Overview
Description
Analysis of extrema of real-valued functions and functionals with applications. Introduction to calculus of variations and optimal control.
Units
Lecture3
Learning Outcomes
- derive extremal equations and solve some practically important variational problems in single and multiple independent variables including ones with unknown boundary data and integration limits.
- solve Isoperimetric and other constrained variational problems using Lagrange multipliers, and apply direct methods to solve variational problems.
- apply Hamiltonian principle to derivation of canonical equations and Hamilton-Jacobi equation, and use maximum principle for solution of some optimal control problems.