# Euler-Lagrange equation(s): euler_lagrange

### 5.22.2 Euler-Lagrange equation(s): euler_lagrange

The Euler-Lagrange equations for a Lagrangian function f(x,y,y′) are differential equations which must be satisfied by extrema of the functional F(y).

The euler_lagrange command finds the Euler-Lagrange equations for a Lagrangian f. The function f can be given in one of two ways. For the first way:

- euler_lagrange takes one mandatory argument and two optional arguments:
  - expr, an expression involving an independent variable, a dependent variable, and the dependent variable prime.
  - Optionally, indvar, the independent variable (by default x).
  - Optionally, depvar, the dependent variable (by default y).
    If a function y∈ℝn is required (by default n=1), you can enter y=(y1,y2,…,yn) as a vector [y1,y2,…,yn]. In that case, y′=(y1′,y2′,…,yn′).
  An alternate way to specify the independent and dependent variables is by replacing both optional arguments by either, for example, y(x) or [y1(x),y2(x),…,yn(x)].
- euler_lagrange(expr ⟨ ,indvar,depvar ⟩) returns the system of differential Euler-Lagrange equations.
  If n=1, a single equation is returned:

  ∂ f
  ∂ y

  =

  d
  dx

  ∂ f
  ∂ y′

  . (1)

  In general, n equations are returned:

  ∂ f
  ∂ yk

  =

  d
  dx

  ∂ f
  ∂ yk′

  , k=1,2,…,n.

The degrees of these differential equations are kept as low as possible. If, for example, ∂ f/∂ y=0, the equation ∂ f/∂ y′=K is returned, where K∈ℝ is an arbitrary constant. Similarly, using the Hamiltonian

H(x,y,y′)=y′

∂
∂ y′

f(x,y,y′)−f(x,y,y′)

the Euler-Lagrange equation is simplified in the case n=1 and ∂ f/∂ t=0 to:

H(x,y,y′)=K, (2)

since it can be shown that d/dx H(y,y′,x)=0. Therefore the Euler-Lagrange equations, which are generally of order two in y, are returned in a simpler form of order one in the aforementioned cases. If n=1 and ∂ f/∂ x=0, then both equations (1) and (2) are returned, each of them being sufficient to determine y (one of the returned equations is usually simpler than the other).

#### Example.

Input:

euler_lagrange(sqrt(x’(t)^2+y’(t)^2),[x(t),y(t)])

Output

⎡
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎣

d
dt

x

⎛
⎝

t

⎞
⎠

√

⎛
⎜
⎜
⎝

d
dt

x

⎛
⎝

t

⎞
⎠

⎞
⎟
⎟
⎠

2

+

⎛
⎜
⎜
⎝

d
dt

y

⎛
⎝

t

⎞
⎠

⎞
⎟
⎟
⎠

2

=K0,

d
dt

y

⎛
⎝

t

⎞
⎠

√

⎛
⎜
⎜
⎝

d
dt

x

⎛
⎝

t

⎞
⎠

⎞
⎟
⎟
⎠

2

+

⎛
⎜
⎜
⎝

d
dt

y

⎛
⎝

t

⎞
⎠

⎞
⎟
⎟
⎠

2

=K1

⎤
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎦

where K0,K1∈ℝ are arbitrary constants (these symbols are generated automatically).

It can be proven that if f is convex (as a function of three independent variables, see Section 5.21.8), then a solution y to the Euler-Lagrange equations minimizes the functional F.

#### Example.

Minimize the functional F for 0<a<b and

f(x,y,y′)=x2 y′(x)2+y(x)2.

Input:

eq:=euler_lagrange(x^2*diff(y(x),x)^2 + y^2)

Output:

d2
dx2

y

⎛
⎝

x

⎞
⎠

=

−2

d
dx

y

⎛
⎝

x

⎞
⎠

x+y

⎛
⎝

x

⎞
⎠

x2

This can be solved by assuming y(x)=xr for some r∈ℝ.
Input:

solve(subs(eq,y(x)=x^r),r)

Output:

⎡
⎢
⎢
⎣

−

√

5

+1

2

,−

−

√

5

+1

2

⎤
⎥
⎥
⎦

The same pair of solutions is also returned by the kovacicsols command (see Section 5.57.3):
Input:

assume(x>=0):;
kovacicsols(y’’=(y-2x*y’)/x^2,x,y)

Output:

⎡
⎢
⎢
⎢
⎣

√

x

√

5

−1

,

√

x

−

√

5

−1

⎤
⎥
⎥
⎥
⎦

You can conclude that y=C1 x−√5+1/2+C2 x√5+1/2. The values of C1 and C2 are determined from the boundary conditions. Finally, to prove that f is convex:
Input:

convex(x^2*diff(y(x),x)^2 + y^2,y(x))

Output:

true

Therefore, y minimizes F on [a,b].

#### Example.

Find the function y in

⎧
⎪
⎨
⎪
⎩

y∈ C1

⎡
⎢
⎢
⎣

1
2

,1

⎤
⎥
⎥
⎦

:y

⎛
⎜
⎜
⎝

1
2

⎞
⎟
⎟
⎠

=−

√

3

2

, y(1)=0

⎫
⎪
⎬
⎪
⎭

which minimizes the functional

F(y)=

∫

1
1/2

√

1+y′(x)2

x

dx.

To obtain the corresponding Euler-Lagrange equation:
Input:

eq := euler_lagrange(sqrt(1+diff(y(x),x)^2)/x)

Output:

d
dx

y

⎛
⎝

x

⎞
⎠

x

√

⎛
⎜
⎜
⎝

d
dx

y

⎛
⎝

x

⎞
⎠

⎞
⎟
⎟
⎠

2

+1

=K2

Input:

sol:=dsolve(eq)

Output:

⎡
⎢
⎢
⎣

−

√

−K32 x2+1

K3

+c0

⎤
⎥
⎥
⎦

The sought solution is the function of the above form which satisfies the boundary conditions.
Input:

y0:=sol[0]:;
c:=[K_3,c_0]:;
v:=solve([subs(y0,x=1/2)=-sqrt(3)/2,subs(y0,x=1)=0],c)

Output:

⎡
⎣

1 | 0

⎤
⎦

Input:

y0:=normal(subs(y0,c,v[0])

Output:

−

√

−x2+1

To prove that y0(x)=−√1−x2 is indeed a minimizer for F, you need to show that the integrand in F(y) is convex.
Input:

convex(sqrt(1+y’^2)/x,y(x))

Output:

⎡ ⎣ | x≥ 0 | ⎤ ⎦

You can similarly find the minimizer for

F(y)=

∫

π
0

⎛
⎝

2 sin(x) y(x)+y′(x)2

⎞
⎠

dx

where y∈ C1[0,π] and y(0)=y(π)=0.
Input:

eq:=euler_lagrange(2*sin(x)*y(x)+diff(y(x),x)^2)

Output:

d2
dx2

y

⎛
⎝

x

⎞
⎠

=sinx

Input:

dsolve(eq and y(0)=0 and y(pi)=0,x,y)

Output:

−sinx

The above function is the sought minimizer as the integrand 2 sin(x) y(x)+y′(x)2 is convex:
Input:

convex(2*sin(x)*y(x)+diff(y(x),x)^2,y(x))

Output:

true

#### Example.

Minimize the functional F(y)=∫01(y′(x)4−4 y(x)) dx on C1[0,1] with boundary conditions y(0)=1 and y(1)=2.

First, solve the associated Euler-Lagrange equation:
Input:

eq:=euler_lagrange(y’^4-4y,x,y)

Output:

⎡
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎢
⎣

3

⎛
⎜
⎜
⎝

d
dx

y

⎛
⎝

x

⎞
⎠

⎞
⎟
⎟
⎠

4

+4 y

⎛
⎝

x

⎞
⎠

=K6,

d2
dx2

y

⎛
⎝

x

⎞
⎠

=−

1

3

⎛
⎜
⎜
⎝

d
dx

y

⎛
⎝

x

⎞
⎠

⎞
⎟
⎟
⎠

2

⎤
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎥
⎦

Input:

dsolve(eq[1] and y(0)=1 and y(1)=2,x,y)

Output:

⎡
⎢
⎢
⎣

−

3
4

⎛
⎝

−x+1.52832425067

⎞
⎠

4
3

+2.32032831141

⎤
⎥
⎥
⎦

[-3*(-x+1.52832425067)^(4/3)/4+2.32032831141]

Next, check if the integrand in F(y) is convex:
Input:

convex(y’^4-4y,[x,y])

Output:

true

Hence the minimizer is

y0(x)=−

3
4

(1.52832425067−x)4/3+2.32032831141, 0≤ x≤ 1.