ASO: Calculus of Variations (2019-2020)

Prof. James Maynard
Course Term: 
Course Lecture Information: 

8 lectures

Course Overview: 

The calculus of variations concerns problems in which one wishes to find the minima or extrema of some quantity over a system that has functional degrees of freedom. Many important problems arise in this way across pure and applied mathematics and physics. They range from the problem in geometry of finding the shape of a soap bubble, a surface that minimizes its surface area, to finding the configuration of a piece of elastic that minimises its energy. Perhaps most importantly, the principle of least action is now the standard way to formulate the laws of mechanics and basic physics.

In this course it is shown that such variational problems give rise to a system of differential equations, the Euler-Lagrange equations. Furthermore, the minimizing principle that underlies these equations leads to direct methods for analysing the solutions to these equations. These methods have far reaching applications and will help develop students technique.

Learning Outcomes: 

Students will be able to formulate variational problems and analyse them to deduce key properties of system behaviour.

Course Synopsis: 

The basic variational problem and Euler's equation. Examples, including axi-symmetric soap films.

Extension to several dependent variables. Hamilton's principle for free particles and particles subject to holonomic constraints. Equivalence with Newton's second law. Geodesics on surfaces. Extension to several independent variables.

Examples including Laplace's equation. Lagrange multipliers and variations subject to constraint. Eigenvalue problems for Sturm-Liouville equations. Legendre Polynomials.

Please note that e-book versions of many books in the reading lists can be found on SOLO and ORLO.

Further Reading: 

N. M. J. Woodhouse, Introduction to Analytical Dynamics (1987). Chapter 2 (in particular 2.6). (This is out of print, but still available in most College libraries.)

M. Lunn, A First Course in Mechanics (OUP, 1991). Chapters 8.1, 8.2.

P. J. Collins, Differential and Integral Equations (O.U.P., 2006). Chapters 11, 12.

See also: ORLO (Oxford Reading Lists Online)