Math 2.0

Calculus of variations and optimal control; optimization Basic notions of the calculus of variations Proposition

Beltrami identity

Builds on Euler–Lagrange equationIntegral functional with a Lagrangian densityPartial derivative

Statement

Let a<ba < b, and let L ⁣:ℝ×ℝ→ℝL \colon \R \times \R \to \R, written L(z,p)L(z, p), be a function of class C2C^2 that does not depend on the independent variable xx. Write LzL_z and LpL_p for its partial derivatives. Let y∈C2([a,b])y \in C^2([a, b]) solve the Euler–Lagrange equation ddxLp(y(x),y′(x))=Lz(y(x),y′(x))on [a,b].\frac{d}{dx} L_p\big(y(x), y'(x)\big) = L_z\big(y(x), y'(x)\big) \quad \text{on } [a, b]. Then there is a constant CC with L(y(x),y′(x))−y′(x) Lp(y(x),y′(x))=Cfor all x∈[a,b].L\big(y(x), y'(x)\big) - y'(x) \, L_p\big(y(x), y'(x)\big) = C \quad \text{for all } x \in [a, b].

Remarks

The proof is one differentiation. The derivative of L(y,y′)−y′Lp(y,y′)L(y, y') - y' L_p(y, y') is Lzy′+Lpy′′−y′′Lp−y′ddxLp=y′(Lz−ddxLp)L_z y' + L_p y'' - y'' L_p - y' \frac{d}{dx} L_p = y' \big(L_z - \frac{d}{dx} L_p\big), which is 00 by the Euler–Lagrange equation.

Example: for the minimal surface of revolution one has L(z,p)=z1+p2L(z, p) = z \sqrt{1 + p^2}. Then L−pLp=z/1+p2L - p L_p = z / \sqrt{1 + p^2}, so y/1+y′2=Cy / \sqrt{1 + y'^2} = C. For C>0C > 0 the solutions are the catenaries y(x)=Ccosh⁡((x−d)/C)y(x) = C \cosh\big((x - d)/C\big).

A partial converse holds: if the quantity is constant and y′(x)≠0y'(x) \ne 0, then the Euler–Lagrange equation holds at xx. So constant solutions y′=0y' = 0 of the identity must be checked separately.

Going deeper

For a student

In mechanics, with xx as time and LL the Lagrangian, the quantity y′Lp−Ly' L_p - L is the energy, the Hamiltonian. The identity is then conservation of energy for a time-independent Lagrangian, a special case of Noether's theorem for time translations. It is used in the brachistochrone problem and the catenary problem.

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  1. Euclidean space object
  2. Euler–Lagrange equation concept
  3. Function concept
  4. Integral functional with a Lagrangian density concept
  5. Function of several variables concept
  6. Partial derivative concept
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Where this leads

3 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Beltrami_identity
About this page
TagF7EKTEESQ5
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Kindstatement, proposition
WritingW0 stub
MSC49K05, 70H03
StatusThis copy of the site has no build data. Run m2 status F7EKTEESQ5.
AboutEuler–Lagrange equation
UsesEuler–Lagrange equation, Integral functional with a Lagrangian density, Partial derivative
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