ECe 551 Lecrure 8 Selving a non-linear split-boundary volue problem vsing conventional numerical integration methods cannot be done. Whereas, fora linear situation superposition can be used to arrive ata solution, Let us now consider an iterative numerical tech- nique, ue. the method cf steepest descent, to solve a non-linear two-point boundary value problem. We begin by considering a similar problem from calculus. Let £ be a function of two inde pendent variables gy, ond ya , ive. F(y.sga)- We desive tofind the point y* y* where f assumes (48 minimum value, £Cy%, gy). We assume that gr andy, are not constramned by any boundaries- Recall that a necessary condition for y," and y* to be a point where £ has a (relative) mini mum We thot the differential of f vanish a+ yy." af By Cahylag, £ + [3.Cata day, BarVayso @ace S51 LECTURE g grodient of F with gy: Sihee yond yy ove independent, the com pe of Ay ore independently arbi trery 00d thos equobicn In ether words, for £C 4%) to bea celetive, arg thot the gradient of F be tere ot the pont a*. Note thet equation wte two olgebroce equations that ore generally nen! thet these ol- 7 Supp were met analytically sely= able. Whet con be done to find yf? hetus think of the function & dimensional bills aad vellegs om the the space formed by the coordinates yy jg, ,and Flg.142)- Recell grodient calevlus thet the ofa scolaw funetion Fis a vector which defines the divectan of qrectest ap £ nthe Sunetion fate pent Yorge: Hence, ot © poet giyyn fwer P gods tan of increa te heed in the dive, 4g F, +h 2ECE 551 LeciuKE og | e thot die the grodient ot y,,4, would de rection. So, trevel avrectly opportte to the direction aye ficed by the gradient should ve the direction of greatest decreose (de: he valve of the Sonet tre methed of steepest descent. era unit vector im the grad o direction at a point 3) TE we move tna divection — It f) then the oe chenge th y's given by 2 0 ce) Ae 5 ge Tg TRG Where, E205 the etep ere. Using tha de we hove thet Finition of Au ond equotisECR 55{ LECTURE 8 flu) = = d£ly) Note thet equotion® implies thet dflgi”) £0 except ifond only: Wb tere at yl except dealy if af/ag # process oy cule gradient vector et yo, @ to 2 fellows Vie. the un e tne general forms of equet colevlete the newt point y™ =O} ie cheesey the numeric value of cafes! te ths, sey aces dotha,eg descend > steps T urtil £ begins te imereose Letus now opply the methed of ctecpest de- scent to optimal contasi preble~ECE 551 LECTURE 18 We proceed os follows fe approximation to the Gilat), wheres Stow N-1LN © Ag the nerm‘nal conteol hitters w end the ‘nitvel condition xed 2x5 integrote the stote equations 8) Coleclote pnd by sub edited xO CN) inte pbs = Sx OMEN) ond vsag the retult a: the initial condition” x PCK), we can integrate the coctate equot elong with the stored valvesECE 55) LECTURE 8) Next evalvete Bd Yau ond store thi fonction. 1f WBE ee where ¢ tba preselected positie conttant, then terminote the process. 1f equeton © vi nok satified, generate o new a piecewise constont control functon aes *s roa ue : ad 2 Mare a =e Few) ® ey : Replace wk) by ao Ck) in eke & ahove ond repeat the proces Inerder te ilootrate this method of steepest descent , let us eo. der a simple ane lye exemple, ie. wrth tnidvel condition x24. We RCE E ox Ob) + lkFer 551 Lectore g | ute), tele] thet « ater problem a iterotve tech- con be solved w 3 hiqves. The costote o pars pe) with the boundary condition pCi) = 2201). ve alse hove the necessary condition 3 oy uct) +p =o Avon initial guees for the dednel contre 10), Net ule) = 1 cughout the interval £e,1] Trtegrot ing the stote equetion G ing xtoded mera! Vergennes re ahs oe xed = Bete t H equetEcE 551 LecroRE & squetion beckwerd th tine toy poted= 2e'L se 1 Jet a) which makes CL) wee thet optic equetion @ would equal tere, Since i413 not sed assuming our stopping eiterie 1s not met, contral, then wie fad the next trial contwel re. ul eye ae whieh if t=0.1 gives hich Vy : “tsetse et] vers tootLi ease] We repeot the prior steps until the stopping criteria 1 met