Menger on the Calculus of Variations

Karl Menger wrote an article What Is Calculus of Variations and What Are Its Applications? This interesting article, written by an outstanding mathematician and expert in the field, gives insights into both the history of the topic and also into understanding Menger's views on mathematics:-


The calculus of variations belongs to those parts of mathematics whose details it is difficult to explain to a non-mathematician. It is possible, however, to explain its main problems and to sketch its principal methods for everybody.

The first human being to solve a problem of calculus of variations seems to have been Queen Dido of Carthage. When she was promised as much land as might lie within the boundaries of a bull's hide, she cut the hide into many thin strips, put them together into one long strip, the ends of which she united, and then she tried to secure as extensive a territory as possible within this boundary. History does not describe the form of the territory she chose, but if she was a good mathematician she covered the territory in the form of a circle, for today we know: Of all surfaces bounded by curves of a given length, the circle is the one of largest area. The branch of mathematics which establishes a rigorous proof of this statement is the calculus of variations.

Newton was the first mathematician to publish a result in this field. If a body moves in the air, it meets with a certain resistance, which depends on the shape of the body. The problem Newton studied was, what shape of body would guarantee the least possible resistance? Applications of this problem are obvious. The rifle bullet is designed in such shape as to meet with a minimum resistance in the air. Newton published a correct answer to a special case of this problem, namely, that the surface of the solid considered is obtained by revolving a curve around an axis. But he did not give the proof or the calculations that had led him to the answer. So Newton's solution had no great effect on the development of mathematics.

A new branch of mathematics started with another problem formulated and studied by the brothers Bernoulli in the seventeenth century. If a small body moves under the influence of gravity along a given curve from one point to another, then the time required naturally depends on the form of the curve. Whether the body moves along a straight line (on an inclined plane) or along a circle makes a difference. Bernoulli's question was: which path takes the shortest time? One might think that the motion along the straight line is the quickest, but already Galileo had noticed that the time required along some curves is less than along a straight line. The brothers Bernoulli determined the form of the curve which takes the shortest possible time. It is a curve which was already well known in geometry for other interesting properties and had been called cycloid.

What is common to all these problems is this: A number is associated with each curve of a certain family of curves. In the first example (that of Queen Dido) the family consists of all closed curves with a given length, and the associated number is the area of the enclosed surface; in the second example (that of Newton) the number is the resistance which a body somehow associated with the curve meets in the air; in the third example (that of the brothers Bernoulli) the family of curves consists of all curves joining two given points, and the number associated with each curve is the time it takes a body to fall along this curve. The problem consists in finding the curve for which the associated number attains a maximum or a minimum - this is the largest or the smallest possible value; in Dido's example, the maximum area; in Newton's example, the minimum resistance; in Bernoulli's example, the shortest time.

Some problems concerning maxima and minima are studied in differential calculus, taught in college. They may be formulated in the following way: Given a single curve, where is its lowest and where is the highest point? or given a single surface, where are its peaks and where are its pits? With each point of the curve or the surface, there is associated a certain number, namely, the height of the point above a horizontal axis or a horizontal plane. We are looking for those points at which this height is greatest or least. In differential calculus we deal thus with maxima and minima of so-called functions of points, i.e., of numbers associated with points; in calculus of variations, however, with maxima and minima of so-called functions of curves, that is, of numbers associated with curves or of numbers associated with still more complicated geometric entities, like surfaces.

A famous question concerning surfaces is the following problem, the so-called problem of Plateau: if a closed curve in our three-dimensional space is given, we can span into it many different surfaces, all of them bounded by the given curve, e.g., if the given curve is a circle we can span into it a plane circular area or a hemisphere or other surfaces bounded by the circle. Each of these surfaces has an area. Which of all these surfaces has the smallest area? If the given curve lies in a plane, like a circle, then, obviously, the plane surface inscribed has the minimum area. If the given curve, however, does not lie in the plane, like a knotted curve in the three-dimensional space, then the problem of finding the surface of minimal area bounded by the curve is very complicated. The question, which was solved some years ago by T Radó (Ohio State University) and in a still more general way by J Douglas (Massachusetts Institute of Technology), has applications to physics, for if the curve is made of a thin wire and we try to span into it a thin soap film, then this film will assume just the form of the surface of minimum area.

We frequently find that nature acts in such a way as to minimize certain magnitudes. The soap film will take the shape of a surface of smallest area. Light always follows the shortest path, that is, the straight line, and, even when reflected or broken, follows a path which takes a minimum of time. In mechanical systems we find that the movements actually take place in a form which requires less effort in a certain sense than any other possible movement would use. There was a period, about 150 years ago, when physicists believed that the whole of physics might be deduced from certain minimizing principles, subject to calculus of variations, and these principles were interpreted as tendencies - so to say, economical tendencies of nature. Nature seems to follow the tendency of economizing certain magnitudes, of obtaining maximum effects with given means, or to spend minimal means for given effects.

In this century Einstein's general theory of relativity has as one of its basic hypotheses such a minimal principle: that in our space-time world, however complicated its geometry be, light rays and bodies upon which no force acts move along shortest lines. If we speak of tendencies in nature or of economic principles of nature, then we do so in analogy to our human tendencies and economic principles. A producer most often will adopt a way of production which will require a minimum of cost, compared with other ways of equal results; or which, compared with other methods of equal cost, will promise a maximum return. It is obvious that for this reason the mathematical theory of economics is to a large extent application of calculus of variations. Such applications have been considered by G C Evans (University of California) and in particular by Charles F. Roos (New York City). A simple but interesting example, due to the economist H Hotelling (Columbia University), is to find the most economic way of production in a mine. We may start with a great output and decrease the output later or we may increase the output in time or we may produce with a constant rate of output. Each way of production can be represented by a curve. If we have conjectures concerning the development of the price of the produced metal, then we may associate a number with each of these curves; the possible profit. The problem is to find the way of production which will probably yield the greatest profit.

In the mathematical theory of the maximum and minimum problems in calculus of variations, different methods are employed. The old classical method consists in finding criteria as to whether or not for a given curve the corresponding number assumes a maximum or minimum. In order to find such criteria a considered curve is a little varied, and it is from this method that the name "calculus of variations" for the whole branch of mathematics is derived. The first result of this method, which today is represented by G A Bliss (University of Chicago) and his school, was the equation of Euler-Lagrange, which states: A curve which minimizes or maximizes the corresponding number must in each of its points have a certain curvature which can be determined for each problem. Another method consists in finding out quite in general whether or not a given problem is soluble at all. For example, we consider the two following extremely simple problems: two given points may be joined by all possible curves; which of them has the shortest length, and which of them has the greatest length? The first problem is soluble: The straight line segment joining the two points is the shortest line joining them. The second problem is not soluble: There is no longest curve joining two given points, for no matter how long a curve joining them may be, there is always one which is still longer. The length is a number associated with each curve which for no curve assumes a finite maximum.

This second method of calculus of variations was initiated by the German mathematician Hilbert at the beginning of the century. The Italian mathematician Tonelli found out twenty years ago that the deeper reason for the solubility of the minimum problem concerning the length, that is, for the existence of a shortest line between every two points, is the following property of the length: A curve between two fixed points being given, there are always other curves as near as you please to it, and yet much longer than the given curve (e.g., some zigzag lines near the given curve). But there is no curve very near to the given curve and joining the same two points, which is much shorter than the given curve. This property of the length is called the semi-continuity of the length. Contributions to this Hilbert-Tonelli method are due to E J McShane (University of Virginia), L M Graves (University of Chicago) and to the author.

Another way of calculus of variations was started in this country. G D Birkhoff (Harvard University) was the first to consider so-called mini-max problems dealing with "stationary" curves which are minimizing with respect to certain neighbouring curves and at the same time maximizing with respect to other curves. While the minimum and maximum problems of calculus of variations correspond to the problem in the ordinary calculus of finding peaks and pits of a surface, the minimax problems correspond to the problem of finding the saddle points of the surface (the passes of a mountain). The simplest example of such a stationary curve is obtained in the following way: if we consider two points of the equator of the earth, then their shortest connection on the surface of the earth is the minor arc of the equator between them. There is, as we have seen, no longest curve joining the two points. But there is one curve on the surface of the earth which, though it is neither the shortest nor the longest one, plays a special role in some respects, namely, the major arc of the equator between the two points.

One of the greatest advances of calculus of variations in recent times has been the development of a complete and systematic theory of stationary curves due to Marston Morse (Institute of Advanced Study). The most simple example of this theory, which calculates the number of minimizing and maximizing curves as well as of stationary curves, is the following "geographical" theorem quoted by Morse: If we add the number of peaks and the number of pits on the surface of the earth, and subtract the number of passes, then the result will be the number 2, whatever the shape of the mountains may be (highlands excluded).

There are many technical details of calculus of variations which are hardly available to a non-mathematician. They are the type of theory which frequently leads to the belief that mathematical theories are remote from the urgent problems of the world and useless. Real mathematicians do not worry too much about these reproaches which are engendered by a lack of knowledge of the history of science. Mathematicians study their problems on account of their intrinsic interest, and develop their theories on account of their beauty. History shows that some of these mathematical theories which were developed without any chance of immediate use later on found very important applications. Certainly this is true in the case of calculus of variations: If the cars, the locomotives, the planes, etc., produced today are different in form from what they used to be fifteen years ago, then a good deal of this change is due to calculus of variations. For we use streamline form in order to decrease to the minimum possible the resistance of the air in driving. It is through physics that we learn the actual laws of this resistance. But if we wish to discover the form which guarantees the least resistance, then we need calculus of variations.


JOC/EFR March 2006

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