A Steepest-Ascent Method for Solving

Optimum Programming Programs

A. E. BRYSON AND W. F. DENHAM
AEROSPACE problems influenced considerably the early
development of optimal control and resulted in the formulation
of trajectory optimization problems and methods for solving
these problems well before the advent of dynamic programming
and the maximumprinciple. As early as 1919 Goddard posed the
problemof determining the thrust profile of a rocket to maximize
altitude; an analytic solution for this problem, which requires a
singular arc, was obtained in 1951 [8] and is described in [4],
page 253. Hohmann [5] determined the optimal impulsive ma-
noeuvre to transfer a space vehicle from one circular orbit to
another in 1925. These early solutions were of necessity ana-
lytic; although the conceptual tools for numerical optimization
were available, the means were not until the advent of the digital
computer in the mid 1950s. The calculus of variations provided,
at least implicitly, the concept of a function space gradient, and
the method of steepest descent (or ascent) for optimization dates
from Cauchy, but it could not be implemented on serious prob-
lems prior to the mid 1950s even though it had been well studied
prior to this.
The stimulation provided by aerospace problems such as the
determination of maximal range rocket trajectories, minimum-
time trajectories for space flight from Earth to Mars and
minimum-time trajectories for fighter aircraft to reach a high
altitude was intense and resulted in a spate of papers in the late
1950s and early 1960s dealing with these problems. Among the
first were the papers by Bryson and Ross [3] and Breakwell [1]
that obtained necessary conditions of optimality for the maximal
range rocket trajectory problem using the calculus of variations,
and solved the resultant two point boundary value problemusing
a "shooting" algorithm, the initial value of the adjoint serving
as the "decision" variable. Bryson and Ross used an IBM 650
computer made available by Garrett Birkhoff of the Mathemat-
ics Department at Harvard University and later applied the same
method to the determination of optimal re-entry paths for an or-
bital glider. Lawden, Leitmann, Miele, and others also employed
shooting algorithms to solve aerospace flight path problems in
the late 1950s and early 1960s.
The extreme sensitivity of the shooting method motivated the
development of gradient methods using the control function u()
as the decision variable [6]. The problem studied in Kelley's pa-
per and that of Bryson and Denham is the maximization of a
terminal performance index (jJ(x(T subject to constraints im-
posed by the differential equation
x = [t, u, t)
of the system, the initial conditionrtr-) = xo, a terminal equality
constraint 1/J(x(T = 0, and a stopping condition Q(x(T), T) =
othat determines the final time T. Kelley [6] replaces the termi-
nal constraint by a penalty, making the problem unconstrained
(apart from the differential equation); this simplifies the opti-
mization procedure but causes numerical difficulties. Ignoring
for simplicity the stopping condition (by regarding T as fixed),
Bryson and Denham proceed as follows. Suppose that u() is
the current control. The gradients g(jJ(.) and gl/J(.) of the per-
formance index and the equality constraint with respect to the
control function u() are obtained by solving the adjoint differ-
ential equation
. T
-A = t; (x, u, t)A
with terminal condition A(T) = (to obtain gq>(. and
terminal condition A(T) = (to obtain gl/J(.. A control
change 8u() is selected that maximizes (g(jJ(),8U()2 subject
to (gq>(.), 8U()2 = a and 118u()112 ::::: b. Here a is the desired
change in the value of the terminal constraint and b limits the
step size. The successor control is u'() = u() +8u(). The vari-
ables a and b are chosen manually to ensure convergence. Be-
cause both performance index and constraint change, the search
direction is not steepest ascent; indeed the performance index
may decrease in any given iteration.
What makes these early papers so exciting is the signifi-
cant spacecraft and trajectory optimization problems that were
solved. The first aircraft application of the gradient method ap-
pears in this paper by Bryson and Denham. One of the problems
considered was the determination of the angle of attack profile
that minimized time to achieve a specified altitude of 20 kmand
a specified speed of Mach 1 at level flight. The solution was
surprising because it was considerably different from and better
than the best previously achieved (by cut and try). The optimal
219
path consisted of a rapid climb at a speed of just below Mach
1 to a height of 30,000 feet (to obtain an increase in potential
energy) followed by a period in which height is decreased and
speed increased (to gain kinetic energy). A final spurt to the
specified height and speed concludes the manoeuvre. The op-
timal path was actually tested in January 1962 at the Patuxent
River Naval Air Station; the time taken to reach the specified
altitude was 338 seconds compared with 332 seconds predicted
theoretically. Contrary to what might have been expected from
such a beautiful demonstration of optimal control, the outcome
was not immediately favorable; the two pilots who flew the op-
timal path were reprimanded and neither Harvard nor Raytheon
received an increase in research funding!
However, the long-term effect on applications and research
was significant. A wide range of spacecraft and aircraft appli-
cation studies, well described by Bryson [2], were undertaken.
But the work also stimulated theoretical research, particularly
on the mathematical programming problems occurring in opti-
mal control. The recent text by Polak [7] reveals the richness of
the subject and the advances that have been made.
There are several features of the early research by Bryson
and Denham and others that deserve comment. Firstly, the re-
searchers used the calculus of variations rather than the max-
imum principle. This must have been in part owing to timing:
the maximum principle was not readily available when the re-
search began. There were other reasons: tol this day there are
only one or two algorithms that employ strong variations for
the search "direction" and that generate accumulation points
satisfying the maximum principle rather than weaker optimal-
ity conditions. Secondly, the researchers exercised considerable
ingenuity in obtaining conditions of optimality for control prob-
lems involving state and state dependent control constraints,
problems that are still being studied. Thirdly, the researchers
developed novel algorithms to handle constraints, like that em-
ployed by Bryson and Denham. Nowadays the problem would
probably use exact penalty functions that provide a single cri-
terion in place of the two (performance index and constraint
value) employed in this paper. Finally, it is clear that this early
research inspired a long and fruitful activity, both theoretical and
practical.
REFERENCES
[1] I.A. BREAKWELL, "The optimization of trajectories," SIAM Journal, 7:215-
247,1959.
[2] A.E. BRYSON, "Optimal control-1950 to 1985," IEEE Control Systems,
16(3):26-33, 1996.
[3] A.E. BRYSON AND S.E. Ross, "Optimum rocket trajectories with aerody-
namics drag," Jet Propulsion, 1958.
[4] A.E. BRYSON AND Y.-C. Ho, Applied Optimal Control-optimization, Es-
timation, and Control, Hemisphere Publishing Corp. (Washington), 1969.
[5] W. HOHMANN, Die Erreichbarkeit der Himmelskiirper, Oldenbourg
(MUnich), 1925.
[6] H,J. KELLEY, "Gradient theory of optimal flight paths," J. American Rocket
Soc., 30:948-954,1960.
[7] E. POLAK, Optimization: Algorithms and Consistent Approximations,
Springer Verlag (New York), 1997.
[8] H.S. TSIEN AND R.C. EVANS, "Optimum thrust programming for a sound-
ing rocket," J. American Rocket Soc., 21(5):99-107, 1951.
D.Q.M.
220
A. E. BRYSON
Professor,
of engineering
and Applied Physics,
Harvard University,
Cambridge, Mass.
ASteepest-Ascent Method for Solving
Optimum Programming Problems
w. F. DENHAM
R.search Engineer,
Missiles & Space Division,
Raytheon Company,
Bedford, Mass.
A system4lic and ,apid steepest-ascent numerical procedure is described f01 solving
two-point boundar,...va1ue problems in the calculus of variations 101' systems
by a set of nonlinear ordinary differenti4l equations. Numerical e%lJ,mples are /We-
sentea for minimum and maximum altuude'/HJths (or a supersonic in-
tercePkw and mmmum-range pmhs for an orbittzl glider.
1 Numbers in brackets designate References at end of paper'.
cr := an m X 1 matrix of e<mlrol voriabk" which we are
free to ehooae, (4)
a.
-t == ,a p X J matrix of COMtraint funclionl, each a
known function of x, (6)
fI
x := an n X 1 matrix of state fJilrlablu, which result from
the choice of II, (5)
%
(I)
(2)
(3)
q, = q,(x),
= 0,
f( x, a) +'0 = 0
point, finding how badly the specified terminal boundary condi-
tions are missed, and then attempting to improve the guess of the
unspecified initial conditiOD8. This process must be repeated
over and over until all terminal conditions are satisfied. This
process is not only tedious, expensive, and frustrating, it eome-
times does not seem to work at aU {ll. It is remarkably senai-
tive to small chauges in the initial conditioDs; however. it caDbe
made to work through great'patience, good guessing, and second-
order multiple interpolation [2, 3, 4}.
Recently Kelley [5, 6) and the authors with several coworkers
[7, .8] have revived a little-known procedure which olfers a prac-
tical, straightforward method for finding numerica1101utioD8 to
even the most complicated optimum programming problems. It
is essentially a steepest-ascent method and it requires the use of a
high-speed digital computer.
subject to the constraints
where
3 AMaximUM in Ordi.aff Cllculus
In order to explain the steepest-aseent method it is helpful to
consider its use in a simpler problem first; namely, the problem
of finding the maximum of a nonlinear function of many variables
subject to nonlinear constrainta OD these variables. This is a
problem in the ordinary calculus. A quite general problem of this
type can be stated &8 Iollowa:
Determine Of 80 as to maximize
A lecture presented at the Summer Conference of the Applied
l\.fechanies Division, Chicago, Ill., June 14-16. 1961. of Ta. Aln:RI-
CAN SOCIETY OJ' MECHANICA.L ENGINEERS.
Discussion of this paper should be addressed to the Editorial De-
partment, ASME. 345 Eut 47th Street, New York, N. Y., and will
be aecepted until July 20, 1962. Discuasion received after the clos-
ing date will be returned. Manuacript received by ASME Applied
DivisioD. September 6, 1961.
1 SumMary
ASYSTJ:at.\TIC and rapid steepest-ascent numerical
procedure IS described for determining optimum for
nonlinear systems with terminal CODstraints, The procedure
uses the concept of local linearization around a nominal (Don:
optimum) path. The effect on the terminal conditions of a small
in the control variable program is determined by numeri-
'Cal integration of the adjoint differential equseione for small per-
turbations about the nominal path. Having these adjoint (or in-
B"uence) functions, it is then possible to determine the change in
the control variable program that gives maximum increase in tbe
pay-off function for a given mean-square perturba.tion of
the control variable program while simultaneoualy changing the
terminal quantities by desired amounts. By repeating this proc-
e88 in small steps, a control variable program that minimizes one
quantity and yields specified values of other terminal quantities
'C&I1 be approached as closely sa desired. Three numerical ex-
amples t\re presented: (a) The angle-of-attack program for a
typical supersonic interceptor to climb to altitude in minimum
timeis determined with and without specified terminal velocity
and heading. (b) The angle-of-attack program for the same
interceptor to climb to maximum altitude is determined. (e) The
angJe-of-attack program is determined for a hypersonic orbital
glider to obtain maximum surface range starting from satellite
speed at 300,000 ft altitude.
2 Introductiori
Optimum programming problems arise in connection with proc-
-esses developing in time or space, in which one or more control
variables must be programmed to achieve certain terminal con-
ditions. .The problem is to determine, out of all poasible pro-
grams for the control variables, the one program that maximizes
(or minimizes) one terminal quantity wbile simultaneously yie1d-.
ing specified values of certain other terminal quantities.
The calculus of variations is the classical tool for solving
such problems. However, until quite recently, only rather simple
problems had been solved with this tool owing to computational
difficulties. Even with a high-speed digital computer these
problems are quite difficult bec8use,m the. classic&1 formulation,
they are two-point boundary-value problems for a set of DonliDear
ordinary differential equations. Numerical solution requires
guessing the missing boundary conditioDl at the initial point.
integrating the differential equations numerically to the terminal
Reprinted with permission from Transactions of the ASME, Journal ofApplied Mechanics, A. E. Bryson and W. F. Denham,
"A Steepest-Ascent Method for Solving Optimum Programming Programs," April 1962, pp. 247-257.
221
ip is the pa'll-06 function, a known funetion of x, (7)
( ). .;- i. 'F ; 0, '\1;')
[t} an n X 1 matrix of known functions of x and cr. (8)
(
(); + = 0,
t.
where
[II]
i)Y,1

()'('J
, .......
o,
fo
=. i.. 'an n X 1 matrix of constants
(9)
..
I (' 19)
()x ():rl ' ().r,. Ox
These perturbations "..ill cause perturbations dx in the state
variables, where
Taking differentials of equations (3) we obtain to first order in
the perturbatioDs the linear set of equations for dz,
and ( ) iDdieateathat the partial derivatives arc evaluated at the
nominal point. Using Lagrange multipliers (Appendix, sec..
tion 1), wemay write
dtf> = + (IS}
dq :: + (16)
where the Xmatrices are determined by the linear equatiens
(20)
(22)
(24)
(dP)2 = du'Wda,
if == 0, dlo = 0, equation (23) becomes
del> == =(14). -
dP
and ( )' indicates the transpose of ( ); i.e., rows and columns are
interchanged.
Note that the j., are influence nu"werssince they tell how much
4> OT is ehanled by 6m:),U e\\8.nges in the eOD5tra,int levels 10.
For steepest ascent, we wish to find the dcr matrix that maxi-
mizes dq, in equation (15) for a given value of the positive definite
quadratic form
where
and given values of in equations (16). The values of ar
chosen to bring the nomine] solution closer to the specified con-
straints,1k &;II O. Choice ofdP is made to insure that the perturba-
tiona dB win be small enough for the linearization leading to equa-
tions (12) to be reasoeable. W is an arbitrary non-negative d.fi-
nite m X m matrix of weighting numbers, essentially a metri ill
the e byperspace; it is at the disposal of the "optimiser" t.,
improve convergence of the procedure.
The proper choiceor d is derived in section 2 of the Appendix
and the result is
[
(dP )2 -
du == - 1 I 'I _I' lit
"'.
which is the magnitude of the gradient in the a byperspaee, since
dP is the length of the step in the crhyperspace. .J\S the maximum
is approached and the eoaetraints are met (d1k = 0), this gradient
must tend to zero, which results in
=- dtk - l.;'dfo,
-
==
I til. == If/)'GW-IG'l.,
( ) -I indicates inverse matrix. and the + sigo is used if '" is to be
increased, the - sign if tIJ is to be decreased. Note that the
numerator under the square root in equation (21) can become
negative if is chosen too large; thus there is a limit to tbe size:
of for a given dP. SincedP is chosen to insure valid lineariza..
UOD, the asked for must also be limited. The predicted change
in q, for the change in control variables of equation (21) is
dq, - :i=((dP)2 - -
+ + l.'dfo (23)
(11)
(10)
(12)
(13)
(14)
dx ;a x-x
de ::: ct - cr*
Fdx +Gda = 0
f(
lJf. ). (lJ/. )*1
F:=

f(
b/l ).
, baM
. .
. .

.G
where
4 Steepest-Ascent Method in Ordilary Calculus
The maximum problem stated in the preceding section caD be
solved systematically and rapidly on & high...speed digital com-
puter using the steepest-ascent method. This method starts
with a nominal control variable matrix ex*, and then
this estimate by determining the direction of steepest ascent, in
the Cl hyperspace; this determination is made by a linearization
about the nominal point in the u hyperspace .. The method pro-
ceedsas follows:
(a) Guess some reasonable control variables 0, and use them
in equations (3) to calculate Dumerically the state variables x
that c.orrespondto this choice. In general, this nominal "point
U
will notsatisfy the constraint conditions - 0, or yield the maxi..
mum value of q,.
(b) Consider small perturbations da, about the nominal control
variable point where
222
(25)

This relation shows how much the maximum pay-otJ function

changes for changes in the constraint levels.
(c) A new control variable point is obtained 88
UN EW == Q'OLD +d
where d is obtained from equation (21). fiNn' is used in
the original nonlinear equatioDs (3) and the whole process is
repeated several times until the t == 0 constraints are met and
the gradient is nearly zero in equation (24). The maximum
value of. has then been obtained.
This proeess can be likened to climbinga mountain in a dense
fog. We cannot see the top but we ought to be able to get there
by always climbing in the direction of steepest ascent. If we do
this in steps, climbing in one direction until we have traveled a
certain horizontal distance, then reassessing the direction of
steepest ascent, climbing in that direction, and so 00, this is the
exact analog of the procedure suggested here in a space of m-di-
menaiona where is altitude and QJ, Qz are co-ordinatea in the
horizontal plane, Fig. 1. There is, of course, & risk here in that
we may climb a secondary peak and, in the fog, never become
aware of our mistake.
5 O,limu.. Prolramming, a Problem in Ih. Calculus of
Varlallons
An optimum programming problem of considerable generality
CADbestated &I follows, Fig. 2:
Determine Cl(t) in the interval t. 5 t :S T, so as to maximize
Fig. 1 Finc!I"I .......IIum of a functfon of two v.ria..... a,y , ....d-
a,centmeth...
TERMINAL POINT
t-T
n.fCX..."
ctt
FII. 2 SytIIMIlc sketch Df optlmulil progr.m",'n. probl ....

an n X 1 matrix of stale va.riable programs, (32)

x(t) =. which result from a choice of a(t) and
giveD values of .(1.0),
z,,(t)
cr(t) =- r an m X 1 matrix of control pro- (31)
gramll, which we are free to choose,
a".(t)
[
til]
. , a l' X 1 matrix of terminal comtraint June-
-. titmI, each of which is a known function of (33)
aCT) &DdT,
tf
t If all inteeraJ to be mazimiaed, simply introduce an additional
state variable Sf and aD additional differential equation ., - q(x, a,
e) where 9 is the iDtqrand of the intepal. :t,(r) is then mazimiJed
with - O.
I In lOme problema not all of the state variables are specified
initially: in this cue the. unspecified state variables may be deter-
mined a10DI with a(t) to maximize tP.
q, is the pay-offJunctionand is known function of x(T) and T,
(34)
f =a au n X 1 matrix of known functions of x(I),
. u(l), and t,
I"
n = 0 is the stopping condition tAattktmnim, final time T,
and is a known function of x(T) end T (36)
The formulation of the neceseary conditions for an extremal
solution to this problem has been given by Breakwell [2J with
the added complexity of inequality cODstraints OD the control
variables.. The present paper is concerned with the efficient and
rapid solution of sucb problems using a procedure.
& Slee"stAscenf Melbld in Calculus of Variations
The optimum programmiuK problem stated in the preceding
section can be solved systematically and rapidly OD a high-speed
digital computer using the steepeet-ssceat technique. This
teehoique starts with a Dominal control variable program w(t),
and then improves this program in steps, using informatioD ob-
tained by a mathematical diagn06is of the program for the pre-
vious step. Conceptually. it is a process of local linearization
around the path of the previous step. The method proceeds as
follows:
(a) Guess some reasonable control variable programs a*(t),
and usethem with the initial conditions (29) and ditfereutial
equatioD8 (28) to calculate, numerically, the variable pro-
grams x(t) until n =- o. In general, this nominal "path" win
not satisfy the terminal eonditicns 'f! = 0, or yield the maximum
possible value of q,.
(b) Consider small perturbatioDs BaCt) about the nominel eOD-
trol variable programs, where
(28)
(27)
(30)'
(26)1
(29)1
t/J ::II q,(x( T), T),
te and x(lo) given,
tt = x(T), T) := 0,
dx
di =- f(x(t), Q(t), 0,
T determined by {} 31!1 fl(x(T), T) la 0
The nomenclature of the problem is as follows:
subject to the constraints,
223
au := u(t) - u*(t) (37) and
(
(tH)
(51)
(53)
(
()!i <>U)"
n= ---+-1
<>t ,::: T

t!r = -to -- f
.. ()t ()x t _ T 1
I""" = f,.T
('i'
Iu = J to
=- f T
s,
(dP)1 = f,.T lio:'(t)W(llOo:(t)dt,
( (xjJ i)q,) ..
4>= -+-t J
()t ()x c- T
where
( )' indicates the transpose of ( ); i.e., rows and columns are ill-
terchanged.
Note that the '-are injf:u.enr.elunctions since they tell how much
a certain terminal condition is changed by a small change in 80Dle
initial state variable. Note also that the adjoint equations (4;)
must be integrated backward since the boundary conditions are
given .a.t the terminal point, t = T.
For steepest ascent we wish to find the Oct(t) programs tha.t
maximize dq, in equation (42) for a J!:iven value of the integral
Notice that if d1k :Ill' O,oxCio) = 0, equation (52) becomes
= (If/). _
dP
given values ofdq in equations (43) and dn = 0 in equation
(44). The values or arc chosen to bring the nominal solution
closer to the desired terminal constraints, tt! = o. Choice of tiP
is made to insure that the perturbations on(i) will be 8n1:111 enough
for the linearization leading to equations (46) to be reasonable.
W(t) is an arbitrary symmetric Til X 171 matrix of weighting fune-
tiona chosen to improve convergence of the steepest ..ascent pro-
cedure; in some problems it is desirable to subdue Ocr in certain
highly sensitive regions in favor of larger 00: in the less sensitive
regions..
The proper choice of ocr(l) is derived in section .. of the Ap ..
pendix and the result is
[
<dPP -
Oct(t) = - -------;--:--.-
I.tIJ - I",. 1-;.,;, 'I",.
+ (.50)
( )-1 indicates inverse matrix, and the + sign is used if 4> is to be
increased, the - sign is used if q, is to be decreased. Note that
tbe numerator under the square root in equation (50) can become
negative if is chosen too large; thus there is a limit to the size
of dlJ for a given dP. Since dP is chosen to insure valid linearisa...
tlon, the dO asked for must also be limited. The predicted change
in q, for the change in control variable program (50) is
d<p :I: [dP)t - - j'h
+ + (52)
(39)
(40)
(41)
(46)
(45)
F(t) =s
ero
where
These perturbatioDs will cause perturbations in the state variable
programs clx(t), where
elx ::a x(t) - x*(I) (38)
Substituting these relations into the differential equations (28).
we obtain, to first order in the perturbations, the linear differen-
tial equations for elx,
d
dt (8x) = F(t)8x +G(t)8cr,
.. (?Jq,) * .. .'
ax ,- 7' ()x , - T
j.g'(T) = (()!1).
()x 1- T
d4
- ==
dt
= ::. J. (47)
where the elements of the 1 matrices are determined by numerical
integration of the differential equations adjoint to equations
(39); namely,
aDd ( ). indicates that the partial derivatives are evaluated along
the nominal path. From the theory of adjoint equations, section
3 of the Appendix, we may write
dlfJ ... J,:r + +.jW.7', (42}
d1\! = J,.7' l",'(')G(')8a(,)dt +ll(Ie)8x(lo) ++l7', (43)
dO - J,.7' l'o(')G{')8a(,)dt + 19'(te)Ox(le) +Ud7', (44)
where
with boundary conditions
224
which is a "gradient" in function space, since dPis the "length"
of the step in the control variable programs. As the optimum
program is approaehed and the terminal cODStraints are met (dtk
== 0), this gradient must tend to zero, which results in
(k) Obtain & new nominal path by using aNSW' == crOLD +ocr
and repeat processes (a) through (k) until the terminal con-
straints tt :II: 0 are satisfied andthe squareof the gradient, [HI -
I' -II",., tends to zero.
This relation shoWl how much the maximum pay-off function
changes for small changes in the terminal constraints and for
small changes in the initial conditions.
(c ) New control variable programs are obtained as
where c5a is given in equation (50).. NEW(I) is used in the
original nonlinear differential equations (28) and the whole process
is repeated several times until the terminal constraints are met
and the gradient is nearly zero in equation (53). The optimum
program hasthen been obtained.
Note that miniminng final tiIM T fits into this pattern con-
veniently. For this case we let q, == -t which implies'" = -1,
,.,. == 0, and hence
1
J.,..n =t -;- 10
n
(57)
(58)
(59)
(60)
(61)
ZERO-UFTAX'S
YELOCITY.V
h
h = V sin 'Y
:t = V cos 'Y
WEIGHT

DRAG
(1&, AI, a) + F(A, M) 9 cos 'Y
'Y == ---SIDat - --
mV mV V
L ". CL(a, M) is lift
Cd,a., M}, CL(a, l{) are given as tabular functions, Fig.. 4(b)
p p(h.) is air density, given as a tabular function
g acceleration due to gravity (taken as CODSta.Dt here)
V
Jf - is Mach number
a
ALTITUDE Lin
8 Example 1
A".......Attaclc ,........ su Iftferc""" .. cu Fr....
Sea Level to 0IYeft AIIHUII. III n e. A typical 8upersonic in-
terceptor is considered with lilt, drag, and thrust characteristics
as shown in Fig. 4. The vehicle is eonaidered u a m&88 point
(short period pitching motions are thus neglected) and the Domen-
clature usedis shown in Fig. 3. The problem is to find the angle-
of-attack program a(t), using maximum thrust, that takes the
interceptor toa given final altitude in the least time, atartiDg just
after take-ofJ at M - 0..22, 'Y - 0, at sea level (11 == 0).. Fint the
problem is solved with DO terminal coDStr&iDta, then with M -
0.9 specified at the termiDal point, then with M == 0.9 and '1 .lD 0
at the terminal point. The differential equatioDs for the inter-
ceptor path are
V F(h,M) D(h, M, tX)
c: -m-- cos a - m - 9 81n ..,
m = m(h, M)
where ( ) means ( ), and
F = F(h, M) is thrust, given &8 a tabular function, Fig. 4(4)
pV
28
D = C(at, ill) -- is drag
2
(55)
(56)
ClNEW(t) Jar OL!>Ct) +,suet)
i
T 1 1
de; = -dT = -;- + -;- 4a'(lo)&x(ft)
to n 0
1 Compaling Procedures
The computing procedures evolved over a period of time in
solving many types of problems are summarized here. The com-
puter used for all these problems was an IBM 704.
(a) Compute the nominal path by integrating the nonlinear
physical differential equations with a nominal control variable
program and appropriate (here assumed fixed) initial conditions
and store the solution on tape.
(b) Compute the 1, J, II' J.o functions all at tM
S01M time by integrating the adjoint differential equations back-
wa.rd, evaluating the partial derivatives on the nominal path by
reference to the tape in (a).
(e) Simultaneously with (b), calculate the quantities '-.n,
... and store ).c;o'G and on tape.
Cd) Also simultaneouely with (b) and (c) perform the inte-
grations (backward) leading to the numbers 1..,
(e) Print out the values of <P, 1/Ih "'" .. y,p achieved by the
nominal path.
(I> Select desired terminal condition changes dt/l., d.p2, ....d"';p
to bring the next solution closer to the specified values t = 0
than were achieved by the nominal path.
(g) Select a reasonable value of (dP)'/(T - to), which is a
mean-square deviation of the control variable programs from
the nominal to the next step.
(h) Use the values of dq and dP to calculate (dP)t. -
-ld,p; if this quantity is negative, automatically scale down
dl/l to make this quantity vanish. If the quantity is positive,
leave it as is.
(i) Using the values of dP and dtk (modified by (h) if necessary)
calculate &a(') from equation (50), (&x(lo) :IS 0).
(j) If final timet T, is not specified or being extremalized, com-
pute the predicted change, dT, for the next step:
dT = _ r T In'GOadl
{}
If IdTI is greater than a preselected maximum allowable value,
scale down &a(t) to achieve this maximum value.

DISTANCE
Fig_ 3 Nomenclature used in analysis of sup......nlc interceptor
225
2.5 LO 1.5
.,"CH IiIUMII!l'
.5
II_ ALT1TUO
H_ IlAXI_ ALTIlU)( FOR
ITAIlT HOltlZOIlTAL /
V
/
o
o
.2
.1
1.0

41:

..
S .4
4
o
6
Co.c:a.+" lIICL.2
.2
lIIo

I
1II.
f"
,..-
I---
"
lIICL;
If"
<,
1_
..
r--
II r\. .-
"
<,
r---
2 4
CO.X.OZ

I ["
0 0
RtI.4(a) Sv""'C and d.... coefflcl.nt yen... Mach Fig. 4(c) 5II.....olllc Int..c.pto.-Itltudo y.nvI Mach nVlllbor fo,
nv.......nd a"I" ......ck Itoady I...... flight
where H is the final altitude desired, taken in this call as the
maximum altiwde for steady horizontal flight (the service ceil-
ing). Initial conditions were
\ ( D F cos (1) (L F sin (1)
1\", +),1' - - --- + >..,. - - - -- 0
m' Ttl
i
mlV mlV
(66)
(67)
(68)
n
h-H
h-H
h-H "Y,
g
m "'"
M = 0.22
"Y = 0
h - 0
x = 0
W
o

.1/- O.ll,
.If - 0.9,
-t,
-t,
-t,
In the nomenclature of Sections 5 and 6, three caBes were cal-
culated:
Cue
1
2
3
where W. is the initial weight.
The resultll are shown in Fig. 5. The trajectories all show the
"zoom" characteristic found by other investigators [91; the air-
plane first climbs, then dives accelerating through sonic speed,
then pulll up, trading kinetic for potentia! energy in the earth's
gravitational field. Thill characteristic appears to be caused by
the sharp transonic drag rille, the rapid throat attenuation with
altitude, and the thrust increase with Mach number. These
surprising trajectories show the danger in using claaBical per-
{ormance methode on high-per(ormance airplanes. The quasi-
steady analYl'is to detennine local maximum rate-o{-dimb shows
an almost COD8tant slightly subsonic Machnumber to be the best
{or climb. If the airplane is flown this way. it takes nearly tWlllll
aa long to reach the altitude H &8 it does with the tmieetories
shown in Fig. S. This quaei-steady ftight path was used &8 the
nominal path in the steepest-aacent method and the optimum
path W&8 reachedin six or seven "steps."
Note that the addition of the M = 0.9 terminal constraint in-
creased the minimum time to climb by 8 per cent. Further addi-
tion of the'Y - 0 terminal con8traint increased the minimum
time to climb less than
1
/ , per cent. The angle-of-attaek pro-
gram8 are not at all unusual and should not be difficult to ap-
proximate for actual flight situations.
QA aa I.Z .. 2D
IIIACH l1li .,.

a - a(A) ill speed of Bound. given &8 a tabular function
Jh(h. M) iI fuel COllIumption,given &8 a tabular function
'" it maasof vehicle
The adjoint differential equatioDll are:
x, + x, _ _ !!... 1.. (JCD)
ma oM mV ma CD e>M
+ x (g COl"Y + + ..!... llCL _ F sin a
T V' mV' mVa Cz. ?:>M mV'
(62)
sin a OF) 1 Cnh
+ mYa oM + >'. lin "Y + COlI "Y + X.. llM = 0
X., + >'1' (-g COl"Y) +x, (g "Y) +>'_V COB"y
- >'sVsin "Y = 0 (63)
x, + >'1' (_ !! r!!! + ..!.. C>C
D
M + lJF)
'" p d1I m CD c>M II d1I m c>h
+x (..!:..! _..!:....!. ()Cz. + sin a C>F) (64)
T mV p d1I mV Cz. llM a d1I mV lJh
Fig. 4(.) hponoftlc InIwc............hNIt venVI Mach nVIII"" and altl.
tuft
(65)
226
4 3
ANGLEOF-ATTACK
IDEGREES)
5 .:-.=TEIt=":::_=L--'
FUGH1' MTNANGt. CONSTMlNEDTOZERO
---T!MIlNALltACHNO.CIlNSTIWIIfD TOo"
--NO TAlIIlNALCCHSTRAlNTS

4 3 2
t

o
" it
- TEItMlNAL MACH NO.CONSTlWNm TO0", TUlIIlNAL
,LIGHT MTMMeLJ: CONSTlWNEDTOZEIlO"J------1
.--TEIlMItIAI. IIMCMIIIlUXlNITllAlNmTO0...
-NO TDIMINAL: CONITItAIIn'S
"oALTITUlIE I I
HolUIlIttUII ALTITIIIlE 'Oft
STOOY HOItlZONTAI. FUOHT
XoHOflIZON1M. DISTANCE
fit. 5(.) Sup.,. IftIWC......-.u.ht ....h for ..laI tint. to dlmlt
.. ',""Ie celli rr. lev.'-ItIIuII. v_ .
.... ICe) SupenonIe 11IMrafIIe for """'...... HtII. to eIImlt
to nrvIn celli....... _ 1eveI_ ' d1 v.,.., rant
ANGLE-O'-ATTACK
.IDEGREESI
5 _ TERMINAL MACH NO. CONSTRAINED TO0.',TERMINAL
'LIGHT Pll'TN ANGLE CONSTAAlHDlO ZERO
, --TERMINALMACHNO.CONSTltAINEDTOO.9'_-+-_--!
, --NOTDlMI!"ALCOHSTRAIHTS
,
"TIME I
MAXIMUM RATE-OF-CUM'
ATSEALEVEL
I
I' 2
TIMEI
..... '(11) ........e Intwc.,........ht path for ........._ H t.dltlllo
...,""Ie celli.. hili _ levcJ-ql........Ic M....
NoIIAXU'''M ALTITUOt:
'Oft ITEADY LEVEL
'L...,.
" 0 ALTlTUllC
1,0
,.

"
"

.2
0
0 .5 ID lIS
MACH NU...,.
fl. sa) S.,.,..nie In'.e ,.....ht path f.r ..1_uIIIII_.. cllmlt
to nntce cell.... frllII leve'-lIItucie v.,... Mleh _Iter
h
H .. 0.81
9 Elillpl12
ProtIra.. for Su..-.le In!ere.,..., .. CIInIIt ..
MaIM... AIIIIvtI.. The same airplane considered in 8ec:tlOIl 8 ia
uaed here with the pay-oft' function, being altitude, A. The
Itopping condition ia () - 'Y - 0; Le., flight.-path angle aero.
The initial conditiOD wa.s taken as the maximum eI1e1'1)' condi-
tion for eteady horizontal flight, where tlIllll'lY per unit mall ill
(V'/2) +gh; i,e., kinetic plus potential enel'l)'. This maximum
energy condition occurred at
o
o
II 0 ALnTUD
I
H0 IIAX.IIUIIALTITUDI!: fOR STEADY
HORIZONTAL fLIGHT ,-
X0 HORIZONTAL DIsTANCE
/
V
-
'Y =s 0
M = 2.1
2.0 LO 1.5
MACH HUMlI(R
5
....
t'--...
<,
r-,
'\

II 0 ALTITUM
H MAXIMUM ALTITUDE FOR STEADY
HOAlfNTAL f'l,IGHT
I
o
o
.5
2.0
1.5
Inthia caae DO terminal constraints were used. The physical and
adjoint equatiOlll are the same as those in Section 8.
The reaultiDg flight path is BhOWD in Fig. 6. It again contaiDa
a pntliminary cUmb and dive, followed by a zoom to the mui
mum altitude which is 64 per cent higher than the aervice c:eiliug
(DIAllimum altitude for steady horisontal flight). Ifall the energy
7 4 :5
X
H
2
0.5
"
"1.0
2.0
1.5
2rt
I I
H MAXIMUM ALTITUDE FOR
-
STEADY HORIZONTAL
-
FLIGHT
- X HORIZONTAL DISTANCE
/'
_.
/
./
V
:
....
12
:: 10
...
II:
'"
.
.
&
:!
4
,
2
'" Z
C 0
o 2
X
H
6 7
LIFT
___GLIDEII ZERO-LIn AXIS

;- -
Fl.. 'Cc) Supersonic Intwceptor-fllllht path for ... axl ... um altilud_
.""I..,.....clc venu. ra"".
Fi.. 1 NOlllondaturo us'" In anolysl. of hyporaonlc mllal gilder
o
o
- ANGLE OF ATTACK
A .& ID
DIWl COEFFICIENTICoI
.2
::.

..
:i
C
L
.CLoS1H. COS.ISIH_I
Co'Co
o
+CoL,SINJ.)

z
t. TIME
/' i... MAXIMUM RATI:'OF-CLIMe
ATSEA LEVEL
/ H MAX/YUill ALTITUDE FOR
STEADY HOlIIZONTAL
/
FLIGHT
/
i
r

/
--
/
7
...
...
'" 6
III
e e

4
;'!
!C 3
Z
...
i 1
c

'1II,r6(e11 Supor.onic Int..c.pl.r-fl1Ilht path for m.xlmum altitude-

.ngl........aclc "'..v. II....
Fig.. HypI ..oltic orbital glldor-llft and drall coefficl.nt. a. fvndions
of angl_Httack
(69)
(71)
(72)
(73)
(70)
(74)
g(h) cos -y
VI
g(h) sin -y
V
Ilt 1
ds ". V
d"
= sin 'Y
ds
U.h,M,a)
R + h mY'
UD ( R : h )', acceleration due to gravity
radius oC earth (344{) nautical miles)
1
CIi,a) '2P(h)Y'S, drag Coree
CL(a) p(h)VtS, lift force
d'Y
dB
U
L
R
D
where
convenient to use distance along the flight path, " as the indepen-
dent variable in solving the differential equatioDll. The physical
differential equatioDll used are;
dV D{h, lIf, a)
---;t; = - mV
where
m mass of vehicle
UD '"' acceleration of gravity at earth's surface
8 - wing plan-form ares
The initial conditions used were
V 25,920 ft sec-I
'Y = 0.18 deg
h -= 300.000 ft
Owing to the "ide range of velocities encountered in this
problem (landing speeds were around 200 ft sec-I) it was found
";D = 27.31b ft-2
10 Elample 3
Anille-of-Attadr ............ for. Hyponoltic Orbital Gild.. 10 Achl.....
Maxlmum Ra"g.. The problem here is to find the angle-of-attack
prOl1'am a(t) for a hypersonic glider to achieve maximum range
on the eurface of the earth, starting from the point where it has
been injected into a low-altitude satellite orbit by a rocket booster;
The nomenclature for the analysis is shown in Fig, 7, and the lift-
drag characteristics are shown in Fig. 8. The wing loading used
was
could be converted into potential energy, the maximum altitude
would be 97 per cent higher than the service ceiling. Note that
the thrust essentially vanishes near h/H = 4/3: actually the
turbojet engines will "blowout" somewhere near this latter
altitude.
228
d>.,,+>. (2g
sin
'Y) + >. (29COS'Y)+>.
cia" V' ., V' lV'
(75)
p P(h), density of atmosphere, a tabular function (ARDe
standard atmosphere used)
OD :2 Olla +ODLlsin'al, Olla "" 0.042, ODt co 1.46, Newtonian
drag coefficient
Or, = Or. sin a Isin al cos a, OLt '" 1.82, Newtonian lift co-
efficient
The adjoint differential equations for the influence functions
are:
4
."
2" -
r
(
.J...
I
. ANClLEOFATTACX
/
INlTlALCOMOCTIOIl
v,,zs,tZO"1SII:
I,J
....:SOO.OOO" r-
'0OJlIlED
I
I!!/'.27.3LllSin
Fig. 9(&) Hypenonlc orbital ...f-a"ock versus range
Fig. 9(0) HYflersonlc orbital glld_hllvde venus range
ti
...
400 I
..

...
!

!: 100+---+-4

c
I
...
o 5 10 15 20 25 50 35 40
X'SURFAa; RANGE IN THClUSUlDS OFNAUTICAL MILES
o4--+--L........
o
(77)
(76)
(787
dh. =0
cis '
d>.., x .(_ gcos'Y)+>. (Dsin'Y
ch+" VI ., V'
sin 'Y ) ( sin 'Y )
- --- - >. --- + A. cos 'Y ee 0,
R+h
R
d>.. x ( 2g sin 'Y _..!!.......!. dP)
ch + .. V'(R + h) mV' P dh
(
2gcos'Y cos'Y L 1 dP)
+ h., V'eR +h) - (R +h)' + mV' -; dh
References
v .
lD "" log V; (V. some reference velocity)
The resulting flight path is shown in Fig. 9(a) . For comparison
the flight path for a '" 20.5 deg is as shown ; this is the angle-of-
attack for maximum lift-to-drag ratio, which is in this case
(LID)... "" 2.0. It can be seen that the optimum a(t) program
dill'ers from the a "" 20.5 deg path most significantly in the first
10 min of the flight; this is truly the critical part of the 8ight.
The optimum path achieves 15 per cent more range than the
maximum LID path. Again the optimum control variable pro-
gram, Fig. 9(b) should not be difficult to approximate in practice.
1 C. R. Faulders, "Low Rocket Program for
Minimum Time Transfer Between Planetary Orbits." Sociel.y of
Automotive Engineen, Paper 88A. October. 1958.
2 J. V. Breakwell, " The Optimization of Trajectories," Journal
0/ the Socidl/ 0/ IMu.mal4M Applied Ma1hemDtic" vol. 7, 1959, pp.
215-247.
3 A. E. Bryson and 8. E. ROII5, "Optimum Trsicctorics With
Acrodynamic Drag," Jet Pr01/Ul8ion (now Journal 0/ the American
RDcket SocieM. vol. 28, 1958. pp. 46l1-!169.
4 J. Kulakowski and R. T. Stancil, " Rockct Trajec-
tories for Maximum Burnout Velocity," JournoJ, of tile American
Rockd &cidu, vol. 30,1960, pp. 612-619.
!5 H. J. Kelley, "Gradient Theory of Optimal Flislht Paths,"
Journal 0/ tTte Ammicon Rocket &cUll/' vol. 30, 1960, pp. 947-953,
6 H. J. Kelley, "Method or Gradients," chapter 6, "Optimiza-
tion Techniques," edited by G. Leitmann, Academic Press (to be
published).
(81)
(82)
<I> = tf>{x) + a) + f.)
where ;),Ijo' is a row matrix of Lagrange multipliers to be deter-
mined for our convenience. Note that the term multiplying l.'
is zero by equation (3) so that <I> so t/>. Take the differential of
this quantity:
(
bt/> Of) , bf
d<l> - -+ ;),,,'_.. dx + ;),. - da + ;),/ df.,
bx bx
APPENDIX
and evaluate the partial derivutives at the nominal point a. -
x:
I U.e of LaOrange Multipliers for Small Perturbation. Abaul a Give"
COn.....1Variable Palnl.
For the maximum problem stated in Section 3 of the paper, we
wiah to determine the changes in t/> and 1/1 for a small perturbation
<iain the control variables from 110 nominal point a. To do this
consider first thc quantity
7 A. B. Bryson, W. h'. IJenh ..m, 10'. J. Carroll, and K. Mikami,
" Lift or Drag Programs That Minimize Re-entry Heating," JOIl,nol
of the Aero,pacll Scillncu, vol. 29, April. 11162, pp, 420-430.
8 A. E. Bryson, "A Method (or Optimising Multi-
Stage Allocation Proeeeses," Proceedings, Harvard Univcrsity Sym-
posium on Digital Computers and Their Applications, April, 1961 (to
be published).
9 H. J . Kclley, "An Investigation of Optimal Zoom Climb Tech-
niques," Journal 0/ Aero,pace Science" vol. 26, 1959. pp. 794-803.
to G. A. Bliss, "Mathematics for Exterior Ballistics, " John Wiley
&: Sons, Inc. , New York, N. Y., 1944.
11 H. S. Tsien, "Engineering Cybernetics," chapter 13, "Control
Design by Perturbation Theory," McGrawHiII Book Company,
Inc., New York, N. Y., 1954.
(80)
(79)
where
229
d+ - # - (( ). + ) d. + + (83) (98)
or
Thus the maximum of occurs when the coefficient of ilia
vanishes in equation (93). This will be the case if (103)
d
dI. (elx) == F(t)6x + G(t)8cr
where
1.. == (99)
Substituting (97) and (98) iDUJ (94) and (89) we obtain the results
given in SectiODS 4 of the text in equations (21) and (23), respec-
tively.
These results have a simple geometric interpretation in the cr-
hyperspace. Equations (89) and (90) with clio = 0 may be
written
dtj) - V</Klu == ('VcPW_
1
/
t
)W
1h
dcr (1 0)
dq -= =a (Vv.W-I/')W'ltdo. (101)
i.e., ezVq, is the gradient of tP in the a-hyperspace, and
!:2 V1k is the gradient of 'l!. For the moment we will con-
sider q to be a lingle scalar quantity rather than a column
matrix. If W is the metric in the a-hyperspace then dP is the
infinitesimal distance from the present nominal point to a neigh-
boring point a + d. We wish to choose d to maximize dq"
keeping d1/J = 0, for a given value of
dP =: IW-'hdal.
Hence we must subtract the component of VW-
1
/ , that is
parallel to V.pW-I/s from Vq,W-
l
/a. Using the Pythagorean
theorem we have simply then
(
c14J)Z == _
dP 'P (Vl/IW-1/t)(W_1/tVt/!')
= VcPW-1VlIIt. - (VtPW-IVI/I')f (102)
."
:::: I.et -
which gives a geometric interpretation of equation (24). Clearly
this quantity is positive unless Vt/J is parallel to V"'. in which case
it iSlero.
3 Ad;oi"' D ntia' Equations for Small Perturbation, About
Given Control V.rIo "..,.",
For the optimum programming problem stated in Section 6 of
the text, we wish to determine the changeJ!l in ., and nfor
small perturbatioDS, 8cr(t), in the control variable programs about
given Dominal eontroJ variable programs (t), where n -= 0 is
the stopping condition. To do this we consider the linear equa-
tions (39) describing small perturbations about the nominal
path:
(84)
(85)
(87)
(89)
(90)
(91)
(86)
(88)
dq, -= +
== +
(dP)' cz da.'Wda.
where the nomenclature is explained in Section 4 of the peper,
Now let us ehOOle so that the eoefficientof dx vanishes; Le.,
+ 0,
This reduces equation (83) to the expression
dq, == :>-.. 'Gdcr + '-.,/ til.
An exactly similar procedure yields
d'k == +
where
2 St t-A.c..t M....... in Orcllftary Calculu. Us_... a WeJ.htecl
Sctu.. ' 1... of the Control Varia"'.. to D......ln. Step Slz
The problem, 88 stated in Section 4 of the text, is to choose du
80 88 to maximize dtP for given values of diG (usually zero), and
tlP, where
where v' is a 1 X fJrow matrix of eoDstants, and p is a constant, all
to bedetermined for our convenience. Note that the quantities
multiplying .' aad #j are both zero, by equations (90) and (91).
Take the second differential of this quautity:
d't/J := - .''J..",'G- 2lUlcr
/W)d
t
a (93)
We use the process of Seetion 1 of the Appendix again; Le., we
.coDlider a linear combination of the three foregoing equa.tions:
- + + - l.,,'dfo - '-p'Gda.)
+ PdP)1 - da'Wd.) (92)
(94) To determine the changes in tj), and 11 we introduce the linear
differential equations adjoint to (103) defined 8S
SubltitutinR '-97) aud (94.1 into (jill and 101YiD2 for u. we obtain
( 104)
(105)
d
- ().'6x) = ).'GSu
de
d:>-
-:- = - F'(t)l
at
where is an n X 1 matrix, 4J, is an n X p matrix, and A.o is an
ft X 1 matrix. If (103) is premultiplied by).' and (104) is pre-
multiplied by (8x)' and the transpose of the eeeond product is
added to the first product, we have
d(8x) + rD.' == l'F8x - +
ell tit
or
(96)
(95)
(97)
wbere
1
da. a& -
Substituting (94) into (90) we have
1
- (IH -
2p.
:::I dq -
=-
IH ==
Solving equatioD (95) for Ywe obtain
" -= +
230
(115)
(116)
(118)
(119)
(122)
dll - d1i -
.## - /..'1'
" - -2pIH-
l
dO+ (120)
4) :!: [1 - ] (121)
...p. =- (dP)1 -
dt/I - f..T +).,.o'e4)8.(4)
dtl' - j',.' +
Subetitutinl this into equations (110) and (111), we have the re-
latioDl
Now we take the variatioD of this relation (117):
6(d4J) ... f..1' - -
where 1.(Ie), and dP are coDlidered CODltaDta. The maxi-
mum will occur if the coef&eieDt of 'III in the integrand of
(118) vauiaheaj i.e.,
where
1
8ex &II 21 W-I
Subltitutinl (119) back into (116) and then (113) we CaD solve
for the CODltaDta " and 1':
II> ...
I .. - f..T
SubstitutinC (120) and (121) into (119) and (115) we obtain the
relU1ta pven in Section 6 of the text in equatioDl (SO) and (51),
respectively.
(106)
(109)
(110)
(111)
(112)
(113)

- 8q + tkdT
dn=80+DdT
(T .
dt; = J" + +<lJdT
1:
'1'
dt - + ++IT
t.
o... dO... /,.7' 19'G6..u +'-0'(10)6.(10) + OtlT
(tIP)1 ... f,.T8'WBad,
II welet
11 we integrate equatioDl (105) 'rom It to T, the result is
().'h)1-2' - f..1').'GBIfIlt +().'Ix),_
- ; ... (!t). ,
()X ,- T ()X '-T
where the nomenclature is pveDiD equatioDS (51). Next we con.
'-o'(T) .. (=r (107) eider & linear combiDatioD of (116) and (113) with (1115); i.e.,
d4J - (,.,'1' - - p&e'W)lcrdt
where the nomenclature is given in equatioDB (47), it is clear that J,
-+ - + + lA(dP)1 (117)
,. - 8t- an .. ...2' (108)
For unall perturbatioDS the value of T will be changed only a
small amount d'l't 10 that
where the nomenclature is given in equatioDS (48).
SuhetitutiDl (107) and (109) into (106) we obtain equatioDl
(42), (43), and (44) of the text.
4 II-A.cent M ln Calcvlu... y n. U WhW
M 01 Centrol V .., D SI
The problem 88 stated iD Section 6 of the text is to choose 8u(t)
10 as to maximise d4J for liven values of d.
J
'-<Ie) (usually zero).
and dP, with dO -= 0 where
We use the analog of the process of Section 2 of the Appendix
with only small differences arising from the additional term in
tiT in the foregoiDl equatioDl. The first step is to elimiDate dT
from equation (112):
liT 1
dT a - -. 19'G8adt - - 10'(10)6.(10) (114)
D " n
231