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Let $\Omega$ define the quadrant $0\leq x\leq L$, $0\leq y\leq L$.

For $z=z(x,y)$ we want to solve Eulers equation for the functional:

$\int\int_\Omega \big((z_x)^2+(z_y)^2\big)dxdy$

where $z=0$ along the contour $\partial\Omega$, under the additional condition that $\int\int_\Omega z^2dxdy=1$

How should I solve this ? I have Eulers equation:

\begin{equation} \frac{d}{dx}\frac{\partial F}{\partial y'}-\frac{\partial F}{\partial y}=0 \end{equation}

but how do I use this on the problem? Is $F=\int\int_\Omega \big((z_x)^2+(z_y)^2\big)dxdy$ or is $F=\big((z_x)^2+(z_y)^2$ ?

Thanks

UPDATE:

Accounting for that $F=\big((z_x)^2+(z_y)^2\big)$, I insert it in the Euler Lagrange equation:

\begin{equation} F_z-\frac{\partial}{\partial x}F_{z_x}-\frac{\partial}{\partial y}F_{z_y}=0 \end{equation}

This gives:

\begin{equation} 2(z_x){_z}+2(z_y){_z}-2z_{xx}-2z_{yy}=0 \end{equation}

I write $2(z_x){_z}+2(z_y){_z}=\Delta z$ and obtain

\begin{equation} \Delta z =2z_{xx}+2z_{yy} \end{equation}

We set $\Delta z = \lambda^2$ and get the Laplace equation:

\begin{equation} 2z_{xx}+2z_{yy}=\lambda^2 \end{equation}

which gives the two ODEs by separation of variables:

\begin{equation} \frac{2F_{xx}}{F}=\lambda^2\\ -\frac{2G_{yy}}{G}=\lambda^2\\ \end{equation}

resulting in:

\begin{cases} 2F_{xx}-\lambda^2F=0 \\ 2G_{yy}+\lambda^2G=0 \end{cases}

which should be solvable.

My attempt to solve this is:

\begin{equation} -2F_{xx}+\lambda^2F=0 \rightarrow m=\frac{\pm\sqrt{-4\cdot(\frac{-\lambda^2}{2})}}{2}\rightarrow m=\pm\frac{\sqrt{2}\lambda_x}{2} \end{equation}

This gives in exponential terms:

\begin{equation} f(x)=\exp(\frac{\sqrt{2}\lambda_x}{2}x)+\exp(-\frac{\sqrt{2}\lambda_x}{2}x) \end{equation}

For the second ODE:

\begin{equation} 2G_{yy}+\lambda^2G=0 \rightarrow m=\pm\frac{i\sqrt{2}\lambda_y}{2} \end{equation}

This gives in sine and cosine terms:

\begin{gather}g(y)= \begin{cases} A\cos(\frac{\sqrt{2}\lambda_y}{2}y)\\ B\sin(\frac{\sqrt{2}\lambda_y}{2}y) \end{cases} \end{gather} Since $z=fg$

\begin{equation} z_1(x,y)=e^{(\frac{\sqrt{2}\lambda_x}{2})x}\big(A\cos(\frac{\sqrt{2}\lambda_y}{2}y)+B\sin(\frac{\sqrt{2}\lambda_y}{2}y)\big)\\ z_2(x,y)=e^{(-\frac{\sqrt{2}\lambda_x}{2})x}\big(A\cos(\frac{\sqrt{2}\lambda_y}{2}y)+B\sin(\frac{\sqrt{2}\lambda_y}{2}y)\big) \end{equation}

But since the boundaries include that $z(0)=0$, the cosine terms vanish: \begin{equation} z_1(x,y)=e^{(\frac{\sqrt{2}\lambda_x}{2})x}\big(B\sin(\frac{\sqrt{2}\lambda_y}{2}y)\big)\\ z_2(x,y)=e^{(-\frac{\sqrt{2}\lambda_x}{2})x}\big(B\sin(\frac{\sqrt{2}\lambda_y}{2}y)\big) \end{equation}

Summing these up:

\begin{equation} z(x,y)=C\bigg(e^{(-\frac{\sqrt{2}\lambda_x}{2})x}-e^{(\frac{\sqrt{2}\lambda_x}{2})x}\bigg)\sin(\frac{\sqrt{2}\lambda_y}{2}y) \end{equation}

Then I tried out my "theory", which seems wrong, where I integrated twice these eigenfunctions over the quadrant , but I got an answer which makes no sense:

\begin{equation} \int_0^1\int_0^1 z_1(x,y)dxdy=\frac{1}{\lambda^2} \bigg(e^{\lambda/\sqrt{2}}(\cos(\lambda/\sqrt{2})-1\bigg) \end{equation}

So integrating the eigenfunction over the quadrant to account for the precondition is not working.

Assuming the ODE solutions $z_1$ and $z_2$ are correct, would that be sufficient to describe the solution to the functional? I remind that the boundaries of the quadrant are not taken into account, since this last "theory" is wrong. If those two ODE solutions are not sufficient, how does one account for the precondition in this, at this final stage?

An image of this solution $z(x,y)$ is

enter image description here

But instead, Digers solution which is correct looks like:

enter image description here

Luthier415Hz
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    Not sure about your question, but regarding your constraint, you haven't incorporated the term with the lagrange-multiplicator yet. – Diger Mar 23 '22 at 10:39
  • See update, I used a different formula – Luthier415Hz Mar 23 '22 at 10:49
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    I think your Lagrangian density is $$F=z_x^2 + z_y^2 - \lambda z^2 , .$$ You did not incorportate the last term. Your equation then is $$z_{xx} + z_{yy} + \lambda z =0 , .$$ – Diger Mar 23 '22 at 11:06
  • where does that last term come from? – Luthier415Hz Mar 23 '22 at 11:06
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    From your constraint. – Diger Mar 23 '22 at 11:07
  • Does this mean that a constraint is simply added in Euler-Lagrange equation? – Luthier415Hz Mar 23 '22 at 11:10
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    Your equations for the functional equation (Lagrange function) with constraint are analogous to the finite dimensional case. Let's say $G=0$ is the constraint and $L$ your functional, then $$\delta L = \lambda \delta G , .$$ You can bring everything to one side i.e. $$\delta (L-\lambda G)=0 , .$$ Then you apply the EL equations to the integrand of $L-\lambda G$.

    In any case, $$-\Delta z = \lambda z$$ is an eigenvalue equation.

    – Diger Mar 23 '22 at 11:13
  • This seems like a different approach, and struggling to understand the current approach, I can't say it is easy to understand this too. But thanks. Your initial point on adding the precondition is correct, but a solution which is similar to this I write now, seems to write up the final ODEs as $\begin{cases}-X''=\lambda_1X,\-Y''=\lambda_2Y,\X(0)=X(L)=Y(=)=Y(L)=0\end{cases}\$ which is understandable, but I can't see that precondition which you mention set up in this ODE system (similar to what I wrote in the update). – Luthier415Hz Mar 23 '22 at 11:19
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    Since your boundary condition is a simple box, that eigenvalue problem can be solved exactly. For general $\Omega$, this is not analytically solvable. This is because when you seperate the equation by $z(x,y)=X(x)Y(y)$ you can manage the Dirichlet conditions for $X$ and $Y$ individually. – Diger Mar 23 '22 at 11:22
  • Right, but in the other solution, he seems to include the precondition by doing the integration of $1=\int\int_\omega z^2dxdy$ where $z$ is the eigenfunction to the Laplace equation, or at least some Ansatz. So does that mean that it can be accounted for at the end too, and not only at start - this precondition? It would certainly be easier to derive the general form, and then add the specific IC. – Luthier415Hz Mar 23 '22 at 11:24
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    I wouldn't worry about that condition explicitly till the end. After all, it is just a normalization factor i.e. some leftover constant factor within $z$ that you have to fix eventually. – Diger Mar 23 '22 at 11:28
  • I see, so this method as given in the post update can work out, as long as the the precondition is included for at the end as described by integrating the eigenfunction with double integral, and the solution to the ODE is correct? – Luthier415Hz Mar 23 '22 at 11:29

2 Answers2

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We are in the 2-d case. Your function $F:\Omega \times\mathbb{R} \times \mathbb{R}^2 \rightarrow \mathbb{R}$ is $f(x, v, p)= \lVert p \rVert^2_2$. The Euler-Lagrange equation is $$ \mathrm{div}_x \nabla_pF(x, u, \nabla u) = \partial_v F(x, u, \nabla u) \iff $$ $$ \mathrm{div}_x 2\nabla u(x) = 0 \iff \Delta u(x) = 0 $$ So the Euler-Lagrange equation is just Laplace's equation.

  • Thanks. Would it then be that F= $\int\int_\Omega \big((z_x)^2+(z_y)^2\big)dxdy$, and on this, I use Using Euler Lagrange equation? I can't see which integral or equation one has to set up by your answer. – Luthier415Hz Mar 22 '22 at 14:14
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    I just defined $F$. $F$ is the integrand. You can always write the integrand as some $F(x, u, \nabla u)$. In your case, check that it is $F(x, u, \nabla u) = \lVert \nabla u \rVert^2_2$ – Hyperbolic PDE friend Mar 22 '22 at 16:19
  • Ok, thanks, having F as integrand, I can use Euler-Lagrange equation on it. But what is the point in showing the double integral, when one has to solve the integrand in terms of E-L equation? – Luthier415Hz Mar 22 '22 at 17:34
  • see update, this should be closer to your point – Luthier415Hz Mar 23 '22 at 10:58
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I'm still somewhat confused about your way of writing it down. For example $$2(z_x){_z}+2(z_y){_z}=\Delta z$$ or $$2z_{xx}+2z_{yy}=\lambda^2 \, .$$ $\Delta$ (laplacian) is shorthand for $\sum_{i} \partial_{x_i}^2$, so in your case $\partial_x^2 + \partial_y^2$. And in the second equation it should be a constant times $z$ on the RHS.

In any case, following the procedure outlined in the comments above, you arrive at $$-\Delta z = -z_{xx}-z_{yy}=\lambda z \, . \tag{1}$$ A general solution obeying your stated boundary conditions maybe quite complicated. However, by the nature of the eigenvalue problem, if you find any solution-set of eigenfunctions $z_{\lambda,k}$, with eigenvalue $\lambda$ and hidden quantum number $k$, you can basically expand any solution $z_\lambda(x,y)$ to that eigenvalue, obeying the boundary conditions, as $$z_\lambda(x,y)=\sum_{k} c_k \, z_{\lambda,k}(x,y) \, .$$ Therefore it suffices to find a solution, for which the equations become rather simple. This can be achieved be separating $$z(x,y)=X(x)Y(y)$$ after which the PDE in (1) simplifies to $$-\frac{X''}{X} - \frac{Y''}{Y} = \lambda \, .$$ Since each term on the LHS depends either only on $x$ or on $y$, while their sum is a constant, each term by itself must necessarily be a constant. We can therefore write $$-\frac{X''}{X} = k_x^2 \\ -\frac{Y''}{Y} = k_y^2 $$ with $\lambda = k_x^2 + k_y^2$. So you separated the single PDE into two ordinary ODEs and the solution can be simply read off $$z_{k_x,k_y}(x,y)=C \sin(k_x x) \sin(k_y y)$$ where $C$ is a constant for the final normalization. I didn't bother writing down the $\cos$ solution, since it does not vanish at $0$. Now the vanishing at $x=L$ ($y$ arbitrary) and $y=L$ ($x$ arbitrary) requires $$k_x L = m\pi \\ k_y L = n\pi$$ for $m,n \in \mathbb{N}$ (negative $m,n$ do not give new solutions). The solution then reads $$z_{m,n}(x,y)= C \sin\left(\frac{m\pi}{L} \,x \right) \sin\left(\frac{n\pi}{L} \,y \right)$$ and the normalization $$1=\int_0^L {\rm d}x \int_0^L {\rm d}y \, z_{m,n}(x,y)^2 = \frac{C^2L^2}{4}$$ gives $$C=\frac{2}{L} \, .$$

Diger
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  • I tried while you prepared this, my attempt. I will add it to the post so to give an idea. The thing that struck me is that you have no exponential terms in your solution. This is what I am used to have in Laplace solutions. But I have seen your solution type elsewhere too , and it seems more correct, as exponentials in for instance time-dimension mean nothing. Thanks for this answer. It is easy to learn from. – Luthier415Hz Mar 23 '22 at 12:39
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    Using can use the solution $c_1 e^{ikx} + c_2 e^{-ikx}$ equivalently to the $\sin$ and $\cos$ solutions. However, in this case, the latter are more effective, given the boundary conditions, since you can immediately read off, that there is no $\cos$ solution. – Diger Mar 23 '22 at 12:44
  • right because $cos(0)\ne 0$! Thanks – Luthier415Hz Mar 23 '22 at 12:54
  • Thanks for this, I start to get the same result after retrying. – Luthier415Hz Mar 23 '22 at 13:48