Calculus of Variations/CHAPTER X: Difference between revisions

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CHAPTER X: THE CRITERIA THAT HAVE BEEN DERIVED UNDER THE ASSUMPTION OF CERTAIN SPECIAL VARIATIONS ARE ALSO SUFFICIENT FOR THE ESTABLISHMENT OF THE FORMULAE HITHERTO EMPLOYED.

  • 134 The process employed is one of progressive exclusion.
  • 135 Summary of the three necessary conditions that have been derived.
  • 136,137 Special variations. The total variation.
  • 138 A theorem in quadratic forms.
  • 139 Establishment of the conditions that have been derived from the second variation.
  • 140,141,142,143,144 Application to the first four problems of Chapter I.

Article 134.
The methods which we have followed would indicate that the whole process of the Calculus of Variations is a process of progressive exclusion. We first exclude curves for which G is different from zero and limit ourselves to curves which satisfy the differential equation G=0. From these latter curves we exclude all those along which F1 does not retain the same sign. If, for any curves not yet excluded, F1=O at isolated points, we have simply a limiting case among those to which our conclusions apply. If F1=0 for a stretch of curve not excluded by the above condition, we have to subject the curve to additional consideration in which the third and higher variations must be investigated. We further exclude all curves, in which conjugate points are found situated between the limits of integration, as being impossible generators of a maximum or a minimum. The cases in which no such pairs of points are to be found, or where such points are the limits of integration, require further investigation. This leads us to a fourth condition, a condition due to Weierstrass, which is discussed in Chapter XII. In this process of exclusion let us next see whether the variations admitted are sufficient for the general treatment under consideration.

Article 135.
As necessary conditions for the appearance of a maximum or a minimum, the following theorems have been established:

1) x,y as functions of t must be determined in such a – manner that they satisfy the differential equation G=0.

2) Along the curve that has been so determined the function F1 cannot be positive for a maximum nor can it be negative for a minimum; moreover, the case that F=0 at isolated points or along a certain stretch, cannot in its generality be treated, but the problems that thus arise m,ust be subjected to special investigation.

3) The integration may extend at most from a point to its conjugate point, but not beyond this point.

The last two conditions, which were derived from the consideration of the second variation, require certain limitations. On the one hand, a proof has to be established that the sign of ΔI is in reality the same as the sign of δ2I, if we choose for ξ, η, etc., the most general variations of all those special variations, for which the developments hitherto made were true ; it then remains to investigate whether and how far the criteria which have been established remain true for the case where the curve varies quite arbitrarily.

Article 136.
We return to the proof of the theorem proposed in the preceding article. We have, in the case of the investigations hitherto made, always assumed that ξ, η, ξ, η were sufficiently small quantities, since only under this assumption can we develop the right-hand side of

ΔI=t0t1[F(x+ξ,y+η,x+ξ,y+η)F(x,y,x,y)]dt

in powers of these quantities. This means not only that the curve which has been subjected to variation must lie indefinitely near the original curve, but also that the direction of the two curves can differ only a little from each other at corresponding points. We retain the same assumptions, and limit ourselves always to special variations.

We shall first prove that for all these variations the sign of ΔI and that of δ2I agree, so that for these variations the criteria already found are also sufficient. However, we no longer assume that the variations are expressible in the form ϵξ, ϵη, where ϵ denotes a sufficiently small quantity.

Since the curvature of the original curve does not become infinitely large at any point (see Art. 95), and since further the original curve and the curve which has been subjected to variation deviate only a little from each other at corresponding points both in their position and the direction of their tangents, it follows that with each point of the original curve is associated the point of the curve that has been varied, in which the latter curve is cut by the normal drawn through the point on the first curve.

The equation of the normal at the point x,y is

(Xx)x+(Yy)y=0;

and from the remarks just made, the point x+ξ, y+η is to lie on this normal so that

ξx+ηy=0.

If we consider this equation in connection with the definition of w:

w=ξyηx,

it follows that the variations may be represented in the form

1)ξ=wx'2+y'2y,η=wx'2+y'2x.

In these expressions wx'2+y'2 is an indefinitely small quantity, since x and y cannot both vanish at the same time (Art. 95), and it varies in a continuous manner with t. Likewise the derivative of this quantity with respect to t is an indefinitely small quantity which, however, may not be everywhere continuous.

Under the assumption that ξ, η, ξ=dξdt, η=dηdt are sufficiently small quantities, we may develop the total variation of the integral

ΔI=t0t1[F(x+ξ,y+η,x+ξ,y+η)F(x,y,x,y)]dt

with respect to the powers of ξ, η, ξ, η; and, if we make use of Taylor's Theorem in the form

F(x1+ξ1,,xn+ξn)=F(x1,,ξn)+iFxiξi+01(1ϵ)dϵi,j[Fi,j(x1+ϵξ1,,xn+ϵξn)ξiξj],

where Fi,j=2Fxixj, we have, since the terms of the first dimension vanish, a development of the form

2)ΔI=t0t101(1ϵ)[F1,1(x+ϵξ,y+ϵη,x+ϵξ,y+ϵη)ξ2+]dϵdt.

Article 137.
If we further develop F1,1, etc., with respect to powers of ϵ, it is found that the aggregate of terms that do not contain ϵ is identical with δ2F which was obtained in Chapter VIII.

Integrating with respect to ϵ, we may represent the other terms as a quadratic form in ξ, η, ξ, η, whose coeflcients also contain these quantities and in such a way that they become indefinitely small with these quantities.

Next, writing in ΔI the values of ξ, η given in 1) and the following values of ξ, η also derived from 1):

3)ξ=yx'2+y'2dwdt+wddt(yx'2+y'2)η=xx'2+y'2dwdtwddt(xx'2+y'2),

we have

4)ΔI=t0t1[F1(dwdt+F2w2)2]dt+t0t1[fw2+2gwdwdt+h(dwdt)2]dt,

where f, g, h denote functions which still contain w and dwdt, and in such a way that they become indefinitely small at the same time as these quantities.

Article 138.
After a known theorem[1] in quadratic forms,

fw2+2gwdwdt+h(dwdt)2,

may always, through linear substitutions not involving imaginaries, be brought to the form

f1u12+f2u22,

in such a way that at the same time the relation

u12+u22=w2+(dwdt)2

is true, and where f1 and f2 are roots of the quadratic equation in x:

(fx)(hx)=g2x2x(f+h)+fhg2=0.

Since the coefficients in this equation become simultaneously small with w and dwdt, the same must also be true of f1 and f2, the roots this equation.

If l is the mean value between f1 and f2, which also becomes indefinitely small with w and dwdt, we may bring the expression

f1u12+f2u22

to the form

f1u12+f2u22=l(u12+u22)=l(w2+(dwdt)2),

and consequently we have for ΔI the expression

ΔI=t0t1[F1(dwdt)2+F2w2]dt+t0t1l[w2+(dwdt)2]dt,

or finally

ΔI=t0t1[(F1+l)(dwdt)2+(F2+l)w2]dt;

and thus we have for ΔI the same form as we had before for δ2I (Art. 115).

Article 139.
We assume now that the necessary conditions for the existence of a maximum or a minimum are satisfied; that therefore along the whole curve G=0, the function F1 is different from zero or infinity, and always retains the same sign; that a function u may be determined which satisfies the equation

ddt(F1dudt)F2u=0,

and nowhere vanishes within the interval t0t1 or upon the boundaries of this interval.

If we therefore understand by k a positive quantity, and write

l=k+l+k,

then the expression for ΔI above becomes

ΔI=t0t1[(F1k)(dwdt)2+(F2k)w2]dt+t0t1(l+k)[(dwdt)2+w2]dt.

If k is given a fixed value, then we may choose ξ, η so small that the absolute value of the quantity l that depends upon them is less than k. The quantity k+l is therefore positive, and consequently also the second integral of the above expression. We have yet to show that the first integral is also positive, if F1>0.

After a known theorem in differential equations it is always possible, as soon as the equation

ddt(F1dudt)F2u=0

is integrated through a continuous function u of t, which within and on the boundaries of the interval t0t1 nowhere vanishes, also to integrate the differential equation

ddt[(F1k))du¯dt](F2k)u¯=0

through a continuous function of t, which, if k does not exceed certain limits, deviates indefinitely little throughout its whole trace from u, and may therefore be represented in the form

u¯=u+(t,k),

where (t,k) becomes indefinitely small at the same time as k for all values of t that come into consideration.

The function u¯ will therefore vanish nowhere within the interval t0t1. In this manner a certain limit has also been established for k, which it cannot exceed ; but if the condition is also added that k must be so small that F1k has the same sign as F1, then ξ, η may always be chosen so small that |l|<k.

The first integral may then be transformed in a manner similar to that in which the integral 8) of Art. 115 was transformed into 14) of Art. 119, and we thus have

ΔI=t0t1(F1k)(dwdtdu¯dtwu¯)2dt+t0t1(l+k)((dwdt)2+w2)dt,

which shows that ΔI for all indefinitely small variations of the curve which have been brought about under the given assumptions, is positive if F1 is positive. If F1 is negative, the same determinations regarding k remain ; only k must be chosen negative and |l|<k. Both integrals on the right of the above equation are then negative, and consequently ΔI is itself negative.

We have therefore proved the assertion made above : If in the interval t0t1 the necessary conditions which were derived from the consideration of the second variation of the integral for the existence of a maximum or a m-inimum, are satisfied, then the sign of the total variation will be the same as the sign of the second variation for all variations of the curve which have been so chosen, that not only the distances between corresponding points on the original curve and the curve subjected to variation are arbitrarily small, but also the directions of both curves at corresponding points deviate from, each other by an arbitrarily small quantity.

It has thus been shown that the three conditions given in Art. 135 are necessary for the existence of a maximum or a minimum. A further examination will give a fourth condition (Weierstrass's condition, see Chapter XII) whose fulfillment is also sufficient. This condition, if fulfilled, is then decisive, after we have first assured ourselves that the other three conditions are satisfied.

APPLICATION OF THE ESTABLISHED CRITERIA TO THE PROBLEMS I, II, III AND IV, WHICH WERE PROPOSED IN CHAPTER I AND FURTHER DISCUSSED IN CHAPTER VII.

Article 140.
Problem I. The problem of the minimal surface of rotation.

As the solution of the equation G=0, we found (Art. 100) the two simultaneous equations of the catenary :

1)x=α+βt=ϕ(t,α,β)y=β2(et+et)=ψ(t,α,β).

We have, therefore (Art. 125),

2)
ϕ(t)=βϕ1(t)=1ϕ2(t)
ψ(t)=β2(etet)ψ1(t)=0ψ2(t)=12(et+et);
and consequently,
θ1(t)=ψ(t)ϕ1(t)ϕ(t)ψ1(t)=β2(etet)=yθ2(t)=ψ(t)ϕ2(t)ϕ(t)ψ2(t)=tyy.

If, now, x0,y0,x0,y0 are the values of x,y,x,y which correspond to the value t0, then is

3)Θ(t,t0)=θ1(t0)θ2(t)θ2(t0)θ1(t)=y0(tyy)(t0y0y0)t;

or, since

t=xαβt0=x0αββ=x=x0 [cf. 2)],

we have

4)Θ(t,t0)=1β[y0(xyyx)y(x0y0y0x0)].

In order to find the point conjugate to t0 we have to write in this expression for x,y,x,y their values in terms of t and then solve the equation Θ(t,t0)=0.

To avoid this somewhat complicated calculation, however, we may make use of a geometrical interpretation (Art. 58). The equation of the tangent to the catenary at the point x0,y0 is

y0(Xx0)x0(Yy0)=0.

Therefore, the tangent cuts the X-axis in the point determined through the equation

y0X=xyyx.

The tangent at any point of the catenary cuts the X-axis at a point determined by the equation

yX=xyyx.

If, now, the point x,y is to be conjugate to x0,y0, then its coordinates must satisfy 4), which becomes

y0y(XX0)=0.

Hence, since y0 and y do not vanish (Art. 101), we have

X=X0;

that is, the conjugate points of the catenary have the property that the tangents drawn through them cut each other on the X-axis. We thus have an easy geometrical method of determining the point conjugate to any point on the catenary.

Further we have

F1=y(x'2+y'2)3,

and since y is always positive, and x,y cannot simultaneously vanish, it follows that F1 is always positive and different from zero and infinity. Hence, the portion of a catenary that is situated between two conjugate points, when rotated about the X-axis, generates a surface of smallest area (cf. Art. 167).

At the same time in this problem it is seen how small a role the condition regarding F1, has played in the strenuous proof relative to the existence of a minimum.

Article 141.
Problem II. Problem of the brachistochrone.

In this problem the expression for F1 is found to be

1)F1=1(x'2+y'2)314gy+α2.

We assumed from certain a priori reasons that between the points A and B of the curve there could be present no cusp (see also Art. 104); that is no point for which x and y are both equal to zero simultaneously. For such an arc of the curve F1 is then always positive and different from zero and infinity, since the quantities under the square root sign are always finite and different from zero (see also Art. 95).

We obtained (Art. 103) the solution of the equation G=0 in the form

2)x=α+β(tsint)=ϕ(t,α,β)y+a=β(1cost)=ψ(t,α,β),

where here t is written in the place of ϕ, and α in the place of x0, and β instead of 1/(2c2); a is a given quantity which is determined through the initial velocity.

We consequently have

3)
ϕ(t)=β(1cost)ϕ1(t)=1ϕ2(t)=tsint;
ψ(t)=βsintϕ1(t)=0ψ2(t)=1cost;
θ1(t)=βsint,
θ2(t)=βsint(tsint)β(1cost)2=2βsin(t/2)[tcos(t/2)2sin(t/2)];

and therefore

Θ(t,t0)=4β2sint02sint2[cost02(tcost22sint2)cost2(t0cost022sint02)].

With the positions which we have assumed for A and B both t0 and t are different from 0 and 2π, and consequently the equation for the determination of the point conjugate to t0 has the form

cost02(tcost22sint2)cost2(t0cost022sint02)=0,

or

4)t2tant2=t02tant02,

which is a transcendental equation for the determination of t.

We easily see that there is no other real root within the interval 02π except t=t0, since the derivative of t2tan(t/2), namely, 11cos2(t/2) is negative, so that t2tan(t/2) continuously decreases, if t deviates from t0, and can never again take the value t02tan(t0/2).

Consequently there is no point conjugate to the point t0 on the arc of the cycloid upon which t0 lies, and therefore every arc of the cycloid situated between two cusps of this curve has the property that a material point which slides along it from a point A reaches another point B of the curve in the shortest time (Art. 168).

In this problem we see that the condition F1>0 was sufficient to establish the existence of a minimum. The case where the initial velocity is zero and the point A is situated at one of the cusps will be discussed later (Art. 169).

Article 142.
Problem III. Problem of the shortest line on the surface of a sphere.

In this problem we find that

1)F1=sin2u(u'2+v'2sin2u)3.

This expression cannot become infinitely large, since u and v cannot simultaneously vanish.

However, the function F1, will vanish if sinu=0; that is, when u=0 or π. Consequently, in this case, we must so choose the system of coordinates that u nowhere along the trace of the curve becomes equal to zero or to π. If this has been done, then F1 for the whole stretch from A to B is positive, and does not become zero or infinitely large.

The equation G=0 furnishes the arc of a great circle, whose equations are (see Art. 106):

2)
cosu=cosccos(sb)
cot(vβ)=sinccot(sb);
or,
u=arccos(cosccos(sb))=ϕ(s,α,β)
v=β+arccot(sinccot(sb))=ψ(s,α,β).

Accordingly, we have

ϕ(s)=coscsin(sb)1cos2ccos2(sb)ϕ1(s)=sinscos(sb)1cos2ccos2(sb)ϕ2(s)=0
ψ(s)=sinc1cos2ccos2(sb)ψ1(s)=coscsin(sb)cos(sb)1cos2ccos2(sb)ψ2(s)=1

and consequently

θ1(s)=cos(sb)1cos2ccos2(sb)θ2(s)=coscsin(sb)1cos2ccos2(sb).

Hence, since for the point A we have s=s0=0, it follows that

3)Θ(s,s0)=coscsins1cos2ccos2b1cos2ccos2(sb).

Therefore, in order to find the point conjugate to the point s0=0, we have to solve the equation Θ(s,s0)=0 with respect to s.

Since the denominator of 3) cannot become infinite, the conjugate point is to be determined from the equation sins=0. We consequently have s=π as the point conjugate to s=0; that is, the point conjugate to A is the other end of the diameter of the circle drawn through A.

Hence the arc of a great circle through the points A and B, measured in a direction fixed as positive, is the shortest distance upon the surface of the sphere only when these points are not at a distance of 180 or more from each other, a result which is of itself geometrically clear.

We may remark that the condition that F1 cannot vanish is clearly in this case unnecessary ; since the arc of a great circle possesses the property of a minimum independently of the choice of the system of coordinates with respect to which F1, say, at some point of the curve vanishes.

Article 143.
From the figure in Art. 107 it is clear that when A is the pole of the sphere, the family of curves passing through A and satisfying the differential equation G=0 (i.e., arcs of great circles) intersect again only at the other pole. In the next Chapter it will appear that the two poles are conjugate points. This, together with what was given in the preceding article, may be taken as a proof that the arcs of great circles can meet only at opposite poles.

Article 144.
Problem IV. Problem of the surface offering the least resistance.

In this problem let us write (Art. 110)

α=C/2β=C1

so that

x=α[t+2t1+t3]=ϕ(t,α,β)y=α[lnt+t2+34t4]β=ψ(t,α,β).

Hence,

ϕ(t)=xϕ1(t)=xαϕ2(t)=0
ψ(t)=yψ1(t)=y+βαψ2(t)=1
θ1(t)=yxαxy+βαθ2(t)=x

and

Θ(t,t0)=x(y0x0x0y0)x0(yxxy)α.

Now the tangent to the curve at any point x0,y0 is

y0(Xx0)x0(Yy0))=0,

and the intercept on the Y-axis is

x0Y0=x0y0y0x0.

The tangent to the curve at any point x,y cuts the Y-axis where

xY=xyyx.

We therefore have for the determination of the point conjugate to x0,y0 the equation

xx0Y0=x0xY or Y0=Y.

As in Art. 140, this gives an easy geometrical construction for conjugate points.

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  1. Such substitutions are called by Cayley orthogonal (Crelle, bd. 32, p. 119); see also Euler, Nov. Comm. Petrop., IS, p. 275; 20, p. 217; Cauchy, Exerc. de Math., 4, p. 140; Jacobi, Crelle, bd. 12, p. 7; bd. 30, p. 46; Baltzer, Theoiie und Anwendungen der Determinanten, 1881, p. 187; Rodrigves, Liouv. Journ., t. S, p. 405; Hesse, Crelle, bd. 57, p. 175.