Math 2.0

Calculus of variations and optimal control; optimization Variational principles of physics Fact

Stationary-action principle

Builds on FunctionalFirst variationEuler–Lagrange equation

Statement

Let a physical system be described by generalized coordinates q=(q1,…,qn)q = (q_1, \dots, q_n) in an open set Q⊆ℝnQ \subseteq \R^n, and by a Lagrangian L ⁣:[t0,t1]×Q×ℝn→ℝL \colon [t_0, t_1] \times Q \times \R^n \to \R of class C2C^2. For a C2C^2 path q ⁣:[t0,t1]→Qq \colon [t_0, t_1] \to Q, its action is the functional S[q]=∫t0t1L(t,q(t),q˙(t)) dt.S[q] = \int_{t_0}^{t_1} L\big(t, q(t), \dot q(t)\big) \, dt. Fix endpoints q(t0)=aq(t_0) = a and q(t1)=bq(t_1) = b. The principle states that the motions of the system between them are exactly the C2C^2 paths qq with these endpoints that satisfy one condition. The first variation of SS at qq vanishes: ddεS[q+εh]∣ε=0=0\frac{d}{d\varepsilon} S[q + \varepsilon h] \big|_{\varepsilon = 0} = 0 for every C2C^2 map hh with h(t0)=h(t1)=0h(t_0) = h(t_1) = 0. Equivalently, the motions are the solutions of the Euler–Lagrange equations ddt∂L∂q˙i=∂L∂qi,i=1,…,n.\frac{d}{dt} \frac{\partial L}{\partial \dot q_i} = \frac{\partial L}{\partial q_i}, \qquad i = 1, \dots, n.

Remarks

The equivalence of the two forms is a theorem of the calculus of variations. Differentiating under the integral and integrating by parts gives ddεS[q+εh]∣ε=0=∫t0t1∑i(∂L∂qi−ddt∂L∂q˙i)hi dt\frac{d}{d\varepsilon} S[q + \varepsilon h] \big|_{\varepsilon = 0} = \int_{t_0}^{t_1} \sum_i \left( \frac{\partial L}{\partial q_i} - \frac{d}{dt} \frac{\partial L}{\partial \dot q_i} \right) h_i \, dt. By the fundamental lemma of the calculus of variations, this vanishes for all hh exactly when the Euler–Lagrange equations hold. The physical content is the choice of LL; for a particle of mass mm in a potential VV, the choice L=12m∣q˙∣2−V(q)L = \frac12 m \abs{\dot q}^2 - V(q) gives Newton's law mq¨=−∇V(q)m \ddot q = -\nabla V(q). The principle asks for a stationary action, not a least one. For the harmonic oscillator L=12(q˙2−ω2q2)L = \frac12 (\dot q^2 - \omega^2 q^2) with ω>0\omega > 0, the solution is a minimum of SS when t1−t0<π/ωt_1 - t_0 < \pi / \omega, but not when t1−t0>π/ωt_1 - t_0 > \pi / \omega: then h(t)=sin⁡(π(t−t0)/(t1−t0))h(t) = \sin(\pi (t - t_0)/(t_1 - t_0)) makes the second variation ∫(h˙2−ω2h2) dt\int (\dot h^2 - \omega^2 h^2) \, dt negative. The same principle, with an action given by the integral of a Lagrangian density over space-time, gives the field equations of electromagnetism and of general relativity. It is also the setting of Noether's theorem on symmetries and conservation laws. Hamilton's principle in mechanics and Maupertuis's principle are particular forms of it.

Going deeper

For a student

In practice the principle is a recipe: write the kinetic and potential energies in any convenient coordinates, form LL, and read off the equations of motion from the Euler–Lagrange equations. This avoids computing constraint forces, and it makes symmetries visible, since a symmetry of LL gives a conserved quantity by Noether's theorem. The Legendre transform of LL leads to Hamilton's equations, and the action itself, as a function of the endpoints, solves the Hamilton–Jacobi equation.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Action_principles
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