Forest UCM CoV

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Calculus of Variations

Fermat's Principle

Fermats principle is that light takes a path between two points that requires the least amount of time.


TF Fermat LawSines.png

If we let S represent the path of light between two points then

S=vt

light takes the time t to travel between two points can be expressed as

t=BAdt=BA1vds


The index of refraction is denoted as

n=cv


t=BAncds

for light traversing an interface with an nindex of refraction $n_1$ on one side and $n_2$ on the other side we would hav e

t=IAn1cds+BIn2cds
=n1cIAds+n2cBIds
=n1ch21+x2+n2ch22+(x)2

take derivative of time with respect to x to find a minimum for the time of flight

dtdx=0
0=ddx(n1c(h21+x2)12+n2c(h22+(x)2)12)
=n1c(h21+x2)12(2x)+n2c(h22+(x)2)122(x)(1)
=n1cxh21+x2+n2c(x)(1)h22+(x)2
=n1xh21+x2n2xh22+(x)2
n1xh21+x2=n2xh22+(x)2

or

n1sin(θ1)=n2sin(θ2)

Generalizing Fermat's principle to determining the shorest path

One can apply Fermat's principle to show that the shortest path between two points is a straight line.

In 2-D one can write the differential path length as

ds=dx2+dy2

using chain rule

dy=dydxdxy(x)dx

the the path length between two points (x1,y1) and (x2,y2) is

S=(x2,y2)(x1,y1)ds=(x2,y2)(x1,y1)dx2+dy2
=(x2,y2)(x1,y1)dx2+(y(x)dx)2
=(x2,y2)(x1,y1)1+y(x)2dx

adding up the minimum of the integrand function is one way to minimize the integral ( or path length)

let

f(y,y;x)1+y(x)2
Note
in the above x is the independent variable in the function while y and y depend on x. The semicolon is used to separate them with the independent variable appearing last

the path integral can now be written in terms of dx such that

S=(x2)(x1)f(y,y,x)dx


To consider deviation away from y(x) the function η(x) is introduced to denote deviations away from the shortest line and the parameter α is introduced to weight that deviation

η(x) = the difference between the current curve and the shortest path.

let

Y(x)=y(x)+αη(x) = A path that is not the shortest path between two points.


Note
It is stipulated that η(x) is independent of α to ensure that in the α0 limit, Y(x)=y(x) and Y(x)=y(x)
ie; both the function Y and its derivative approach y(x)

let

S(α)=(x2)(x1)f(Y,Y,x)dx
=(x2)(x1)f(y+αη,y+αη,x)dx

the deviations in the various paths can be expressed in terms of a differential of the above integral for the path length with respect to the parameter α as this parameter changes the deviation

αf(y+αη,y+αη,x)=yαfy+yαfy=ηfy+ηfy


dS(α)dα=ddα(x2)(x1)f(Y,Y,x)dx
=(x2)(x1)ddαf(y+αη,y+αη,x)dx
=(x2)(x1)(ηfy+ηfy)dx
=(x2)(x1)(ηfy)+(x2)(x1)(ηfy)dx


The second integral above can by evaluated using integration by parts as

let

u=fydv=ηdx
du=ddx(fy)v=η
(x2)(x1)(ηfy)dx=[ηfy]x2x1(x2)(x1)ηddx(fy)dx


[ηfy]x2x1=[ηy(x)1+y(x)2]x2x1 :f(y,y,x)1+y(x)2
=(η(x2)η(x1))y(x)1+y(x)2
the difference between the end points should be zero because η(x1)=η(x2) to keep be sure that the endpoints are the same


(x2)(x1)(ηfy)dx=0(x2)(x1)ηddx(fy)dx


dS(α)dα=ddα(x2)(x1)f(Y,Y,x)dx
=(x2)(x1)(ηfy)(x2)(x1)ηddx(fy)dx
=(x2)(x1)η[(fy)ddx(fy)]dx


The above integral is equivalent to

η(x)g(x)=0


For the above to be true for any function η(x) then it follows that g(x) should be zero


[(fy)ddx(fy)]=0


f(y,y,x)1+y(x)2


fy=y1+y(x)2=0
ddx(fy)=ddx((1+y(x)2)y)=fy=0
((1+y(x)2)y)= Constant
y(x)1+y(x)2=C
(y(x))2=C2(1+y(x)2)
(1C2)(y(x))2=C2
(y(x))2=C21C2)
y(x)=C21C2)m

integrating

y=mx+b


http://scipp.ucsc.edu/~haber/ph5B/fermat09.pdf

Euler-Lagrange Equation

The Euler- Lagrange Equation is written as

[(fy)ddx(fy)]=0


the above becomes a condition for minimizing the "Action"

Shortest distance betwen two points revisited

Let's consider the problem of determining the shortest distance between two points again.

Previously we determined the shortest distance by assuming only two variables. One was the independent variable x and the other, (y(x)), was dependent on x .


What happens if the above assumption is relaxed.

To consider all possible paths between two point we should write the path in parameteric form

x=x(u)y=y(u)

The functions above are assumed to be continuous and have continuous second derivatives.

Note
the above parameterization includes our previous assumption of the variables if we just let u=x.
Other examples
x=uy=u2 y=x2= parabola
x=sinuy=cosu x2+y2=1=circle
x=asinuy=bcosu ellips
x=asecuy=btanu hyperbola

The length of a small segment of the path is given by


ds=dx2+dy2=x(u)2+y(u)2


now instead of

f(y,y,x)1+y(x)2

you have

f(x(u),y(u),x(u),y(u),u)x(u)2+y(u)2

and the path integral changes from

S=(x2)(x1)f(y,y,x)dx

to


L=u2u1x(u)2+y(u)2du=u2u1f(x(u),y(u),x(u),y(u),u)du


the same arguments are made again

instead of


Y(x)=y(x)+αη(x)


You now have


y=y(u)+αη(u)x(u)+βξ(u)


instead of

S(α)=(x2)(x1)f(Y,Y,x)dx
=(x2)(x1)f(y+αη,y+αη,x)dx


you now have

S(α,β)=(u2)(u1)f(x(u),y(u),x(u),y(u),u)du
=(u2)(u1)f(x(u)+βξ(u),x(u)+βξ(u),y(u)+αη(u),y(u)+αη(u),u)du


If you require that the integral not deviate from the shortest path between two points (i.e. it is stationary) Then you are requiring that the integral from path segments that deviate from the shortest path satisfies the equation

Sα=0 and Sβ=0

when

αandβ=0 for any function η(u) and ξ(u) that vanish at the endpoints u1 and u2
S(α)α=α(u2)(u1)f(x(u)+βξ(u),x(u)+βξ(u),y(u)+αη(u),y(u)+αη(u),u)du
=(u2)(u1)(ηfy+ηfy)dx
=(u2)(u1)(ηfy)+(x2)(x1)(ηfy)du
=(u2)(u1)(ηfy)(x2)(x1)ηddu(fy)du
=(u2)(u1)η[(fy)ddu(fy)]du


or


fy=ddu(fy)


similarly

fx=ddu(fx)

Apply Euler-Lagrange to shortest path problem revisited

f(x,x,y,y,u)=x2+y2
fx=0=ddufx


fx=C1= constant
=xx2+x2

similarly

C2=yx2+y2


C2C1=yx2+y2xx2+x2=yxm

Shortest path along a sphere

ds=(Rdθ)2+(Rsinθdϕ)2=R1+sin2θϕ2(θ)dθ
S=θ1θ2R1+sin2θϕ2(θ)dθ
f(ϕ,ϕ,θ)=R1+sin2θϕ2(θ)
fϕ=0=ddθfϕ


fϕ=C= constant
=sin2θϕ1+sin2θϕ2

Assume the location of the first point is at θ1=0 </math>

C=0=sin2θ1ϕ1+sin2θ1ϕ2
ϕ=0
ϕ=Constant

The curves of constant ϕ are lines of longitude and are great circles which are geodesics (the shortest lines between two points on a shphere)


Brachystochrone problem

In the brachystochrone (Greek for "shortest time") problem we are determining the path of a bead between two points that takes the shortest time when the bead is constrained to slide along a wire without friction and in the presence of gravity.


The fall time for the bead is given by

t=dv

Using conservation of energy one may cast the beads velocity as

12mv2=mgyv=2gy
t=d2gy

This problem is similar to the shortest distance between two points problem above in that one can write the time variation that you wish to minimize in terms of the path variation

ds=dx2+dy2

This time however there is an external driving force which is a function of the distance y. So instead of writing the distance variation ds as a function of dx with y(x) we will want to write it as a function of dy with x(y)

ds=(x(y))2+1dy

then

t=dsv=((x(y))2+12gy)12dy
f(x,x,y)=((x(y))2+1y)12

sincef is an explicit function of y and

fx=0

then we can use the Euler-Lagrange equation

[(fx)ddy(fx)]=0
Notice how the variables x & y have been interchanged now that x is written as a function ofy(x(y)) whereas before y was written as a function of x(y(x))
[(fx)=0=ddy(fx)]
(fx)=constant
fx=x((x(y))2+1y)12
=1y((x(y))2+1)12x(y)
=x(y)y(1+(x(y))2) = constant

or

(x(y))2y(1+(x(y))2) = constant
using the foresight of working this problem before , the convenient constant is defined as
(x(y))2y(1+(x(y))2)=12a
(x(y))2=y(1+(x(y))2)2a
(x(y))2(2ay)=y
(x(y))=dxdy=(y2ay)12


dx=(1y(2ay))12ydy
dx=(1y(2ay))12ydy

let y=a(1cosθ) dy=asinθdθ

dx=(1a(1cosθ)(2a1+cosθ))12a(1cosθ)asinθdθ
=(1a2(1cosθ)(1+cosθ))12a(1cosθ)asinθdθ
=(1a2(1cos2θ))12a(1cosθ)asinθdθ
=(1a2sin2θ)12a(1cosθ)asinθdθ
=a(1cosθ)dθ
x=a(θsinθ)+constant

returning to the substitution used for integration we have

dy=asinθdθ y=asinθdθ

=acosθ+constant

alternate form of Euler-Lagrange equation

Brachistochrone problem revisited

Consider the Brachistochrone problem again but this time do not cast x as a function of y


The fall time for the bead is given by

t=dv

Using conservation of energy one may cast the beads velocity as

12mv2=mgyv=2gy
t=d2gy

This problem is similar to the shortest distance between two points problem above in that one can write the time variation that you wish to minimize in terms of the path variation

ds=dx2+dy2
ds=1+(y(x))2dx

then

t=dsv=(1+(y(x))22gy)12dx
f(y(x),y(x);x)=((x(y))2+1y)12
BUT the above function appears to be independent of x and
fy0

alternate form of Euler-Lagrange's equation (the first integral)

In the previous problems of finding the shortest distance between two point in 2-D and 2 point on the surface of the sphere, the extreme function f was independent of x (or ϕ)

for the 2-D line

f(y(x),y(x),x)1+y(x)2fy=0

for the geodesic

f(ϕ(θ),ϕ(θ),θ)=R1+sin2θϕ2(θ)fϕ=0

there are some problems where the functional dependence of f on x or θ is not explicit

because of this we need to use the chain to take the total derivative of the function f(y,y,x) with respect to x

dfdx=ddx[f(y(x),y(x),x)]
=fyyx+fyyx+fx
=yxfy+yxfy+fx
=(y)fy+(y)fy+fx
Notice
ddx[yfy]=yxfy+yddx[fy]
=(y)fy+yddx[fy]
(y)fy=ddx[yfy]yddx[fy]


substitution in fory and moving terms around

dfdx=(y)fy+(ddx[yfy]yddx[fy])+fx


dfdx(y)fy(ddx[yfy]+yddx[fy])fx=0

rearranging

dfdxfxddx[yfy]y(fyddx[fy])=0

Euler-Lagrange Equation

(fyddx[fy])=0

Then the alternate form of Euler-Lagrange's equation is

fxddx[fyfy]=0

returning to Brachistochrone

Returning back the the brachistochrone problem


f(y(x),y(x),x)=(1+(y(x))2y)12
Since the above function appears to be independent of x and
fy0

the alternate form of Euler-Lagrange's equation (the first integral) is used

fxddx[fyfy]=0


fx=0[fyfy]=constant
[fyfy]=(1+(y(x))2y)12yy((y(x))21+(y(x))2)12=2R


y(1+(y)2)=2R

let

y=cot(θ/2)

substituting

y=2R1+cos2(θ/2)sin2(θ/2)=2Rsin2(θ2)=2R(1cosθ)

to find x just return to definition of y

y=dydx=cot(θ/2)
dx=dytan(θ/2)=d(2R(1cosθ))tan(θ/2)=2R(sinθ)tan(θ/2)dθ


integrating

x=R(θsin(θ))+constant


Ifx=0 when \theta =0Insertformulahere then the constant = 0

Soap film (cycloid)

consider the problem of the soap bubble formed between two circular rings. You stack two rings on top of each other in soapy water and then pull them apart after removing them from the water together where a film is created between the rings in a cylindrical shape.

what is the minimal area formed by the soap bubble

dA=2πyds=2πy(dx)2+(dy)2=2πy(1+(y(x))2)12dx
A=2πy(1+(y(x))2)12dx
f(y(x),y(x);x)=y(1+(y(x))2)12
Since the above function appears to be independent of x and
fy0

the alternate form of Euler-Lagrange's equation (the first integral) is used

fxddx[fyfy(x)]=0


fx=0[fyfy]=constant
[fyfy]=y(1+(y)2)12yy(y)(1+(y)2)12
=y(1+(y)2)y(y)2(1+(y)2)12=y(1+(y)2)12= constant

or


y2(1+(y)2)=C2
y=dydx=y2C2C

as long as the smallest value of y is larger than the constant C

x=Cy2C2dy=Ccosh1(yC)+K

or

y=Ccosh(xKC)

C and K are constants used to position the area so it goes through the desired points in space


https://www.fields.utoronto.ca/programs/scientific/12-13/Marsden/FieldsSS2-FinalSlidesJuly2012.pdf

Forest_Ugrad_ClassicalMechanics