Take a variation with . Differentiating the functional at zero and using integration by parts gives
The boundary term vanishes. Since the remaining integral must vanish for every smooth endpoint-zero variation, the fundamental lemma of the calculus of variations gives the Euler-Lagrange equation .
For the mechanical problem put . The Lagrangian is independent of , a cyclic coordinate, so its conjugate momentum is conserved. Therefore is constant, including the factor of two between and the canonical momentum for this normalization of .
For the radial coordinate, and . Its Euler-Lagrange equation is
For a circular orbit , the radial velocity and acceleration vanish. Using and leaves , hence
This is the circular orbit condition for a radial kinetic Lagrangian applied to the coefficients here.
Take fixed-endpoint variations with . The first variation is
The boundary term vanishes by the endpoint conditions. The fundamental lemma of the calculus of variations gives the Euler-Lagrange equation . Along its solutions,
When , this proves the Beltrami identity .
For the surface , the line element is . The arc-length integrand for a graph is . It has no explicit dependence and satisfies . Thus is constant. Choosing the fixed direction along a smooth nonconstant segment and integrating yields
The same result follows by defining the transverse arc coordinate , which changes the metric to . Its geodesics are straight lines in coordinates. This proves the formula for geodesics on a generalized cylinder and shows it gives locally shortest paths. The additional straight lines in the unrolled plane are also geodesics, but cannot be represented as graphs . Classical differential-geometric statements assume the surface has sufficient smoothness; the arc-length coordinate itself only requires the displayed integral to be well defined.
At a regular constrained extremum, the method of Lagrange multipliers makes stationary for a constant . For an endpoint-vanishing variation , integration by parts gives
The fundamental lemma of the calculus of variations therefore yields
This Euler-Lagrange equation must be supplemented by the two endpoint conditions and the prescribed integral constraint, which determine the constants and multiplier. Existence of the normal multiplier assumes that the first variation of is not identically zero. If that regularity fails, the general multiplier equation uses , with ; one cannot automatically set .
Introduce a Lagrange multiplier for the constraint and vary with , where . The first variation is
The fundamental lemma of the calculus of variations gives the Sturm-Liouville equation . Multiplying by , integrating by parts and using the endpoint conditions gives . Therefore the normalization implies . Assume the coefficient and function regularity needed for these variations and integrations; the condition makes the constraint derivative nonzero at a normalized function.
For the radial problem, set . A direct differentiation gives , so
Finite supplies the first boundary value. The Rayleigh quotient is . For the two trials, and , the numerator-denominator pairs are and , respectively. Hence
The exact eigenvalues are , so . Both trials give upper bounds by the Rayleigh-Ritz variational principle, and the first estimate is more accurate, since it is smaller. Trial admissibility uses the Dirichlet energy form for ; the first trial's nonzero radial derivative at the origin does not invalidate this variational calculation.
To improve, add independent trial functions and minimize the quotient over their span. Here merely combining the two supplied trials gives no improvement: their two-dimensional stiffness and mass matrices are
The lowest Ritz value is still ten. Instead add the symmetric quartic . On the span of , the generalized eigenvalue problem has
Its determinant is , so the least root gives
This is strictly better than both original estimates. The symmetry obstruction in a polynomial Rayleigh-Ritz trial space explains why the cubic addition failed while the quartic helps. It is also the shifted-interval version of the polynomial Rayleigh-Ritz trial space for a one-dimensional box.
Figure 1.
Original and improved polynomial trial functions compared with the lowest sine eigenfunction
. Details.
Use the real weighted inner product and the energy bilinear form . Integration by parts, the endpoint conditions, and the Sturm-Liouville problem give
Thus orthonormality in the stated expansion gives
and hence the Rayleigh quotient
The expansion is understood for nonzero admissible functions with finite norm and energy.
For a general endpoint-preserving variation , explicitly
so
The fundamental lemma of the calculus of variations shows that stationarity is exactly the eigenvalue equation with . Conversely an eigenfunction has vanishing first variation and quotient equal to its eigenvalue. Completeness gives the same weighted-average formula for any nonzero admissible expansion, even one with zero ground-state coefficient. Since every ,
This is the Rayleigh-Ritz variational principle.
For the interval problem, the normalized Dirichlet eigenfunctions and their eigenvalues, with the paper's zero-based indexing, are
For , direct integration gives and . Therefore
The sine expansion and Rayleigh quotient of a parabolic Dirichlet trial follow from the coefficient integral
Consequently the requested expansion has
Equivalently . In particular : the first excited eigenfunction is antisymmetric about , whereas the trial function is symmetric. Since , the final ratio is exactly
The first nonzero correction is , not . Reindexing only the nonzero terms would change the meaning of the requested ratio and is not used here.
One suitable choice is homogeneous Dirichlet boundary conditions, , with variations vanishing there. Assume real and the stated positive . Introduce a Lagrange multiplier for . For real variations, integration by parts gives
The boundary term vanishes, so the fundamental lemma of the calculus of variations yields
Multiplying this equation by , integrating, and using the boundary conditions gives . Thus the multiplier, the eigenvalue, and the constrained stationary value coincide. Conversely every normalized eigenfunction makes the first variation vanish for all tangent variations satisfying .
Homogeneous Neumann boundary conditions, at both endpoints, or mixed Dirichlet and Neumann conditions also work with this energy form. General Robin boundary conditions require the corresponding boundary terms in the form; they cannot simply be inserted into the displayed unmodified integral.
For a variation with , the first variation of the functional is
The boundary term vanishes by the fixed endpoints. The fundamental lemma of the calculus of variations therefore gives the Euler-Lagrange equation
For a variation with , the first variation is
The endpoint term vanishes. Since the interior variation is arbitrary, the fundamental lemma of the calculus of variations gives the Euler-Lagrange equation
Along such a trajectory,
If has no explicit time dependence, the first integral is therefore
Its negative is the equivalent Beltrami form. For the usual time-independent mechanical Lagrangian with quadratic velocity dependence, this conserved quantity is the total mechanical energy .
For fixed endpoint values and a smooth variation vanishing at the endpoints, the first variation is
The fundamental lemma of the calculus of variations gives the Euler-Lagrange equation
If is independent of , then is a cyclic coordinate, and integration gives
This is conservation of the corresponding generalized momentum.
Choose homogeneous Dirichlet boundary conditions , and take a nonzero real admissible trial . Write the numerator as and denominator as . For an endpoint-zero variation , integration by parts gives
Thus the first variation of the Rayleigh quotient is
By the fundamental lemma of the calculus of variations, stationarity is equivalent to
Conversely, multiplying an eigenfunction equation by and integrating gives , so its first variation vanishes. This establishes the equivalence for the chosen Sturm-Liouville problem. Homogeneous Neumann boundary conditions, or a mixed Dirichlet-Neumann pair, also cancel the boundary term; general Robin boundary conditions require adding the corresponding boundary contribution to the numerator.
The original PDF has a typographical omission: its displayed equation has rather than on the right. Taken literally, it is an inhomogeneous boundary value problem, not the stated Sturm-Liouville problem. The quotient and the later eigenfunction expansion identify the intended equation, which the following derivation produces explicitly.
Choose homogeneous Dirichlet boundary conditions and a nonzero real admissible . Then because . For an endpoint-zero variation , integration by parts gives
The first variation of the Rayleigh quotient is thus
By the fundamental lemma of the calculus of variations, stationarity is equivalent to
Conversely, multiply this corrected eigenvalue equation by and integrate. The same boundary cancellation gives , so the first variation vanishes. This proves the requested equivalence for the intended equation. Homogeneous Neumann boundary conditions, or a Dirichlet condition at one end and a Neumann condition at the other, also eliminate the boundary term. General Robin boundary conditions would require the corresponding boundary contribution in the numerator.
For fixed initial and final coordinates, the two Euler-Lagrange equations are
Indeed the first variation of the functional is
Integration by parts moves the time derivatives from the variations; their endpoint values are zero. The fundamental lemma of the calculus of variations then gives the two equations above.
Take nonzero real trial functions with square-integrable and sufficient decay for integration by parts. For a compactly supported variation , the first variations are
The quotient rule for the functional then yields
By the fundamental lemma of the calculus of variations, stationarity for all such is equivalent to
Conversely, multiplying a decaying eigenfunction equation by and using integration by parts gives , so its Rayleigh quotient equals and its first variation vanishes. Thus the stationary values of the functional are the energy eigenvalues. The word "extrema" in the question includes stationary points here: higher eigenfunctions can be saddle points of the unrestricted Rayleigh quotient.
The Rayleigh-Ritz variational principle gives
Choose an admissible trial family, calculate its Rayleigh quotient, and minimize over its parameters to obtain the best upper bound within that family. Equality holds for the exact ground state; a restricted family generally gives only an upper bound.
The fundamental lemma of the calculus of variations says that if and for every , then almost everywhere.
If both represent , subtracting their defining identities gives for every test function. The lemma gives almost everywhere, proving uniqueness. If , part (i) gives exactly the defining identity with . Since this classical derivative is locally integrable, it is the unique weak derivative , up to equality almost everywhere.
For fixed endpoint values, the Euler-Lagrange equation is
It follows by differentiating the functional along with , integrating the term by parts and applying the fundamental lemma of the calculus of variations.
For this quadratic integrand it becomes . If , write ; the condition at zero gives , and that at requires . Consequently is the only extremal when is not an integer. If is a positive integer, all extremals are
The integer case must be handled separately: with both endpoints zero has only . If negative real is allowed, the hyperbolic-function solutions also yield only zero under these endpoints. These statements concern stationary functions; no minimum is assumed.
Let be a smooth variation with . Assuming the usual continuous second derivatives of , stationarity of the functional under gives its first variation
Integration by parts removes the derivative of ; its boundary term vanishes because the endpoint values are fixed. Thus
for every such variation. The fundamental lemma of the calculus of variations implies the Euler-Lagrange equation .
For arc length, , so
The function is strictly increasing; hence is constant. With endpoints and , , the extremal is
It is also the global shortest curve: integrating the unit displacement vector dotted with the curve velocity gives the endpoint distance, which is at most the integrated speed by Cauchy-Schwarz inequality; the straight segment attains equality. A vertical segment is described parametrically or after rotating axes, since it cannot be represented by on a nontrivial horizontal interval.
Take a smooth variation with vanishing on the boundary; compactly supported test functions suffice for the interior equation. At an extremum, the first variation is zero:
Integration by parts removes the derivatives from . The boundary terms vanish, giving
The fundamental lemma of the calculus of variations gives the Euler-Lagrange equation
This is the classical equation for sufficiently smooth admissible extrema; for weaker regularity the first-variation identity supplies its weak form.
For the squared-gradient integrand, the equation is , namely the Laplace equation. Put and write any admissible function as , with on the boundary. The energy identity is
By the divergence theorem, the middle integral is ; equivalently it vanishes by weak integration by parts for zero-trace functions. The final term is nonnegative and vanishes at . Thus this is a global minimum, not merely a stationary value:
Let and . For a smooth variation , the first variation is
Here the last expression follows by two integrations by parts. Taking variations supported in the interior and applying the fundamental lemma of the calculus of variations gives the Euler-Lagrange equation for a second-derivative functional:
If both endpoint values and slopes are free, their independent variations force the natural boundary conditions for second-derivative functionals
If an endpoint value or slope is fixed instead, its corresponding variation vanishes and the associated natural condition is not required.
For , differentiate using the chain rule:
The Euler-Lagrange equation cancels the first term. Consequently , and if there is no explicit dependence,
This is a Beltrami identity for a second-derivative functional.
Take independent smooth variations and . Differentiating the functional and using integration by parts gives its first variation
First choose variations vanishing at the endpoints. To use the stated form of the fundamental lemma of the calculus of variations, take with arbitrary smooth , and similarly for . The lemma makes vanish, and hence makes the unweighted coefficient vanish in the interior; continuity extends this to the endpoints. Applying the same argument to gives the Euler-Lagrange equations
If either endpoint value of or is free, the corresponding variation there is arbitrary. The remaining boundary term gives the natural boundary conditions for a free endpoint: for a free value and for a free value at that endpoint. With both coordinates free at both endpoints, all four conditions apply.
For the specified integrand these equations reduce to
and the natural conditions are at each free endpoint. Eliminating gives
Its four independent modes give the full general solution
At zero, and . Vanishing forces , giving
At the two derivative conditions become and . Their coefficient determinant is nonzero, so . Thus the unique stationary extremal with all four natural boundary conditions is . The word extremal here means a stationary point of the functional; the indefinite integrand does not require this point to be a minimum.