Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2010/g/1/solution

Independent endpoint-fixed variations of the two coordinates give the Euler-Lagrange equations
Differentiating the sphere parametrization gives the Riemannian metric . Its energy functional is the stated . Its stationary paths are geodesics with affine, constant-speed parametrization; conversely a geodesic can be so parametrized. This explains the use of energy rather than arc length.
For , the equations are
The second gives the conserved generalized momentum . Since has no explicit time dependence, its Beltrami identity gives constant . Dividing by gives the second first integral,
Thus is the squared speed divided by , while records the rotational symmetry about the polar axis. The coordinate equations apply away from the polar coordinate singularities.

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