You are on page 1of 86

Garqig

1 Wariac toolol
1.1
1.2
1.3

Wariac toollyn bodlogyn tawil . . . . . . . . 3


Wariacyn arga . . . . . . . . . . . . . . . . . . . 7
Weertrassyn zalg nxcl . . . . . . . . 23

2 Wariac toollyn busad bodloguud

31

2.1 Bxlgdsn ba bxlgdg


tgsgldt
.
wariac toollyn bodlogo . . . . . . . . . 31
2.2 Zaaglaltta wariac toollyn
bodlogo . . . . . . . . . . . . . . . . . . . . . . . 45
2.3 Matematik programmqlalyn
bodlogo . . . . . . . . . . . . . . . . . . . . . . . 47

3 Tgsglg zawsar drx wariac toollyn bodlogo


55
4 Wariac toollyn toocon bodox arga

63

5 Wariac toollyn din zasgin xrgl

67

4.1
4.2
5.1
5.2

lerin lgawart sxemin arga . . . . . . . . 63


Ritcin arga . . . . . . . . . . . . . . . . . . . 65
Psin aig maksimumqlax . . . . . . . . . . 67
Inflc ba ajilgdl . . . . . . . . . . . . . . 69
i

GARQIG
5.3

Xdlmrin rltig onowqlox bodlogo . . . 71

6 Grafik toocoony ajil

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

[t0 , t1 ] zawsar drx numyn urtyg olbol

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

BLG 1. Wariac toolol

Ji 2. 1-r mqid orix A, B cgdig darq muru


ugam garax bgd Ot tnxlgig ogtloxg. n muru
ugamyg Ot tnxlgig toruulj rgle. rgltin
biein gadarguugin talbag xamgin baga balgax murug
ol.
rgltr sx biein gadarguugin talbag oldog
x
B
tomog biqwl:
A

Zt1

J(x) = 2

p
x(t) 1 + x0 2 dt.

t0

Ji 3. Braxistoxrony tuxa bodlogo.(xamgin xur-

dan iljiltin muru) n bodlogyg anx udaa 1696 ond


I.Bernulli tomolj. n bodlogoos wariac toolol xll awdag gj zdg. Bodlogyn tawilyg awq ze.
XOT xawtgan (x0 , t0 ) cg
x
dr m massta materialA
x0
lag cg barlaj. n cgs xndin xqni nlgr materiallag cg glB
gr murun daguu B cgt
iljij irn.
t0
t1
t
Tgwl n iljilt xamgin bogino xugacaand wagdax
murun xlbrig ol. Murun xlbrig x = x(t) ge.
(x, t) cgig gind awq ze. rltin ba srgclin xqig l toocoj xdlgni tgitglig zoxio.
h = x0 x, v xurd, mgh potencial nergi. nergi xadgalagdax xuulig biqwl:
mgh =

p
p
mv 2
v = 2gh = 2g(x0 x).
2

Ng talaar xurdyg olbol: v =


4

ds
.
d

BLG 1. Wariac toolol


Numyn differencial ds-g todorxol.
p
ds = 1 + x02 dt.
Materiallag cgin ds numyn daguu iljix xugacaag olbol:

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)

Odoo wariac toollyn bodlogyg ernxid n tawibal:


T = [t0 , t1 ] xrqim dr tasraltg differencialqlagddag x = x(t) funkcd todorxologdson bgd xrqmin
zaxyn cgd dr ggdsn utguud awna. rr xlbl
x(t0 ) = x0 , x(t1 ) = x1 bana. F = F (x, y, z) funkc n
xuwsagquudaaraa tasraltg bgd 2 daxin tasraltg
differencialqlagdana. Funkcional todorxol.
Zt1
F (x, x0 , t)dt.

J(x) =

(1.1)

t0

(1.1) funkcional xamgin baga utgaa awdag x = x (t) funkcig ol. Bolomjit murunuudyn olonlogig D-r tmdgle.

D = {x(t) C 1 (T )| x(t0 ) = x0 , x(t1 ) = x1 }

Tgwl wariac toollyn bodlogyg daraax xlbrt biqn.


J(x) min,

x D C 1 (T )
5

(1.2)

BLG 1. Wariac toolol


x = x (t) bolomjit muru bolog.

Todorxololt 1. Xrw erg too orix bgd


|x(t) x (t)| ,

(1.3)

t [t0 , t1 ]

nxclig xangasan bx bolomjit murunuudyn xuwd


J(x) J(x )

(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)

nxclig xangasan bx x(t)-in xuwd bielgdj bawal


x = x (t) -g orqny sul minimumyn cg gj nrln.
Xrw x orqny xqt minimumyn cg bol mn orqny sul
minimumyn cg bolox n todorxololtoos ilrxi m. Xarin urwuu n bielx albag. Imd sul minimumyn zalg nxcl n xqt minimumyn zalg nxcl bolno.
R1
Ji 4. J(x) = x2 (1 x02 )dt min,
0

x(0) = 0
x(1) = 0

n bodlogyn xuwd x = x (t) = 0, t [0, 1] n orqny


sul minimumyn cg gdgig xaruul. erg too -g (0, 1)
zawsraas aw. (1.5) nxclig xangasan duryn bolomjit
x(t) muru aw.
|x(t)| ,

|x0 (t)| , t [t0 , t1 ], 0 < < 1.


6

BLG 1. Wariac toolol


ng talaar J(x ) = 0 tul
Z1
J(x) J(x ) =

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]

x (t)-cgin orqind xn (t) funkcd xaralagdaj bana.


dgr daraalal drx funkcionalyn utgyg bodwol:
Z1
J(xn ) =
0

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

Sanamj. xn (t) ba x funkcuudyn ulamjlaluud n rs l-

gaata bana. nig algawal:


2

|x0n x 0 | = ncos 2nt0| = 2n| cos 2nt| , n ed


n

1.2 Wariacyn arga


Orqny sul minimumyn cgin onowqto nxclig gargaxad n argyg aigladag. = (t) funkcig todorxol.
(t) C 1 (T ),

(t0 ) = (t1 ) = 0
7

(1.6)

BLG 1. Wariac toolol


Bolomjit murun wariacyg awq ze. x(t) = (t), duryn too bgd t-s xamaaraxg. Xrw x(t) D bol
x
(t) = x(t) + x(t) D.

Funkcionalyn wariac
J(x) =

Rt1
t0

F (x, x0 , t)dt funkcionalyn rqlltig sonirx.

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

x = x(t) ba = (t)-in todorxo utguudad J(x) n -s


xamaarsan funkc bana. F (x, x0 , t) funkcig Teloryn cuwaagaar zadalbal:
F (
x, x
0 , t) F (x, x0 , t) =

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

J -g funkcionalyn 1-r wariac gj nrln. 2 J -g funkcionalyn 2-r wariac gj nrln.


Zt1
J =
t0

F (x, x0 , t)
F (x, x0 , t) 0
(t) +
(t) dt
x
x0
8

(1.8)

BLG 1. Wariac toolol

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)

Teorem 1. x = x (t) D n J(x) funkcionalyn orqny sul

minimumyn cg bolog. Tgwl (1.6) nxclig xangadag bx


(t) funkcuudyn xuwd
J(x ) = 0

(1.10)

2 J(x ) 0

(1.11)

nxcld bielgdn.

Batalgaa. srgs n batal. J(x ) = 6= 0 ge.

Tgwl (1.7)-aas

0(2 )
J(x ) = J(x ) + 2 J(x) +
=
2

2
O(2 )

= + J(x ) +
.
2

-in tmdgig songoxdoo -in tmdgin srgr aw.


-ig xrlct baga baxaar awbal J(x ) < 0 bolox ba
x
(t) = x + (t), x (t) funkcuud ba tdgrin ulamjlaluud xoorondoo baga lgagdana. rr xlbl,
|
x(t) x (t)| = |||(t)| || max |(t)|,
t[t0 ,t1 ]

|
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

BLG 1. Wariac toolol


bielgdd (1.11) bielgdg gj ze. 2 J(x ) < 0 bolog.
Tgwl

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.

Lagranjin Lemm. Xrw


Zt1
a(t)(t)dt = 0

(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

BLG 1. Wariac toolol


n funkcin xuwd (1.12) mn l xqint bana.
Zt1

+
Z
a(t)(t)dt >
(t + )2 (t )2 dt =:

t0

t =y

t =
y1 = =

y2 = + =

Z
(y + )2 (y )2 dy > 0

:=

bolj zrqild orow. Imd a(t) 0, t (t0 , t1 ) bolox ba a(t)


tasraltg uqraas lim a( ) = 0, lim a( ) = 0.
t0

t1

Teorem 2. Xrw x = x(t) n J(x) funkcionalyn orqny


sul minimumyn cg bol n n daraax ler-Lagranjin
differencial tgitglig xangana.
F (x, x0 , t)
d F (x, x0 , t)

(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

BLG 1. Wariac toolol

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

gsn 2-r rmbin ugaman bi differencial tgitgl


garna. n tgitglin ernxi id n xor togtmol
aguulax bgd tnig x(t0 ) = x0 , x(t1 ) = x1 nxclds
todorxolno. (1.13) tgitglig xangadag id brig
d F (x, x0 , t)
kstremal gj nrln. Bodlogyn tawild
dt
x0
ilrxill n x00 (t)-yg aguulsan bgd x(t) -in funkcin
2-r rmbin ulamjlal orix bax tuxa ogt durdaag
F (x, x0 , t)
bil. Gwq Gilbert
6= 0 nxcl bielgdj
x02 00
bagaa ed kstremalin xuwd x (t) rglj ordog ba tasraltg gdgig xaruulj.
Odoo ler-Lagranjin tgitglig injile.
2F
Xrw 02 = 0 bol F (x, x0 , t) funkc n x-in xuwd ugaman
x
bana. rr xlbl F (x, x0 , t) = A(x, t)+B(x, t)x0 . nig
ler-Lagranjin tgitgld orluulbal:
F
A B 0
=
+
x,
x
x
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

BLG 1. Wariac toolol


n ilrxill n swl adiltgal bana, swl tgitgl bana. 2 dax toxioldold (1.14) tgitglin id
P (x, t) = 0 bolox ba xrw n muru n ggdsn 2 cgig darq garq bawal kstremal bolno. Xrw (1.14)
u
u
adiltgal basan bol A =
, B =
, nd u = u(x, t)
t
x
tasraltg tuxan ulamjlaluudta funkc m. n ed
2u
2u

= 0 bolno. F (x, x0 , t) funkcionalin xlbr


xt
xt
u u 0
+
x.
n F (x, x0 , t) =
t
x
Zt1
Zt1
u u 0
u
u
J(x) =
+
x dt =
dt +
dx =
t
x
t
x
t0

Zt1

t0

t1

d(u(x, t)) = u(x, t) = u(x1 , t1 ) u(x0 , t0 ).

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

BLG 1. Wariac toolol

w) F (x, x0 , t) = F (x0 , t). n toxioldold

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

n n x0 ba t-s xamaarsan 1-r rmbin differencial


tgitgl bolno.
F
F (x, x0 , t)
c) F (x, x0 , t)=F (x, x0 ), F (x, x0 , t) x0
=F x0 0
0
x
x
tnctglin 2 talyg t-r differencialqil.

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

C1 1 + x02 , x = C1 1 + x02 bolox ba


x2 = C12 (1 + x02 ), C12 x02 = x2 C12

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

BLG 1. Wariac toolol

q
2
2
C1 ln x + x 1 = t + C2

nds zaxyn nxclig aiglan C1 , C2 -g olno.

Ji 5. Daraax funkcionalyn kstremalig ol.

Z1
0

J(x) =

02

(12xt + xx + x )dt,

x(0) = 1
x(1) = 4

Lagranjin tgitgl zoxio.


12t + x0 x0 2x00 = 0, x00 = 6t, x0 (t) = 3t2 + C1 , x(t) = t3 +
C1 t+C2 . Zaxyn nxcls C1 ba C2 -g olbol C1 = 2, C2 = 1.
Imd kstremal n x = x(t) = t3 + 2t + 1 bolno.
Odoo 3-r ji buu xamgin xurdan iljiltin murug
olox bodlogyg bod.

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

Imd Lagranjin tgitglin id:

t = ( sin ) + k2
2

x = k (1 cos ), k1 > 0, t (0, 2)


2
xlbrt bolno. k1 , k2 -g x(t0 ) = 0, x(t1 ) = x1 nxcls
olno.
15

BLG 1. Wariac toolol

Ji 6. (kstremal coryn ganc ordog bolowq global id bi bax toxioldol)


3

Z2

(x02 (t) x2 (t)dt,

J(x) =
0

3
x(0) = x
= 0.
2

d F

= 2x(t) 2x00 (t) = 0, x00 + x = 0.


x
dt x0
n tgitglin id n
x(t) = C1 sin t + C2 cos t.

Coryn ganc id n x = x (t) = 0, t [0, 3 ].


2
Gwq n n bodlogyn global id bolj qadaxg, uqir
n zorilgyn funkc dooroosoo zaaglagdaag bana.
2
Jilbl, xn (t) = n sin t, n = 1, 2, . . . daraalal awaxad
3
3

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) =

rr xlbl x 0 cgin sul orqind x


n (t) daraallyn
cgd orij bana.
Gwq
3

Z2
J(
xn ) =
0

4n2
2t
1
2t
5
cos2 2 sin2
dt =
< 0 = J(x )
9
3
n
3
12n2
16

BLG 1. Wariac toolol


Imd x orqny sul minimumyn cg q bolj qadaxg.

Ji 7. (kstremal coryn ganc ordog bgd global minimumyn cg bax)


Z1
x02 (t)dt min,

J(x) =

x(0) = x(1) = 0.

ler-Lagranjin tgitgl zoxioj kstremalig olbol:


x00 = 0 x (t) 0 J(x) J(x ) = 0,

x D.

Ji 8. (kstremal n sul minimuyn cg bolowq,


xqt minimumyn cg bolj qadaxg toxioldol)
Z1
x03 (t)dt inf,

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

J(x (t) + (t)) =


0

Z1

Z1
02

03

(1 + 0 (t))3 dt =

((t + (t)) dt =

(1+3 +3 + )dt = J(x (t))+3


0

17

Z1
(t)dt+ (3 02 + 03 )dt =
0

BLG 1. Wariac toolol


Z1

(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]

x (t) n orqny sul minimumyn cg bolno. Ng talaar


xn (t) = x (t)+n (t) funkcuudyn daraalal baguul. nd
n (0) = n (1) = 0.

1

0t
n,
n

n0 (t) =
n
1

,
<t1
(n 1)
n

Odoo xn daraalal n x cgin orqind orix buu


||xn xn ||C = ||n (t)||C = max ||n (t)| gdgig xaruul.
t[0,1]

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

gj tus tus olbol:


nt

n (t) =
1
n
1

+
t
,
n
n (n 1)
18

0t

1
n

1
<t1
n

BLG 1. Wariac toolol


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

(3x02 +x03 )dt =

(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

Imd inf J(x) = bolox bgd x cg n xqt minimumyn cg bolj qadaxg.

Ji 9. (kstremal ordog bgd coryn ganc global minimumyn cg bolowq C 1 [t0 , t1 ] angid xaralagdaxg.)
Z1

t 3 x02 (t)dt inf,

J(x) =

x(0) = 0,

x(1) = 1.

n bodlogyn xuwd ler-Lagranjin tgitgl zoxiowol:


2
2
2
d
dx
(2t 3 x0 ) = 0, t 3 x0 = C1
= C1 t 3 ,
dt
dt
19

BLG 1. Wariac toolol


Z

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

Ng talaas x (t) = t 3 global minimumyn cg bolno.


,
Drx funkcionalyn xuwd nig algawal: duryn x
(t) C 1 [0, 1] : (t) = (1) = 0 funkcdin xuwd J(
x)
1
J(x ) tnctgl bi ilrxi bielgdn. Gwq x (t) = t 3
/
C 1 [0, 1] ilrxi m.
RT
Ji 10. J(x)= (x02 (t)x2 (t)dt inf, x(0)=0, x(T )=0
RT

n funkcionalyg (x0 (t)x(t)ctgt)2 dt xlbrt taw. nig


0

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

lerin tgitgl n x00 +x = 0. Ernxi id n x(t) =


C1 cos t + C2 sin t. x(0) = 0 tul C1 = 0, x(t) = C2 sin t.
kstremalig T -s xamaaruulan injile. Xrw T
bol C2 = 0 ba x (t) = 0
ZT
(x0 (t) x(t)ctgt)2 dt J(x ) = 0.

J(x) =
0

Imd kstremal x = 0 n bodlogyn global minimumyn


cg bolno. T = ed x (t, C) = C sin t too tomg olon
20

BLG 1. Wariac toolol


idt. n ed
ZT

Z
2

J(x )=

(C cos tC sin t)dt=C


0

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.

Ji 11. (ler-Lagranjin tgitgld ng q id


orixg toxioldol)
Z1
t2 x02 dt min, x(0) = 0,

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

BLG 1. Wariac toolol


daraax daraallyg songon awbal:

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

Imd n bodlogyn xuwd id orixg bolowq, bagasgagq


daraalal orij bana. Odoo orqny xqt minimumyn cgin xuwd onowqto nxclig algaxyn tuld daraax Lemm
batal.

Lemm. (Dbua-Remond) Xrw a(t) tasraltg funkcin


xuwd

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.

Batalgaa. Dundjin teorem soor togtmol too C orix


bgd

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

BLG 1. Wariac toolol


Rt1
Xrw (t) = a(t) C gj awbal [a(t) C]2 dt = 0,

t0

a(t) C, t [t0 , t1 ].

1.3 Weertrassyn zalg nxcl


f : Rn R differencialqlagddag funkc awq ze.
Ef (x, y) = f (y) f (x) < f 0 (x), y x >

nxclr tordorxologdson
Ef : Rn Rn R

funkcig Weertrassyn funkc gj nrln. l, m-n xor


wektoryn skalr rjwrig tmdgln. Xrw f gdgr
funkc bol Ef (x, y) 0, (x, y) Rn Rn ilrxi m.
Wariac toollyn ndsn bodlogyg awq ze.
Zt1
F (x, x0 , t) min,

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

BLG 1. Wariac toolol


Zt1

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

Imd x (t) kstremalin xuwd


F (x , x 0 , t)
=
x0

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

BLG 1. Wariac toolol

Teorem 3. x = x (t) n (1.15) bodlogyn kstremal bolog.

Tgwl x (t) n (1.15) bodlogyn orqny xqt minimumyn


cg bax zalg nxcl n duryn y R ba t (t0 , t1 )-in
xuwd B(x , x 0 , y, t) 0 bielgdj bax wdal m. (n
nxclig xqt minimumyn cgin Weertrassyn nxcl gj nrln.)

Batalgaa. Xrw F (x, x0 , t) funkcional n x0 -in xuwd

gdgr bol drx nxcl ilrxi bielgdn. Duryn


(t0 , t1 )-in xuwd erg too -g + < t1 baxaar songo.
Mn 0 < < bolog. (t, )-r daraax tasraltg funkcig tmdglwl:

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.

(t, ) funkc n "z" xlbrt bana. Odoo x(t, ) -g baguul.


x(t, ) = x (t) + (t, )
25

BLG 1. Wariac toolol


Mn () funkcig () = J(x(t, )) gj todorxolbol:
Zt1

Zt1
F (x +(t, ), x 0 (t, )+ 0 (t, ), t)dt =

() =

F (x(t, ), x (t, ), t)dt =


t0

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

n funkcs parametrr ulamjlal awbal


Z+
0

() =

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 0 + y, t)dt y(t ) + y(t )


y
+
x
( )2

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

BLG 1. Wariac toolol


F (x , x 0 , ) = F (x , x 0 + y, ) F (x , x 0 , )+
+
Z

+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

gdgig xargalzan zwl:


0 (+0) = F (x , x 0 + y, ) F (x , x 0 , )+
+
Z

+y

y
F (x , x 0 , t)
dt
x

+
Z

F (x , x 0 , t)
dt + 0().
x0

ler-Lagranjin tgitglin integral xlbrig aigla.


Zt1
F (x , x 0 , t)
F (x , x 0 , )
d = C tul
+
x0
x
t

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

BLG 1. Wariac toolol


Zt1

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

Ng talaar, xrw x (t) n (1.15) bodlogyn orqny xqt


minimumyn cg bol 0 (+0) 0 nxcl bielgdn. (Uqir
n () (0), || , > 0).
rr xlbl, 0 cg n () funkcin orqny minimumyn
cg bol 0 (+0) 0 ilrxi m. Imd
F (x , x 0 + y, ) F (x , x 0 , ) y

F (x , x 0 , )
0
x

, y R, [t0 , t1 ] bolj teorem batlagdaw.

28

BLG 1. Wariac toolol

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.

Batalgaa. srgs n batal. rr xlbl (t0 , t1 )


cgin xuwd

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 , )

< < 0, t ( 1 , +1 ), (t0 , t1 ) (1.21)


x02
2
[t0 , t1 ] xrqim dr = (t) funkcig daraax xlbrr baguul.

sin2 (t + )
, t ( , + ), < 1 (1.22)
(t)=
2
0,
t
/ ( , + ), > 0

(t + )
(t + )

sin
cos
, t ( , + ),

2
2
0 (t) =
< 1 , > 0

0,
t
/ ( , + )

Ng talaar Teorem 1 soor 2 J(x ) 0 bax sto.


2

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

BLG 1. Wariac toolol


+

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

= (t) funkcin xuwd |(t)| 1, | 0 (t)| , t [t0 , t1 ]

gdgig baguulaltaas xlbarxan xarj bolno.


2 J(x ) =

+
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 +

< 0 uqraas -in xrlct baga utgand 2 J(x ) < 0


bolj 2 J(x ) 0 gdgt xarlax uqraas teorem batlagdaw.

30

Blg 2

Wariac toollyn busad


bodloguud
2.1 Bxlgdsn ba bxlgdg
tgsgldt
.
wariac toollyn bodlogo
I.

Bxlgdg tgsglt wariac toollyn bodlogo


Zt1
F (x, x0 , t)dt min,

J(x) =

x C 1 (T ),

(2.1)

t0

nd T = [t0 , t1 ] ggdsn. x0 , x1 -d bxlgdg bolog.


(x0 = x(t0 ), x1 = x(t1 )) Odoo (2.1) bodlogyn orqny sul minimumyn cgin onowqto nxclig todorxol. ni
tuld argumentin wariacyg todorxolbol:
x
(t) = x(t) + (t), > 0, (t) C 1 (T ).
31

BLG 2. Wariac toollyn busad bodloguud


Urd n todorxolj basanta adilaar 1-r wariacyg biqwl
Zt1
J(x) =
t0

F (x, x0 , t)
F (x, x0 , t) 0
(t) +
(t) dt
x
x0

x sul minimumyn cg bol J(x ) = 0 badag. Imd

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

Teorem 5. x = x (t) funkc n (2.1) bodlogyn orqny sul

minimumyn cg bolog. Tgwl x = x (t) n


F
d F

=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)

zaxyn nxclig xangana.

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.

BLG 2. Wariac toollyn busad bodloguud


rr xlbl, x (t) ler-Lagranjin tgitglig xangana.
d F (x , x 0 , t)
F (x , x 0 , t)

= 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

ed bielgdn. Imd teorem batlagdaw.


(2.2) gsn tgitglin ernxi id n x = x(t, c1 , c2 )
bolog. A(t0 , x0 ), B(t1 , x1 ). Tgwl x0 = x(t0 , c1 , c2 ),
x1 = x(t1 , c1 , c2 ). Imd c1 ba c2 -g

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

tgitglin sistems bodoj olno.

II. Odoo (2.1) bodlogyn xuwd x(t0 ) = x0 ggdsn bolog.

rr xlbl, T = [t0 , t1 ] ggdsn x1 ggdg.


x
A

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)

BLG 2. Wariac toollyn busad bodloguud

0
F (x , x , t1 )
=0
x0

x (t0 ) = x0

(2.5)

(2.4) tgitglin ernxi id n x = x(t, c1 , c2 ) bolog.


Tgwl x0 = x0 (t, c1 , c2 ) bolox ba c1 , c2 -yg

F (x(t1 , c1 , c2 ), x0 (t1 , c1 , c2 ), t1 )
=0
x0

x (t0 , c1 , c2 ) = x0

sistemig bodoj olno. ni daraa B cgig olbol:


B(t1 , x(t1 , c1 , c2 ))

III. (2.1) bodlogyn xuwd T = [t0 , t1 ] ba x0 , x1 ggdg

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

BLG 2. Wariac toollyn busad bodloguud

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.

Teorem 6. x = x (t), t [t0 , t1 ], t0 < t1 n (2.1) bodlogyn

orqny sul minimumyn cg bolog. Tgwl bx t [t0 , t1 ]-in


35

BLG 2. Wariac toollyn busad bodloguud

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

F (x, x0 , t)dt min(max),

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

(t1 , x ) idin xuwd ler-Lagranjin tgitgl

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

BLG 2. Wariac toollyn busad bodloguud

VI.Odoo T = [t0 , t1 ] ggdg ba x0 , x1 cgd ggdsn

toxioldol awq ze. x = x (t) orqny sul minimumyn cg


bolog. t0 , t1 : t0 < t1 : x (t0 ) = x0 , x (t1 ) = x1 , x = x (t)
n ler-Lagranjin tgitglig T = [t0 , t1 ] dr xangana. t0 = t0 + 0 , t1 = t1 + 1 x(t0 + 0 ) = x0 ,
x(t1 + 1 ) = x1 , x(t) = x + (t), t [t0 , t1 ].
Tgwl 0 ed
t1Z
+1

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

BLG 2. Wariac toollyn busad bodloguud


ti Z
+i

h F (x , x 0 , t)

0i () =

ti

F (x , x 0 , t) 0 i
dt+
x0

+F (x (ti +i )+(ti +i ), x 0 (ti +i )+ 0 (ti +i ), ti +i )i ,


0 (0) = F (x + , x 0 + 0 , ti )i

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

Odoo daraax integralyg tusad n bodwol:

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.

BLG 2. Wariac toollyn busad bodloguud


Tgwl

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

x (t) kstremal uqir ler-Lagranjin tgitglig xangana. Imd

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

BLG 2. Wariac toollyn busad bodloguud

F (x , x 0 , t)
x(ti ) x (ti ) =


x0
t=ti +i

x(ti + i ) x (ti ) x (ti + i ) + x (ti )

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

BLG 2. Wariac toollyn busad bodloguud

VII. Xdlgnt tgsgldt wariac toollyn bodlogo.


F = F (t, x, x0 ) funkc bx argumentynxaa xuwd 3 daxin
differencialqlagdana. XOT xawtga dr
x = (t) ba x = (t)

(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)

funkcional n x = x(t) muru dr todorxologdson bgd


n murun tgsglin A(t0 , x0 ), B(t1 , x1 ) cgd n (2.7)
gsn murunuud dr barlasan bolog.
x

x = (t)

A
x = (t)
0

rr xlbl x0 = (t0 ), x1 = (t1 ). Daraax wariac toollyn bodlogyg tomol.


Z
J(x) =
(2.9)
F (t, x, x0 )dt min
E

E : x = x(t), x0 = (t0 ),

41

x = (t1 )

(2.10)

BLG 2. Wariac toollyn busad bodloguud

Teorem 7. x = x (t) muru n (2.9)-(2.10) bodlogyn id

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.

F (t0 , x (t0 ), x 0 (t0 ))

=0
F (t0 , x (t0 ), x 0 (t0 ))+(0 (t0 ) x 0 (t0 ))
x0

F (t1 , x (t1 ), x 0 (t1 ))+( 0 (t1 ) x 0 (t1 )) F (t1 , x (t1 ), x (t1 )) =0


x0
(2.11)
Imd (2.9)-(2.10) bodlogyg bodoxyn tuld daraax ldlig
gctgn.
a) ler-Lagranjin tgitgl zoxioj x = x(t, c1 , c2 ) kstremalig olno.
b) (2.11) sistemig

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.

Ji 12. y = x2 ba x y = 5 murunuudyn xoorondox


zag ol.

42

BLG 2. Wariac toollyn busad bodloguud

Bodolt.

y = x2
y =x5
0

Bodlogyn nxclig tomolbol:


F =

Z p

1 + x02 (t)dt min

E : x = x(t), x0 = t0 5, x1 = t21 , F = F (x, x0 , t) = 1 + x02


uqir (I blg "a" toxioldol) soor ler-Lagranjin tgitgl
x(t) = c1 t + c2

xlbrt bolno. (2.11) nxclig biqwl


p
c1
2

=0
1 + c1 + (1 c1 ) p
1 + c21
p
c1

=0
1 + c21 + (2t1 c1 ) p
1 + c21

n sistemig daraax xlbrt


(

1 + c21 + c1 c21 = 0
1 + c21 + (2t1 c1 ) = 0
43

BLG 2. Wariac toollyn busad bodloguud


1
biqij c1 = 1 ba t1 =
gj olno. Ng talaas (2.12)
2
nxclig biqwl:
(

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

VIII. Olon xmjst wariac toollyn bodlogo.

T = [t0 , t1 ] xrqim dr xi (t0 ) = x0i , xi (t1 ) = x1i , i = 1, n


nxclig xangasan x1 = x1 (t), x2 = x2 (t), . . . , xn = xn (t)
gsn glgr funkcuud ggdsn gj ze.
x(t) = (x1 (t), x2 (t), . . . , xn (t)) wektor funkc zoxioj
Zt1
F (x, x0 , t)dt

J(x) =

(2.13)

t0

funkcional todorxol. nd F (x, x0 , t) funkc n (2n+1)


xuwsagqin funkc ba (x, x0 , t) xuwsagquudaar 2 daxin differencialqlagdana. n bodlogyn xuwd wariac toollyn (xlbar) bodlogyn ndsn r dn xwr xadgalagdana.

Teorem 8. Xrw x = x (t) wektor funkc n (2.13) bodlo-

gyn orqny sul minimumyn cg bol daraax (ler-Lagranjin)


differencial tgitglin sistemig xangana.

d F (x , x 0 , t)
F (x , x 0 , t)

=0
(2.14)
x
dt
x0
44

BLG 2. Wariac toollyn busad bodloguud


x(t0 ) = x0 , x(t1 ) = x1 .

(2.15)

(2.14) ba (2.15) sistemig zadalj biqwl:

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.

2.2 Zaaglaltta wariac toollyn


bodlogo
Zt1
F (x, x0 , t)dt min,

(2.16)

Fi (x, x0 , t)dt = ci , i = 1, m.

(2.17)

J(x) =
t0

Zt1
gi (x) ,
t0

nd x = x(t) = (x1 (t), x2 (t), . . . , xn (t)) , x(t) Cn1 (T ).


m
P
L(0 , , x, x0 , t) = 0 F (x, x0 , t)+ i Fi (x, x0 , t) gsn Lagranjin funkc zoxio.

i=1

Teorem 9. Xrw x = x (t) n (2.16)-(2.17) bodlogyn id


bol tgs lgaata wektor = (0 , 1 , . . . , m ) orix bgd

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

BLG 2. Wariac toollyn busad bodloguud


t1
R

L(0 , , x , x 0 , t)dt min

t0

x(t0 ) =

x0 ,

x(t1 ) =

(2.18)

x1

bodlogyn id gsn g m.

Ji 13. A(t0 , 0) B(t0 , 0) cgdig l urtta muru-

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

l 2t0 ed bodlogo idt gdg n ilrxi m.


x(t0 ) = x(t0 ) = 0. Lagranjin funkc zoxiowol:
p
L
L(0 , , x, x0 , t) = 0 x + 1 + x02 (t),
= 0 ,
x
L
x0

=
x0
1 + x02

ler-Lagranjin tgitgl zoxiowol:


0

d x0

=0
dt
1 + x02
46

BLG 2. Wariac toollyn busad bodloguud


Xrw 0 = 0 bol x0 = const x(t) 0. n n zwxn
l = 2t0 ed bielgdn. Imd 0 = 1 gj ze. R
Z
Z
x0
x0
= dt
d
= t + c1 , c1 = const
1 + x02
1 + x02
t c1

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

Zaxyn nxclig biqwl:

(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
=
.

2.3 Matematik programmqlalyn


bodlogo
Odoo matematik programmqlalyn daraax ernxi bodlogyg awq ze.
f : X R, gj : X R, j = 1, s funkcionaliud bolog.
G : X Y, G-operator ba Y -ugaman ogtorgu.

D:

f (x) min,
gj (x) 0,

j = 1, s

G(x) = 0
47

(2.19)
(2.20)
(2.21)

BLG 2. Wariac toollyn busad bodloguud


Xrw Y = Rms , m > s tgwl operator G n
G = (gs+1 , gs+2 , . . . , gm ) gsn wektor funkcional bolox bgd gj (x) = 0, j = s + 1, m xlbrt bolno. D bolomjit
olonlog.
(2.19)-(2.21) bodlogyn xuwd onowqto nxclig tomoloxyn tuld differeniclqlagddag ba xosmog operatoryn tuxa towq olgolt awq ze.
G : X Y operator ggdsn bolog. X, Y banax ogtorgunuud
Todorxololt 2. Xrw x0 X ba x0 + h X nxclig xangax h-din xuwd tasraltg ugaman operator
P : X Y orix bgd
G(x0 +h) = G(x0 )+P (h)+R(x0 , h),

||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

nd (0 , 1 , . . . , s ) Rs+1 , Y . Xrw tuxan toxioldold Y = Rms , m > s, G = (gs+1 , gs+2 , . . . gm ) bol

< , G(x) >Y =

m
X

j gj (x), (s+1 , s+2 , . . . , m ) Rms .

j=s+1

48

BLG 2. Wariac toollyn busad bodloguud

Teorem 10. X, Y -banax ogtorgunuud bolog. G : X Y

operator ba f, g1 , . . . , gs funkcionaluud n x0 D cgin


orqind tasraltg differencialqlagddag gj ze. G(x0 )
n x0 cg dr tasraltg bolog. G(x0 ) : X Y bit gj ze. Tgwl x0 D n (2.19)-(2.21) bodlogyn
id bolox zalg nxcl n tgs lgaata wektor
= (0 , 1 , . . . , m ) orix ba Y ,
s
P
6= 0, x L(x0 , , 1 . . . , s ) = 0 f (x0 ) +
j gj (x) +
j=1

(G(x0 )) ( ) = 0, j gj (x0 ) = 0, j = 1, s
nxcl bielgdx wdal m.

Xrw G(x0 )(X) = Y ba


x X : G(x0 )(
x) = 0,
0
< gj (x ), x
>X < 0, j : 1 j s : gj (x0 ) = 0 bol 0 = 1
gj zj bolno. Odoo daraax bodlogyg awq ze.

Rt1

J(x(t), u(t)) = f (t, x, u) inf,


t0

x0 = (t, x, u)

h0 (x(t0 )) = 0, h1 (x(t1 )) = 0

(2.22)

f : RRn Rr R, : RRn Rr Rn buulgaltuud n


bx xuwsagquudaaraa U RRn Rr muj dr tasraltg
differencialqlagdana. (t, x (t), u (t)) U, t T = [t0 , t1 ]
hi : Rn Rsi , i = 0, 1 buulgaltuud n x (ti ), i = 0, 1 cg
dr tasraltg differencialqlagdana.
(x (t), u (t)) C1n ([t0 , t1 ]) C r ([t0 , t1 ])

Lagranjin funkcig todorxol. F = F (t, x, x0 , u, p, 0 )


F = 0 f (t, x, u)+ < p, x0 (t, x, u) >,
L : R Rn Rn Rr Rn R R,
L = L(x(), u(), p(), l0 , l1 , 0 ),
49

BLG 2. Wariac toollyn busad bodloguud


L=

Rt1

F (t, x(t), x0 (t), u(t), p(t), 0 )dt+ < l0 , h0 (x(t0 )) > +

t0

< l1 , h1 (x(t1 )) >, L : C1n (T )C r (T )C1n (T )Rs0 Rs1 R


R

Teorem 11. x (t), u (t)-cg n (2.22) bodlogyn orqny sul

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)

Odoo (2.23) nxclig zadalj biqwl:


F
= 0 fx0 (t, x, u) 0x (t, x, u)p,
x
d F
F
=
p(t),
= p0 (t),
x0
dt x0

p0 (t) = 0 fx0 t, x (t), u (t) 0x (t, x (t), u (t)p(t).

(2.26)

n n n differencial tgitglin sistem m. (2.24)


nxclig zadalj biqwl:
)

p(t0 ) = h0
0 (x (t0 ))l0
(2.27)
(t ))l
p(t1 ) = h0
(x
1
1
1
50

BLG 2. Wariac toollyn busad bodloguud


Odoo (2.4) nxclig biqwl
f (t, x , u )
= 0u (t, x (t), u (t))p(t)
(2.28)
u
Tnctglin zaaglalta wariac toollyn bodlogo biqwl:

Rt1

J(x) = f0 (t, x, x )dt min

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,

f0 (t, x1 , x2 , . . . , xn , u1 , u2 , . . . , un )dt min


t0

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

Teorem 12. x = x (t) wektor funkc n (2.29) bodlogyn

orqny sul minimum bax zalg nxcl n ngn zrg


tgt tnc bi Lagranjin rjigdxnd j R, j =
0, 1, . . . , m ba li Rsi , i = 1, 2 orix bgd


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

BLG 2. Wariac toollyn busad bodloguud

nxcl bielgdx wdal m.


Mn dd rmbin ulamjlal aguulsan wariac toollyn
daraax bodlogyg
Zt1
F (t, x, x0 , x00 , . . . , x(n) )dt min
t0

x(t0 ) = x0 , x(t1 ) = x1 , x(i) (t0 ) = xi0 , x(i) (t1 ) = xi ,


i = 0, . . . , n 1, x0 = u1 , x00 = u2 , . . . , x(n) = un gj drx
bodlogo ruu iljlj onowqto nxclig biqwl:
F
d F
d2 2 F
d3 3 F

+ ...
x
dt x0
dt2 x02
dt3 x03
+(1)n

dn (n) F
=0
dtn x0(n)

bolno. n tgitgl n 2n togtmol aguulax bgd nig


zaxyn nxcl aiglan todorxolno.
Odoo normqlogdson ogtorgud daraax minimum olox bodlogo awq ze.
(2.30)
f (x) min, x X
X normqlogdson ugaman ogtorgu, f (x) tasraltg funkcional. 1 , 2 , . . . , n ugaman ogtorgun lementd bolog. dgr lementdin bx bolomjit ugaman kombinacuudyn nilbrig K[1 , 2 , . . . , n ] gj tmdgle.
K[1 , 2 , . . . , n ] = {x X| x =

n
X

i i , i R, i = 1, 2, . . . , n}

i=1

Todorxololt 3. Xrw erg too ba x0 X le-

mentin xuwd natural too n ba lement x K orix


52

BLG 2. Wariac toollyn busad bodloguud


bgd ||x x0 || < nxcl bielgdj bawal {k }
k=1 daraallyg X ogtorgun gct daraalal gj nrln. (Jilbl, 1, t, t2 , . . . , tn , . . . gsn olon gintdin daraalal n tasraltg funkcin ogtorgun gct daraalal
m. Uqir n aliwaa tasraltg funkcd olon gintin
funkcr dxj boldog.)

Teorem 13. x0 n (2.30) bodlogyn id buu global mi-

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)

Tgwl {xn } daraalal n (2.30) bodlogyn bagasgagq daraalal bolno. rr xlbl


lim f (xn ) = f (x0 ).

Batalgaa. Duryn baga erg too -g aw. f (x) funkcio-

nal tasraltg uqraas zerg too orix bgd

f (x) f (x0 ) < , x O(x0 , ) = {x X ||x x0 || < }


bieln. {k } daraalal gct uqraas toony xuwd natural too n ba lement x K[1 , 2 , . . . , n ] orix bgd
||x x0 || < . nds x O(x0 , ). Imd f (x) f (x0 ) < ,
x K[1 , 2 , . . . , n ].
min
f (x) buu f (xn ) f (x)
Ng talaar, f (xn ) =
xK[1 ,...,n ]

tul f (xn ) f (x0 ) f (x) f (x0 ) < bolno. n ixsx tutam


K[1 , . . . , n ] ulam rgjix bgd f (xn+1 ) f (xn ) buu
n ed f (xn+1 ) f (x0 ) f (xn ) f (x0 ) < bana.
Ng talaar N = N () : f (xn ) f (x0 ) < , n > N tul
53

BLG 2. Wariac toollyn busad bodloguud


teorem batlagdaw.
{f (xn )} daraallyg Ritcin daraalal gj nrln. Praktik dr (2.30) bodlogyg bodoxdoo {k } daraallyg songox
bgd n = 1, n = 2 gx mt utguudad bodoj x1 , x2 , . . . -yg
olno. k -in todorxo utgand olson f (xk ) bodlogyn orolcoo id bolno.

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

F (x, x0 , t)dt integral n rgtgsn inte-

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

n zaaglagdsan bol n integral niln.


55

BLG 3. Tgsglg zawsar drx wariac toollyn


bodlogo
nd n ggdsn togtmol
Z

Z
0

F (x, x , t)e

M et dt =

dt

(3.1)

Caaid din zasgin wariac toollyn bodloguudad J(x)


integralyg rglj nildg gj zn. Tnqln t
ed F 0 bieln.
Z
F (x, x0 , t)dt min

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

BLG 3. Tgsglg zawsar drx wariac toollyn


bodlogo

Ji 14. (Psin onowqto xrng oruulalt)


Psin ldwrllin funkc Q = Q(K, L) bolog.

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

K ba L-g J(K, L) max nxcls olox sto.


ler-Lagranjin tgitgl zoxiowol

F
d
dF

K dt K 0 = 0

F
d dF

=0
L dt L0

Tuxan ulamjlaluudyg olbol:

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

BLG 3. Tgsglg zawsar drx wariac toollyn


bodlogo
Xrw ldwrllin funkc Kob-Duglasyn funkc, rr
xlbl, QW = K L , ( + =
6 1) bol onowqto k n

+ )
K =
p

(1)
(1)

W
p

(1)

= const.

K = const nxcl n zalg nxcl bgd bodlogyn


anxny nxcl K(0) = K0 = K bax n bodlogyg idx
zalg nxcl m.
Ji 15. (zner-trocyn zagwar) Psin orlogyn
(K) n kapitalaas xamaarsan funkc bolog. Zardlyn funkc
n kapitalyn slts xamaarsan C(K 0 ) funkc bana. Xugacaany t agin dax psin cwr aig
F (K) = (K) C(K 0 ).

Xzgaarg xugacaand psincwr agig maksimumqlax


bodlogyg tomolbol
Z
J(K) = [(K) C(K 0 )]et dt max,
0

K(0) = K0 (K0 -ggdsn)


Odoo (K) = K K 2 (, > 0),
C = aK 02 + bK 0 (a, b > 0) ed bodoltyg gctgwl
F = (K K 2 aK 02 bK 0 )E rhot ,
F
= ( 2K)et ,
K

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

BLG 3. Tgsglg zawsar drx wariac toollyn


bodlogo
ler-Lagranjin tgitgl zoxiowol
K 00 K 0

b
K=
a
2a

bolox bgd ernxi id n

K (t) = A1 er1 t + A2 er2 t + K,

!
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)

Ng talaas (3.6) nxclig biqwl

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

BLG 3. Tgsglg zawsar drx wariac toollyn


bodlogo
F
lim
= 0 bolox ba r1 > 0, r2 < 0 tul A1 = 0 ed n
K 0
nxcl bieln.

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

Mn onowqto xrng oruulaltyn xmjg


K (t)]
I (t) = K 0 = r2 [K

gj todorxolno.

Ji 16. (Ramsen zagwar)ndsni nit btgd-

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

BLG 3. Tgsglg zawsar drx wariac toollyn


bodlogo
nx bodlogo n tgsglg zawsar drx wariac toollyn
bodlogo uqraas zaxyn nmlt nxcl (3.5) ba (3.6) rglj
bielgdx albag m. n xndrls garax argyg daraax
zamaar idwrlj bolno.
Z
J(C) = [B U (C) + D(L)]dt min,

(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

ler-Lagranjin tgitgl L-xuwsagqdyn xuwd


F
= 0 buu D0 (l) = Q0L , t 0
L

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

BLG 3. Tgsglg zawsar drx wariac toollyn


bodlogo
0 const xller-Lagranjin tgitgl n F K 0 FK
0
brt bana. nig zadalj biqwl:

B U (C) + D(L) K 0 = const, t 0

Bodlogyn lim F (K, L) = 0 nxclig aiglawal


t

lim (t) = 0 gdgig algaj bolno. Imd const 0 bolox


t
ba onowqto kapitalyn xmj
B U (C) + D(L)
K 0 =

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

bieln uqir n FL0 0 = 0. Imd n nxcl n bodlogyn


lim F = 0 nxclt dawxcaj bana. Ng talaas
t

0
lim FL0 0 = lim FK
0 = 0

nxcl uud bieln.


62

Blg 4

Wariac toollyn
toocon bodox arga
Odoo wariac toollyn bodloguudyg orolcoo bodox arguudta tanilc.

4.1 lerin lgawart sxemin arga


Zt1
F (t, x, x0 )dt min,

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

BLG 4. Wariac toollyn toocon bodox arga


1 , x2 , . . . , xn1 ) funkc
log. Tgwl J(x) funkcional n J(x
r iljin.
x1 , x2 , . . . , xn1 funkcig minimum utgata bax nxcls
todorxoldog. rr xlbl,
1 , x2 , . . . , xn1 ) min
J(x

bodlogyg bodno gsn g. n bodlogyn zalg nxclig biqwl:


J
J
J
= 0,
= 0, . . .
= 0.
(4.2)
x1
x2
xn1
R1

Ji 17. J(x) = (x02 + 2x)dt min, x(0) = x(1) = 0


0

bodlogyg orolcoogoor bod.


10
Bodolt. t =
= 0.2, x0 = x(0) = 0, x1 = 0.2,
5
x2 = 0.4, x3 = 0.6, x4 = 0.8, x5 = x(1) = 0
Funkcin ulamjlalyg orolcoogoor bodwol:
xk+1 xk
x1 0
x0k = x0 (tk )
buu x0 (0) =
,
t
0.2
x2 x1
x3 x2 0
x4 x3
x0 (0.2) =
, x0 (0.4) =
, x (0.6) =
,
0.2
0.2
0.2
x

x
5
4
.
x0 (0.8) =
0.2
Odoo integralyg orolcoogoor tg ncgtin tomogoor
bodwol:
Zb

f (x)dx f (a) + f (x1 ) + f (x2 ) + + f (xn1 ) x,

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

BLG 4. Wariac toollyn toocon bodox arga


1 J
x2 x1 x3 x2

+ 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

sistemin idig olbol x1 = 0.08, x2 = 0.12,


x3 = 0.12, x4 = 0.08. n bodlogyn jinxn idig
t2 t
olbol x(t) =
bolox ba xrqmin xuwaaltyn cgd
2
drx utguudta dawxcana.
Ernxi toxioldold daraax bodlogyg bodno gsn g.
Zt1
F (t, x, x0 )dt

J(x) =

n1
X
k=0

t0

xk+1 xk
F t, xk ,
t min
t

4.2 Ritcin arga


J(x) =

Rt1

F (t, x, x0 )dt min,

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

0 (t0 ) = x0 , 0 (t1 ) = x1 , i (t0 ) = i (t1 ) = 0, i = 1, 2, . . . , n.


c1 , c2 , . . . cn -g oloxdoo daraax bodlogyg bodno.
65

BLG 4. Wariac toollyn toocon bodox arga

1 , c2 , . . . , cn ) min .
J(xn (t)) = J(c

n nxclt bi kstremumyn bodlogyn zalg nxclig biqwl:


J
= 0, i = 1, 2, . . . , n,
ci
xn (t)

= 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

Wariac toollyn din


zasgin xrgl
5.1 Psin aig maksimumqlax
Ganc btgdxn ldwrldg monopol psin zardlyn funkc
C = Q2 + Q + (, , > 0)

(5.1)

bolog. Psin garc bolox btgdxni too xmj Q n


rltin too xmjt tnc bana. rltin xmj n
xugacaany t agind n p(t)-s xamaaraxaas gadna nin
slt p0 (t)-s xamaarna gj ze.
Q = a bp(t) + hp0 (t),

(a, b > 0, h 6= 0)

(5.2)

Psin agig todorxolbol:


= pQC = p(abp+hp0 )(abp+hp0 )2 (abp+bp0 )

n ilrxillig mxtgn biqwl:


(p, p0 )= b(1+b)p2 + (a + 2ab + b)p h2 p02
h(2a + )p0 + h(1 + 2b)pp0 (a2 + a + )
67

(5.3)

BLG 5. Wariac toollyn din zasgin xrgl


Psin gol zorilgo n psin nit agig [0, T ] xugacaand xamgin ix balgax onowqto n p(t)-g oloxod orino. rr xlbl daraax wariac toollyn bodlogyg
bodno gsn g m.
ZT
(p, p0 )dt

J(p) =

(5.4)

p(0) = p0 ,

p(T ) = p1 ,

nd p0 , T, p1 ggdsn.

= 2b(1 + b)p + (a + 2ab + b) + h(1 + 2b)p0


p

p0 0 = 0 = 2h2 p0 h(2a + ) + h(1 + 2b)p


p
2
2
2,
=
2h
= h(1 + 2b)
p02
pp0
p0 =

0 =
tp
0

2
= 0 tul ler-Lagranjin tgitgl
tp0
p00

b(1 + b)
a + 2ab + b
p=
h2
2h2

xlbrt bana. nx 2-r rmbin ugaman differencial tgitglig bodwol ernxi id


p (t) = A1 ert + A2 ert + p

bolox zaxyn nxcldig aiglan A1 ba A2 -g olno.


A1 =

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

BLG 5. Wariac toollyn din zasgin xrgl


Ng talaas (5.4) bodlogyn xuwd ler-Lagranjin tgitgl uud

p0 0 = c
(5.5)
p
nig daraax xlbrt biqwl:
c
p0
= p0 1
0
p

p0 n funkcin nin rqlltin xuw dax mdrmjig xaruulj bana.


c
Imd n mdrmjig 1 -t tnc balgaxaar awbal

psin [0, T ] zawsar dax aig xamgin ix bana.

5.2 Inflc ba ajilgdl


yt -t xugacaan dax ndsni orlogo
yf -brn ajilta ein ndsni orlogo
- nigmin aldagdlyn funkc bolog.
= (yf y)2 + m2

( > 0)

(5.6)

Filipsin murun tuslamjtagaar (yf y) ba p-in xamaarlyg daraax tgitgl gn.


m = (yf y) + u,

( > 0)

nd u- n xlgdj bu inflc, m-n inflcin bodit


twin
Inflcin rqlltin tgitglig biqwl:
u0 =

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

BLG 5. Wariac toollyn din zasgin xrgl


Slin 2 tgitglig ngtgn biqwl: u0 = j(yf y)
u0
u0
buu yf y =
bolox ba m =
+ u bolno. Tgwl
j
j
nigmin aldagdlyn funkc
0

(u, u ) =

u0 2
j

2
u0
+u
j

xlbrt bana. Odoo nigmin nit aldagdlyn funkc


[0, T ] xugacaany zawsart xamgin baga baxaar inflcin
xlgdj bu onowqto twing olox bodlogo awq ze.
nig tomolbol:
ZT
(u, u0 )et dt min, u(0) = u0 , u(T ) = 0

J(u) =
0

nd u(0) = u0 , T -ggdsn, -diskointin kofficient.


Tuxan ulamjlaluudyg olj, ler-Lagranjin tgitgl zoxio.
F (u, u0 ) = (u, u0 )et
gj ze.

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

BLG 5. Wariac toollyn din zasgin xrgl


u00 u0 M u = 0
2 j( + j)
>0
nd M =
1 + 2
Tgitglin ernxi id n u (t) = A1 ek1 t + A2 ek2 t ,
p
1
k1,2 = ( 2 + 4M ), k1 > 0, k2 < 0.
2
Duryn togtmol A1 ba A2 -g zaxyn nxclds olbol

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

bodlogyn id n u (t) = A1 ek1 t + A2 ek2 t

5.3 Xdlmrin rltig onowqlox


bodlogo
Ps n t = 0 agind calingin xorogdolto tulgarq
ajillax xqig L0 twns LT twind xrgx zorilgoto gj ze.
Psin agin funkc n (L) funkcr ilrxilgdx ba
00 (L) < 0 nxclig xangadag gj ze.
Zardlyn funkc
C(L0 ) = bL02 + K, (b > 0, K > 0, L0 6= 0)

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

BLG 5. Wariac toollyn din zasgin xrgl


Odoogin nin kapitalqlgdsan n n (LT )
Imd daraax bodlogyg tomolj bolno.
ZT
J(L) =
0

eT
bana.

1
(L) bL02 K et dt + (Lt )eT max,

L(0) = L0 (L0 -gdsn)


L(T ) = LT (LT > L0 ggdg, T ggdg)
n bodlogyg bodoj onowqto T ba L = L(T )-g olno.
Bodlogyg wariac toollyn bodlogo ruu iljlxin tuld
daraax xuwirgalt aigla.
ZT
z 0 (t)dt + z(0)

z(T ) =

(5.7)

Xrw z(t) funkcig


z(t) =

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 )

bolox ba J(L) funkcionalyg daraax xlbrt biqij bolno.


ZT h
i
1
1
J(L) =
bL02 K + 0 (L)L0 et dt + (L0 )

72

BLG 5. Wariac toollyn din zasgin xrgl


1
Slin nmgdxn (L0 ) togtmol uqraas L, T -in onowq
to songoltond nllxg. Imd
ZT

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

bolox ba ler-Lagranjin tgitgl n


L00 L0 +

0 (L)
=0
2b

(5.8)

bolno. n tgitglin ernxi id n c1 , c2 togtmloluudyg aguulna. rr xlbl, L = L (t, c1 , c2 ). Ng


talaas t0 = 0 bxlgdsn ba T , LT bxlgdg tul xargalF
zax nmlt zaxyn nxcld n
= 0 buu
L0 t=T
L0

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)

bana. Onowqto T ba LT -g daraax sistem tgitglig


bodoj olno.

L (0, c1 , c2 ) = L0

0
0 (L )
=0
L (T )
(5.11)
2b

L 0 (T ) = K
b
73

BLG 5. Wariac toollyn din zasgin xrgl


Odoo drx bodlogyg (L) = 2mL nL2 (0 < n < m) ed
bodo. 0 (L) = 2m 2nL tul ler-Lagranjin tgitgl
m nL
L00 L0 +
=0
b
xlbrt bolno. Tgitglin ernxi idig olbol

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

(5.11) sistemig biqwl:

= 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

n sistemig bodoj onowqto c1 , c2 , T -g olbol

bolno.
LT = L(T ) = c1 ek1 T + c2 ek2 T + L

74

(5.13)

Blg 6

Grafik toocoony
ajil
1.
2.

R1

x02 dt extr; x(0) = 1, x(1) = 0

R1

(x02 + x2 )dt extr; x(1) = x(1) = 1

3.
4.
5.

R2

(4x sin t + x2 x02 )dt extr; x(0) = x

=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,

x(1) = sh1, x2 (1) = sh1.


6.

R1

x02 + 4x2 (0) 5x2 (1) extr

75

BLG 6. Grafik toocoony ajil


7.

R1

x02 dt extr; x(0) = 1

Z1
1 + x02
8.
dt extr; x(0) = 1
x
0

9.

R1

x02 dt extr;

10.

R1

xdt = 0, x(0) = 1, x(1) = 0

R1

(x1 + x2 )dt extr;

R1
0

x01 x02 dt = 0, x1 (0) = x2 (0) = 0,

x1 (1) = 1, x2 (1) = 3
11.
12.

R0

xdt extr;

Re

R0

1 + x02 dt = , x(1) = 0
2
1

(t + 1)tx002 dt extr; x(1) = 0, x0 (1) = 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

t3 x002 dt extr; x(1) = 1, x0 (1) = 1,

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

BLG 6. Grafik toocoony ajil


17.
18.

x sin tdt extr; |x00 | 1, x() = 0

R1

|x00 |dt inf ; x00 2, x(0) = 0, x(2) = 1, x0 (2) = 2

19. T inf ; |x00 | 2, x(1)=1, x(T )=1, x0 (1)=x0 (T ) = 0


20. T inf ; 1 x00 2, x(0) + x0 (T )=0, x0 (0)=x(t) = 1

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

(x02 + 4x2 )dt extr;

x(1) = 1, x(1) = 1

3
R2

(x02 x2 4x sin t)dt extr;

R1

(tx02 + 2x)dt extr;

x(0) = x( 3
2 )=0

x(1) = 0

R1
0

(x0 21 + x22 + 2x1 x2 )dt extr; x1 (0) = x2 (0) = 0,

x1 (1) = x2 (1) = sh1


28.
29.

R1

(x02 + x2 )dt extr;

R1

x02 dt + x2 (1) extr;

x(0) = 0

77

BLG 6. Grafik toocoony ajil


ZT
1 + x02
30.
dt extr;
x

x(0) = 1, T x(T ) = 1

31.
32.

33.

R1

x02 dt extr;

R1

xdt = 3, x(0) = 1, x(1) = 6

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

x01 x02 dt extr;

R1

x1 dt =

R1

x2 dt = 0,

x1 (0) = x2 (0) = 0, x1 (1) = 1, x2 (1) = 2


34.

R1

(t + 1)2 x002 dt extr; x(0) = x0 (0) = 0,

x(1) = 1, x0 (1) = 2
35.

R1

x0002 dt extr; x(0) = x0 (0) = x00 (0) = 0,

x(1) = 1, x0 (1) = 4, x00 (1) = 1


36.
37.
38.

R1

(x002 + 4x2 )dt extr; x(0) = x0 (0) = 0, x0 () = sh

R1

(x002 + x02 )dt extr; x0 (0) = sh 1, x(1) = x0 (1) = 0

R1

u2 dt extr; x00 x = u, x(0) = 1, x0 (0) = 0

0
3

39.

R4

x sin dt extr; |x00 | 1, x(0) = 0

40. T inf ; |x00 | 2,


x0 (1) = x0 (T ) = 0

x(1) = 1, x(T ) = 1,

78

BLG 6. Grafik toocoony ajil


41.

R2

|x00 |dt inf ; x00 2, x(0) = 1, x0 (0) = 2, x(2) = 0

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 ,

u21 + u22 = 1; x1 (0) = x2 (0) = 0


45.
46.

R1

(x x02 )dt extr;

x(0) = 0, x(T0 ) =

R1

(x02 + x2 + 2x)dt extr;

x(0) = x(1) = 0

47.
48.

R2

(x02 x2 + 4x cos t)dt extr;

R1
0

(x01 x02 + x1 x2 )dt extr;

x2 (1) =
49.
50.
51.
52.

x(0) = x( 2 ) = 0

x1 (0) = x2 (0) = 1, x1 (1) = e,

1
e

RT0 02
(x + x2 )dt extr;

x(0) = 0, x(T0 ) =

(x02 + x2 4x sin t)dt extr;

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

BLG 6. Grafik toocoony ajil


53.
54.
55.
56.

R1

x02 dt extr;

R1

xdt = 1

x02 dt extr;

RT

R1
R1

txdt = 0, x(0) = 0, x(1) = 1

x02 dt + x(T ) extr;

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;

x(0) = x0 (0) = x00 (0) = 0

x(1) = 1, x0 (1) = 4, x00 (1) = 12


R
58. (x002 + 4x2 )dt extr; x(0) = x0 (0) = 0, x() = sh
0

R2

(x002 x2 )dt extr; x(0) = 0, x( ) = 1 + ,


2
2
0

x0
=1
2
R1
60. u2 dt extr; x00 x = u, x(1) = sh 1,
59.

x0 (1) = ch 1 + sh 1, x(0) = 0.
61.
62.

RT0

|x0 |dt inf ;

x00 = A, x(0) = 0, x(T0 ) =

x002 dt extr;

x00 = 24, x(0) = 11, x(1) = x0 (1) = 0

R1
0

63. T inf ; |x00 | 2,


x(0) = 1, x(T ) = 3

x0 (0) = x0 (T ) = 0,

80

BLG 6. Grafik toocoony ajil


64.

R1

(x2 + u2 )dt inf ;

65. T inf ;

x0

x0 = u, x(0) = 1, |u| 1

0 1
1 0

x+

1 1
1 2

u,

x(0) = x0 , x(T ) = 0, u co{(1; 1), (2; 1), (0; 3)}


66. T inf ; 0 x00 2, x(0)+x0 (T )=1, x0 (0)=1, x(T )=0
67.
68.

RT0 02
(x x)dt extr;

x(0) = 0, x(T0 ) =

R1

(x02 + x2 + tx)dt extr;

x(0) = x(1) = 0

69.

R2

(x02 x2 + 4x cos t)dt extr;

70.

R2

(x02 x2 )dt extr;


=
x(0) = 0, x
2
2


x(0) = 0, x
=1
2

71.

R2
0

(x01 x02 x1 x2 )dt extr;

x1

= 1, x2

x1 (0) = x2 (0) = 0,

= 1

72.
73.
74.
75.

R2

(x02 x2 )dt + x2 (0) x2

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

txdt = 0, x(0) = 4, x(1) = 4

81

BLG 6. Grafik toocoony ajil


76.
77.
78.
79.

80.

R1

x02 dt extr;

RT

R1

xdt = 1, x(0) = 0

x02 dt + x2 (0) extr;

x(T ) = x1

R1

et x002 dt extr;

x(0) = x0 (0) = 1, x(1) = x0 (1) = 0

R1

(x0002 + x002 )dt extr;

0
x0 (0)

x(0) = x00 (0) = 0,

= 1, x0 (1) = ch1, x(1) = x00 (1) = sh1

(x002 + 4x2 )dt extr; x(0) = x0 (0) = 0, x() = sh

81.
82.


=1
(x002 x02 )dt extr; x(0) = x0 (0) = 0, x
2
0

R2

R1

u2 dt extr; x00 x = u, x(0) = x0 (0) = 0,

x(1) = sh 1, x0 (1) = ch1 + sh1


83.
84.

R4

(x02 + x)dt extr;

|x0 | = 1, x(4) = 0

R2

x002 dt inf ;

x00 6, x(0) = x0 (2) = 0, x(2) = 17

85. T inf ; 0 x00 1, x(0) = 1 , x0 (0) = 2 ,


x(T ) = x0 (T ) = 0
86. T inf ; 1 x00 2, x(0) + x0 (T ) = 1 ,
x(T ) = 1, x0 (0) = 2

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

BLG 6. Grafik toocoony ajil


88.

R1
0

(u2 + x21 )dt + x21 (1) + x21 (1) inf ;

x01 = u1 ,

x02 = u2 , x1 (0) = 1, x2 (0) = 0


89.
90.

R1

(x02 + tx)dt extr;

R1

(4x sin t x2 x02 )dt extr;

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

(x01 x02 + 6x1 t + 12x2 t2 )dt extr;

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

xdt = 1, x(0) = x(1) = 0

x02 dt + x2 (T ) extr

83

BLG 6. Grafik toocoony ajil


100.

R1

et x002 dt extr; x(0) = 0, x0 (0) = 1,

x(1) = 2e, x0 (1) = 2e

101.

R2

(x0002 x002 )dt extr; x(0) = x0 (0) = x00



x
= x00 (0) = x0
=1
2
2
RT0
102. (x002 x2 )dt extr

=0

103.

R2

(x002 x02 )dt extr; x(0) = x0 (0) = x0


x
=1
2

=0

104.
105.
106.

R2

u2 dt extr; x00 + x = u, x0 (0) = 1

RT0 02
(x + x)dt extr; |x0 | 1, x(0) = 0
0

R1

x002 dt inf ; |x00 | 1, x(0) = x0 (0) = 0, x(1) =

11
24

107. T inf ; 3 x00 1, x(0) = 3, x0 (0) = x0 (T ) = 0,

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

x(0) = x0 , x(T ) = 0, u co{(1; 1), (0; 1), (1; 0)}


110.

R1

u2 dt + x(1) inf ;

x0 = u, |u| = 1

84

BLG 6. Grafik toocoony ajil


111.
112.
113.
114.

R1

(t2 x x02 )dt extr;

x(0) = x(1) = 0

R1

(x02 + x2 + 6xsh 2t)dt extr;

x(0) = x(1) = 0

RT0 02
(x x2 + 4x cos t)dt extr;

x(0) = 0, x(T0 ) =

R1

(x02 2tx)dt extr;

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

(x02 + x)dt extr;

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

(x2 + x02 )dt + x2 (T ) extr

RT0 002 02
(x +x )dt extr; x(0)=x0 (0)=x(T0 )=x0 (T0 )=x0 (T0 )=0
0

85

BLG 6. Grafik toocoony ajil


123.

(x000 2 x00 2 )dt extr; x(0) = x0 (0) = x00 (0) = x() = 0

x() = , x0 () = 2
124.
125.
126.
127.

RT

(x002 x2 )dt extr

R1

R1

xdt extr;

R1

x002 dt = 1, x(0) = x(1) = 0


x00 + x = u, x(0) = 0, x
=1
2

u2 dt extr;

RT0 02
(x + x)dt extr;

|x0 | 1, x(0) = 0

128. x(2) inf ;

|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 ,

130. T inf ; 1 x00 2, x(0) = 1 , x0 (0) + x(T ) = 2

86

You might also like