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Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives in the integrand of the Functional ME 256, Indian Institute of Science Variational Methods and Structural Optimization G. K. Ananthasuresh Professor, Mechanical Engineering, Indian Institute of Science, Banagalore [email protected] 1

Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

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Page 1: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives in the integrand of the Functional

ME 256 , Indian Inst i tute of Sc ience Va r i a t i o n a l M e t h o d s a n d S t r u c t u r a l O p t i m i z a t i o n

G . K . An a n t h a s u r e s h P r o f e s s o r , M e c h a n i c a l E n g i n e e r i n g , I n d i a n I n s t i t u t e o f S c i e n c e , B a n a g a l o r e

s u r e s h @ m e c h e n g . i i s c . e r n e t . i n

1

Page 2: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Outline of the lecture Euler-Lagrange equations Boundary conditions Multiple functions Multiple derivatives What we will learn: First variation + integration by parts + fundamental lemma = Euler-Lagrange equations

How to derive boundary conditions (essential and natural) How to deal with multiple functions and multiple derivatives Generality of Euler-Lagrange equations

2

Page 3: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

The simplest functional, F(y,y’)

3

First variation of J w.r.t. y(x).

The condition given above should hold good for any variation of y(x), i.e., for any But there is , which we will get rid of it through integration by parts.

Page 4: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Integration by parts…

4

We can invoke fundamental lemma of calculus of variations now.

Page 5: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Fundamental lemma…

5

The two terms are equated to zero because the first term depends on the entire function whereas the second term only on the value of the function at the ends.

The integral should be zero for any value of . So, by fundamental lemma (Lecture 10), the integrand should be zero at every point in the domain.

Page 6: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Boundary conditions

6

The algebraic sum of the two terms may be zero without the two terms being equal to zero individually. We will see those cases later. For now, we will take the general case of both terms individually being equal to zero. Thus,

Page 7: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Euler-Lagrange (EL) equation with boundary conditions

7

and

Problem statement

Differential equation

Boundary conditions

Page 8: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Example 1: a bar under axial load

8

Axial displacement =

Principle of minimum potential energy (PE)

Strain energy Work potential

= area of cross-section

Among all possible axial displacement functions, the one that minimizes PE is the stable static equilibrium solution.

Page 9: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Bar problem: E-L equation

9

Integrand of the PE

Governing differential equation

Page 10: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Bar problem: boundary conditions

10

δ

δ

′ = = =

′ = =

0 or 0 at 0and

or 0 at

EAu u x

EAu u x L

This means that y is specified; hence, its variation is zero. This is called the essential or Dirichlet boundary condition.

This means that the stress is zero when the displacement is not specified. It is called the natural or Neumann boundary condition.

δ = 0u

Page 11: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Weak form of the governing equation

11

( )δ δ δ δ′ ′= − =∫0

( ) ( ) ( ) ( ) 0 for anyL

uPE E x A x u x u p x u dx u

( ) ( )δ δ′ ′ =∫ ∫0 0

( ) ( ) ( ) ( )L L

E x A x u x u dx p x u dx

Internal virtual work = external virtual work

First variation is zero.

δuVariation of u is like virtual displacement.

Page 12: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Three ways for static equilibrium

12

( )δ

δ

′′ + =

′ = = =

′ = =

00 or 0 at 0

andor 0 at

EAu pEAu u x

EAu u x L

Minimum potential energy principle

Principle of virtual work; The weak form

Force balance; And boundary conditions. The strong form.

Q: What is “weak” about the weak form? A: It needs derivative of one less order.

Page 13: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc 13

From Slide 7 in Lecture 3

So, straight line in indeed the geodesic in a plane.

Example 2: is a straight line really the least-distance curve in a plane?

Page 14: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Example 3: Brachistochrone problem

14

From Slide 11 in Lecture 2

H

g

B

A Minimize

L And we have Dirichlet (essential) boundary conditions at both the ends.

Page 15: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

A functional with two derivatives: F(y,y’,y’’)

15

First variation of J w.r.t. y(x).

We now need to integrate by parts twice to get rid of the second derivative of y.

Page 16: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Integration by parts… twice!

16

δ δ δ δ δ δ δ

δ δ δ δ

∂ ∂ ∂ ∂ ∂ ∂′ ′′ ′ ′′= + + = + + = ′ ′′ ′ ′′∂ ∂ ∂ ∂ ∂ ∂

∂ ∂ ∂ ∂ ∂ ′⇒ + − + − ′ ′ ′′ ′′∂ ∂ ∂ ∂ ∂

∫ ∫ ∫ ∫

∫ ∫

2 2 2 2

1 1 1 1

2 22 2

1 11 1

0x x x x

yx x x x

x xx x

x xx x

F F F F F FJ y y y dx y dx y dx y dxy y y y y y

F F d F F d Fy dx y y dx yy y dx y y dx

δ

δ δ δ

′ =

∂ ∂ ∂ ∂ ∂ ∂ ′⇒ − + + − + = ′ ′′ ′ ′′ ′′∂ ∂ ∂ ∂ ∂ ∂

2

1

2 22

1 11

2

2

0

0

x

x

x xx

x xx

y dxy

F d F d F F d F Fydx y yy dx y y y dx y ydx

= 0 gives differential equation by using the fundamental lemma.

Two sets of boundary conditions

Page 17: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

E-L equation and BCs for F(y,y’,y’’)

17

Things are getting lengthy; Let us use short-hand notation.

Page 18: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Example 4: beam deformation

18

From Slide 27 in Lecture 3

When E and I are uniform, we get the familiar:

Page 19: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Boundary conditions for the beam

19

( ) δ′′ ′ =0

0L

EIw w

Physical interpretation

Either shear stress is zero or the transverse displacement is specified.

Either bending moment is zero or the slope is specified.

Page 20: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Do we see a trend for multiple derivatives in the functional?

20

Page 21: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Three derivatives… F(y,y’,y”,y’’’)

21

Page 22: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc 22

Many derivatives… F(y,y’,y”,…y(n))

Most general form with one function and many derivatives

Page 23: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

What if we have two functions?

23

Now, we need to take the first variation with respect to both the functions, separately.

Page 24: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

What if we have two functions? (contd.)

24

And, we will have two differential equations and two sets of boundary conditions. Two unknown functions need two differential equations and two sets of BCs. That is all!

and

and

Page 25: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

Most general form: m functions with n derivatives.

25

The most general form when we have one independent variable x.

Page 26: Lecture 11 Euler-Lagrange Equations - ERNETsuresh/me256/Lectures/Lecture11.pdf · Lecture 11 Euler-Lagrange Equations and their Extension to Multiple Functions and Multiple Derivatives

Variational Methods and Structural Optimization ME256 / G. K. Ananthasuresh, IISc

The end note

26

Thanks Eule

r-La

gran

ge e

quat

ions

and

thei

r ext

ensi

on

to m

ultip

le fu

nctio

ns a

nd m

ultip

le d

eriv

ativ

es

Dealing with multiple derivatives along with boundary conditions (need to do integration by parts as many times as the order of the highest derivative)

General form of Euler-Lagrange equations in one independent variable

Euler-Lagrange equations = first variation + integration by parts + fundamental lemma

Boundary conditions Essential (Dirichlet) Natural (Neumann)

Dealing with multiple functions (rather easy)