Legendre's Condition/Lemma 1

Lemma 1
Let $ y = y \left ( { x } \right )$ be a real function, such that:


 * $ y \left ( { a } \right )= A, \quad y \left ( { b } \right ) = B$

Let $ J \left [ { y } \right ]$ be a functional, such that:


 * $ \displaystyle J \left [ { y } \right ] = \int_a^b F \left ( { x, y, y' } \right ) \rd x$

where


 * $ F \in C^2 \left [ { a \,. \,. \, b } \right ] $

all its variables.

Then


 * $ \displaystyle \delta^2 J \left [ { y; h } \right ] = \int_a^b \left ( { P \left ( { x, y \left ( { x } \right ) } \right ) h'^2+Q \left ( { x, y \left ( { x } \right ) } \right ) h^2 } \right ) \rd x$

where


 * $ \displaystyle P \left ( { x, y \left ( { x } \right ) } \right ) = \frac{ 1 }{ 2 } F_{ y' y' }, \quad Q \left ( { x, y \left ( { x } \right ) } \right ) = \frac{ 1 }{ 2 } \left ( { F_{ y y} - \frac \d { \d x } F_{ y y'} } \right )$

Proof
The minimising function $ y $ has fixed end-points.

Therefore, consider an increment of a functional with $ h $ such that:


 * $ h \in C^1 \left [ { a \,. \,. \, b } \right ] : \left ( { h \left ( { a } \right ) =0 } \right ) \land \left ( { h \left ( { b } \right ) =0 } \right )$

Then:

where omitted variables are $ \left ( { x, y, y' } \right) $, and the overbar indicates derivatives being taken along some intermediate curves:


 * $\overline F_{ y y } \left ( { x, y, y' } \right) = F_{ y y } \left ( { x, y + \theta h, y'+ \theta h' } \right)$
 * $\overline F_{ y y' } \left ( { x, y, y' } \right) = F_{ y y' } \left ( { x, y + \theta h, y'+ \theta h' } \right)$
 * $\overline F_{ y' y' } \left ( { x, y, y' } \right) = F_{ y' y' } \left ( { x, y + \theta h, y'+ \theta h' } \right)$

with $ 0 < \theta < 1$.

If $ \overline F_{ y y }$, $ \overline F_{ y y' }$, $ \overline F_{ y' y' } $ are to be replaced by $ F_{ y y }$, $ F_{ y y } $, $ F_{ y' y' }$ evaluated at the point $ \left ( { x, y \left ( { x } \right), y'\left ( { x } \right) } \right )$ then


 * $ \displaystyle \Delta J \left [ { y; h } \right] = \int_a^b \left [ { F_y \left ( { x, y, y' } \right) h +  F_{ y' } \left ( { x, y, y' } \right) h' } \right ] \rd x + \frac{ 1 }{ 2 } \int_a^b \left [ {  F_{ y y } \left ( { x, y, y' } \right) h^2 + 2 F_{ y y'} \left ( { x, y, y' } \right) h h' + F_{ y' y'} \left ( { x, y, y' } \right) h'^2 } \right ] \rd x + \epsilon$

where


 * $ \displaystyle \epsilon = \int_a^b \left [ { \epsilon_1 h^2 + \epsilon_2 h h' + \epsilon_3 h'^2 } \right ] $

By continuity of $ F_{ y y }$, $ F_{ y y } $, $ F_{ y' y' }$


 * $ \left \vert h \right \vert_1 \to 0 \implies \epsilon_1, \epsilon_2, \epsilon_3 \to 0$

Thus, $ \epsilon $ is an infinitesimal of the order higher than 2 $ \left \vert h \right \vert_1$.

The first and second term on the of $ \Delta J \left [ { y; h } \right ] $ are $ \delta J \left [ { y; h } \right ]$ and $ \delta^2 J \left [ { y; h } \right ]$ respectively.

Integrate the second term of $ \delta^2 J \left [ { y; h } \right ]$ by parts:

Therefore


 * $ \displaystyle \delta^2 J \left [ { y; h } \right ] = \int_a^b \left ( { \frac{ 1 }{ 2 } F_{ y' y' } h'^2 + \frac{ 1 }{ 2 } \left [ { F_{ y y } - \frac \d {\d x} F_{ y y'}  } \right ] h^2  } \right ) \rd x$

Mistake

 * $\S 5.25$: The Formula for the Second Variation. Legendre's Condition p. 102

states that


 * $P = \dfrac 1 2 F_{ y' y'} \quad Q = \dfrac 1 2 \left ( { F_{ y y'} - \dfrac \d {\d x} F_{ y y' } } \right )$

This is a mistake, since the second variation should contain both pure and mixed partial derivatives of the order 2.

However, $ F_{ y y} $ is missing and could not have been lost during derivation of the proof.

It should be:


 * $Q = \dfrac 1 2 \left({F_{y y} - \dfrac \d {\d x} F_{y y'} }\right)$