Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2006/g/2/solution

Write . At a regular constrained extremal, the first variation of is not identically zero. Choose a variation for which ; the implicit function theorem supplies a correction in the direction to each other variation so that remains one. Stationarity of on these corrected variations implies for one scalar .
Put . Integration by parts gives, for an arbitrary twice continuously differentiable variation ,
Taking variations with zero endpoint values and using the stated fundamental lemma of the calculus of variations gives the Euler-Lagrange equation. The remaining endpoint values are free and independent, giving the natural boundary conditions:
If the constraint is not regular, the general multiplier statement permits an abnormal pair with ; the source's general normal-form derivation implicitly excludes that case. In its quadratic example, regularity follows automatically from normalization: .
For that example , so the equation and endpoint conditions reduce to
Multiply the equation by and integrate. The boundary term vanishes, giving
The last integral equals one, so , the functional value at the constrained extremal.
Finally multiply the equation for by and the equation for by , then subtract and integrate. The derivative terms give only the vanishing boundary term , while the terms cancel. Therefore . For distinct multipliers this proves

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