Euler-Lagrange Equation
Euler-Lagrange Equation
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 real dynamical 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
Here, is the time derivative of When we say stationary point, we mean a stationary point of with
respect to any small perturbation in . See proofs below for more rigorous detail.
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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 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).
The third line follows from the fact that does not depend on , i.e. .
The next step is to use integration by parts on the second term of the integrand, yielding
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Applying the fundamental lemma of calculus of variations now yields the Euler–Lagrange equation
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
Note that change of affects L not only at m but also at m-1 for the derivative of the 3rd argument.
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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.
that is, the function must have a constant first derivative, and thus its graph is a straight line.
Generalizations
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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.
When n = 2 and functional is the energy functional, this leads to the soap-film minimal surface problem.
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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
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.
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
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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:
where is the canonical momenta 1-form corresponding to the Lagrangian . The vector field generating time
translations is denoted by and the Lie derivative is denoted by . One can use local charts in which
and and use coordinate expressions for the Lie derivative to see
equivalence with coordinate expressions of the Euler Lagrange equation. The coordinate free form is particularly
suitable for geometrical interpretation of the Euler Lagrange equations.
See also
Lagrangian mechanics
Hamiltonian mechanics
Analytical mechanics
Beltrami identity
Functional derivative
Notes
1. Fox, Charles (1987). An introduction to the calculus of variations. Courier Dover Publications. ISBN 978-0-
486-65499-7.
2. Goldstein, H.; Poole, C.P.; Safko, J. (2014). Classical Mechanics (3rd ed.). Addison Wesley.
3. A short biography of Lagrange (http://numericalmethods.eng.usf.edu/anecdotes/lagrange.pdf) Archived (http
s://web.archive.org/web/20070714022022/http://numericalmethods.eng.usf.edu/anecdotes/lagrange.pdf)
2007-07-14 at the Wayback Machine
4. Courant & Hilbert 1953, p. 184
5. Courant, R; Hilbert, D (1953). Methods of Mathematical Physics. Vol. I (First English ed.). New York:
Interscience Publishers, Inc. ISBN 978-0471504474.
6. Weinstock, R. (1952). Calculus of Variations with Applications to Physics and Engineering (https://archive.org/
details/calculusofvariat00wein). New York: McGraw-Hill.
7. José; Saletan (1998). "Classical Dynamics: A contemporary approach" (https://www.cambridge.org/in/academi
c/subjects/physics/general-and-classical-physics/classical-dynamics-contemporary-approach,%20https://ww
w.cambridge.org/in/academic/subjects/physics/general-and-classical-physics). Cambridge University Press.
ISBN 9780521636360. Retrieved 2023-09-12.
References
"Lagrange equations (in mechanics)" (https://www.encyclopediaofmath.org/index.php?title=Lagrange_equatio
ns_(in_mechanics)), Encyclopedia of Mathematics, EMS Press, 2001 [1994]
Weisstein, Eric W. "Euler-Lagrange Differential Equation" (https://mathworld.wolfram.com/Euler-LagrangeDiffe
rentialEquation.html). MathWorld.
Calculus of Variations (https://planetmath.org/CalculusOfVariations) at PlanetMath.
Gelfand, Izrail Moiseevich (1963). Calculus of Variations. Dover. ISBN 0-486-41448-5.
Roubicek, T.: Calculus of variations (https://web.archive.org/web/20150510023928/http://www.wiley-vch.de/bo
oks/sample/3527411887_c17.pdf). Chap.17 in: Mathematical Tools for Physicists (https://web.archive.org/we
b/20150510021514/http://www.wiley-vch.de/publish/en/books/forthcomingTitles/MA00/3-527-41188-7/?sID=nr
gsqk516u2v9ffab8u7io1dq4). (Ed. M. Grinfeld) J. Wiley, Weinheim, 2014, ISBN 978-3-527-41188-7, pp. 551–
588.
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