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Euler–Lagrange equation
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==Generalizations == ===Single function of single variable with higher derivatives=== The stationary values of the functional :<math> 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}^2f}{\mathrm{d}x^2}, ~ f^{(k)} := \cfrac{\mathrm{d}^kf}{\mathrm{d}x^k} </math> can be obtained from the Euler–Lagrange equation<ref name=Courant>{{cite book | last1=Courant | first1=R | author-link1=Richard Courant | last2=Hilbert | first2=D | author-link2=David Hilbert | title = Methods of Mathematical Physics | volume = I | edition = First English | publisher = Interscience Publishers, Inc | year = 1953 | location = New York | isbn = 978-0471504474}}</ref> :<math> \cfrac{\partial \mathcal{L}}{\partial f} - \cfrac{\mathrm{d}}{\mathrm{d} x}\left(\cfrac{\partial \mathcal{L}}{\partial f'}\right) + \cfrac{\mathrm{d}^2}{\mathrm{d} x^2}\left(\cfrac{\partial \mathcal{L}}{\partial f''}\right) - \dots + (-1)^k \cfrac{\mathrm{d}^k}{\mathrm{d} x^k}\left(\cfrac{\partial \mathcal{L}}{\partial f^{(k)}}\right) = 0 </math> under fixed boundary conditions for the function itself as well as for the first <math>k-1</math> derivatives (i.e. for all <math>f^{(i)}, i \in \{0, ..., k-1\}</math>). The endpoint values of the highest derivative <math>f^{(k)}</math> remain flexible. ===Several functions of single variable with single derivative=== If the problem involves finding several functions (<math>f_1, f_2, \dots, f_m</math>) of a single independent variable (<math>x</math>) that define an extremum of the functional :<math> 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} </math> then the corresponding Euler–Lagrange equations are<ref name=Weinstock>{{cite book |last=Weinstock |first=R. |year=1952 |title=Calculus of Variations with Applications to Physics and Engineering |url=https://archive.org/details/calculusofvariat00wein |url-access=registration |publisher=McGraw-Hill |location=New York }}</ref> :<math> \begin{align} \frac{\partial \mathcal{L}}{\partial f_i} - \frac{\mathrm{d}}{\mathrm{d}x}\left(\frac{\partial \mathcal{L}}{\partial f_i'}\right) = 0 ; \quad i = 1, 2, ..., m \end{align} </math> ===Single function of several variables with single derivative=== A multi-dimensional generalization comes from considering a function on n variables. If <math>\Omega</math> is some surface, then : <math> 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} </math> is extremized only if ''f'' satisfies the [[partial differential equation]] : <math> \frac{\partial \mathcal{L}}{\partial f} - \sum_{j=1}^{n} \frac{\partial}{\partial x_j}\left(\frac{\partial \mathcal{L}}{\partial f_{j}}\right) = 0. </math> When ''n'' = 2 and functional <math>\mathcal I</math> 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 : <math> 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} </math> the system of Euler–Lagrange equations is<ref name=Courant/> : <math> \begin{align} \frac{\partial \mathcal{L}}{\partial f_1} - \sum_{j=1}^{n} \frac{\partial}{\partial x_j}\left(\frac{\partial \mathcal{L}}{\partial f_{1,j}}\right) &= 0_1 \\ \frac{\partial \mathcal{L}}{\partial f_2} - \sum_{j=1}^{n} \frac{\partial}{\partial x_j}\left(\frac{\partial \mathcal{L}}{\partial f_{2,j}}\right) &= 0_2 \\ \vdots \qquad \vdots \qquad &\quad \vdots \\ \frac{\partial \mathcal{L}}{\partial f_m} - \sum_{j=1}^{n} \frac{\partial}{\partial x_j}\left(\frac{\partial \mathcal{L}}{\partial f_{m,j}}\right) &= 0_m. \end{align} </math> ===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 ''x''<sub>1</sub> and ''x''<sub>2</sub> and if the functional depends on higher derivatives of ''f'' up to ''n''-th order such that : <math> \begin{align} 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{align} </math> then the Euler–Lagrange equation is<ref name=Courant/> :<math> \begin{align} \frac{\partial \mathcal{L}}{\partial f} & - \frac{\partial}{\partial x_1}\left(\frac{\partial \mathcal{L}}{\partial f_{1}}\right) - \frac{\partial}{\partial x_2}\left(\frac{\partial \mathcal{L}}{\partial f_{2}}\right) + \frac{\partial^2}{\partial x_1^2}\left(\frac{\partial \mathcal{L}}{\partial f_{11}}\right) + \frac{\partial^2}{\partial x_1\partial x_2}\left(\frac{\partial \mathcal{L}}{\partial f_{12}}\right) + \frac{\partial^2}{\partial x_2^2}\left(\frac{\partial \mathcal{L}}{\partial f_{22}}\right) \\ & - \dots + (-1)^n \frac{\partial^n}{\partial x_2^n}\left(\frac{\partial \mathcal{L}}{\partial f_{22\dots 2}}\right) = 0 \end{align} </math> which can be represented shortly as: :<math> \frac{\partial \mathcal{L}}{\partial f} +\sum_{j=1}^n \sum_{\mu_1 \leq \ldots \leq \mu_j} (-1)^j \frac{\partial^j}{\partial x_{\mu_{1}}\dots \partial x_{\mu_{j}}} \left( \frac{\partial \mathcal{L} }{\partial f_{\mu_1\dots\mu_j}}\right)=0 </math> wherein <math>\mu_1 \dots \mu_j</math> are indices that span the number of variables, that is, here they go from 1 to 2. Here summation over the <math>\mu_1 \dots \mu_j</math> indices is only over <math>\mu_1 \leq \mu_2 \leq \ldots \leq \mu_j</math> in order to avoid counting the same [[partial derivative]] multiple times, for example <math>f_{12} = f_{21}</math> appears only once in the previous equation. ===Several functions of several variables with higher derivatives=== If there are ''p'' unknown functions ''f''<sub>i</sub> to be determined that are dependent on ''m'' variables ''x''<sub>1</sub> ... ''x''<sub>m</sub> and if the functional depends on higher derivatives of the ''f''<sub>i</sub> up to ''n''-th order such that :<math> \begin{align} 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{align} </math> where <math>\mu_1 \dots \mu_j</math> are indices that span the number of variables, that is they go from 1 to m. Then the Euler–Lagrange equation is :<math> \frac{\partial \mathcal{L}}{\partial f_i} +\sum_{j=1}^n \sum_{\mu_1 \leq \ldots \leq \mu_j} (-1)^j \frac{\partial^j}{\partial x_{\mu_{1}}\dots \partial x_{\mu_{j}}} \left( \frac{\partial \mathcal{L} }{\partial f_{i,\mu_1\dots\mu_j}}\right)=0 </math> where the summation over the <math>\mu_1 \dots \mu_j</math> is avoiding counting the same derivative <math> f_{i,\mu_1\mu_2} = f_{i,\mu_2\mu_1}</math> several times, just as in the previous subsection. This can be expressed more compactly as :<math> \sum_{j=0}^n \sum_{\mu_1 \leq \ldots \leq \mu_j} (-1)^j \partial_{ \mu_{1}\ldots \mu_{j} }^j \left( \frac{\partial \mathcal{L} }{\partial f_{i,\mu_1\dots\mu_j}}\right)=0 </math> ===Field theories=== {{Main|Lagrangian (field theory)}}
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