Past exam of the Probability, statistics and options II course of the University of Oxford / 2011 / G / G2 / Solution

For a normal constrained extremal, introduce a constant Lagrange multiplier and use $L=F-\lambda G$. The Euler-Lagrange equation isWhen both integrands have no explicit $x$ dependence, the Beltrami identity gives $L-y^{\prime }{L}_{y^{\prime }}=\text{constant}$, as follows by differentiating this expression and using the Euler-Lagrange equation.

Parametrize the surface by $(f(z)\cos \theta ,f(z)\sin \theta ,z)$. The cross product of its two coordinate tangents has magnitude $f\sqrt{1+(f^{\prime }{)}^2}$, so integration in $\theta$ gives $A=2\pi {\int }_a^{b}f\sqrt{1+(f^{\prime }{)}^2}dz$. Integrating the cross-sectional disk areas gives $V=\pi {\int }_a^b{f}^{2}dz$.

Dividing the augmented functional $A-\lambda V$ by $\pi$, useThe Euler-Lagrange equation isThe Beltrami identity becomes $2f/\sqrt{1+(f^{\prime }{)}^2}-\lambda f^2=C$. At an endpoint $f\to 0$, the absolute value of the first term is at most $2f$, so $C=0$, even if the profile has an infinite endpoint slope. For a nondegenerate regular closed surface take $f>0$ on $(a,b)$. Then $\lambda >0$, and, with $R=2/\lambda$,Combining this identity with the Euler-Lagrange equation yields $f^{\prime \prime }=-R^2/f^3$. Consequently $(f^2{)}^{\prime \prime }=2((f^{\prime }{)}^2+f{f}^{\prime \prime })=-2$. The two zero endpoint values uniquely determineThe positive radius profile is therefore a semicircle and generates a sphere, centred at height $(a+b)/2$, with radius $R=(b-a)/2$. In particularThe graph is smooth in the interior; its vertical slopes at the two poles are compatible with a smooth spherical surface. Its volume is $4\pi R^3/3$, the volume associated with this stationary candidate.

For minimality, the three-dimensional isoperimetric inequality says that every closed surface enclosing volume $V$ has $A^3\ge 36\pi V^2$, with equality for a sphere. The displayed extremal attains equality, proving that it minimizes area at its fixed enclosed volume. The uniqueness above concerns the regular connected positive profile with the two stated endpoint heights.