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diff --git a/content/know/concept/calculus-of-variations/index.pdc b/content/know/concept/calculus-of-variations/index.pdc index c5280e5..576863c 100644 --- a/content/know/concept/calculus-of-variations/index.pdc +++ b/content/know/concept/calculus-of-variations/index.pdc @@ -234,3 +234,107 @@ $$\begin{aligned} 0 = \pdv{L}{f} - \sum_{n} \dv{x_n} \Big( \pdv{L}{f_{x_n}} \Big) } \end{aligned}$$ + + +## Constraints + +So far, for multiple functions $f_1, ... f_N$, +we have been assuming that all $f_n$ are independent, and by extension all $\eta_n$. +Suppose that we now have $M < N$ constraints $\phi_m$ +that all $f_n$ need to obey, introducing implicit dependencies between them. + +Let us consider constraints $\phi_m$ of the two forms below. +It is important that they are **holonomic**, +meaning they do not depend on any derivatives of any $f_n(x)$: + +$$\begin{aligned} + \phi_m(f_1, ..., f_N, x) = 0 + \qquad + \int_{x_0}^{x_1} \phi_m(f_1, ..., f_N, x) \dd{x} = C_m +\end{aligned}$$ + +Where $C_m$ is a constant. +Note that the first form can also be used for $\phi_m = C_m \neq 0$, +by simply redefining the constraint as $\phi_m^0 = \phi_m - C_m = 0$. + +To solve this constrained optimization problem for $f_n(x)$, +we introduce [Lagrange multipliers](/know/concept/lagrange-multiplier/) $\lambda_m$. +In the former case $\lambda_m(x)$ is a function of all $x$, while in the +latter case $\lambda_m$ is constant: + +$$\begin{aligned} + \int \lambda_m(x_i) \: \phi_m(\{f_n\}, x) \dd{x} = 0 + \qquad + \lambda_m \int \phi_m(\{f_n\}, x) \dd{x} = \lambda_m C_m +\end{aligned}$$ + +The reason for this distinction in $\lambda_m$ +is that we need to find the stationary points with respect to $\varepsilon$ +of both constraint types. Written in the variational form, this is: + +$$\begin{aligned} + \delta \int \lambda_m \: \phi_m \dd{x} = 0 +\end{aligned}$$ + +From this, we define a new Lagrangian $\Lambda$ for the functional $J$, +with the contraints built in: + +$$\begin{aligned} + J[f_n] + &= \int \Lambda(f_1, ..., f_N; f_1', ..., f_N'; \lambda_1, ..., \lambda_M; x) \dd{x} + \\ + &= \int L + \sum_{m} \lambda_m \phi_m \dd{x} +\end{aligned}$$ + +Then we derive the Euler-Lagrange equation as usual for $\Lambda$ instead of $L$: + +$$\begin{aligned} + 0 + &= \delta \int \Lambda \dd{x} + = \int \pdv{\Lambda}{\varepsilon} \dd{x} + = \int \sum_n \Big( \pdv{\Lambda}{f_n} \pdv{f_n}{\varepsilon} + \pdv{\Lambda}{f_n'} \pdv{f_n'}{\varepsilon} \Big) \dd{x} + \\ + &= \int \sum_n \Big( \pdv{\Lambda}{f_n} \eta_n + \pdv{\Lambda}{f_n'} \eta_n' \Big) \dd{x} + \\ + &= \Big[ \sum_n \pdv{\Lambda}{f_n'} \eta_n \Big]_{x_0}^{x_1} + + \int \sum_n \eta_n \bigg( \pdv{\Lambda}{f_n} - \dv{x} \Big( \pdv{\Lambda}{f_n'} \Big) \bigg) \dd{x} +\end{aligned}$$ + +Using the same logic as before, we end up with a set of Euler-Lagrange equations with $\Lambda$: + +$$\begin{aligned} + 0 + = \pdv{\Lambda}{f_n} - \dv{x} \Big( \pdv{\Lambda}{f_n'} \Big) +\end{aligned}$$ + +By inserting the definition of $\Lambda$, we then get the following. +Recall that $\phi_m$ is holonomic, and thus independent of all derivatives $f_n'$: + +$$\begin{aligned} + \boxed{ + 0 + = \pdv{L}{f_n} - \dv{x} \Big( \pdv{L}{f_n'} \Big) + \sum_{m} \lambda_m \pdv{\phi_m}{f_n} + } +\end{aligned}$$ + +These are **Lagrange's equations of the first kind**, +with their second-kind counterparts being the earlier Euler-Lagrange equations. +Note that there are $N$ separate equations, one for each $f_n$. + +Due to the constraints $\phi_m$, the functions $f_n$ are not independent. +This is solved by choosing $\lambda_m$ such that $M$ of the $N$ equations hold, +i.e. solving a system of $M$ equations for $\lambda_m$: + +$$\begin{aligned} + \dv{x} \Big( \pdv{L}{f_n'} \Big) - \pdv{L}{f_n} + = \sum_{m} \lambda_m \pdv{\phi_m}{f_n} +\end{aligned}$$ + +And then the remaining $N - M$ equations can be solved in the normal unconstrained way. + + + +## References +1. G.B. Arfken, H.J. Weber, + *Mathematical methods for physicists*, 6th edition, 2005, + Elsevier. |