Optimizing Cost Integrals with Free Endpoint: Calculus of Variations

In summary, the goal is to optimize a cost integral with a given constraint. A method is presented for minimizing a function with a free endpoint, which involves changing the problem to minimizing a modified integral. The Lagrangian is changed in the example to include 2x\dot{x}, which comes from the original Lagrangian being in the form of f(t,x(t)) = x(t). However, after further analysis, it is found that the coefficient of 2 was due to a misunderstanding of the given constraint.
  • #1
Kreizhn
743
1

Homework Statement


Optimize the following cost integral

[tex] x(1)^2 + \displaystyle \int_0^1 (x^2 + \dot{x}^2) dx [/tex]

subject to x(0) =1, x(1) is free


Homework Equations



Now our prof showed us a method of doing this. In general, if we want to minimize

[tex] f(b,x(b)) + \displaystyle \int_a^b L(t,x,\dot{x}) dx [/tex]
where x(b) is free, then we can change the problem to minimizing
[tex] \displaystyle \int_a^b L(t,x,\dot{x}) + \frac{\partial f}{\partial t} + \sum_i \frac{\partial f}{\partial x_i} \dot{x}_i dx [/tex]


The Attempt at a Solution



Now we he goes through the example above, he changes the Lagrangian to

[tex] \displaystyle \int_0^1 \left[ 2x\dot{x} + (x^2 + \dot{x}^2) \right] dx [/tex]

My problem is that I don't see where [itex] 2x\dot{x} [/itex] comes from. The only way this conforms to the above equation is if f has the form of the original Lagrangian. At least in this case, I figure that [itex] f(t,x(t)) = x(t) [/itex] in which case

[tex] \displaystyle \frac{\partial f}{\partial t} + \sum_i \frac{\partial f}{\partial x_i} \dot{x}_i = \dot{x} + \dot{x} = 2\dot{x} [/tex]

which varies from what he got by the factor of x
 
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  • #2
If nothing else, can someone please confirm that if [itex] f(t,x(t)) = x(t) [/itex] then

[tex] \displaystyle \frac{\partial f}{\partial t} + \sum_i \frac{\partial f}{\partial x_i} \dot{x}_i = \dot{x} + \dot{x} = 2\dot{x} [/tex]
 
  • #3
Nevermind, everything has been figured out. I knew it looked weird that I was getting a coefficient of 2. It turns out I didn't notice the fact that x(1) was actually x(1)², so no worries.
 

What is Calculus of Variations?

Calculus of Variations is a branch of mathematics that deals with finding the optimal solution to a problem, by minimizing or maximizing a certain function, known as the "functional". It is used to solve problems in physics, engineering, and economics, among others.

What are the key concepts in Calculus of Variations?

The key concepts in Calculus of Variations include the functional, the functional derivative, the Euler-Lagrange equation, and the boundary conditions. The functional is the function that is being optimized, while the functional derivative is the derivative of the functional with respect to the unknown function. The Euler-Lagrange equation is used to find the critical points of the functional, and the boundary conditions are the constraints that the solution must satisfy.

What is the difference between Calculus of Variations and ordinary calculus?

Calculus of Variations deals with functions of functions, while ordinary calculus deals with functions of variables. In Calculus of Variations, the goal is to find the function that minimizes or maximizes the functional, while in ordinary calculus, the goal is to find the maximum or minimum value of a function.

What are some applications of Calculus of Variations?

Calculus of Variations has many applications in physics, including finding the path of a particle that minimizes the time of travel, or the shape of a soap film that minimizes its surface area. It is also used in economics to find the optimal production levels for a company, and in engineering to find the optimal design for a structure.

What are the limitations of Calculus of Variations?

Calculus of Variations is limited to finding the optimal solution for a single variable function. It also assumes that the functional is differentiable and has a unique minimum or maximum. Additionally, it can be challenging to find analytical solutions for complex problems, so numerical methods may be necessary.

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