Preface: Euler-Lagrange Equations (Cont'd)
Preface: Euler-Lagrange Equations (Cont'd)
Preface: Euler-Lagrange Equations (Cont'd)
LECTURE 10
Preface
In the last lecture, we introduced examples of solving the Euler-Lagrange equations for a scalar function
argument with various boundary conditions. In this lecture, we treat the case of Euler-Lagrange
equations involving a vector argument. The solution of these equations is one of our primary objectives
going forward. We present examples of solving the multiple-function Euler-Lagrange equation.
J (x)
g ( x ( t ) , x ( t ) , t ) d t
(10.1)
t0
Where, we have the boundary conditions x ( 0 ) x 0 and x ( t f ) x f . Proceeding as we did in the scalar
case, we obtain the Euler-Lagrange equations, i.e.
g
d g
( x ( t ) , x ( t ) , t )
( x ( t ) , x ( t ) , t ) 0
dt x
x
(10.2)
/2
2
1
( t ) 4 x 22 ( t ) x1 ( t ) x 2 ( t ) d t which satisfies
1 , x ( / 4 ) 1 0 .
T
First, we form the Euler-Lagrange equations, i.e. we use equation (10.2) and we obtain
2 x1 ( t ) x2 ( t ) 0
8 x2 ( t ) x1 ( t ) 0
(10.3)
Note that equations (10.3) are linear ODEs with constant coefficients, and so they are readily solved
using classical techniques. Doing so, we can write one familiar form of the solution as follows, i.e.
x1 ( t ) c1 e 2 t c 2 e 2 t c 3 cos t c 4 sin t
x2 ( t )
1
1
1
1
c1 e 2 t c 2 e 2 t c 3 cos t c 4 sin t
2
2
2
2
(10.4)
ECE 451
LECTURE 10
We now apply the boundary conditions to equation (10.4) in order to solve for the four arbitrary constants,
i.e.
x1 ( 0 ) 0
x 2 ( 0 ) 1
x1 ( / 2 ) 1
x 2 ( / 2 ) 0
Thus, the arbitrary constants are given by:
1
e / 2
2
c1 / 2
e
e /2
1
e /2
c1 2 / 2
e
e /2
c3 1
c4
(10.5)
1
2
As before, lets treat the most general case, i.e. both t f and x ( t f ) are free. Again, the Euler-Lagrange
equation, i.e. equation (10.2) must be satisfied, and the boundary conditions at the final time are specified
by the following expression:
x ( x ( t f ) , x ( t f ) , t f
) x f
g
( x ( t f ) , x ( t f ) , t f
g ( x ( t f ) , x ( t f ) , t f )
x ( t f ) t f 0
(10.6)
Now, lets consider some examples of free end conditions. For example,
tf
2
1
( t ) x1 ( t ) x 2 ( t ) x 22 ( t ) d t with
boundary conditions x ( 0 ) 1 3 / 2
x ( / 4 ) 2 free .
T
ECE 451
LECTURE 10
2 x1 ( t ) x2 ( t ) 0
2 x2 ( t ) x1 ( t ) 0
(10.7)
x1 ( t ) 4 x1 ( t ) 0
This equation has solution
x1 ( t ) c1 cos 2 t c 2 sin 2 t
(10.8)
x2 ( t ) 2 c1 cos 2 t 2 c 2 sin 2 t
Integrating the above equation twice, we get
x 2 ( t )
c1
c
cos 2 t 2 sin 2 t c3 t c 4
2
2
(10.9)
Now, we must find the values of the unknown constants in equations (10.8) and (10.9). Returning to
equation (10.6), we have that
( x ( / 4 ) , x ( / 4 ) ) x ( t f ) 0
x2
g
( x ( / 4 ) , x ( / 4 ) ) 0
x2
(10.10)
g
( x ( / 4 ) , x ( / 4 ) ) x1 ( / 4 ) 2 x 2 ( / 4 ) 2 c3 0
x 2
And so, we have that c3 0 . We also have that
ECE 451
LECTURE 10
x1 ( 0 ) 1 c1 (1) c 2 ( 0 ) c1
c
c
3
1 ( 1 ) 2 ( 0 ) c3 ( 0 ) c 4 c 4 2
2
2
2
x3 ( / 4 ) c1 ( 0 ) c 2 ( 2 ) c 2 2
x2 ( 0 )
x1 ( t ) cos 2 t 2 sin 2 t
x (t )
1 cos 2 t sin 2 t 2
x
(
t
)
2
2
(10.11)
EXERCISE
Consider the following function:
J ( x)
2
0
1 / 2 x
4 x dt
) 9.