An
Introduction to the Calculus of Variations
Simplest Problem
in the Calculus of Variations:
Find the Piecewise-Smooth
Trajectory
with the Associated Derivative Trajectory
that minimizes the Functional



The Necessary
Condition for a Weak Local Minimum of this Functional is:

This is called the Euler's Equation or the Euler-Lagrange Equation
in the Calculus of Variations. The Solution to this Differential
Equation must satisfy the given Boundary Conditions on x(.).
If one or both Boundary
Conditions are Unspecified, the E-L Equation must also satisfy the
Natural Boundary Conditions :



Any Trajectory Satisfying the Euler-Lagrange Equation and the Associated
Boundary Conditions is a Candidate for a Weak Local Minimum. If
this Trajectory also Satisfies the Legendre's Necessary Condition
and Jacobi's Necessary Condition, then it Provides a Weak Local
Minimum.
Additionally, if it satisfies
the Weierstrass's Necessary Condition, the trajectory Provides a
Strong Local Minimum. Finally, if is the only solution, it is safe
to assume that it provides a Global Minimum.
Click
Here for Brief Biographies of Euler, Lagrange, Legendre, and Weierstrss
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