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Find the extremals of the functional J(y)=\int_0^\pi\left[y'(x)\right]^2dx\, subject to the constraint \int_0^\pi \left[ y(x)\right]^2dx=1, y(0)=y(\pi)=0\,

Let H(y,\lambda) = \int_0^\pi ([y'(x)]^2 + \lambda [y(x)]^2)\,dx where \lambda\, is a Lagrange multiplier. The Euler equation is

\frac{d}{dx}\frac{\partial (y'^2 + \lambda y^2)}{\partial y'} - \frac{\partial(y'^2 + \lambda y^2)}{\partial y} = 0

\implies y'' - \lambda y = 0

(i) Try \lambda > 0\,; let \lambda=\alpha^2\,. Then

y'' - \alpha^2 y = 0\,
\implies y = a e^{\alpha x} + b e^{-\alpha x}

y(0) = 0 \implies a + b = 0;\quad y(\pi) = 0 \implies a e^{\alpha\pi} + b e^{-\alpha \pi} = 0
But the solution for this is a = b = 0\,, i.e., y\equiv 0\, which does not satisfy the constraint \int_0^\pi y^2\,dx = 1

(ii) Try \lambda = 0\, Then

y'' = 0\,
\implies y = a x + b\,

y(0) = 0 \implies b = 0\, so y = a x\,; then y(\pi) = 0 \implies a = 0 \implies y \equiv 0 which, again, does not satisfy the constraint.

(iii) \lambda < 0\,; let \lambda=-\alpha^2\,. Then

y'' + \alpha^2 y = 0\,
\implies y = a \cos(\alpha x) + b \sin(\alpha x)

y(0) = 0 \implies a = 0; y(\pi) = 0 \implies b = 0 or \sin(\alpha \pi) = 0\,

b = 0 \implies y\equiv 0, so we reject this and take \sin(\alpha \pi) = 0\,, which implies \alpha = \pm 1, \pm 2, \dots

Thus y = b \sin(nx)\, where n\, is any nonzero integer.

b\, is found by imposing the constraint:

\int_0^\pi b^2 \sin^2(nx)\,dx = 1 \implies \int_0^\pi b^2\, \frac{1-\cos(2nx)}{2}\,dx = 1 
\implies\frac{b^2}{2} \left[x - \frac{\sin(2nx)}{2n}\right]_0^\pi = 1
\implies b = \pm\sqrt{2/\pi}

Hence, the extremals of J\, subject to the given constraint are
y = \pm\sqrt{2/\pi}\sin(nx), n=\pm1, \pm2, \dots

Calculus of Variations

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