Fifteen Thursday

Hwa will beposted on Thursday and will be the last Hw

CalculusofVanationscont

consider ft't It X X dt
my
subjectto x Cto exo and Xlt x

function x all functions that satisfy the

We want to find the
over

Cto Xo and act x that maximizes the

endpoint data x
integral
ft fat x x It

Last class we derived the Euler Lagrange equation

Ox fat Z X def Ctx x o

which is necessary condition for I

a to a
maximizer
need to check that
To check that I ts indeed
a maximizer we

f is concave in X X that is

fxx fxx is negate definite f

DEF
fxx fxx all t
condition
To understand this concavity
Ddt We willshowthat
at JG Sit fit x
fin X X
concavity of
guarantees that
in
 g
I is a
maximizer

FA I If
J x J E SI f Hix x I

I E at
YE fit flt I xx
Tx I

ftp T S oxfam ex x

at
of 8 fit X I X E

Sf d f Hix I x x

da di fit I I
x 21 It

It If It x I Oif HII xx at

JCI 2 JC x and so JCI is a

maximizer

C then
f concave and
WTF
f x E f z Tf z x z
 To see what happens if we impose Xcto xo but
let act to be
J Xt En Rito 0
free
let's see
what happen

i
Fel sq
ft dxfctix.hn It

fat xx idt
fit'd
udit dun
n
goxf.tv
dxflt.x.xydtdu
oxtail ftp.xfndt

he Sfldxf
dad f ndt
diff
transversality
Is
condition
 1 dFtne
Ecks.net boundary conditions
x
x Cto Xo and x it
cases
Now we will consider the following
Ca Xct is free
b x Ct Z x
La x Hi E Xz

d X E X HD E Xz

if I solves the
Thincnecessarycondition
d
with one of the conditions la
variational problem
then I satisfies the Euler Lagrange
equation and
the transversality condition
0 first deviate
Ca Ox flt I I t t test
I I 1 0
b If Ict x then diff 4
and if It x then Ox f H E E 240

c If yet Xz then dy f G Y X ly 0

and if Xlt Xz then Ox fat E X 440

d if It EG XD then OE FA I I o

if X then diff I E
and It It so
 and if act x2 then Oy FAY I
SEE
Thin Sufficient condition suppose f is concave

TCxxfratecto t and I satisfies the

condition
E L equation and the tranversality
d fA E E
to
If I 4 E Lxi Xz then y solves the
variational
problem
then replace transversality condition
If yet ex
with yet x and the solution to
that problemwill solve the variational
problem
condition
then replace transversality
If I ti x
with Xlt The solution to this
Xz
variational
problem will solve the
problem

Here x d and x2 as are valid choices

EI Min Ji x x 25 at

10 E3 and x 142 L
subjectto 25

let us transform this into amax problem

also w the inequality
att

f
2
2 at
Max g Cy
y
and E 2,33
subject to
you
2
yo
The E L equation is
0
dy f Of
Of
2
2Cy
d f y
g Oy f 2g
0
the ODE is 2Cy
2
24
z
g g
I 4
C X t CzXz 0 chefghstjit so

rel O
E Cr 1
cixiecixie
to y get get 2
ciettize
can 2
get czét z f yea2 c

24 1
I ziti Let Le
éttoett etc et
etc etc
a er y get É
gives
Thetransversality condition z

0 0
fly 24 to

z get get l
2 C Cz

Ci Cz
I
2C etc
I
Ic
a F
 Cut 35

tt 2
Now
y
Lt
Eet Ee
So
Is 22
lo 2
y I
This means
this can't be
the solution to the
since y 6
go y variational
we will
instead problem
solve the variation
problem

max So j ly zidt
y luv
l and y Co 2
subject to gl uz

the same except now

All the work is

constants in the ODE will differ

the
1
we still have Gt 2C 2
 to 7 2
and now y
t t 2
2 C
Cz

C Cz

2 C I
IC
I
32C
a
C2 3
And so
te
Get Ee
z
yet
variational
solves the
problem
 2 0
Cheek Dig f f

o
2

which is
definite
negative
t
Zz e et 2
x t
z
solves our original
problem