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Math Help - Extremal trouble

  1. #1
    Member Maccaman's Avatar
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    Extremal trouble

    Find the extremals of \int_0^2 \big ( \dot{x}^2 + 2 \dot{x} \big ) dt with x(0) = 0 and x(2) = 1 subject to the constraint \int_0^2 x \ dt = 2
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  2. #2
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    What ideas have you had so far?
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  3. #3
    Member Maccaman's Avatar
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    Okay, first of all, could you please what extremals are in a physical sense? I don't quite understand that.

    Anyway, I haven't got very far, but here is what I have.

    Since f = \dot{x}^2 + 2 \dot{x} is independent of t, it follows from the Euler-Lagrange equation that

    f - \dot{x} = \frac{\partial f}{\partial \dot{x}} = \text{constant}

    so

    \dot{x}^2 + 2x - \dot{x}(2 \dot{x} + 2) = \text{constant}

    -\dot{x}^2 - 2\dot{x} + 2x = C
    -2(\dot{x}^2 + 2 \dot{x} - x) = C

    Therefore
    \dot{x}^2 + \dot{x} = - \frac{C}{2} + x

    I don't really know where to go from here.
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  4. #4
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    You're doing calculus of variations here. Calculus of variations is all about finding functions that maximize or minimize a functional. A functional, in this case, maps functions to numbers. Your functional in this problem is

    \displaystyle{f[t,x,\dot{x}]=\int_{0}^{2}(\dot{x}^{2}+2\dot{x})\,dt}.

    So you have to find an extremum, or extremal, (doesn't matter if it's a min or a max) of this functional over the collection of functions x(t) such that

    x(0)=0, x(2)=1, and \displaystyle{\int_{0}^{2}x(t)\,dt=2}.

    I don't think your application of the Euler-Lagrange equations is correct. Moreover, in order to satisfy the integral constraint of

    \displaystyle{\int_{0}^{2}x(t)\,dt=2}, I think you're going to have to use the method of Lagrange multipliers. You should incorporate the Lagrange multiplier before you apply the Euler-Lagrange equation.

    Does any of this ring a bell?
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  5. #5
    Member Maccaman's Avatar
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    Quote Originally Posted by Ackbeet View Post
    I think you're going to have to use the method of Lagrange multipliers. You should incorporate the Lagrange multiplier before you apply the Euler-Lagrange equation.

    Does any of this ring a bell?
    Yes, when I originally posted this we hadn't done it in class yet and I was trying to get ahead. Now I have something......

    Define \displaystyle J[x] = \int_0^2 \dot{x}^2 + 2 \dot{x} \ dt

    and \displaystyle I[x] = \int_0^2 x \ dt

    The Lagrangian is

    \displaystyle L[x] = J[x] + \lambda I[x]

    = \int_0^2 \dot{x}^2 + 2 \dot{x} + \lambda x \ dt

    We can apply the Euler-Lagrange equation to obtain

    \displaystyle \lambda - \frac{d}{dt}(2 \dot{x} + 2) = 0

    and therefore

    \displaystyle \lambda - 2 \ddot{x} - 2 \dot{x} = 0

    So \displaystyle \ddot{x} + \dot{x} = \frac{\lambda}{2}

    \displaystyle x(t) = -e^{-t} C + \frac{1}{2} \lambda t + k (where c is a constant and k is a constant)


    Then from x(0) = 0 we have k = c


    using  x(2) = 1 \ \Rightarrow \ e^{-2} C + \lambda + k

    \displaystyle C = \frac{\lambda + k - 1}{e^{-2}}

    Using the constraint  I[x] = 2 ,

    \displaystyle \int_0^2 x \ dt = 2

    \displaystyle \int_0^2  -e^{-t} C + \frac{1}{2} \lambda t + k  = 2

    and here is where I am having trouble. I don't think the next line is correct.

    \displaystyle \int_0^2 \frac{-e^-t \lambda + k -1}{e^{-2}} + \frac{1}{2} \lambda t + C \dt = 2
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  6. #6
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    I don't think you're applying the B.C. x(2) = 1 correctly. Everything looks good up until that point. What I would do is this: once you've applied the B.C. x(0) = 0, you find out that C = k. So re-write x(t) using the value for k. Then apply the second boundary condition. That'll give you an equation relating lambda to C (assuming you've eliminated k - you could just as easily eliminate C. It will make no difference in the final answer.) Then apply the constraint equation. And no, I don't think you're applying the constraint equation correctly, either. Check that again, but with using the method I've outlined.
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  7. #7
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    Okay. So we have determined that k = c.

    Then x(t) becomes

    \displaystyle x(t) = -e^{-t} k + \frac{1}{2} \lambda t + k


    using x(2) = 1 \ \Rightarrow \-e^{-2}k  + \lambda + k = 1

    so

    k={\frac {\lambda-1}{{{\rm e}^{-2}}+1}}

    Using the constraint I[x] = 2,


    \displaystyle \int_0^2  -e^{-t} k + \frac{1}{2} \lambda t + k = 2

    \displaystyle \int_0^2  -e^{-t} {\frac {\lambda-1}{{{\rm e}^{-2}}+1}} + \frac{1}{2} \lambda t + {\frac {\lambda-1}{{{\rm e}^{-2}}+1}} = 2

     \Big[{\frac {{{\rm e}^{-t}}\lambda-t}{{{\rm e}^{-2}}+1}}+ \frac{1}{4}\lambda\,{t}^<br />
{2}+{\frac { \left( \lambda-1 \right) t}{{{\rm e}^{-2}}+1}}<br />
 \Big]_0^2 = 2

    \therefore \2\,{\frac {\lambda+\lambda\,{{\rm e}^{-2}}-2}{{{\rm e}^{-2}}+1}} = 2

    Solving for Lambda....

    \lambda = \frac{e^{-2} + 3}{e^{-2} + 1}

    Substituting back into k we have.....

    k = \frac{2e^4}{(1 +e^2)^2}

    which can be subbed back into x for the extremal
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  8. #8
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    You've still got a sign error in applying x(2) = 1. So here's how you get good at algebra: pretend someone is holding a gun to your head, and if you make a mistake, that someone is going to pull the trigger! Or, you can just work in a high-energy physics lab. With those 10,000 volt wires running around, if you make a mistake, you're dead.
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  9. #9
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    Quote Originally Posted by Ackbeet View Post
    You've still got a sign error in applying x(2) = 1. So here's how you get good at algebra: pretend someone is holding a gun to your head, and if you make a mistake, that someone is going to pull the trigger! Or, you can just work in a high-energy physics lab. With those 10,000 volt wires running around, if you make a mistake, you're dead.
    Imaginary gun to my head.....check.

    Working in a high-energy physics lab with 10,000 volt wires running around.....check.

    Standing over a tank full of ill-tempered mutated see Bass and sharks with frickin laser-beams attached to their head for good measure....check.

    Working through carefully this time I find the extremal to be

    x = \frac{1}{2}{{\rm e}^{-t+2}}+ \frac{3}{4}t- \frac{1}{4}t{{\rm e}^{2}}+ \frac{1}{2}{{\rm e}^{2}}

    which at t = 0, x = 0 and at t = 2 , x = 1

    I'm alive!
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  10. #10
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    Nope, you're dead. But you're only mostly dead. Mostly dead is slightly alive. Your final answer still has one sign error in it.
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