In the calculus of variations and classical mechanics, the Euler–Lagrange equations[1] are a system of second-order ordinary differential equations whose solutions are stationary points of the given action functional. The equations were discovered in the 1750s by Swiss mathematician Leonhard Euler and Italian mathematician Joseph-Louis Lagrange.
Because a differentiable functional is stationary at its local extrema, the Euler–Lagrange equation is useful for solving optimization problems in which, given some functional, one seeks the function minimizing or maximizing it. This is analogous to Fermat's theorem in calculus, stating that at any point where a differentiable function attains a local extremum its derivative is zero.
In Lagrangian mechanics, according to Hamilton's principle of stationary action, the evolution of a physical system is described by the solutions to the Euler equation for the action of the system. In this context Euler equations are usually called Lagrange equations. In classical mechanics,[2] it is equivalent to Newton's laws of motion; indeed, the Euler-Lagrange equations will produce the same equations as Newton's Laws. This is particularly useful when analyzing systems whose force vectors are particularly complicated. It has the advantage that it takes the same form in any system of generalized coordinates, and it is better suited to generalizations. In classical field theory there is an analogous equation to calculate the dynamics of a field.
History
The Euler–Lagrange equation was developed in the 1750s by Euler and Lagrange in connection with their studies of the tautochrone problem. This is the problem of determining a curve on which a weighted particle will fall to a fixed point in a fixed amount of time, independent of the starting point.
Lagrange solved this problem in 1755 and sent the solution to Euler. Both further developed Lagrange's method and applied it to mechanics, which led to the formulation of Lagrangian mechanics. Their correspondence ultimately led to the calculus of variations, a term coined by Euler himself in 1766.[3]
Statement
Let
be a real dynamical system with
degrees of freedom. Here
is the configuration space and
the Lagrangian, i.e. a smooth real-valued function such that
and
is an
-dimensional "vector of speed". (For those familiar with differential geometry,
is a smooth manifold, and
where
is the tangent bundle of
Let
be the set of smooth paths
for which
and
The action functional
is defined via
A path
is a stationary point of
if and only if
Here,
is the time derivative of
When we say stationary point, we mean a stationary point of
with respect to any small perturbation in
. See proofs below for more rigorous detail.
Derivation of the one-dimensional Euler–Lagrange equation
The derivation of the one-dimensional Euler–Lagrange equation is one of the classic proofs in mathematics. It relies on the fundamental lemma of calculus of variations.
We wish to find a function
which satisfies the boundary conditions
,
, and which extremizes the functional
We assume that
is twice continuously differentiable.[4] A weaker assumption can be used, but the proof becomes more difficult.
If
extremizes the functional subject to the boundary conditions, then any slight perturbation of
that preserves the boundary values must either increase
(if
is a minimizer) or decrease
(if
is a maximizer).
Let
be the result of such a perturbation
of
, where
is small and
is a differentiable function satisfying
. Then define
We now wish to calculate the total derivative of
with respect to ε.
The third line follows from the fact that
does not depend on
, i.e.
.
When
,
has an extremum value, so that
The next step is to use integration by parts on the second term of the integrand, yielding
Using the boundary conditions
,
Applying the fundamental lemma of calculus of variations now yields the Euler–Lagrange equation
Alternative derivation of the one-dimensional Euler–Lagrange equation
Given a functional
on
with the boundary conditions
and
, we proceed by approximating the extremal curve by a polygonal line with
segments and passing to the limit as the number of segments grows arbitrarily large.
Divide the interval
into
equal segments with endpoints
and let
. Rather than a smooth function
we consider the polygonal line with vertices
, where
and
. Accordingly, our functional becomes a real function of
variables given by
Extremals of this new functional defined on the discrete points
correspond to points where
Note that change of
affects L not only at m but also at m-1 for the derivative of the 3rd argument.
Evaluating the partial derivative gives
Dividing the above equation by
gives
and taking the limit as
of the right-hand side of this expression yields
The left hand side of the previous equation is the functional derivative
of the functional
. A necessary condition for a differentiable functional to have an extremum on some function is that its functional derivative at that function vanishes, which is granted by the last equation.
Example
A standard example is finding the real-valued function y(x) on the interval [a, b], such that y(a) = c and y(b) = d, for which the path length along the curve traced by y is as short as possible.

the integrand function being
.
The partial derivatives of L are:

By substituting these into the Euler–Lagrange equation, we obtain

that is, the function must have a constant first derivative, and thus its graph is a straight line.
Generalizations
Single function of single variable with higher derivatives
The stationary values of the functional
![{\displaystyle I[f]=\int _{x_{0}}^{x_{1}}{\mathcal {L}}(x,f,f',f'',\dots ,f^{(k)})~\mathrm {d} x~;~~f':={\cfrac {\mathrm {d} f}{\mathrm {d} x}},~f'':={\cfrac {\mathrm {d} ^{2}f}{\mathrm {d} x^{2}}},~f^{(k)}:={\cfrac {\mathrm {d} ^{k}f}{\mathrm {d} x^{k}}}}](./e0225dddd92f86184bf165d4b5e4a58844f9049d.svg)
can be obtained from the Euler–Lagrange equation[5]

under fixed boundary conditions for the function itself as well as for the first
derivatives (i.e. for all
). The endpoint values of the highest derivative
remain flexible.
Several functions of single variable with single derivative
If the problem involves finding several functions (
) of a single independent variable (
) that define an extremum of the functional
![{\displaystyle I[f_{1},f_{2},\dots ,f_{m}]=\int _{x_{0}}^{x_{1}}{\mathcal {L}}(x,f_{1},f_{2},\dots ,f_{m},f_{1}',f_{2}',\dots ,f_{m}')~\mathrm {d} x~;~~f_{i}':={\cfrac {\mathrm {d} f_{i}}{\mathrm {d} x}}}](./f781ed0b37670be01ea7542d64eeef89d72a87c1.svg)
then the corresponding Euler–Lagrange equations are[6]

Single function of several variables with single derivative
A multi-dimensional generalization comes from considering a function on n variables. If
is some surface, then
![{\displaystyle I[f]=\int _{\Omega }{\mathcal {L}}(x_{1},\dots ,x_{n},f,f_{1},\dots ,f_{n})\,\mathrm {d} \mathbf {x} \,\!~;~~f_{j}:={\cfrac {\partial f}{\partial x_{j}}}}](./e42836df9987f316a4141697b98757b87c6d08f1.svg)
is extremized only if f satisfies the partial differential equation

When n = 2 and functional
is the energy functional, this leads to the soap-film minimal surface problem.
Several functions of several variables with single derivative
If there are several unknown functions to be determined and several variables such that
![{\displaystyle I[f_{1},f_{2},\dots ,f_{m}]=\int _{\Omega }{\mathcal {L}}(x_{1},\dots ,x_{n},f_{1},\dots ,f_{m},f_{1,1},\dots ,f_{1,n},\dots ,f_{m,1},\dots ,f_{m,n})\,\mathrm {d} \mathbf {x} \,\!~;~~f_{i,j}:={\cfrac {\partial f_{i}}{\partial x_{j}}}}](./80dedbd5d62ca4f9353f7a954124655f21e6266a.svg)
the system of Euler–Lagrange equations is[5]

Single function of two variables with higher derivatives
If there is a single unknown function f to be determined that is dependent on two variables x1 and x2 and if the functional depends on higher derivatives of f up to n-th order such that
![{\displaystyle {\begin{aligned}I[f]&=\int _{\Omega }{\mathcal {L}}(x_{1},x_{2},f,f_{1},f_{2},f_{11},f_{12},f_{22},\dots ,f_{22\dots 2})\,\mathrm {d} \mathbf {x} \\&\qquad \quad f_{i}:={\cfrac {\partial f}{\partial x_{i}}}\;,\quad f_{ij}:={\cfrac {\partial ^{2}f}{\partial x_{i}\partial x_{j}}}\;,\;\;\dots \end{aligned}}}](./c96618e8ff2b1fe9a72186bc017b213b567bb9e9.svg)
then the Euler–Lagrange equation is[5]

which can be represented shortly as:

wherein
are indices that span the number of variables, that is, here they go from 1 to 2. Here summation over the
indices is only over
in order to avoid counting the same partial derivative multiple times, for example
appears only once in the previous equation.
Several functions of several variables with higher derivatives
If there are p unknown functions fi to be determined that are dependent on m variables x1 ... xm and if the functional depends on higher derivatives of the fi up to n-th order such that
![{\displaystyle {\begin{aligned}I[f_{1},\ldots ,f_{p}]&=\int _{\Omega }{\mathcal {L}}(x_{1},\ldots ,x_{m};f_{1},\ldots ,f_{p};f_{1,1},\ldots ,f_{p,m};f_{1,11},\ldots ,f_{p,mm};\ldots ;f_{p,1\ldots 1},\ldots ,f_{p,m\ldots m})\,\mathrm {d} \mathbf {x} \\&\qquad \quad f_{i,\mu }:={\cfrac {\partial f_{i}}{\partial x_{\mu }}}\;,\quad f_{i,\mu _{1}\mu _{2}}:={\cfrac {\partial ^{2}f_{i}}{\partial x_{\mu _{1}}\partial x_{\mu _{2}}}}\;,\;\;\dots \end{aligned}}}](./52eecfa9f667cb99c73faf1e7335ea31eaf8dfef.svg)
where
are indices that span the number of variables, that is they go from 1 to m. Then the Euler–Lagrange equation is

where the summation over the
is avoiding counting the same derivative
several times, just as in the previous subsection. This can be expressed more compactly as

Field theories
Generalization to manifolds
Let
be a smooth manifold, and let
denote the space of smooth functions
. Then, for functionals
of the form
![{\displaystyle S[f]=\int _{a}^{b}(L\circ {\dot {f}})(t)\,\mathrm {d} t}](./aa07716cf37832981db890147592174562074312.svg)
where
is the Lagrangian, the statement
is equivalent to the statement that, for all
, each coordinate frame trivialization
of a neighborhood of
yields the following
equations:

Euler-Lagrange equations can also be written in a coordinate-free form as [7]

where
is the canonical momenta 1-form corresponding to the Lagrangian
. The vector field generating time translations is denoted by
and the Lie derivative is denoted by
. One can use local charts
in which
and
and use coordinate expressions for the Lie derivative to see equivalence with coordinate expressions of the Euler Lagrange equation. The coordinate free form is particularly suitable for geometrical interpretation of the Euler Lagrange equations.
See also
Notes
References
- "Lagrange equations (in mechanics)", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
- Weisstein, Eric W. "Euler-Lagrange Differential Equation". MathWorld.
- Calculus of Variations at PlanetMath.
- Gelfand, Izrail Moiseevich (1963). Calculus of Variations. Dover. ISBN 0-486-41448-5.
- Roubicek, T.: Calculus of variations. Chap.17 in: Mathematical Tools for Physicists. (Ed. M. Grinfeld) J. Wiley, Weinheim, 2014, ISBN 978-3-527-41188-7, pp. 551–588.
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