Special case of the Euler-Lagrange equations
Eugenio Beltrami
The Beltrami identity , named after Eugenio Beltrami , is a special case of the Euler–Lagrange equation in the calculus of variations .
The Euler–Lagrange equation serves to extremize action functionals of the form
I
[
u
]
=
∫
a
b
L
[
x
,
u
(
x
)
,
u
′
(
x
)
]
d
x
,
{\displaystyle I[u]=\int _{a}^{b}L[x,u(x),u'(x)]\,dx\,,}
where
a
{\displaystyle a}
and
b
{\displaystyle b}
are constants and
u
′
(
x
)
=
d
u
d
x
{\displaystyle u'(x)={\frac {du}{dx}}}
.[ 1]
If
∂
L
∂
x
=
0
{\displaystyle {\frac {\partial L}{\partial x}}=0}
, then the Euler–Lagrange equation reduces to the Beltrami identity,
L
−
u
′
∂
L
∂
u
′
=
C
,
{\displaystyle L-u'{\frac {\partial L}{\partial u'}}=C\,,}
where C is a constant.[ 2] [ note 1]
Derivation
The following derivation of the Beltrami identity starts with the Euler–Lagrange equation,
∂
L
∂
u
=
d
d
x
∂
L
∂
u
′
.
{\displaystyle {\frac {\partial L}{\partial u}}={\frac {d}{dx}}{\frac {\partial L}{\partial u'}}\,.}
Multiplying both sides by u ′ ,
u
′
∂
L
∂
u
=
u
′
d
d
x
∂
L
∂
u
′
.
{\displaystyle u'{\frac {\partial L}{\partial u}}=u'{\frac {d}{dx}}{\frac {\partial L}{\partial u'}}\,.}
According to the chain rule ,
d
L
d
x
=
∂
L
∂
u
u
′
+
∂
L
∂
u
′
u
″
+
∂
L
∂
x
,
{\displaystyle {dL \over dx}={\partial L \over \partial u}u'+{\partial L \over \partial u'}u''+{\partial L \over \partial x}\,,}
where
u
″
=
d
u
′
d
x
=
d
2
u
d
x
2
{\displaystyle u''={\frac {du'}{dx}}={\frac {d^{2}u}{dx^{2}}}}
.
Rearranging this yields
u
′
∂
L
∂
u
=
d
L
d
x
−
∂
L
∂
u
′
u
″
−
∂
L
∂
x
.
{\displaystyle u'{\partial L \over \partial u}={dL \over dx}-{\partial L \over \partial u'}u''-{\partial L \over \partial x}\,.}
Thus, substituting this expression for
u
′
∂
L
∂
u
{\displaystyle u'{\frac {\partial L}{\partial u}}}
into the second equation of this derivation,
d
L
d
x
−
∂
L
∂
u
′
u
″
−
∂
L
∂
x
−
u
′
d
d
x
∂
L
∂
u
′
=
0
.
{\displaystyle {dL \over dx}-{\partial L \over \partial u'}u''-{\partial L \over \partial x}-u'{\frac {d}{dx}}{\frac {\partial L}{\partial u'}}=0\,.}
By the product rule, the last term is re-expressed as
u
′
d
d
x
∂
L
∂
u
′
=
d
d
x
(
∂
L
∂
u
′
u
′
)
−
∂
L
∂
u
′
u
″
,
{\displaystyle u'{\frac {d}{dx}}{\frac {\partial L}{\partial u'}}={\frac {d}{dx}}\left({\frac {\partial L}{\partial u'}}u'\right)-{\frac {\partial L}{\partial u'}}u''\,,}
and rearranging,
d
d
x
(
L
−
u
′
∂
L
∂
u
′
)
=
∂
L
∂
x
.
{\displaystyle {d \over dx}\left({L-u'{\frac {\partial L}{\partial u'}}}\right)={\partial L \over \partial x}\,.}
For the case of
∂
L
∂
x
=
0
{\displaystyle {\frac {\partial L}{\partial x}}=0}
, this reduces to
d
d
x
(
L
−
u
′
∂
L
∂
u
′
)
=
0
,
{\displaystyle {d \over dx}\left({L-u'{\frac {\partial L}{\partial u'}}}\right)=0\,,}
so that taking the antiderivative results in the Beltrami identity,
L
−
u
′
∂
L
∂
u
′
=
C
,
{\displaystyle L-u'{\frac {\partial L}{\partial u'}}=C\,,}
where C is a constant.[ 3]
Applications
Solution to the brachistochrone problem
The solution to the brachistochrone problem is the cycloid.
An example of an application of the Beltrami identity is the brachistochrone problem , which involves finding the curve
y
=
y
(
x
)
{\displaystyle y=y(x)}
that minimizes the integral
I
[
y
]
=
∫
0
a
1
+
y
′
2
y
d
x
.
{\displaystyle I[y]=\int _{0}^{a}{\sqrt {{1+y'^{\,2}} \over y}}dx\,.}
The integrand
L
(
y
,
y
′
)
=
1
+
y
′
2
y
{\displaystyle L(y,y')={\sqrt {{1+y'^{\,2}} \over y}}}
does not depend explicitly on the variable of integration
x
{\displaystyle x}
, so the Beltrami identity applies,
L
−
y
′
∂
L
∂
y
′
=
C
.
{\displaystyle L-y'{\frac {\partial L}{\partial y'}}=C\,.}
Substituting for
L
{\displaystyle L}
and simplifying,
y
(
1
+
y
′
2
)
=
1
/
C
2
(constant)
,
{\displaystyle y(1+y'^{\,2})=1/C^{2}~~{\text{(constant)}}\,,}
which can be solved with the result put in the form of parametric equations
x
=
A
(
ϕ
−
sin
ϕ
)
{\displaystyle x=A(\phi -\sin \phi )}
y
=
A
(
1
−
cos
ϕ
)
{\displaystyle y=A(1-\cos \phi )}
with
A
{\displaystyle A}
being half the above constant,
1
2
C
2
{\displaystyle {\frac {1}{2C^{2}}}}
, and
ϕ
{\displaystyle \phi }
being a variable. These are the parametric equations for a cycloid .[ 4]
Notes
References
^ Courant R , Hilbert D (1953). Methods of Mathematical Physics . Vol. Vol. I (First English ed.). New York: Interscience Publishers, Inc. p. 184. ISBN 978-0471504474 .
^ Weisstein, Eric W. "Euler-Lagrange Differential Equation." From MathWorld --A Wolfram Web Resource. See Eq. (5).
^ This derivation of the Beltrami identity corresponds to the one at — Weisstein, Eric W. "Beltrami Identity." From MathWorld --A Wolfram Web Resource.
^ This solution of the Brachistochrone problem corresponds to the one in — Mathews, Jon; Walker, RL (1965). Mathematical Methods of Physics . New York: W. A. Benjamin, Inc. pp. 307–9.