184
CALCULUS
6. Continuation. Several Auxiliary Equations. The method of
Lagrange’s multipliers applies to the general case that the variables
are connected by an arbitrary number of auxiliary equations. For
example, let
(1) u = F(x, y, z, t),
(2) 4>(a>, y, z, t) = 0, ¥(a>, y, z, t) = 0.
If equations (2) can be solved for z and t, then, on substituting
these values in (1), u becomes a function of x and y. Equations (1)
of § 3 now take on the form
(3) + + iA=0, F 2 + f£+f3=0.
ox cx cy cy
The derivatives dz/dx, etc. are determined by the equations:
(4) 4q -f 4> 3 -—I- 4q — = 0, 4> 2 + 4*3 —h 4> 4 — = 0 ;
cx cx cy cy
(5) qq + *3^ + * 4 |* = 0, 'k 2 + * 3 ^ + * 4 f* = 0.
cx cx cy cy
Thus we find the conditions
F l
^3
f 4
Fo
F s
F\
4>i
*4
= 0,
<J> 2
4*3
4> 4
*3
*4
4q
*3
*4
The four equations (2) and (6) determine the four unknowns
x, y, z, t, and for this system of values equations (1) of § 3 hold.
Lagrange’s method consists in forming the function
u = F + A4> + ycV,
where A and ^ are constants, to which shall later be assigned suitable
values, and where u is considered as a function of the four indepen
dent variables, (x, y, z, t). It is to this function that condition (1) of
§ 3 is now applied, and thereby result the equations:
(0 + ^4q + /¿'Iq = 0, F 2 + A4> 2 + ¿I'k.j = 0, F 3 4- A4> 3 + /x.'Fj = 0,
F 4 -f- A < t > 4 + /A'k.} = 0.
From the last two of these A and ¡x are to be determined, and these
values are then substituted in the first two. The two equations thus
obtained are precisely the equations (6).
The extension of the method to a function of n variables,
u = F(x L , x n ),