Because a differentiable functional is stationary at its localextrema, the Euler–Lagrange equation is useful for solvingoptimization problems in which, given some functional, one seeks the function minimizing or maximizing it. This is analogous toFermat's theorem incalculus, stating that at any point where a differentiable function attains a local extremum itsderivative is zero. InLagrangian mechanics, according toHamilton's principle of stationary action, the evolution of a physical system is described by the solutions to the Euler equation for theaction of the system. In this context Euler equations are usually calledLagrange equations. Inclassical mechanics,[2] it is equivalent toNewton'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 ofgeneralized coordinates, and it is better suited to generalizations. Inclassical field theory there is ananalogous equation to calculate the dynamics of afield.
The Euler–Lagrange equation was developed in connection with their studies of thetautochrone problem.
The Euler–Lagrange equation was developed in the 1750s by Euler and Lagrange in connection with their studies of thetautochrone 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 tomechanics, which led to the formulation ofLagrangian mechanics. Their correspondence ultimately led to thecalculus of variations, a term coined by Euler himself in 1766.[3]
Here, is thetime 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.
Derivation of the one-dimensional Euler–Lagrange equation
We wish to find a function which satisfies the boundary conditions,, and which extremizes the functional
We assume that is twice continuously differentiable.[5] A weaker assumption can be used, but the proof becomes more difficult.[citation needed]
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).
Let be the result of such a perturbation of, where is small and is a differentiable function satisfying. Then define
We now wish to calculate thetotal derivative of with respect toε.
The third line follows from the fact that does not depend on, i.e..
Alternative derivation of the one-dimensional Euler–Lagrange equation
Given a functionalon with the boundary conditions and, we proceed by approximating the extremal curve by a polygonal line with segments and passing to the limit as the number of segments grows arbitrarily large.
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.
Evaluating the partial derivative gives
Dividing the above equation by givesand taking the limit as of the right-hand side of this expression yields
The left hand side of the previous equation is thefunctional 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.
A standard example[citation needed] is finding the real-valued functiony(x) on the interval [a,b], such thaty(a) =c andy(b) =d, for which thepathlength along thecurve traced byy is as short as possible.
the integrand function being.
The partial derivatives ofL are:
By substituting these into the Euler–Lagrange equation, we obtain
that is, the function must have a constant first derivative, and thus itsgraph is astraight line.
can be obtained from the Euler–Lagrange equation[6]
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.
Several functions of single variable with single derivative
If there is a single unknown functionf to be determined that is dependent on two variablesx1 andx2 and if the functional depends on higher derivatives off up ton-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 samepartial derivative multiple times, for example appears only once in the previous equation.
Several functions of several variables with higher derivatives
If there arep unknown functionsfi to be determined that are dependent onm variablesx1 ...xm and if the functional depends on higher derivatives of thefi up ton-th order such that
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
where is the Lagrangian, the statement is equivalent to the statement that, for all, each coordinate frametrivialization of a neighborhood of yields the following equations:
Euler-Lagrange equations can also be written in a coordinate-free form as[8]
where is the canonical momenta1-form corresponding to the Lagrangian. The vector field generating time translations is denoted by and theLie 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.