : F x, y , y ' x 2 y '2 , y 1, y (1) 2
2
d
0
dx
2 x 2 y ' 0
dy c
x2 y ' c x2 c dy dx
dx x2
x 1 c1
y c1 c2 y c2
1 x
1
y 1 1 2c1 c2 …..(1)
2
y 1 2 2 c1 c2 …..(2)
By equation (1) and (2), we get c1 1 and c2 3
1 1
y ( x) 3 y '( x )
x x2
1 1
1 1 1
and I y ( x) x 4 dx 2 dx x 1 1 1 2 1
2
1 x 1 x 2
2 2
Value 1
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Exercise 1.5
x2
2
2
2. Find the extremals and extremum value of the functional x y '
0
dx ; y 0 0 and y 2 4
4
3. Find the extremal of the functional I [ y ( x)] xy ' y '2 dx ; y (0) 0 , y (4) 3
0
x2
y '1 x y ' dx
2
4. Find the extremal of the functional I [ y ( x)]
x1
5. From among the curves connecting the points P1 (1,3) and P2 (2,5) , find the curve on which an
2
y ' 1 x y ' dx
2
extremum of the functional can be obtained.
1
1
x y ' dx
2
6. Find the extremal of the functional that satisfy the boundary conditions y 0 1,
0
y 1 2.
x2 2
dy n
7. Find the extremal of the functional I [ y ( x)] x dx where n 1 , passing through the fixed
x1 dx
points ( x1 , y1 ) and ( x2 , y2 ) .
2
y '2
8. Show that the extremal of the functional I [ y ( x)] dx , y (0) 0 and y (2) 1 is a parabola.
0
x
x2
y '2
9. Find the extremal of the functional dx
x1
x3
2
x3
10. Find the extremal of the functional dx with y (1) 0 and y (2) 3
1 y '2
4 2
2 2
x
12. Find the extremal of the functional t 3
dt with x(1) 3 and x(2) 18
1
x2
1 y '2
13. Find the extremal of the functional I [ y ( x)] dx
x1
x
8
2
1 y '2
14. Show that the curve through (1,0) and (2,1) which minimizes dx is a circle.
1 x
b
15. Find the extremal of the functional I [ y ( x)] x 1 y '2 dx
a
b
16. Find the extremal of the functional I [ y ( x)] x 1 y '2 dx
a
Answers
x2 x2 x2 x
1. y c1 x c2 2. y x ; value = 2 3. y
4 2 4
c1 4
4. y c2 5. y 7 6. y x 1 .
x x
y1 y2 1 n y2 x11n y1 x21n
7. y x 8. x 2 4 y 9. y c1 x 4 c2
x11n x21n x11n x21n
x2
10. y x 2 1 11. y 12. x t 4 2
4
2 y c2
13. x 2 y c1 c22 14. x 2 ( y 2)2 5 15. x c1 cosh
c1
16. y 2 c1 x c1 c2
---------------------------------------------------------------------------------------------------------------------------
Type : Integrand contains y and y ' only
1
Example : Find the extremal of the functional I y x y 2 y2 dx, where y 0 0, y 1 1
0
Page 9
Exercise 1.6
x2
1. Obtain the Euler’s equation for the extremal of the functional I ( y ( x)) ay 2 by '2 cyy ' dx
x1
x2
2
3. Find the extremal of the functional I ( y ( x)) x 2 x 2 dt , x(0) 0 , x 1
0 2
x2
y ' 12 yy ' 16 y dx
2 2
4. Find the extremal of the functional I [ y ( x)]
x1
1
5. Find the extremal of the functional I [ y ( x)] y '2 4 y 2 dx , y (0) e 2 , y (1) 1
0
6. Find the extremal of the functional J y x
0
4
y ' y dx that satisfy the boundary conditions
2 2
1
y 0 1, y .
4 2
7. Find the extremals and the stationary function of the functional J y x y '2 y 2 dx that
0
1
1 y2
10. Find the extremal of the functional I [ y ( x)] dx passing through the origin and the point
0
y'
(1,1).
x2
1 y2
11. Find the extremal of the functional I [ y ( x)] dx
x1
y '2
x2
Answers
a
1. y " y0 2. y c1 e x c2 e x 3. x sin t
b
4. y c1 sin 4 x c2 or y c1 cos 4 x c2 or y c1 cos 4 x c2 sin 4 x 5. y e 2(1 x )
6. y cos x 7. y cos x c sin x. 8. y cos x c sin x.
2
x
9. y x 1 3 10. y tan 11. y sin h c1 x c2
4
x c2 2
12. y c1 cosh 13. x c1 y 2 c22 14. x a sin , y a 1 cos
c
1
---------------------------------------------------------------------------------------------------------------------------
Type : Integrand is of the form y 2 y '2 f ( x ) y or y 2 y '2 f ( x ) y or y '2 y 2 f ( x ) y
Example : Find the extremals of the functional I y x y '2 y 2 4 y cos x dx with
0
y 0 0, y 0 .
Solution : F x, y , y ' y '2 y 2 4 y cos x, y (0) y ( ) 0
d
2 y 4cos x 2 y ' 0
dx
y 2cos x y " 0 y " y 2cos x
A.E. D2 1 0 D i
C.F. c1 cos x c2 sin x
1
P.I. 2 2cos x , (case of failure)
D 1
x
2cos x x sin x
2D
y ( x) c1 cos x c2 sin x x sin x , y 0 0 c1 0
y ( x) c2 sin x x sin x , y 0 c2 0 0
c2 is arbitrary.
y ( x) (c x) sin x
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Exercise 1.7
1. Find the extremals of the functional I y x y y '2 8 y cos h x dx with y 0 2,
2
y 2cosh .
2 2
2. Find the extremals of the functional I y x y' y 2 xy dx with y 0 0, y 0 .
2 2
0 2
3. Find the extremals of the functional I y x y y '2 2 y sin x dx with y 0 0, y 1 .
2
0 2
1
4. Find the extremals of the functional I y x y' y 4 y sin 2 x dx with y 0 y .
2 2
0 2 3
5. Find the extremals of the functional I y x y y '2 2 y e x dx .
2
6. Find the extremals of the functional I y x y y '2 2 y sec h x dx .
2
Answers
x
1. y x 2 cos h x 2. y x x sin x 3. y x sin x cos x
2 2
1 1 x
4. y x cos x sin x cos 2 x 1 5. y x c1e x c2e x e x
3 3 2
6. y x c1 cosh x c2 sinh x x sinh x cosh x log 2 cosh x
---------------------------------------------------------------------------------------------------------------------------
Integrand contains all x, y, y ' and not of any of the above forms
e
Example : Find the extremal of the functional I [ y ( x)] xy '2 yy ' dx subject to the conditions
0
y (1) 0 , y (e) 1 .
Solution : F x, y , y ' xy '2 yy ', y (1) 0, y (e) 1
d
y ' 2 xy ' y 0
dx
y ' 2 xy " 2 y ' y ' 0 xy " y ' 0
x 2 y " xy ' 0
12
Put x e z z log x
D2 D D 0 D2 0 D 0,0
y ( z ) c1 c2 z
y x c1 c2 log x , y 0 0 c1 0
y ( x) c2 log x , y e 1 1 c2 y ( x ) log x
Exercise 1.8
1
1. Find the extremal of the functional I [ y ( x)] y '2 12 xy dx with y (0) 0 , y (1) 1 .
0
2
2. On what curves can be functional J y x y '2 2 xy dx; y 1 0, y 2 1 attain an
1
extremum ?
0
12 xy y ' dx
2
3. Find the stationary function of the functional I y x which is determined by
1
Answers
x
1. y x3 2. y
6
1 x2 . 3. y x 3
7 x3
4. y x 5. a( x ) y '' a '( x) y ' b '( x ) c( x) y 0
6 6
---------------------------------------------------------------------------------------------------------------------------
or
2
Find the extremals of the functional r 2 r '2 d by using the transformations x r cos and
1
y r sin .
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1 y '2 dx
x1
y'
Let F x , y , y ' 1 y '2 Fy 0, Fy '
1 y '2
d y' d y'
0 0 0
dx 1 y '2 dx 1 y '2
y' 1 y '2 1
Integrating both sides c c
1 y '2 y' c
dy c dx 1 y c1x c2
Exercise 1.9
2
1. Find the extremals of the functional I r r sin r 2 r '2 d by using the transformations
1
3. Find the extremals through 0,0 and 1,1 of I y x y 2 y '2 x 2 dx by using the
x1
2 2
transformations x u and y v.
Answers
r cos 7 x x4
2
1. log r sin r sin c1 2 2
c2
c1
x
2. y c1 cos e c2 sin e x
3. y
6
---------------------------------------------------------------------------------------------------------------------------
Type : Applications of Euler’s equation
Example : Show that the shortest distance between two points in a plane is straight line.
Solution : As we know that the shortest distance between two points in plane is
x2
I y x 1 y '2 dx
x1
y'
Let F x , y , y ' 1 y '2 Fy 0, Fy '
1 y '2
d y'
By Euler equation 0 0
dx 1 y '2
y' 1 y '2 1
Integrating both sides c c 1 y '2 y ' c
1 y ' 2 y' c
1
1 y '2 y '2 c 2
y '2 c 2 1 1 y '2 2
c 1
1 dy
y' c1 y ' c1 c1
c2 1 dx
dy c dx 1 y c1x c2
Page 15
Exercise 1.10
1. Find the curve passing through the point x1 , y1 and x2 , y2 which rotated about the x-axis gives
a minimum surface area.
2. Find the path on which a particle in the absence of friction will slide from one point to another in
the shortest time under the action of gravity.
Answers
x c2
1. y c1 cosh 2. x a sin , y a 1 cos
c1
--------------------------------------------------------------------------------------------------------------------------------------
2. Isoperimetric Problems
Isoparametric problem : The problem of finding closed curve of the given length which in closes
maximum area the called this problem as isoparametric problem.
Working Rules :
x2
(i) Suppose we wish to find a curve y=y(x) that gives extreme value of the functional f ( x, y, y ') dx
x1
x2
and y (2) 1 .
Solution : F y '2 y, y (0) 0, y (2) 1
d
2 y ' 0 2 y" 0 y"
dx 2
2
y ( x) x 2 c1 c2 x , y 0 0 c1 0 y x x c2 x
4 4
16
1
y 2 1 1 2c2 c2
2
2 1
y ( x) x x
4 2
2 2
2 1
y dx 1
0
4 x
0
2
x dx 1
2
x3 1 x 2
12 2 2 1
0
8
1 1 8 12 12 12 0
12
1 x
y ( x) x
2 2
Example 2. Find the plane curve of fixed length having maximum area.
Solution : Let I be the fixed parimeter of a plane curve, between points x x1 and x x2 then
x2
1 y '2 dx
I
x1
……(1)
x2
Let A
y dx
x1
……(2)
F f g F y 1 y '2
F F y'
1,
y y ' 1 y '2
F d F d y'
0 1 0
y dx y ' dx 1 y '2
d y'
1
dx 1 y '2
y'
Now, integrating on both sides we get, x c1
1 y '2
y'
x c1
2
2 x c1
2
Integrating above equation we get, y 2 x c1 c2
2
y c2 2 x c1
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x c1 2 y c2 2 2 which is a circle.
Hence the curve is a circle.
Exercise 2.1
1
1. Find the external for which the functional I y '2 dx , y (0) 0, y (1) 1 is extremum, subject to
0
1
the condition I y dx 2.
0
1 1
2
2. Find the extremal of the functional y ' dx ; y (0) 1 , y(1) 6 subject to the condition
0
y dx 3
0
4
3. Prove that the extemal of the functional I [ y ( x)] y '2 dx ; y (1) 3 , y (4) 24 subject to the
1
4
condition y dx 36 is a parabola.
1
x2 x2
2
4. Find the extremal of the functional y'
x1
dx subject to the condition y dx c , a constant.
x1
5. Find the extremal of the functional ( y '2 y 2 ) dx under the constraint y dx 1 ; y(0) 0 , y( ) 1 .
0 0
6. Find all the functions y, that satisfy the conditions y (0) y ( ) 0 and which under the integral
2 2
I y ' dx is stationary subject to the constraint y dx 1 .
0 0
1 1
Answers
1. y 9 x 2 10 x 2. y 3 x 2 2 x 1
3 2c c1 x2 x1 2c2 x2 x1 2
2 2
2
3. y x 2 x 4. y . x c1x c2
2 x23 x13
1 2 2
5. y 1 cos x sin x 6. y sin nx , n 7. y 2sin n x, n
2 4
18
d
Euler’s equation is: Fy 0 where i 1, 2,...., n
Fyi
dx i
d d d
i.e. Fy1 Fy 0, Fy2 Fy 0 ,...., Fyn Fy 0
dx 1 dx 2 dx n
1
Example : Find the extremals of the functional I [ y ( x), z ( x )] y '2 z '2 dx ; y (0) 0, z (0) 0,
0
y (1) 1 , z (1) 2
Solution : F x, y, y ', z , z ' y '2 z '2 ; y (0) 0 z (0), y (1) 1, z (1) 2
F d F F d F
0 and 0
y dx y ' z dx z '
d d
2 y ' 0 and 2 z ' 0
dx dx
y" 0 and z" 0
y ( x) c1 c2 x and z ( x ) c3 c4 x
y (0) 0 c1 0 and z 0 0 c3 0
y 1 1 c2 1 and z 1 2 c4 2
y ( x) x and z ( x) 2 x
y ( x) x and z ( x) 2 x
Exercise 3.1
1
1. Find the extremals of the functional I [ y ( x), z ( x )] y '2 z '2 4 z dx ; y (0) 0, z (0) 0,
0
y (1) 1 , z (1) 0
1 2 2
dx dy
2. Show that the functional 2 x dt s.t x(0) 1, y (0) 1, x (1) 1.5, y (1) 1 is
dt dt
0
2 t2
stationary for x t , y t 1.
2
2
3. Find the extremals of the functional I [ y ( x), z ( x )] ( y '2 z '2 2 yz )dx satisfying
0
y (0) 0, y 1, z (0) 0, z 1
2 2
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2
4. Find the extremals of the functional I x 2 y 2 2 xy dt , such that at t 0, x y 0 and at
0
dx dy
t , x y 1 where x and y
2 dt dt
5. Find the extremals of the functional I [ y ( x), z ( x )] 2 yz 2 y 2 y '2 z '2 dx ;
0
y (0) 0, y ( ) 1, z (0) 0, z ( ) 1
1
6. Find the extremals of the functional I [ y ( x), z ( x )] 1 y '2 z '2 dx ; y (0) 0, y (1) 2,
0
z (0) 0, z (1) 4
1
7. Find the extremals of the functional I 2 xy
y 2 x 2 dt s.t. at t 0, x y 1 and at
0
t 1, x y 0
Answers
4. x t y t cosec h sin ht .
2
x 1
5. y x c3 sin x cos x and z x c3 sin x (2sin x x cos x ) .
sinh(1 t )
6. z x 4 x and y x 2 x 7. x t y t
sinh1
---------------------------------------------------------------------------------------------------------------------------
x2
d d2 dn
Euler’s equation is: Fy
dx dx dx
Fy ' 2 Fy '' ..... (1) n n Fy( n ) 0 also known as Euler-Poisson
equation.
x2
d d2
Particular cases : If I F x, y, y ', y '' dx then Fy Fy ' 2 Fy '' 0 .
x1
dx dx
20
x2
d d2 d3
If I F x, y , y ', y '', y ''' dx then Fy Fy ' 2 Fy '' 3 Fy ''' 0 .
x1
dx dx dx
Example 1. Find the extremal of the functional
1
1 1
I y ''2 dx ; y (0) 0, y (1) , y '(0) 0, y '(1) 1 .
20 2
1 2 1
Solution : F x, y , y ' y " , y (0) 0 y '(0), y (1) , y '(1) 1
2 2
F d F d 2 F
0
y dx y ' dx 2 y "
d2 1
2 y " 0 y IV 0
dx 2
y ( x) c1 c2 x c3 x 2 c4 x 3 ……..(1)
y (0) 0 c1 0 ……..(2)
1 1
y (1) c2 c3 c4 ……..(3)
2 2
y '( x ) c2 2c3 x 3c4 x 2 ……..(4)
y '(0) 0 c2 0 ……..(5)
By equation (1), (2), (4) and (5) we get,
y ( x) c3 x 2 c4 x3 …….(6)
y '( x) 2c3 x 3c4 x 2 …….(7)
Now, y '(1) 1 2c3 3c4 1 …….(8)
By equation (3) we get,
1
c3 c4 …….(9)
2
By equation (8) and (9) we get,
1
c4 0 and c3 …..(10)
2
x2
Hence the solution is y ( x)
2
x2
2 2 2
Solution : F y " 2 y ' y 2 y sin x
d d2
2 y 2sin x 4 y ' 2 2 y " 0
dx dx
y sin x 2 y " y IV 0
y IV 2 y " y sin x
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2
D 4 2 D 2 1 D 2 1 0 D 2 1, 1
D i , i
C.F. c1 c2 x cos x c3 c4 x sin x
1
P.I. sin x case fails
D 1
2
x 1
sin x x sin x case fails
3
4D 4 D 4 D D 2 1
x2 1 x2 1 x2
sin x sin x sin x
2 12 D 2 4 2 12 4 16
x2
y ( x) c1 c2 x cos x c3 c4 x sin x sin x
16
Exercise 4.1
1
1. Find the extremal of the functional I [ y ( x)] 1 y ''2 dx , y (0) 0, y '(0) 1, y (1) 1, y '(1) 1
0
x2
4y y ''2 2 x 2 dx
2
2. Find the extremal of the functional I [ y ( x)]
x1
x2
16 y y ''2 x 2 dx
2
3. Find the extremal of the functional I [ y ( x)]
x1
x2
y '' y x 2 dx
2 2
4. Find the extremal of the functional
x1
360 x y y ''2 dx
2
7. Find the extremal of the functional
x1
x2
1
y '''2
10. Find the extremal of the functional I [ y ( x)] yy ''' dx ; y (1) y (0) y (1) 0 ;
1
2
y '(1) y '(0) y '(1) 1
0
11. Find the extremal of the functional I [ y ( x)] 480 y y '''2 dx , y (0) y '(0) y ''(0) 0
1
240 y y ''' dx ;
2
I y (1) 1, y (0) 0 ; y '(1) 4.5, y '(0) 0 ; y ''(1) 16, y ''(0) 0
1
x2
2 xy y ''' dx
2
13. Find the extremal of the functional I [ y ( x)]
x1
x2
14. Find the stationary function of the functional y '2 yy '' dx , subject to the conditions
x1
y x1 , y ' x1 , y x2 , y ' x2
2 x
y '''
15. Find the extremal of the functional y dx .
x1
2
x2
y ''' y 2 yx3 dx
2 2
16. Find the extremal of the functional I [ y ( x)]
x1
Answers
1. y x 2. y c1e x 2
c2e x 2
c3 cos x 2 c4 sin x 2
3. y c1e 2 x c2e 2 x c3 cos 2 x c4 sin 2 x 4. y c1e x c2 e x c3 cos x c4 sin x
5. y cos x . 6. y sin x
x6
7. y c1 x3 c2 x 2 c3 x c4 8. y c1 c2 x e x c3 c4 x e x
2
3 x5 5 x 3
9. y sinh x 10. y x .
2
x6 x6 x3
11. y c1x 4 c2 x 5 c3 x 3 12. y x4
3 6 6
x7
13. y c1 c2 x c3 x 2 c4 x3 c5 x4 c6 x 6 14. No extremal 15. No extremal
7!
x
x 3 x 3 2x x 3 x 3 3
16. y c1e x c2 e x e 2 c3 cos c4 sin e c5 cos c6 sin x
2 2 2 2
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variable depending upon x and y and z x , z y are first order partial derivatives of z w.r.t. x and y
respectively.
Euler’s Equation is: Fz
x
Fzx
Fz 0
y y
2 2 2
Euler’s Equation for 2nd derivative is : Fz
x
Fzx
y
Fz y 2 Fz xx 2 Fz yy 2 Fz xy 0
x y x y
z 2 z 2
Example : I z x, y dx dy
x y
D
Solution : F z x 2 z y 2
Fz
x
Fz x
y y
Fz 0 0
x
2 z x 2 z y 0
y
2 z 2 z
0
x 2 y 2
Exercise 5.1
z 2 z 2 2 z 2 2 z 2 2
2 z
1. I z dx dy 2. I z 2 2 2 dx dy
D x y D x y x y
Answers
2 z 2 z 4 z 2 4 z 4z
1. 0 2. 0
x 2 y 2 x 4 x 2 y 2 y 4
24
then,
x2
b
c 2 f x
where P x e
dx
a
Q x P x R x P x
a a
Step (ii) : Now approximate y x using polynomial expressions which satisfies boundary conditions.
n
y ci i x …..(4)
i 0
where i x are polynomial and i ' s C 2 . Also 0 x satisfies boundary conditions and all other
i ' s vanish on boundary points and ci ' s need to be determined.
Step (iii) : Put value of y from equation. Now differentiate I y x partially w.r.t ci to get values of
I
ci . i.e., 0 , will give values of ci ' s .
ci
0
c 1.1
P x e 1 e0 1
. dx
Q x P x 1
a 1
2 f x 2 x
R x . P x .1 2 x
a 1
1
I y x P x y '2 Q x y 2 R y dx
0
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1
I y x y '2 y 2 2 xy dx ….(3)
0
F d F
where F x y '2 y 2 2 xy for which Euler’s equation 0
y dx y '
d
2 y 2x 2 y ' 0 y x y" 0 y " y x
dx
Let y co c1 x c2 x 2 be the trial solution
y 0 0 c0 0
y 1 0 c1 c2 0 c2 c1 y c1 x 1 x
Put y in equation (3), we have
1
2 2
I y x c1 1 2 x c12 x 2 1 x 2 xc1x 1 x dx
0
1
2 2
c12 1 2 x c12 x 2 1 x 2c1x 2 1 x dx
0
1 1 1
2 2
c12 1 2 x dx c12 x 2 1 x dx 2c1 x 2 1 x dx
0 0 0
1 1 1
c12 1 4 x 2 4 x dx c12 x 2 x 4 2 x 3 dx 2c1 x 2 x3 dx
0 0 0
1 1 1
24 x3 4 x 2 2x
3
x5 2 x 4 x3 x 4
c x c 2c
2 0
1
4 0
1 1
3 3 5 3 4 0
4 1 1 1 1 1
c12 1 2 c12 2c1
3 3 5 2 3 4
1 1 1 11 1
c12 2c1 I c12 c1
3 30 12 30 6
dI 11 1 1 15 5
Now 0 2c1 0 c1
dc1 30 6 6 11 22
5
Thus, the approximate y x
22
x x2
y 0 0 c0 0
y 1 0 c1 c2 0 c1 c2
y c1 x x 2
0
1
c12 1 4 x 2 4 x c12 x 3 x5 2 x 4 2c1 x 2 x 3 dx
0
1 1 1
2 4 x3 4 x2 2 x
4
x 6 2 x5 x3 x 4
c x
1 c1 2c1
3 2 0 4 6 5 0 3 4 0
4 1 1 2 1 1
c12 1 2 c12 2c1
3 4 6 5 3 4
1 1 1
c12 c12 2c1
3 60 12
19 1
I c12 c1
60 6
dI 19 1
Now 0 2 c1 0
dc1 60 6
1 30 5
c1
6 19 19
5
Thus approximate solution is y
19
x x2
Note : Rayleigh-Ritz method can also be used to find smallest eigen value.
y 0 0 c0 0
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y 1 0 c1 c2 0 c1 c2
y c1 x x 2
1
c12 1 4 x 2 4 x x 2 x 4 2 x5 dx
0
1
4 x3 4 x 2 x3 x 5 2 x 4 4
2
c x c12 1 2
4 0
1
3 2 3 5 3 3 5 2
1
I c12
3 30
dI 1 1
Now 0 2c1 0 0 10
dc1 3 30 3 30
Exercise 6.1
1. Solve the BVP y " y x, such that y 0 y 1 0
2. Solve y " 1, y 0 y 1 0
1
1
3. Find an approximate solution for the functional I y x y '2 y dx , s.t. y 0 y 1 0
0
2
1
4. Find an approximate solution for the functional I y x y '2 y 2 2 xy dx such that
0
y 0 1, y 1 2
Answers
5 1 2 1
1. y x
18
x x2 2. y x
2
x x 3. y x
2
x x2
5
4. y x 1 x
4
x x2 5. least eigen value is 3.
28
7. Weierstrass Function
x2
y '2
Solution : F x, y , y ' x 2 y
2
F d F
By Euler-Lagrange equation 0
y dx y '
d
2 y ' 0 y " 2 0
dx
y ' 2 x c1 y x 2 c1x c2
Now y 0 0 c2 0 , y 1 0 c1 1
y x2 x
Extremal is : y x 2 x p 2x 1
Weierstrass function is :
y '2 p2
E x 2y x 2y y ' p p
2 2
1 2
E x, y, y ', p
2
y ' p 2 y ' p p
2
1 y ' p
y ' p y ' p 2 p
2 2
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2F
and P2 x2 , y2 . Let F x, y , y ' possess a continuous partial derivative Fy ' y ' i.e., . Let C be the
y ' y '
curve of extremal of given functional which passes through P1 and P2 . Then, the following table
provides the sufficient conditions for the nature of the extremal of the given functional.
e x y y " 0 y " y 0 e x
0
A.E. is D 2 1 0
D 1 y c1e x c2e x
Now Fy ' e x y ' Fy ' y ' e x 0 , for all y '
It follows that on the curve C i.e., C : y c1e x c2e x , a strong minima is attained.
Proper field, central field and field of extremals :
Proper field : A family of curves y y x, c is said to form a proper field in a given region D of the
xy plane if one and only one curve of the family passes through every point of the region D. For
example, inside the circle x 2 y 2 1 , the family of parallel lines y x c ( c being an arbitrary
constant) forms a proper field since through any point of the above circle there passes one and only
30
2
one straight line of the family. On the other hand, the family of parabolas y x c 1 inside the
same circle x 2 y 2 1 does not form a proper field since the parabolas of this family interest inside
the circle.
Central Field : If all the curves of the family y y x, c pass through a certain point x0 , y0 , i.e., if
they form a pencil of curves, then they do not form a proper field in the region D, if the centre of the
pencil x0 , y0 belongs to D. However, if the curves of the pencil cover the entire region D and do not
intersect anywhere in this region, with the exception of the centre of the pencil x0 , y0 , then the
family y y x, c is said to form a central field.
For example, the pencil of sinusoids y c sin x for 0 x a, a forms a central field. But the
above mentioned pencil of sinusoids forms a proper field in a sufficiently small neighbourhood of the
segment of x-axis for x a, where 0, a . Again the above mentioned pencil of sinusoids
does not form a proper field in a neighbourhood of the segment of x-axis, for 0 x a1 , a1 .
Extremal Field : If a proper field or a central field is formed by a family of extremals of a given
variational problem, then it is known as an extremals field.
a
y ' y dx
2 2
Example 1. Consider the functional I y x
0
Let it be required to include the arc of the extremal y 0 that connects the points 0,0 and a,0
where 0 a in the central field of extremals.
a
Page 31
From (1),
F F
2 y , 2 y ' and
y y '
Using these values, (2) reduces to
2 y 2 y ' 0 or D 2 1 y 0, where D d / dx …….(3)
The general solution of (3) is y c1 cos x c2 sin x …….(4)
Since, the required extremal passes through 0,0 , 4 yields, c1 0 and hence (4) yields.
y c2 sin x …….(5)
And the curves of this pencil form as central field on the interval 0 x a, a including, for
c2 0, the extremal is y 0
dy dy
From (5), c2 cos x so that c2 , showing that the parameter of the family of extremals
dx dx 0,0
dy
(5) can be taken as the value of at 0,0 . However, in the above problem, if a , then the
dx
family of extremals (5) does not form an extremal field.
4
y' y
2 2
Example 2. Find the proper and central fields of extremals for the functional 2 x 2 4 dx
0
4
2
y2 2x2 4
Solution : Comparing the given functional with
F x, y, y ' dx , F x, y, y ' y
0
F d F d 2 y '
Euler’s equation 0 2 y 0
y dx y ' dx
d2y d
dx 2
y 0 or D 2 1 y 0, where D
dx
…….(1)
F d F
f 3 y '2 0
Euler’s equation 0 0
y dx y ' dx
dy
Integrating it, y '2 c12 or y ' c1, so that y c1x c2 …….(1)
dx
Where c1 and c2 are arbitrary constants.
(1) is the equation of the extremals. Using the given boundary conditions y 0 and y 2 6, (1)
gives
0 c2 and 6 2c1 c2 so that c1 3 and c2 0.
Therefore, (2), y 3 x, which is the extremal of the given variational problem.
For c2 0, (1) yields y c1 x, which is a central field of extremals in the domain 0 x 2 with centre
at 0,0 . For c1 3, y c1x reduces, to y 3x, showing that the extremal y 3 x is included in the
central field of extremals y c1x .
Exercise 7.1
Test for an extremum the following functionals :
a
1. I y x y '3 dx ; y 0 0, y a b, a 0, b 0
0
2
2. I y x e y ' 3 dx ; y 0 0, y 2 1
0
1
3. I y x yy '2 dx ; y 0 4, y 1 4
0
Answers
1. Weak minima on extremal 2. strong minima 3. strong minima
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x2
Let the functional I y x F x, y , y ' dx in which the boundary points are not specified, but are to
x1
be determined along the unknown function. i.e., x1 and x2 are not specified but x1 , y1 and x2 , y2
lie on the curves. Suppose the boundary point x2 , y2 moves along the curve y x . Then, the
sufficient condition to determine the extremals on which functional attains extremum is given by
F
F ' y ' 0 at x x2
y '
which is known as transversality condition.
If the boundary point x1 , y1 moves along the curve y x then as above transversality condition is.
F
F ' y ' 0 at x x1
y '
Remark : 1. If x2 , y2 moves along a vertical line, then transversality condition is Fy ' 0
x x2
where x C1 a, b and x C1 a, b .
Defined on the smooth curves y y x , the endpoints of which A x0 , y0 and B x1 , y1 lie on the
given curves (1) so that y0 x0 , y1 x1 . It is required to find the extremum of the functional (2).
Theorem : Let the curve : y y x extremize the functional J y F x, y , y ' dx from among all
curves of the class C 1 joining two arbitrary points of two given curves y x , y x . Then the
f x0 , c1 , c2 x0 ,
(ii) From the transversality conditions (3) and from the equations ……(4)
f x0 , c1 , c2 x1
to determine the constants c1 , c2 , x0 and x1 .
(iii) To compute the extremum of the functional (2).
Point A x0 , y0 and let the right end B x1 , y1 be movable along the curve y x . We then get
1 y '2
The transversality condition is :
1 1 1 y '
f x, y e tan y ' 1 y '2 ' y ' f x, y e tan y ' | x x1 0
1 y '2
From this, by virtue of the condition f x, y 0, we get
' y '
1 ……(*)
1 ' y '
Geometrically, equation (*) signifies that the extremals y y x must intersect the curve
y x , along which the boundary point B x1 , y1 slides, at an angle
.
4
Actually, the relation (*) may be represented thus : suppose that the tangent to the extremal at the
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point B x1 , y1 lying on the curve y x cuts the x-axis at an angle , while the tangent to the
given curve y x cuts it at an angle . Then tan y ' , tan ' and the left member of (*)
yields tan x ; but 1 tan ; therefore , whence , which is what we
4 4 4
set out to prove.
Example 2. Find the shortest distance between the point (1,0) and the ellipse
4 x 2 9 y 2 36 …..(1)
Solution : We have to find the shortest distance P1 1,0 and P2 x2 , y2 , where P2 lies on the ellipse
4 x 2 9 y 2 36 . The arc length PP
1 2 of the minimizing curve y y x is given by
x2 1
I y x 1 y '
2 2
dx …..(2)
1
F d F d y'
0
y dx y '
y'
C
0
dx 1 y '2
y ' C 1 y '
2 2 2
0
P
o (1,0) x axis
1 y '2
C2
y '2 2
c12 y ' c1
1 C
y c1 x c2 ……(3)
which is a straight line along which the required shortest distance is attained.
2 x 2 x
' x
3 9 x2 3 9 x2
Here, end point P2 x2 , y2 lies on (1), i.e., 4 x22 9 y22 36 …..(5)
Now, by using transversality condition for x , we get
F ' y ' Fy ' 0
x x2
2 x 1 2y '
1 y '2 y ' 0
2 1 y '
2 2
3 9 x x x
2
2c1 x2 c12
1 c12 0 y ' c1
3 1 c12 9 x22 1 c12
1 c12 c12 2c1x2
0
2
1 c 1 3 1 c12 9 x2
2c1 x2 1
2c1 x2 3 9 x22
2 2 2
3 1 c 1 9 x 1 c 1
1 1
boundary points, the transversality conditions are of the form y ' x and y ' x .
' x ' x
That is, the transversality conditions reduced to orthogonality conditions.
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Exercise 8.1
1. Find the shortest distance between the parabola y x 2 and the straight line y x 5 .
2. Find the shortest distance from the point A 1,5 to the parabola y 2 x .
3. Find the shortest distance between the circle x 2 y 2 1 and the straight line x y 4 .
4. Find the shortest distance between the point A 1,3 and the straight line y 1 3 x .
Answer
19 2 1 3 11
1. 2. 20 3. 2 2 1 4. 5. 6. 1 7.
8 10 2 4 2
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3. The Euler’s equation for the variational 2. the corresponding Euler’s equation have
4. x 2 y " y 0 3. y '2 1 c 2 x 2 c 2 x 2
(GATE 2004)
4. y '2 1 c 2 x 2 c 2 x 2
7. Extremals y y x for the variational
(GATE 2011)
1
2 10. The extremal of the functional
problem v y x y y ' dx satisfy
0 1
2 y '2
the differential equation y x 4 dx, y 0 0, y 1 0 is
0
1. y " y 0 2. y " y 0
3. y " y ' 0 4. y ' y 0
1. 4 x 2 x
2. 3 x 2 x
(GATE 2003) 3. 2 x2 x 4. x 2 x
1
y'
8. The functional 2
4 y 2 8 ye x dx (GATE 2009)
0 11. The possible values of for which the
4 4e variational problem,
y 0 , y 1
3 3 1
possesses
J y x 3 y 2 2 x3 y ' dx, y 1 has
0
1
1. strong minima on y e x extremals are
3
4 1. 1,0 2. 0, 1
2. strong minima on y e x
3 3. –1, 1 4. –1, 0, 1
1 (GATE 2008)
3. weak maxima on y e x
3 1
y'
2
4 12. The functional x3 dx, given
4. strong maxima on y e x 0
3
(GATE 2012) y 1 1 , achieves its
9. On the interval [0, 1], let y be a twice 1. weak maximum on all its extremals.
continuously differentiable function which 2. strong minimum on all its extremals.
is an extremal of the functional 3. weak maximum on some but not on all
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its extremals. 1
d2y
15. The functional I y x y 2 dx,
4. strong minimum on some but not on all dx
0
its extremals.
defined on the set of functions C 2 [0, 1]
(GATE 2008)
dy
1 satisfying y 0 1, y 1 1, 0
2 dx x 0
13. The functional 1 x y ' dx, y 0 0,
0
dy
and 1
y 1 1 , possesses dx x 1
1. strong maxima 1. only one extremal
2. strong minima 2. exactly two extremals
3. weak maxima but not a strong maxima 3. infinite number of extremals
4. weak minima but not a strong minima 4. no extremals
(GATE 2007) (GATE 2006)
1 16. The extremum of the functional
dy
14. Let I y x F x, y , dx, satisfying
dx 1 2
0 dy
I 12 xy dx satisfying the
y 0 0, y 1 1 where, F has continuous 0 dx
x2 2. Euler-Lagrange equation
2. y 1 C1x C2
4 3. Gauss equation
4. None of the above
x2
3. y C1 x C2 21. If P and Q be two points in the xy-plane
4
and P and Q be two points and y x be a
x2
4. y C1 C2 x
4 curve with P a, y a and
(GATE 2004) Q b, y b . The arc length of the curve
18. The functional y x is given by the integral
2
2 b
v y x y ' 6 xy x3 dx, 2
0
1. 1 y x dx
a
y 0 0, y 2 2 can be extremized on b
2
the curve 2. 1 y ' x dx
a
1. y x 2. 2 y x3 b
2
3
3. y x 6 x 4. 2 y x 2 x3 3. 1 y ' x dx
a
(GATE 2003) b
2
19. An extremal of the functional 4. 1 y x dx
a
b
dy
I y x F x, y , dx ; 22. Rayleigh-Ritz method is used to
a
dx
1. find maxima
y a y1, y b y2 satisfies Euler’s 2. find minima
equation, which is general 3. solve boundary value problems
1. is a second order linear ordinary 4. None of the above
differential equation (ODE). 23. The necessary condition for the integral
2. is a non-linear ODE of order greater x2
(GATE 2002) H H
3. 0
20. The minimizing curve must satisfy a y ' x y
differential equation, called as H d H
4. 0
1. Lagrange’s equation y ' dx x
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y ' a 0, y a 0 , y ' a 0 is
subject to the condition y dx 36 is
1
x
3. y 5 x 1 1
3 y 3 4 , y 1 1 has
2
x 1. a unique solution
4. y 5 x 1
4
2. exactly two solutions
32. A function y x such that 2
dx 1 3. an infinite number of solutions
y
0 4. no solution
(CSIR NET June 2012)
2
which makes y " dx a minimum, if 1
u2
36. Let J u u x2 4 xdx , where u x is a
0
0 x2
y 0 0 y , y " 0 0 y " is
smooth function defined on [0, 1] satisfying
1. y an cos nx, n 0,1, 2,3,...
u 0 0 and u 1 1 . Which of the
2. y an sin mx, m 0,1, 2,3,....
functions minimizes J ?
3. y an sin nx, n 0,1, 2,3,.... 1. u x x 2
an 1 2
4. y , n 0,1, 2,3,... 2. u x x
sin nx 2
1
3. u x x 2
2
J.R. INSTITUTE OF MATHEMATICS
189/35 BEHIND RAILWAY STATION, VAISH COLLEGE ROAD, ROHTAK PIN-124001 (HARYANA)
E-mail us on - jrinstituterohtak@gmail.com, balwanmudgil54@gmail.com Mob. 8607383607, 9802177766
Page 7
1 1
4. u x x 2 4. y x 1 x2
4 2
(CSIR NET Dec 2012) (CSIR NET Dec 2014)
37. Consider the functional 40. The functional
b b
J y F x, y , y ' dx where I y x y 2 y '2 2 y sin x dx , has the
a a
I y x f x, y, y ' dx to be an
0 and max u 1 is x1
0,1
extremum is/are
equal to
f d f
1 1. 0
1. 0 2. x dy x '
2
3. 1 4. 2 f d f
2. 0
y dx y '
(CSIR NET June 2017)
f d f
44. Let X u C 1 0,1 u 0 u 1 0 and 3. f y'
x dx
0
y '
1
f 2 f 2 f 2 f
2
define J : X by J u e u ' x dx .
0
4.
y xy '
y'
yy '
y" 2 0
y '
1. J does not attain its infimum 2. Consider the functional
2. J attains its infimum at a unique u X 1
x
(CSIR NET Dec 2017)
1
F
1. constant
2 y '
45. Consider J y y ' 2 y dx subject
0 F
2. F y ' constant
to y 0 0, y 1 1 . Then inf J y y '
Page 9
1. for extremum of I y x2 x
F d F 3. Weak maximum on the function
0 and
x dt x '
y x2 x
F d F
0 4. Strong maximum on the function
y dt y '
2. x " 1, y " 0 y x2 x
y'
2
7. The functional x 2 dx, y 1 1
y x sin x 0
1
1 where F x, y , y ' 1 y 2 / y '2 for
I y x x 2 y y '2 dx
0
2
admissible functions y x . Which of the
y 0 0, y 1 0 has following are extremals for J ?
1. Weak minimum on the function 1. y x A sin x
y x2 x 2. y x A sinh x B cosh x
2. Strong minimum on the function 3. y x A sinh Ax B
10
x 2
2
x2 2
9. The extremal of 1 t 3 dt; x 1 3, x 2 18 functional I y x
dy
1 dx ,
x1 dx
dx
(where x ) using Lagrange’s equation subject to the condition that the left end of
dt
is given by which of the following ? the extremal moves along y x 2 , while the
2. y x
2
sin x 13. Let y y x be the extremal of the
x2 2
dy
3. y x
2
cos x functional I y x 1 dx ,
x1 dx
Page 11
4. extremal is orthogonal to the curve and the right end B x1, y1 be movable
x
y . (CSIR NET June 2016) along the curve y x . Then the
2
1 extremal y y x intersects the curve
2 2
14. The functional J [ y ] ( y ' x ) dx where
0 y x along which the boundary point
0 Let us set
attains minimum if y y ( x ) is
P m: inf I u :u C1 0,1:u 0 u 1 0
x
1. y 0 x4 Let u C1 0,1 satisfy the Euler-Lagrange
2
Equation associated with P . Then
x 0 x 1
2. y
x 2 1 x 4 1. m i.e. I is not bounded below
2 x, 0 x2 2. m , with I u m
3. y
x 6, 2 x 4 3. m , with I u m
x, 0 x3
4. y 4. m , with I u m
x 6, 3 x 4
(CSIR NET Dec 2017)
(CSIR NET Dec 2016)
16. Consider the functional
18. Let X u C 1 0,1 | u 0 0 and let
x1
I : X be defined as
I y x f x, y 1 y '2 e tan 1 y ' dx
x0 1
u ' t u t dt
2 2
I u
where f x, y 0 . Let the left end of the 0
1. 4 e x 2. 10 e 2 x
3. e x 2 4. e 2 x 8
(CSIR NET June 2018)
20. The extremal of the functional
1
2
J y
y ' x dx subject to
0
y 0 0, y 1 1 and
y x dx 0 is
0
1. 3 x 2 2 x
2. 8 x3 9 x 2 2 x
5 4 2
3. x x
3 3
21 5 5
4. x 10 x 4 4 x3 x
2 2
J.R. INSTITUTE OF MATHEMATICS
189/35 BEHIND RAILWAY STATION, VAISH COLLEGE ROAD, ROHTAK PIN-124001 (HARYANA)
E-mail us on - jrinstituterohtak@gmail.com, balwanmudgil54@gmail.com Mob. 8607383607, 9802177766
Page 1
SCQ 45. 1
1. 2
2. 2 MCQ
3. 2 1. 2,3,4
4. 1 2. 1,3
5. 2 3. 1,3
6. 1 4. 3
7. 2 5. 1,2
8. 2 6. 2
9. 3 7. 2
10. 4 8. 1,2,3,4
11. 3 9. 1
12. 2 10. 1,2
13. 2 11. 3
14. 1 12. 1,3
15. 4 13. 1,3
16. 3 14. 1,3 or 3
17. 4 15. 2,4
18. 4 16. 3
19. 4 17. 2
20. 2 18. 1,3
21. 2 19. 1,3
22. 3 20. 1
23. 1
24. 2
25. 2
26. 2
27. 3
28. 1
29. 2
30. 2
31. 2
32. 3
33. 2
34. 3
35. 4
36. 1
37. 1
38. 3
39. 2
40. 2
41. 4
42. 3
43. 3
44. 2