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1 Wariac toolol
1.1
1.2
1.3
31
63
67
4.1
4.2
5.1
5.2
GARQIG
5.3
ii
75
Blg 1
Wariac toolol
1.1 Wariac toollyn bodlogyn tawil
Wariac toollyn bodlogod xrgdg daraax jind
awq ze.
Ji 1. XOT koordinatyn xawtgad A(x0 , t0 ), B(x1 , t1 )
cgd ggdj. A, B cgdig xolboson glgr (differencialqlagddag) murunuud x = x(t) dotroos xamgin bogino urtta murug ol.
x = x(t) duryn murun numyn
x
A
differencialyg biqwl:
x0
p
x = x(t)
ds = 1 + x02 dt
x1
0
B
t0
t1
Zt1 p
1 + x02 (t)dt.
J(x) =
t0
rr xlbl J(x) funkcionald xamgin baga utga olgodog x = x(t) murug olox bodlogo bolj bana.
3
Zt1
J(x) = 2
p
x(t) 1 + x0 2 dt.
t0
p
p
mv 2
v = 2gh = 2g(x0 x).
2
ds
.
d
ds
1 + x02 dt
d =
=p
.
v
2g(x0 x)
Tgwl AB numyn daguu iljix nit xugacaag olbol:
Zt1 s
J(x) =
t0
(1 + x02 )
dt
2g(x0 x)
J(x) =
(1.1)
t0
(1.1) funkcional xamgin baga utgaa awdag x = x (t) funkcig ol. Bolomjit murunuudyn olonlogig D-r tmdgle.
x D C 1 (T )
5
(1.2)
(1.3)
t [t0 , t1 ]
(1.4)
nxcl bielgdj bawal x = x (t) murug J(x) funkcionalyn orqny xqt minimumyn cg gj nrln. Xrw
(1.4) nxcl n
|x(t) x (t)|
|x0 (t) x 0 (t)| ,
t [t0 , t1 ]
(1.5)
x(0) = 0
x(1) = 0
x2 (1 x02 (t))dt 0.
0
x (t)
Imd
orqny sul minimumyn cg bolno. Odoo x (t)-g
orqny xqt minimumyn cg boloxg gdgig xaruul.
1
ni tuld xn (t) = sin 2nt, n = 1, 2, . . . gsn bolomn
jit murunuudyn daraallyg sonirx.
1
1
0
|xn (t) x (t)| max sin 2nt = n
n
n .
t[0,1]
Z1
0
sin2 2nt
(1 4 2 n cos2 2nt)dt =
n
1 cos 4nt 2
1 2
(1 cos 8nt) dt =
< 0 = J(x )
n
2
2n 2
(t0 ) = (t1 ) = 0
7
(1.6)
Funkcionalyn wariac
J(x) =
Rt1
t0
nd x = x(t), x
=x
(t), t T = [t0 , t1 ] bolno.
Zt1
J(x) = J(
x) J(x) = [F (
x, x
0 , t) F (x, x0 , t)]dt.
t0
F (x, x0 , t) 0
F (x, x0 , t)
(t) +
(t)+
x
x0
2
0
1 h 2 2 F (x, x0 , t) 2
2 F (x, x , t)
(t)
+
2
(t) 0 (t)+
2
x2
xx0
2 F (x, x0 , t) 02 i
+2
(t) + 0(2 ).
x02
Funkcionalyn rqlltig daraax xlbrt taw.
J(x) = J(x) +
2 2
0(2 )
(x) + 0(2 ),
0, 0 (1.7)
2
2
F (x, x0 , t)
F (x, x0 , t) 0
(t) +
(t) dt
x
x0
8
(1.8)
Zt1 2
F 2
2 2 F (x, x0 , t)
2 F (x, x0 , t) 02
0
J=
(t)+
(t) (t)+
(t) dt
x2
xx0
x02
2
t0
(1.9)
(1.10)
2 J(x ) 0
(1.11)
nxcld bielgdn.
Tgwl (1.7)-aas
0(2 )
J(x ) = J(x ) + 2 J(x) +
=
2
2
O(2 )
= + J(x ) +
.
2
|
x0 (t) x 0 (t)| = ||| 0 (t)| || max | 0 (t)|.
t[t0 ,t1 ]
(t), 0 (t) funkcuud [t0 , t1 ] dr tasraltg uqir zaaglagdsan bana. Ng talaar J(x ) < 0 tul x n orqny sul
minimumyn cg gdgt xarilj bana. Odoo (1.10) nxcl
9
2 2
O(2 )
2
2
2 1 2
J(x ) = J(x ) + O( ) =
J(x ) +
.
2
2
2
-in xrlct baga ed J(x )-in tmdg n 2 J(x )in tmdgt adilxan bana. Tgwl J(x ) < 0 bolj
daxin zrqild xrw. Imd teorem batlagdaw.
J(x ), 2 J(x ) ilrxilld (1.6) nxclig xangasan duryn (t) funkcuud orolcson uqraas (1.10), (1.11) nxclig
algaxad niln twgt gdg n xaragdaj bana. Imd
(1.10) ilrxillig xlbarqil. ni tuld tuslax qanaryn daraax r dn aiglana.
(1.12)
t0
tnctgl n T = [t0 , t1 ] zawsart todorxologdson bx tasraltg funkcuud a(t) bolon (1.6) nxclig xangadag (t)
funkcuudyn xuwd bielgddg bol a(t) 0, t [t0 , t1 ] bolno.
Batalgaa. srgs batal. Tgwl (t0 , t1 ) cg orix
bgd a( ) > 0 nxcl bielgdn. a(t) tasraltg uqir
> 0, > 0 orix ba
a(t) > , t [ , + ] [t0 , t1 ].
(t) funkc baguul.
(t) =
(t + )2 (t )2 , t [ , + ]
0,
t [ , + ]
10
+
Z
a(t)(t)dt >
(t + )2 (t )2 dt =:
t0
t =y
t =
y1 = =
y2 = + =
Z
(y + )2 (y )2 dy > 0
:=
t1
(1.13)
=0
x
dt
x0
Batalgaa. x = x(t) orqny sul minimumyn cg uqraas
J(x) = 0 bielgdn.
Zt1
J(x) =
t0
F (x, x0 , t)
F (x, x0 , t) 0
(t) +
(t) dt.
x
x0
R
R
Ng talaar ( udv = vu vdu) xsgqiln integralqlax
argyg aiglawal:
Zt1
t0
F 0
(t)dt =
x0
Zt1
t0
Zt1
t0
t1
F
F (x, x0 , t)
d(t) =
(t)
0
x
x
t0
d F
(t)dt
dt x0
ba (t0 ) = (t1 ) = 0
11
Rt1 F
d F
tul J(x) =
(t)dt = 0.
dt x0
t0 x
nd F = F (x, x0 , t).
F d F
Imd mnx Lemm soor
=0 bolj batlagdaw.
x dt x0
Xrw (1.13)-g zadalj biqwl:
F (x, x0 , t) 0
2 F (x, x0 , t) 00
2 F (x, x0 , t) F (x, x0 , t)
x
(t)
+
x
(t)
+
=0
x02
x0 x
x0 t
x
F
= B(x, t)
x0
B(x, t) 0 B
2F
=
x +
,
0
x t
x
t
F (x, x0 , t) d F (x, x0 , t)
A B 0 B(x, t) 0 B
=
+
x
x
=0
0
x
dt
x
x x0
x
t
B A
=0
(1.14)
t
x
12
Zt1
t0
t1
t0
t0
n toxioldold integral n integralqlax zamaas ogt xamaaraxg ba ggdsn cgdin barlalaas xamaarq bana.
Funkcional n zamaas xamaraxg togtmol utga awq bana.
n ed Wariacyn bodlogo utgaa aldaj bana. Imd caa 2 F (x, x0 , t)
id bid
6= 0 gj zx bolno. Odoo daraax
x02
toxioldluudyg awq ze.
a) F (x, x0 , t) = F (x0 )
d F 2 F 00 F
=
x ,
= 0.
dt x0
x02
x
ler-Lagranjin tgitglig biqwl:
F
d F 2 F 00
2 F 00
=
x
=
0
x = 0.
x
dt x0
x02
x02
2F
nds
6= 0 tul x00 = 0 ba x = C1 t + C2 uluun bolj
x02
bana.
13
F
= 0 tul
x
d F 2 F 00
2F
d F
F
=
x
+
ba
=0
= const.
0
02
0
0
dt x
x
x t
dt x
x0
dh
F i F 0
00 F
00 F
0 d F
x
+
x
x
=
F x0 0 =
dt
x
x0
x0
x0
dt x0
h F
d F i
= x0
= 0.
x
dt x0
F
Imd kstremalin xuwd F x0 0 = const bielgdn.
x
n n x0 , x-s xamaarsan 1-r rmbin differencial tgitgl bolno. nig aiglan 2-r jini bodoltyg
gctgwl:
Zt1 p
J(x) = 2 x 1 + x02 dt
t0
x x02
tul x 1 + x02
= C1 . nds x(1 + x02 ) x x02 =
02
1
+
x
nds
s
0
x =
dx
=
dt
x2 C12
1
=
2
C1
C1
q
x2 C12 .
p
x2 C12
C1 dx
p
= dt
C1
x2 C12
14
q
2
2
C1 ln x + x 1 = t + C2
Z1
0
J(x) =
02
(12xt + xx + x )dt,
x(0) = 1
x(1) = 4
1 + x02
0
F (x, x , t) =
, x(t0 ) = 0,
t1
0 t0
2gx
t
F
x(t1 ) = x1 , F x0 0 = const,
x
1 + x02
1
2x0
=C
x0
2gx
2gx
1 + x02
x1
1 + x02 x02
=C
2gx 1 + x02
2gx(1 + x02 ) =
1
k
x=
.
2
C
1 + x02
t = ( sin ) + k2
2
Z2
J(x) =
0
3
x(0) = x
= 0.
2
d F
2
Z
4n2
2t
2t
5n2
J(xn )=
cos2 n2 sin2
n , n ed.
dt=
9
3
3
12
1
2t
sin , n = 1, 2 . . . daraalal awaxad
n
3
1
2t 1
|
xn (t) x | = sin = 0, n ed
n
3
n
2
2t
2
|
x0n (t) x 0 | = max cos =
0, n ed.
3
3n
] 3n
t[0, 3
2
Ng talaar, x
n (t) =
Z2
J(
xn ) =
0
4n2
2t
1
2t
5
cos2 2 sin2
dt =
< 0 = J(x )
9
3
n
3
12n2
16
J(x) =
x(0) = x(1) = 0.
x D.
J(x) =
0
x(0) = 0,
x(1) = 1.
F
F
= 0.
= 3x02 tul ler-Lagranjin tgitgl
x
x0
daraax xlbrt bolno.
d
(3x02 ) = 0 3x02 = C, x0 = C1
dt
x = C1 t + C2 , x (t) = t
(t) C 1 (T ) : (0) = (1) = 0, T = [0, 1] bolog. Tgwl
x (t) + (t) funkc n bolomjit muru bolox n ilrxi.
Z1
Z1
03
Z1
Z1
02
03
(1 + 0 (t))3 dt =
((t + (t)) dt =
17
Z1
(t)dt+ (3 02 + 03 )dt =
0
(3 02 + 03 )dt
= J(x (t)) +
0
02
(3 + 0 )
3 02 + 03
Xrw
0 buu
0, t [0, 1], 0 3
0
0
buu || ||C 1 = max || (t)|| 3 ed J(x + ) J(x ) bolj
t[0,1]
0t
n,
n
n0 (t) =
n
1
,
<t1
(n 1)
n
Rt
Rt
1
0 t , t (0, 1) ed n (t) = n0 (t)dt = ndt =
n
0
0
1
nt ba mn n (t) funkcig 0 t 1,
< t 1 ed
n
1
Zt
Zn
n0 (t)dt
n (t) =
0
1
Zn
=
0
( n)dt +
Zt
n0 (t)dt
n0 (t)dt =
1
n
Zt
n
n
1
1
dt = +
t
n1
n
n n1
1
n
nt
n (t) =
1
n
1
+
t
,
n
n (n 1)
18
0t
1
n
1
<t1
n
n
1
max |n (t)| = max{ max k nt, k, max | +
t
1
1
n1
n
t[0,1]
t[0, n
]
t[ n
,1]
1
1
1
|} = max , 0 = 0, n ed.
n
n
n
Ng talaar
1
Z1
Zn
02
J(xn )=J(x )+
03
(3x +x )dt=1+
0
=1+
03
(3n n n)dt +
Z1
3
(3x +x )dt+
0
Zn
Z1
02
1
n
n n
n
+
dt =
(n 1)2 (n 1)3
1
n
1
n
n n
1
= 1 + (3n n n) + 3
+
=
n
(n 1)2 (n 1)3
n
n n
3n
(n 1)
(n 1)
+
=
=1+3 n+
(n 1)2
n
(n 1)3
n
3
n
=4 n+
+
, n ed.
n 1 (n 1)2
Ji 9. (kstremal ordog bgd coryn ganc global minimumyn cg bolowq C 1 [t0 , t1 ] angid xaralagdaxg.)
Z1
J(x) =
x(0) = 0,
x(1) = 1.
nds x = t 3 =
Z1
J(x ) =
0
C1 t 3 dt = C1 t 3 + C2 .
x(t) =
1 2
3
t, x 0 = t 3
3
1 4
1
t t 3 dt =
9
9
2
3
Z1
t 3 dt =
0
1
1
3
t|10 =
3
3
algawal:
ZT
ZT
ZT
0
2
02
2
2
0
(x (t)x(t)ctgt) dt = (x +x ctg t2x xctgt)dt = (x02 x2 )dt.
0
J(x) =
0
Z
2
J(x )=
cos 2tdt=
0
C2
sin 2t|0 =0.
2
t
Odoo T > ge. Tgwl x(t, ) = sin
gwl
T
T 2 2
1
J(x(t, )) =
+, .
2 T2
0 ed ||x(t, ) x ||C 1 bolox ba x (t) n orqny sul
minimumyn q cg bolj qadaxg bana. Imd:
1. T ed J(x ) = 0
2. T = ed ler-Lagranjin tgitgl coryn ganc
idt bgd n n bodlogyn global minimumyn cg
m.
3. Xrw T > , T = k, k > 1 bol ler-Lagranjin tgitgl too tomg olon idt bgd dgr n xqt
ba sul minimumyn cgin al n q bolj qadaxg.
4. T > , T 6= k ed ler-Lagranjin tgitgl coryn
ganc idt bgd n id n xqt ba sul minimumyn cgin al n q bolj qadaxg bana.
J(x) =
x(1) = 1.
d
ler-Lagranjin tgitgl (2t2 x0 ) = 0. Tni erndt
C
xi id n x(t) = +D bgd anxny nxclig xangaxg
t
bana. Tns gadna n bodlogyn id absolt tasraltg funkcin angid orixg bana. Uqir n xrw bid
21
nt,
yn (t) =
1,
ed
yn0 (t)
n,
1
0t
n
1
t1
n
1
0t
n
1
t1
n
0,
bolox ba
1
Z1
Zn
t2 yn02 dt =
J(yn ) =
0
t2 n2 dt = n2
0
3
t3 n1
| = 0, n .
3 0
n
Rt1
t0
a(t)(t)dt = 0 tnctgl n
Rt1
t0
(t)dt = 0 nxclig
xangadag bx tasraltg funkcd (t)-in xuwd bielgdj bawal a(t) const, t [t0 , t1 ] bana.
Rt1
a(t)dt = C(t1 t0 )
t0
Rt1
[a(t) C] = 0 bielgdn.
t0
Rt1
Rt1
nds (x)-in xuwd [a(t) C](t)dt = a(t)(t)dt
C
Rt1
t0
t0
(t)dt = 0.
t0
22
t0
a(t) C, t [t0 , t1 ].
nxclr tordorxologdson
Ef : Rn Rn R
J(x) =
(1.15)
t0
x(t0 ) = x0 ,
x(t1 ) = x1 ,
(1.16)
nd F (x, x0 , t) bx xuwsagquudynxaa xuwd tasraltg differncialqlagdana. Odoo ler-Lagranjin tgitglin integral xlbrig garga. ni tuld (1.15) bodlogyn xuwd
funkcionalyn 1-r wariacyg x = x (t) kstremal dr
biqwl:
Zt1
J(x ) ,
t0
F (x , x 0 , t) 0
F (x , x 0 , t)
(t) +
dt = 0
x
x0
23
F (x , x 0 , t)
x
t0
Zt1
(t) =
t0
d
dt
Zt1
F (x , x 0 , )
x0
d (t)dt =:
Rt1 F (x , x 0 , )
d Rt1 F (x , x 0 , )
dv =
d dt,
v=
d
:=
dt t
x
x
t
u = (t)
du = 0 (t)dt
Zt1
Zt1 Zt1
0
0
t
F (x , x , )
F (x , x , ) 0
1
d (t) +
d (t)dt.
x
x
t0
t0
t0
Tgwl
Zt1
J(x ) =
t0
F (x , x 0 , t)
x0
Zt1
+
F (x , x 0 , )
t0
d 0 (t)dt = 0.
aiglawal x (t)
mnx Lemmyg
kstremal n daraax lerLagranjin tgitglin integral xlbrig xangana.
F (x , x 0 , t)
+
x0
Zt1
t0
F (x , x 0 , )
d = C
x
Zt1
t
F (x , x 0 , t)
dt + C
x
(1.17)
n ilrxillin baruun tal n tasraltg differencialqlagddag funkc m. Imd zn tal n t-r tasraltg ulamjlalta bax sto. Imd kstremalin daguu
d F
orino. n bodlogyn xuwd Weertrassyn funkdt x0
cig biqwl:
B(x, x0 , y, t)=F (x, y, t)F (x, x0 , t)Fx0 (x, x0 , t)(yx0 ) (1.18)
24
t
/ [, + ]
ed
0,
y,
t = + , y R ed
(t, ) =
ugaman funkc t [, + ] ba t [ + , + ].
x
y
t0
0,
y,
0 (t, ) =
t
/ [, + ]
t [, + ]
y
( )
t1
ed
ed
t [ + , + ] ed.
Zt1
F (x +(t, ), x 0 (t, )+ 0 (t, ), t)dt =
() =
t0
Z+
F (x + (t )y, x 0 + y, t)dt+
= J(x ) +
Z
y(t
)
y
0
F x + y
, x
, t dt
F (x , x 0 , t)dt
+
Z
() =
F (x + (t )y, x 0 + y, t)
F 0
0 + 0 x dt+
x
x
F (x + ( + )y, x 0 + y, + )+
+
Z
h
F (x + (t )y, x + y, t) y( ) + y i
dt
x0
( )2
y
y( + ) 0
,x
, + .
F x + y
0
Odoo = 0 ed (0)-g ol.
0 (+0) = F (x , x 0 + y, )+
+
Z
F (x , x 0 , t)
y(t ) F (x , x 0 , t) y
y
+
2 dt
x
2
x0
26
+y
F (x , x 0 , t)
y
dt
x
+
Z
+
Z
F (x , x 0 , t)
dt
x0
F (x , x 0 , t)
(t ) dt.
x0
Odoo
+
+
Z
Z
0
y
|y|
,
t)
F
(x
,
x
(t )dt
M
(t )dt =
x0
M |y| (t )2 + M |y|
2
2
+y
y
F (x , x 0 , t)
dt
x
+
Z
F (x , x 0 , t)
dt + 0().
x0
F (x ( + ), x 0 ( + ), + )
=C
x0
Zt1
F (x , x 0 , t)
dt
x
bolox ba nds
F (x ( + ), x 0 ( + ), + ) F (x , x 0 , )
=
x0
x
27
F (x , x 0 , t)
dt
x
Zt1
+
F (x , x 0 , t)
dt =
x
+
Z
F (x , x 0 , t)
dt
x
Tgwl
F (x , x 0 , )
+
x0
+
Z
0
0
F (x ( + ), x ( + ), + ) 1
F (x , x , t)
dt +0()
+y
0
x
x0
0 (+0) = F (x , x 0 + y, ) F (x , x 0 , ) y
1
0+
+
Z
lim
F (x , x 0 , t)
x0
F (x (
dt = lim
0+
+ ), x 0 ( + ), + )
x0
=
1
F (x , x 0 , )
tul 0 (+0) ilrxilld 0 gj zwl
x0
0 (+0) = F (x , x 0 + y, ) F (x , x 0 , ) y
F (x , x 0 , )
.
x0
F (x , x 0 , )
0
x
28
Lejandryn nxcl.
Teorem 4. Xrw x = x (t) n (1.15)-(1.16) bodlogyn orqny
sul minimumyn cg bol
2 F (x , x 0 , t)
0, t ]t0 , t1 [
x02
(1.19)
nxcl bielgdn.
2 F (x , x 0 , )
=<0
(1.20)
x02
bielgdn gj ze. Tgwl (1.20) ilrxillin zn tal
n tasraltg uqraas erg too 1 > 0 orix bgd
2 F (x , x 0 , )
sin2 (t + )
, t ( , + ), < 1 (1.22)
(t)=
2
0,
t
/ ( , + ), > 0
(t + )
(t + )
sin
cos
, t ( , + ),
2
2
0 (t) =
< 1 , > 0
0,
t
/ ( , + )
Zt1h
J(x ) =
t0
2 F (x , x 0 , t) 2
2 F (x , x 0 , t)
(t)
+
2
(t) 0 (t)+
x2
xx0
29
2 F (x , x 0 , t) 02 i
(t) dt 0
x02
2 F (x , x 0 , t) 2 F (x , x 0 , t)
,
funkcd zaaglagdsan tul
x2
xx0
2
2
0
F (x , x 0 , t)
M, F (x , x , t) N, M, N = const
2
0
x
xx
+
Z
h
2 F (x , x 0 , t)
2 F (x , x 0 , t) 2
(t)
+
2
(t) 0 (t)+
x2
xx0
2 F (x , x 0 , t) 02 i
+
dt < 2M + 2N
x02
+
Z
dt +
+
Z
2
dt =
2
4N 2
+ 2 2 =
2
1
1
= [ 2 + 4N + 2M 2 ] = [ 2 + (4N + 2M )]
= 2M +
30
Blg 2
J(x) =
x C 1 (T ),
(2.1)
t0
F (x, x0 , t)
F (x, x0 , t) 0
(t) +
(t) dt
x
x0
t1Zt1 F (x , x 0 , t)
F (x , x 0 , t)
d F (x , x 0 , t)
(t) +
(t)dt=0
x0
x
dt
x0
t0
t0
=0
x
dt x0
gsn ler-Lagranjin tgitgl ba
F (x, x0 , t0 )
=0
x
0
F (x, x , t1 ) = 0
x0
(2.2)
(2.3)
Batalgaa.
x
A
x = x(t)
0
t0
B
t1
32
Xrw x =x (t)
(AB)-muru bodlogyn id bol A ba B
cgd dr tgsgldt murunuud
dotroos x muru
mn
funkcionald
xamgin
(orqny)
baga utga olgono.
= 0.
x
dt
x0
Ng talaar (t) funkc n duryn tul
t1
F (x , x 0 , t)
(t)
=0
0
x
t0
tnctgl n zwxn
F (x , x 0 , t0 )
F (x , x 0 , t1 )
=
=0
x0
x0
F (x(to , c1 , c2 ), x0 (to , c1 , c2 ), t0 )
=0
x0
0
F (x(t1 , c1 , c2 ), x (t1 , c1 , c2 ), t1 ) = 0
x0
B
x = x(t)
t0
t1
Tgwl x
= x (t) + (t),
1
C (T ), (t0 ) = 0
xlbrtgr wariac baguulbal mnx teoremyn nxcl r xlbrt biqigdn.
d F (x , x 0 , t)
F (x , x 0 , t)
=0
x
dt
x0
33
(2.4)
0
F (x , x , t1 )
=0
x0
x (t0 ) = x0
(2.5)
F (x(t1 , c1 , c2 ), x0 (t1 , c1 , c2 ), t1 )
=0
x0
x (t0 , c1 , c2 ) = x0
bolog.
t0 < t1 nxclig xangax t0 , t1 utguud orix bgd x =x (t)
n T = [t0 , t1 ] dr orqny sul minimumyn cg bolog.
Tgwl mnx teoremyn nxcl soor x = x (t) n (2.2) gsn ler-Lagranjin tgitglig xangaxaas gadna (2.3)
gsn nxclig t0 = t0 , t1 = t1 cgd dr xangana. Odoo
t0 , t1 cgd dr mar nxcl bielgdxig todorxol.
Duryn baga 0 , 1 -in xuwd t0 = t0 + 0 , t1 = t1 + 1 -g
todorxol. nd -duryn parametr, t0 < t1 . Funkcionalyn rqlltig awq ze.
+1
t1Z
Zt1
t0
t0 +0
t1Z
+1
F (x , x 0 , t)dt
=
t0 +0
F (x , x 0 , t)dt =
F (x , x 0 , t)dt
J(x , t0 , t1 ) =
+1
t1Z
Zt1
F (x , x 0 , t)dt
F (x , x 0 , t)dt +
t0
t1
34
t1Z
+1
t1Z
+1
F (x , x 0 , t)dt =
t1
F (x , x 0 , t)dt+
t0 +0
t1Z
+1
t1Z
+1
F (x , x 0 , t)dt
F (x , x 0 , t)dt =
t1
t0
t0Z
+0
t1Z
+1
F (x , x 0 , t)dt +
F (x , x 0 , t)dt
t1 +1
t1
t1Z
+1
t0Z
+1
F (x , x 0 , t)dt =
t0
F (x , x 0 , t)dt+
t0
+1
t1Z
F (x , x 0 , t)dt =
+
t1
= F (x , x 0 , t0 )0 + F (x , x 0 , t1 )1 + O() 0.
-in xrlct baga xolbogdold n nmgdxni tmdg n 1-r nmgdxni tmdgr todorxologdono. Imd
( uqir) F (x , x 0 , t0 )0 + F (x , x 0 , t1 )1 = 0 bolox ba
0 , 1 -duryn uqir
F (x , x 0 , t1 ) = 0
F (x , x 0 , t0 ) = 0
bana.
xuwd x = x (t) n (2.2) gsn ler-Lagranjin tgitgl xangaxaas gadna tgsglin cgd dr
0
F (x , x 0 , t1 )
F (x , x , t0 ) = 0,
=0
x0
x0
F (x , x 0 , t0 ) = 0,
F (x , x 0 , t1 ) = 0
nxcld bielgdn.
IV.
J(x) =
Rt1
t0
x(t0 ) = x0
(x0 ggdsn)
1
x(t1 ) = x
(t1 , x1 ggdg)
Bodlogyn onowqto id (t1 , x ) bolog.
t = t1 + t1 ,
x = x + (t), (t0 ) = 0
F (x , x 0 , t)
d F (x , x 0 , t)
=0
x
dt
x0
bolon
F (x , x 0 , t1 ) x 0 (t1 )
F (x , x 0 , t1 )
t1 +
x0
F (x , x 0 , t1 )
(t1 ) + x 0 (t1 )T1
(2.6)
0
x
nxcl bieln.
V. Odoo drx bodlogyn xuwd x1 bxlgdsn, t1 bxlgdg bol (2.7) tomo n x1 = (t1 ) + x 0 (t1 )T1 = 0 bolj
F (x , x 0 , t1 )
(x , t1 ) idin xuwd F (x , x 0 , t1 )x 0 (t1 )
=
x0
0 nxcl bielgdn.
+
36
Zt1
0
F (x +, x + 0 , t)dt F (x , x 0 , t)dt =
J(x , t0 , t1 ) =
t0 +0
t0
t0Z
+0
t1Z
+1
F (x +, x 0 + 0 , t)dt+
t0
F (x +, x 0 + 0 , t)dt+
t1
Zt1h
i
+
F (x + , x 0 + , t)dt F (x , x 0 , t)dt dt 0
t0
bieln.
Daraax xuwirgaltuudyg xie.
F (x + , x 0 + 0 , t) = F (x , x 0 , t) +
F (x , x 0 , t)
+
x
F (x , x 0 , t) 0
+ O().
x0
nds
ti Z
+i
F (x + , x 0 + 0 , t)dt, i (0) = 0,
i () =
ti
i () = 0i (0) + 0(), i = 0, 1
37
h F (x , x 0 , t)
0i () =
ti
F (x , x 0 , t) 0 i
dt+
x0
Imd
+i
ti Z
F (x +, x 0 + 0 , t)dt = F (x +, x 0 + 0 , ti )i +O()
ti
Ng talaar
Zt1
F (x + , x 0 + 0 , t) F (x , x 0 , t) dt =
t0
Zt1
t0
F (x , x 0 , t)
F (x , x 0 , t) 0
(t) +
(t) + O() dt
x
x0
Zt1
t0
t
F (x , x 0 , t) 0
F (x , x 0 , t)
1
(t)dt
=
(t)
x0
x0
t0
Zt1
t0
d
dt
F (x , x 0 , t)
x0
38
(t)dt.
Zt1
F (x + , x 0 + 0 , t) F (x , x 0 , t) dt =
t0
Zt1
t0
F (x , x 0 , t)
d
x
dt
+
F (x , x 0 , t)
x0
dt (t)dt+
t
F (x , x 0 , t)
1
(t)
+ O().
0
x
t0
Zt1
F (x + , x 0 + 0 , t) F (x , x 0 , t) dt =
t0
t
F (x , x 0 , t)
1
(t)
+ O().
0
x
t0
Ng talaar
ti Z
+i
F (x +, x 0 + 0 , t)dt = F (x +, x 0 + 0 , ti )i +O().
ti
F (x , x 0 , t)
ti +i
=
lim
(t)
0
x0
ti
t +i
F (x , x 0 , t)
F (x , x 0 , t)
i
=
(t)
=
x0
x0
ti
t=ti +i
F (x , x , t)
x(ti + i ) x (ti + i )
x0
t=ti
39
F (x , x 0 , t)
x(ti ) x (ti ) =
x0
t=ti +i
F (x , x 0 , t)
x(t
)
x
(t
)
i
i
x0
t=ti
Imd
F (x , x 0 , t)
ti +i
=
lim
(t)
0
x0
ti
F (x , x 0 , t)
x (ti + i ) x (ti )
= lim
i =
0
x0
i
t=ti +i
F (x , x 0 , t) 0
F (x , x 0 , t)
=
x
(t)
+O()
(t)
.
i
0
0
x
x
t=ti
t=ti
F (x , x , t) 0
x (t) 0 +
J(x , t0 , t1 ) = F (x , x 0 , t0 )0 +
x0
t=t0
F (x , x 0 , t)
F (x , x 0 , t) 0
0
+
(t)
+
F
(x
,
x
,
t
)
x (t)
1
1
1
x0
x0
t=t0
t=t1
t
F (x , x 0 , t)
F (x , x 0 , t)
(t)
(t)
+
+ O().
0
0
x
x
t0
t=t1
F (x , x 0 , t0 ) 0
0
J(x , t0 , t1 ) = F (x , x , t0 ) +
x (t0 ) 0 +
x0
F (x , x 0 , t1 ) 0
0
x (t1 ) 1 + O().
F (x , x , t1 )
x0
0 , 1 -duryn uqir
F (x , x 0 , ti ) 0
F (x , x 0 , ti ) +
x (ti ) = 0,
x0
xqint bana.
40
i = 0, 1 tnctgl
(2.7)
murunuud ggdj.
(t) C 1 (T ), (t) C 1 (T ), T = [t0 , t1 ],
Z
J(x) =
F (t, x, x0 )dt
E
(2.8)
x = (t)
A
x = (t)
0
E : x = x(t), x0 = (t0 ),
41
x = (t1 )
(2.10)
bolog. Tgwl x = x (t) funkc n ler-Lagranjin tgitglig xangax bgd A(t0 , x0 ), B(t1 , x1 ) cgd bolon
x funkcin xuwd daraax nxcl bielgdn.
=0
F (t0 , x (t0 ), x 0 (t0 ))+(0 (t0 ) x 0 (t0 ))
x0
x(t0 , c1 , c2 ) = (t0 )
(2.12)
x(t1 , c1 , c2 ) = (t1 )
sistemt xamtruulan bodoj c1 , c2 , t0 , t1 -ig olno. Mn tuxan toxioldold (2.9)-(2.10) bodlogyn xuwd A(t0 , x0 ) n
bxlgdsn bgd baruun talyn tgsgl n x = (t) murun daguu xdldg bol (2.11) nxcl n
F + ( 0 x0 )
=0
t=t1
xlbrt bolno.
42
Bodolt.
y = x2
y =x5
0
Z p
=0
1 + c1 + (1 c1 ) p
1 + c21
p
c1
=0
1 + c21 + (2t1 c1 ) p
1 + c21
1 + c21 + c1 c21 = 0
1 + c21 + (2t1 c1 ) = 0
43
t0 + c2 = t0 5
c1 t0 + c2 = x0 = t0 = 5
buu
1
1
2
c1 t1 + c2 = x1 = t1
+ c2 =
2
4
23 17
3
23
n sistemig bodwol: c2 = ba t0 =
bolno. A
;
,
4
8
8 8
1 1
B ;
n xor murun xamgin or za n
2 4
r
23 1 2 17 1 2 19 2
AB =
=
8
2
8
4
8
J(x) =
(2.13)
t0
d F (x , x 0 , t)
F (x , x 0 , t)
=0
(2.14)
x
dt
x0
44
(2.15)
F (x , x 0 , t)
d F (x , x 0 , t)
= 0, i = 1, n
xi
dt
x0i
x (t ) = x0i
i 0
xi (t1 ) = x1i , i = 1, n.
(2.16)
Fi (x, x0 , t)dt = ci , i = 1, m.
(2.17)
J(x) =
t0
Zt1
gi (x) ,
t0
i=1
d L(0 , , x , x 0 , t)
L(0 , , x , x 0 , t)
=0
x
dt
x0
Rt1
Fi (x , x 0 , t)dt = ci , i = 1, m
t0
x (t0 ) = x0 , x (t1 ) = x1
nxcl bielgdn. rr xlbl x = x (t) funkc n
45
t0
x(t0 ) =
x0 ,
x(t1 ) =
(2.18)
x1
bodlogyn id gsn g m.
gaar xolboxdoo absciss tnxlg ba x = x(t) 0 muru xoroor ssn talba xamgin ix baxaar xolbo. n bodlogyn matematik zagwar biqwl:
x
l
S
t0
t1
Rt0
J(x)
=
x(t)dt min,
t0
Rt0 p
1 + x02 (t)dt = l
g(x) =
t0
=
x0
1 + x02
d x0
=0
dt
1 + x02
46
x0 = p
(t c1
)2
dx
t c1
== p
2
dt
(t c1 )2
t c1
dx = p
(t c1 )2
p
x c2 = 2 (t c1 )2 (x c2 )2 + (t c1 )2 = 2
(t0 c1 )2 + c22 = 2
(t c )2 + c2 = 2
0
Rt0
p
t0
dx
2 (t c21 )
2
nds c1 = 0, c2 = 2 x0 arcsin
=l
t0
1
=
.
D:
f (x) min,
gj (x) 0,
j = 1, s
G(x) = 0
47
(2.19)
(2.20)
(2.21)
||R(x0 , h)||Y
=0
||h||X
||h||X 0
lim
nxcl bielgdx bol P -operatoryg G- operatoryn ulamjlal buu gradient gj nrln. nig G(x0 ) gj tmdgln. x0 cg drx gradientin utgyg G0 (x0 )(h) gj tmdgln.
: X Y ugaman tasraltg operator bolog. Mn ugaman tasraltg operator : Y X todorxologdson
gj ze. Xrw < c, (x) >Y =< (c), x >X tnctgl n
bx x X, y Y -din xuwd bielgddg bol X , Y ogtorgunuudyg -in xuwd xarilcan xosmog gj nrln.
(2.19) bodlogyn xuwd Lagranjin funkcionalig todorxolbol:
s
P
L(x, , 0 , 1 , . . . , m ) = 0 f (x)+
j gj (x)+ < , G(x) >Y
j=1
m
X
j=s+1
48
(G(x0 )) ( ) = 0, j gj (x0 ) = 0, j = 1, s
nxcl bielgdx wdal m.
Rt1
x0 = (t, x, u)
h0 (x(t0 )) = 0, h1 (x(t1 )) = 0
(2.22)
Rt1
t0
minimum bax zalg nxcl n ngn zrg tgt tnc bi Lagranjin rjigdxnd 0 R, 0 0,
li Rsi , i = 0, 1 ba funkc p(t) C1n (T ) orix bgd
a)
F
x
b)
w)
d F
=0
dt x0 (x (t),u (t))
F
(x (t0 ), u (t0 )) = h 00 (x (t0 ))l0 ,
x0
F
(x (t1 ), u (t1 )) = h 01 (x (t1 ))l1
x0
F
(x (t), u (t)) = 0
u
nxcld bielx wdal m.
(2.23)
(2.24)
(2.25)
(2.26)
p(t0 ) = h0
0 (x (t0 ))l0
(2.27)
(t ))l
p(t1 ) = h0
(x
1
1
1
50
Rt1
t0
t
1
R
(2.29)
fj (t, x, x0 )dt = j , j = 1, m
t0
h0 (x(t0 ) = h1 (x(t1 )) = 0
0
fi : R Rn Rn R, i = 0, m, hi : Rn Rsi , i = 0, 1.
Xrw x0i = ui , i = 1, n ba x0j+n = fj (t, x, u), j = 1, . . . , m gj
zwl n bodlogo n mnx bodlogo ruu iljin. nig
zadalj biqwl:
Zt1
u) =
J(x,
x0j = uj , j = 1, 2, . . . , n
x0j+n = fj (t, x1 , x2 , . . . , xn , u1 , u2 , . . . , un ), j = 1, . . . m
hi (x1 (ti ), . . . , xn (ti )) = 0, i = 0, 1, xn+j (t0 ) = 0, xn+j (t1 ) = j ,
j = 1, 2, . . . , m
F
d F
=0
dt x0
x (t)
x
= h0
0 (x (t0 ))l0
x0 x (t0 )
= h0
0 (x (t1 ))l1
x0 x (t1 )
51
+ ...
x
dt x0
dt2 x02
dt3 x03
+(1)n
dn (n) F
=0
dtn x0(n)
n
X
i i , i R, i = 1, 2, . . . , n}
i=1
nimumyn cg bolog. {k }
k=1 X daraallyn xuwd daraax
nxcld bieldg gj ze.
1. {k }
k=1 n X ogtorgun gcd daraalal
2. Duryn n dugaaryn xuwd x X lement orix bgd
f (xn ) =
min
xK[1 ,...,n ]
f (x)
54
Blg 3
Tgsglg zawsar
drx wariac toollyn
bodlogo
din zasagt psin aig, xrglgqin xanamj, nigmin balgig xugacaany xzgaarg zawsart awq zx aardlaga gardag. n n tgsglg zawsar drx wariac toollyn bodogo ruu iljdg.Zorilgyn funkcional
Z
F (x, x0 , t)dt
J(x) =
0
xlbrt bana.
R
0
gral uqraas n integralyn tgsglg bax buu nilltin asuudlyg awq zx n quxal m. xrw J(x) funkcioR
nal n F (x, x0 , t)et dt xlbrt bgd F (x, x0 , t) funkc
0
Z
0
F (x, x , t)e
M et dt =
dt
(3.1)
J(x) =
(3.2)
x(t0 ) = x0
(3.3)
bodlogo n tgsglg zawsar drx wariac toollyn bodlogo bgd n bodlogyn xuwd ler-Lagranjin tgitgl mn ijilxn biqigdx ba nmlt zaxyn nxcl n
r bana. ni tuld bxlgdg tgsglt wariac
toollyn bodlogyn nmlt nxclig aiglawal:
[F x0 Fx0 0 ]t T + [Fx0 0 ]t xT = 0
T bxlgdg tul (3.4) nxcl n
0 F
lim F x
=0
t
x0
F
lim
=0
t x0
(3.4)
(3.5)
(3.6)
ed bielgdn.
= const bol xT = 0 bolox ba (3.6) nxcXrw lim x(t) = x
t
lig aiglax aardlagag m.
Xarin bxlgdg tgsglin cgt ed (3.5), (3.6) nxcldig aiglax n toxiromjto.
56
Q
Q
2Q
2Q
> 0,
> 0,
<
0,
<0
K
L
K 2
L2
Xugacaany t agind psin aig F (K, L) = pQ(K, L)
W L m(K 0 + K) bolno.
nd p-btgdxni n, W -calin, K -kapital, L-xdlmr,
dK
-kapitalyn lgdl, K 0 =
xrng oruulalt, m-tonog
dt
txrmjin n.
Diskointin xqin zl et -g toocoj, psin xzgaarg
xugacaanaas olox agig toocwol:
Z
J(K, L) =
Q(K, L) W L m(k 0 + K) et dt
nd
F
d
dF
K dt K 0 = 0
F
d dF
=0
L dt L0
F
dQ
F
= p
m et ,
= met ,
K
K
K 0
F
Q
F
= p
W et ,
=0
L
L
L0
Q
m( + )
K =
p
F
W
=
,
t0
L
p
57
+ )
K =
p
(1)
(1)
W
p
(1)
= const.
F
= (2aK 0 + b)et ,
K 0
2F
= 2aet ,
K 02
2F
= 2et ,
K 2
2F
=0
KK 0
2F
= (2aK 0 + b)et .
tK 0
58
b
K=
a
2a
!
r
1
4
nd r1,2 =
2 +
,
2
a
b
k =
. r1 > > 0, r2 < 0
2
> 0 buu > b gj
ilrxi ba din zasgin utgaas K
mrdn garna.
A1 , A2 -togtmoluudyg oloxyn tuld anxny nxcl
K(0) = K0 ba (3.5)-(3.6) zaxyn nmlt nxcldig aiglana.
= K0
A1 + A2 + K
(3.7)
F
(3.8)
= (k K 2 + aK 02 )et
K 0
K = A1 er1 t + A2 er2 t + k,
K 0 = A1 r1 er1 t + A2 r2 er2 t tul
dgrig (3.8)-d orluulbal
F K0
F K 0
F
(r1 )t + A1 (ar12 )e(2r1 )t +
= A1 ( 2 K)e
k 00
(r2 )t +
+A1 A2 (2ar1 r2 2)er1 r2 )t + A2 ( 2 K)e
K
2 )et
+A22 (ar22 )e(2r2 )t + (K
(3.9)
F
0
t
r1 t
r2 t
=
(2aK
+b)e
=
2aA
r
e
+2ar
A
e
+b)
et ,
1
1
2
2
K 0
59
F
n ed (3.5) nxcl lim F K 0
= 0 uud bielx
t
K 0
.
n ilrxi m. (3.7) nxcls A2 -ig olbol A2 = K0 K
tgwl psin cwr agig xamgin ix balgax onowqto
kapitalyn xmjg olbol:
t
2 er2 t
K (t) = (K0 K)r
gj todorxolno.
xn Q n kapital K , xdlmr L-s xamaarsan funkc bolog. Q = Q(K, L) Nit btgdxni ng xsgig (C)-g
xrglx ba ldsn xsgig xadgalamj (S) bolgon xrng
oruulaltad zoriulna.
Tgwl Q = C + S = C + K 0 swl C = Q(K, L) K 0 . Xrglns awax nigmin xanamj n U (C) funkcr todorxologdono. Xanamjin funkc V (C)-in xuwd daraax nxcl
bielgdn.
U (C)
2 U (C)
0,
0.
C
C 2
Xdlmrs xamaarsan xanamjin funkcig D(L)-r tmdglwl nigmin cwr xanamjig xugacaany t agind
U (C) D(L) gj todorxolno. Bx xugacaany tur nigmin cwr xanamjig xamgin ix balgax bodlogyg tomolbol:
Z
[U (C) D(L)]dt max
(3.10)
0
60
(3.11)
K(0) = K0
(K0 ggdsn),
nd F (K, L)=B U (C)+D(L), B n xugacaany duryn agind nigmin cwr xanamjin xrq bolox dd xzgaar.
t ed F (K, L) 0 bana. Odoo J(C) integralyg nildg gj zd bodoltyg gctge. C =Q(K, L) K 0 tul
F
C
Q
= U 0 (C)
+ D0 (L)
+ D0 (L), [ U 0 (C)]
L
L
L
F
=0
L0
C
Q
F
= U 0 (C)
=
K
K
K
F
C
0
= U (C)
= U 0 (C)(1) = U 0 (C) =
K 0
K 0
nx tgitgl n L-in xuwd algebrin tgitgl uqraas anxny L(0) = L0 nxclig oruulax n toxiromjg K
xuwsagqin xuwd
d
Q
d
Q
= 0 buu dt =
, t0
K
dt
K
Ng talaas F (K, L) n t-g aguulaag tul mn zsn soor
61
swl
B U [C(t)] + D[L(t)]
K 0 (t) =
(3.12)
C 0 (t)
xlbrt bolno.
nx differencial tgitglig K(0) = K0 anxny nxclt xamtruulan bodoj K -g brn todorxolno.
(3.12) tomog Ramsen drm gj nrln.
n n xugacaany t agin dax kapitalyn rqlltin
xmj n, odoo ba irdd xrq bolox xanamjin zrg axiu xanamjid xarcuulsan xarcaata tnc ed
xamgin onowqto kapital xurimtlal bi boldog gdgig
todorxolno. n bodlogyn xuwd (3.5) ba (3.6) nxcld
n xor xuwsagqta toxioldold bieln gdgig xlbarxan
algaj bolno. nig algawal:
lim (F L0 FL0 0 ) = 0
ba
0
lim (F K 0 FK
0) = 0
0
lim FL0 0 = lim FK
0 = 0
Blg 4
Wariac toollyn
toocon bodox arga
Odoo wariac toollyn bodloguudyg orolcoo bodox arguudta tanilc.
J(x) =
(4.1)
t0
x(t0 ) = x0
x(t1 ) = x1 .
lerin argad J(x) funkcionalin utgyg taxir ugamyn cgd dr awq zx zamaar matematik programmqlalyn bodlogo ruu iljlj bodno. [t0 , t1 ] zawsryg
(t1 t0 )
t0 + t, t0 + 2t, . . . , t0 + (n 1)t, t =
n
cgdr xuwaana. Taxir ugamyn oron cgd n
n(t0 + t, x1 ), (t0 + 2t, x2 ) . . . , (t0 + (n 1)t, xn1 ) bo63
x
5
4
.
x0 (0.8) =
0.2
Odoo integralyg orolcoogoor tg ncgtin tomogoor
bodwol:
Zb
x x 2
h x 2 x x 2
2
1
3
2
1
1 , x2 , x3 , x4 ) =
+
+ 2x1 +
+
J(x
0.2
0.2
0.2
x x 2
0 x 2
i
4
3
4
2x2 +
+ 2x3 +
+ 2x4 0.2 min
0.2
0.2
1 J
x1
x2 x1
nds
=2
+ 2 = 0,
0.2 x1
0.04
0.02
64
+ 2 = 0,
=2
0.2 x2
0.04
0.02
1 J
x3 x2 x4 x3
=2
+2=0
0.2 x3
0.04
0.02
x4 x3
x4
1 J
=2
+ 2 = 0 bolox ba
0.2 x2
0.04
0.02
2x1 x2 = 0.04
x1 + 2x2 x3 = 0.04
x2 + 2x3 x4 = 0.04
x3 + 2x4 = 0.04
J(x) =
n1
X
k=0
t0
xk+1 xk
F t, xk ,
t min
t
Rt1
t0
x(t0 ) = x0 , x(t1 ) = x1
{i (t)} funkcin sistem n C 1 (T ) ogtorgud gcd daraan
P
lal bolog. xn (t) = 0 (t) +
ci i (t) funkc zoxio.
i=1
1 , c2 , . . . , cn ) min .
J(xn (t)) = J(c
= 0 (t) +
n
X
ci i (t).
i=1
xn (t)
n-in xrlct ix ed
daraalal n Teorem 13 soor
bodlogyn id uruu niln.
Ji 18.
Z1
(x02 + x2 + 2xt)dt min,
0
x(0) = x(1) = 0.
0 (t) = 0, 1 (t) = t2 t, 2 (t) = t3 t2 , . . . , n (t) = tn+1 tn
n = 2 ed
x2 (t) = c1 (t2 t) + c2 (t3 t2 ), x02 (t) = c1 (2t 1) + c2 (3t2 2t)
1 , c2 ) = 11 c21 + 11 c1 c2 + 1 c22 1 c1 1 c2 ,
J(x2 (t)) = J(c
30
30
7
6
10
J
11
11
1
=0
c1 + c2 =
c1
15
30
6
11
2
1
c1 + c2 =
=0
30
7
10
c2
69
7
77t3 8t2 69t
, c2 = , x2 (t) =
.
473
43
473
Imd bodlogyn kstremal n x x2 (t) bana.
c1 =
66
Blg 5
(5.1)
(a, b > 0, h 6= 0)
(5.2)
(5.3)
J(p) =
(5.4)
p(0) = p0 ,
p(T ) = p1 ,
nd p0 , T, p1 ggdsn.
0 =
tp
0
2
= 0 tul ler-Lagranjin tgitgl
tp0
p00
b(1 + b)
a + 2ab + b
p=
h2
2h2
p0 p (p1 p)eT r
,
1 e2T r
p =
A2 =
p0 p (p1 p)eT r
,
1 e2T r
a + 2ab + b
2b(1 + b)
68
p0 0 = c
(5.5)
p
nig daraax xlbrt biqwl:
c
p0
= p0 1
0
p
( > 0)
(5.6)
( > 0)
du
= j(m u),
dt
0<j1
Xrw bodit inflcin twin m n xlgdj bu twns ix bol u0 > 0 bolox srg toxioldold u0 < 0 bolno.
69
(u, u ) =
u0 2
j
2
u0
+u
j
J(u) =
0
0
F
=2
u + u et
u
j
F
1 + 2 0
=2
u + u et
u0
2j2
j
2F
1 + 2
=2
et
u02
2j2
2F
1 + 2 0
= 2
u + u et
tu02
2j2
j
2
F
2 t
=
e
uu0
j
70
A1 =
A1 + A2 = U0
A1 ek1 T + A2 ek2 T = 0
u0 ek2 T
,
ek 1 T ek 2 T
A2 =
U 0 ek 1 T
ek1 T ek2 T
bolog. Cwr aig n (L) C(L0 ) bana. Ps n xdlmrin ncig rqlxd todorxo xugacaany tur psin cwr aig tdig mn tni todorxo bus T xugacaand olox odoogin agig xamgin ix balgax wdal m.
T xugacaan dax psin aig (LT ) bol tni odoogin
aig (LT )et m. nd n buuruulagq kofficient.
71
eT
bana.
1
(L) bL02 K et dt + (Lt )eT max,
z(T ) =
(5.7)
1
(L)et
gj todorxolbol
1
z 0 (t) = [(L) + 0 (L)L0 ]et
bolno. Tgwl
1
(LT )eT =
ZT
0
1 0
1
0
(L) + (L)L et dt + (L0 )
72
ZT
0
J(L) =
F (L, L , t)dt =
0
1
[bL02 K+ 0 (L)L0 ]et dt max,
1
F
1
F
= FL0 = 00 (L)L0 et ,
= [2bL0 + 0 (L)]et
0
L
0 (L)
=0
2b
(5.8)
0 (L)
= 0,
2b
t = T ed
(5.9)
F
0
F L
= 0 buu
L0 t=T
K
L =
b
02
r
0
swl L =
K
, t=T
b
ed
(5.10)
0
0 (L )
=0
L (T )
(5.11)
2b
L 0 (T ) = K
b
73
L = c1 ek1 t + c2 ek2 t + L,
r
4n
2 +
b
= m , k1,2 =
nd L
n
2
(5.9) nxcl daraax xlbrt bolno.
(5.12)
=m
(b(c1 k1 ek1 T + c2 k2 ek2 T + n(c1 ek1 T + c2 ek2 T + L
mxtgwl
(bk1 + n)c1 ek1 T + (bk2 + n)c2 ek2 T = 0
(5.10) nxclig biqwl
r
c1 k1 e
k1 T
+ c2 k2 e
k2 T
K
b
= L0
c1 + c2 + L
k2 T = 0
(bk1 + n)c1 ek1 T + (bkr
2 + n)c2 e
c1 k1 ek1 T + c2 k2 ek2 T =
b
bolno.
LT = L(T ) = c1 ek1 T + c2 ek2 T + L
74
(5.13)
Blg 6
Grafik toocoony
ajil
1.
2.
R1
R1
3.
4.
5.
R2
=0
RT0 02
(x x)dt extr; x(0) = x(T0 ) = 0
0
R1
0
02
(x02
1 + x2 2x1 x2 )dt extr; x1 (0) = x2 (0) = 0,
R1
75
R1
Z1
1 + x02
8.
dt extr; x(0) = 1
x
0
9.
R1
x02 dt extr;
10.
R1
R1
R1
0
x1 (1) = 1, x2 (1) = 3
11.
12.
R0
xdt extr;
Re
R0
1 + x02 dt = , x(1) = 0
2
1
x(e) = e, x0 (e) = 2
13.
R1
1
(t + 1)3 x002 dt extr; x(0) = 1, x(1) = ,
2
0
x0 (0) = 1, x0 (1) =
14.
Re
1
4
1
1
x(e) = , x0 (e) = 2
e
e
1
R
15. (x002 + x02 )dt extr; x(0) = x0 (0) = 0, x0 (1) = sh1
0
16.
R1
u2 dt extr; x00 x = u,
76
x(0) = 1
R1
0
1
0 1
0
x+
u,
21. T inf ; x =
1 1
1 1
x(0) = x0 , x(T ) = 0, u c0{(1; 1), (2; 0), (0; 1)}
22. x21 (1) + x22 (1) inf ; x01 = u1 , x02 = u2 ,
x1 (0) = x2 (0) = 0, u21 + u22 1
23.
24.
25.
26.
27.
R1
x02 dt extr;
x(0) = 1, x(1) = 0
R1
x(1) = 1, x(1) = 1
3
R2
R1
x(0) = x( 3
2 )=0
x(1) = 0
R1
0
R1
R1
x(0) = 0
77
x(0) = 1, T x(T ) = 1
31.
32.
33.
R1
x02 dt extr;
R1
R1
R1
4
x01 x02 dt = ,
5
0
0
x1 (0) = x2 (0) = 0, x1 (1) = 2, x2 (1) = 0,
t(x1 x2 )dt extr;
R1
R1
x1 dt =
R1
x2 dt = 0,
R1
x(1) = 1, x0 (1) = 2
35.
R1
R1
R1
R1
0
3
39.
R4
x(1) = 1, x(T ) = 1,
78
R2
42. T inf ;
3 x00 2, x0 (0) + x0 (T ) = 1,
x(0) = 1, x(T ) = 2
0 1
1 1
0
43. T inf ; x =
x+
u,
1 0
2 3
x(0) = x0 , x(T ) = 0, u co{(1; 1), (0; 1), (1; 1)}
44. x1 (1) + x2 (1) inf ; x01 = u1 , x02 = u2 ,
R1
x(0) = 0, x(T0 ) =
R1
x(0) = x(1) = 0
47.
48.
R2
R1
0
x2 (1) =
49.
50.
51.
52.
x(0) = x( 2 ) = 0
1
e
RT0 02
(x + x2 )dt extr;
x(0) = 0, x(T0 ) =
x(0) = 0, x(T0 ) =
RT
x02 dt extr;
x(0) = 0, T + x(T ) + 1 = 0
RT0
x 1 + x02 dt extr;
x(T0 ) =
79
R1
x02 dt extr;
R1
xdt = 1
x02 dt extr;
RT
R1
R1
x(0) = x0
R1
(t + 1)x002 dt extr;
x(0) = x0 (0) = 0,
x(1) = 1, x0 (1) = 2
57.
R1
x0002 dt extr;
R2
x0 (1) = ch 1 + sh 1, x(0) = 0.
61.
62.
RT0
x002 dt extr;
R1
0
x0 (0) = x0 (T ) = 0,
80
R1
65. T inf ;
x0
x0 = u, x(0) = 1, |u| 1
0 1
1 0
x+
1 1
1 2
u,
RT0 02
(x x)dt extr;
x(0) = 0, x(T0 ) =
R1
x(0) = x(1) = 0
69.
R2
70.
R2
=
x(0) = 0, x
2
2
x(0) = 0, x
=1
2
71.
R2
0
x1
= 1, x2
x1 (0) = x2 (0) = 0,
= 1
72.
73.
74.
75.
R2
RT
x02 dt extr;
+x
extr
2
2
x(0) = 0, (T 1)x2 (T ) + 2 = 0
R1 x102 + x02
2
x1 x2 dt extr;
2
0
R1
0
x02 dt extr;
R1
x1 (1) = x2 (1) = 1
81
80.
R1
x02 dt extr;
RT
R1
xdt = 1, x(0) = 0
x(T ) = x1
R1
et x002 dt extr;
R1
0
x0 (0)
81.
82.
=1
(x002 x02 )dt extr; x(0) = x0 (0) = 0, x
2
0
R2
R1
R4
|x0 | = 1, x(4) = 0
R2
x002 dt inf ;
0
1
1
1
0
87. T inf ; x =
x+
u,
1 0
1 2
x(0) = x0 , x(T ) = 0, u co{(0; 0), (1; 1), (2; 2)}
82
R1
0
x01 = u1 ,
R1
R1
92.
93.
x(0) = x(1) = 0
0
3
91.
x(0) = x(1) = 0
R2
0
R0
3
3
(x2 4x cos tx02 )dt extr; x(0) = 0, x
=
2
2
(12tx x02 )dt extr;
x(1) = 1, x(0) = 0
R1
0
x1 (0) = x2 (0) = 0,
x1 (1) = x2 (1) = 1
94.
95.
96.
97.
98.
99.
RT0 0 2
(x 1 + x0 22 )dt + x2 (T0 ) extr
0
RT
x03 dt extr;
T + x(T ) = 1, x(0) = 0
R1 x102 + x02
2
x1 x2 )dt extr;
2
0
R1
x02 dt extr;
R1
0
RT
R1
xdt = 1,
x02 dt extr;
R1
R1
x1 (0) = x2 (0) = 1
txdt = 0, x(0) = x(1) = 0
x02 dt + x2 (T ) extr
83
R1
101.
R2
x
= x00 (0) = x0
=1
2
2
RT0
102. (x002 x2 )dt extr
=0
103.
R2
x
=1
2
=0
104.
105.
106.
R2
RT0 02
(x + x)dt extr; |x0 | 1, x(0) = 0
0
R1
11
24
x(T ) = 5
108. T inf ; 0 x00 1, x(0) = 1 , x(T ) = 2
1 0
1 2
0
109. T inf ; x =
x+
u,
0
1
1 3
R1
u2 dt + x(1) inf ;
x0 = u, |u| = 1
84
R1
x(0) = x(1) = 0
R1
x(0) = x(1) = 0
RT0 02
(x x2 + 4x cos t)dt extr;
x(0) = 0, x(T0 ) =
R1
x(1) = 1, x(1) =
R2
02
(x02
1 + x3 + 2x1 x2 + 2x2 x3 )dt extr; x1 (0) = x3 (0) = 1
x2 (0) = 1, x1
= ; x2
= 0, x3
=
2
2
2
2
2
R1
116. (x01 x02 + x1 x2 )dt + x1 (0)x2 (1) + x2 (0)x1 (1) extr
115.
117.
118.
R1
x(1) = 0
RT0 02
(x x)dt extr;
x(0) =
3 R1
xdt = ;
txdt = 2,
2 0
0
0
x(0) = 2, x(1) = 14
119.
120.
121.
122.
R1
R1
0
RT
x02 extr;
x02 dt extr;
R1
R1
txdt = 1, x(1) = 0
RT0 002 02
(x +x )dt extr; x(0)=x0 (0)=x(T0 )=x0 (T0 )=x0 (T0 )=0
0
85
x() = , x0 () = 2
124.
125.
126.
127.
RT
R1
R1
xdt extr;
R1
x00 + x = u, x(0) = 0, x
=1
2
u2 dt extr;
RT0 02
(x + x)dt extr;
|x0 | 1, x(0) = 0
|x0 | 2,
R1
x02 dt = 2, x(0) = 0
x00
129. T inf ; 0
x(T ) = x0 (T ) = 0
1, x(0) = 1 , x0 (0) = 2 ,
86