Lagrange multipliers for multiple constraints of multiple coordinates

In summary, there is a more general approach to writing the EL equations for multiple constraints of multiple coordinates, using the method of undetermined multipliers. This involves introducing additional variables to the Lagrangian and solving for them in the EL equations. This method can be extended to any number of constraints and coordinates.
  • #1
eko_n2
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Homework Statement



Sorry for the long derivation below. I want to check if what I derived is correct, I can't find it anywhere else, feel free to skip to the end. Thanks!

I am confused by how to write the EL equations if I have multiple constraints of multiple coordinates. For example, let's say I have a Lagrangian
[tex] L(x,\dot{x},y,\dot{y}) [/tex]
and two constraints
[tex] f(x,\dot{x},y,\dot{y}) = const. [/tex]
[tex] g(x,\dot{x},y,\dot{y}) = const. [/tex]

Now how do I write the EL equations?

Homework Equations



See above.

The Attempt at a Solution



My approach is to follow the same procedure as for deriving the EL eqns for a simpler constraint.

Consider a single constraint of multiple coordinates [itex] f(x,\dot{x},y,\dot{y}) = const [/itex]
Therefore:
[tex]\delta f = \frac{\partial f}{\partial x} \delta x + \frac{\partial f}{\partial \dot{x}} \delta \dot{x} + \frac{\partial f}{\partial y} \delta y + \frac{\partial f}{\partial \dot{y}} \delta \dot{y} = 0 [/tex]

Since this is zero, can add it to the variation in the action with an arbitrary constant [itex]\lambda (t)[/itex]:
[tex]\delta S = \int \left ( \frac{\partial L}{\partial x} \delta x + \frac{\partial L }{\partial \dot{x}}\delta \dot{x} + \lambda (t) \left ( \frac{\partial f}{\partial x}\delta x + \frac{\partial f}{\partial \dot{x}} \delta \dot{x} \right ) \right ) dt + (\text{same integral in y}) = 0 [/tex]

I integrate by parts for both x-dot terms (just as usual for the Lagrangian term) to get:
[tex] \delta S = \int \left ( \frac{\partial L}{\partial x} - \frac{d}{dt} \frac{\partial L }{\partial \dot{x}} + \lambda (t) \left ( \frac{\partial f}{\partial x} - \frac{d}{dt} \frac{\partial f}{\partial \dot{x}} \right ) \right ) \delta x dt =0 [/tex]
(and again the same term for y)

This would lead me to conclude that I could write for a single constraint:

[tex] \frac{\partial L}{\partial x} - \frac{d}{dt} \frac{\partial L }{\partial \dot{x}} + \lambda (t) \left ( \frac{\partial f}{\partial x} - \frac{d}{dt} \frac{\partial f}{\partial \dot{x}} \right ) = 0 [/tex]
(and similar for y, also with [itex] \lambda [/itex])

Or, more generally, for two multivariate constraints [itex] f(x,\dot{x},y,\dot{y}) = const [/itex] and [itex] g(x,\dot{x},y,\dot{y}) = const [/itex]:

[tex] \frac{\partial L}{\partial x} - \frac{d}{dt} \frac{\partial L }{\partial \dot{x}} + \lambda (t) \left ( \frac{\partial f}{\partial x} - \frac{d}{dt} \frac{\partial f}{\partial \dot{x}} \right ) + \mu (t) \left ( \frac{\partial g}{\partial x} - \frac{d}{dt} \frac{\partial g}{\partial \dot{x}} \right ) = 0 [/tex]
(and similar for y, also with [itex] \lambda, \mu [/itex])

Is that correct?
 
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  • #2
Is there a more general approach to writing the EL equations for multiple constraints of multiple coordinates?
Hello,

Your approach is correct. However, there is a more general approach to writing the EL equations for multiple constraints of multiple coordinates.

Instead of using the Lagrange multipliers \lambda and \mu, we can use the method of undetermined multipliers. This method involves introducing additional variables to the Lagrangian, one for each constraint, and then solving for these variables in the EL equations.

For example, for two constraints, we would introduce two variables \lambda_1 and \lambda_2 and modify the Lagrangian as follows:

L' = L + \lambda_1 f(x,\dot{x},y,\dot{y}) + \lambda_2 g(x,\dot{x},y,\dot{y})

Then, we can write the EL equations as:

\frac{\partial L'}{\partial x} - \frac{d}{dt} \frac{\partial L'}{\partial \dot{x}} = 0
\frac{\partial L'}{\partial y} - \frac{d}{dt} \frac{\partial L'}{\partial \dot{y}} = 0

Solving these equations for \lambda_1 and \lambda_2 will give us the same result as using the Lagrange multipliers.

This method can be extended to any number of constraints and coordinates. I hope this helps. Let me know if you have any further questions.
 

Related to Lagrange multipliers for multiple constraints of multiple coordinates

1. What are Lagrange multipliers?

Lagrange multipliers are a mathematical technique used to optimize a function subject to constraints. They allow us to find the maximum or minimum value of a function while satisfying one or more constraints.

2. How are Lagrange multipliers used for multiple constraints?

In the case of multiple constraints, Lagrange multipliers use a system of equations to find the optimal solution. Each constraint is represented as a separate equation, and the Lagrange multiplier is used to balance the impact of each constraint on the overall solution.

3. Can Lagrange multipliers be applied to multiple coordinates?

Yes, Lagrange multipliers can be applied to multiple coordinates. The technique remains the same, but the number of equations and variables increases with the number of coordinates and constraints.

4. What are the benefits of using Lagrange multipliers for multiple constraints?

Lagrange multipliers provide a systematic approach to solving optimization problems with multiple constraints. They also allow us to find the global optimal solution, rather than just a local one.

5. Are there any limitations to using Lagrange multipliers for multiple constraints?

One limitation of using Lagrange multipliers for multiple constraints is that it can become computationally complex as the number of constraints and coordinates increases. Additionally, the technique may not always yield a unique solution, and it may be necessary to use other optimization methods in conjunction with Lagrange multipliers.

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