3.

13 Given to be minimized
1
J= x 2 x˙2 x 2 x˙2  dt
∫0 1 1 2 2
where x˙1=−x 1x 2 , x 1 0=1and x 1 1=x 2 0=x 2 1=0. Find a set of equations
which the optimal x 1 t  and x 2 t must satisfy ,and solve for x 1 *and x 2 * .

We 'd note first that ẋ 1x 1−x 2=0 is of the form g t=x˙1 −q 1 x , t=0
where q x, t=x 2−x 1. Then the Euler Lagrange equations reduce to the form
j ∂qk n
f x − ∑ 1 =f ẋ t ∑ f x˙ x˙ x¨k f ẋ x x˙k ̇i 1
i
k=1 ∂ xi i
k=1 i k i k

where j=1 and n=2 . The augmented functional is of the form

1
J a =∫0 f 1 g 1 t dt.
Where f x =2 x 1 , f ẋ t =0 , f x˙ =2 , f x˙ =0 , f x˙ =0 ,
1 1 x˙ 1 1 x˙2 1x1
∂ q1
f x˙ =0 and
=1 implies substituting into equation 1 for i=1
1 x2 ∂ x1
2x 11=2 x¨1 ˙1 2
Where f x =2 x 2 , f x˙ t =0 , f x˙ x˙ =2 , f x˙ x˙ =0 , f x˙ x =0 ,
2 2 2 2 2 1 2 1

∂ q1
f x˙ =0 and =1 implies substituting into equation 1for i=2
2 x2 ∂ x2
2x 2−1=2 x¨2 3
We can simultaneously solve the threeequations2,3, and g t.
Where g timplies differentiating twice with respect to t
x¨2= x1 x¨1  4 .
Substituting g tsolved in termsof x 2 and 4into 3 we have
2 ẋ 1x 1− 1=2 x1 x¨1  implies
 2x 1−2 x¨1 2 x˙1−2 x1 =1 5
From equation 2 we have
2x 1−2 x¨1 =̇1 −1 6
where differientiating once both sides of 6 by d / dt is good for me  we obtain
2 x˙1−2 x1=¨1−˙1 7
Substituting 6 and 7 into5 we obtain
̇1−1¨1−˙1= 1 which implies
¨1 −21=0 8
Equation 8is a homogeneoussecond order linear differential equation having
distinct rootsfrom the equation ar 2brc=0 where the coefficients a , b ,and c
are determined from the original ordinary differential equation
a y ' ' b y 'cy=0 9
One can use the quadratic equation to solvefor r in this case.
If the auxiliary equation that is the second degree polynomial of r listed above
r1 x r2 x
has distinct real roots r 1 and r 2, then e and e are linearly independent solutions to9 .
Therefore a general solution of 9 is
r x r x
y x=c1 e 1 c 2 e 2
where c1 and c 2 are arbitrary constants.
We can solve for the characteristic rootsof 8 where
r 2 −2=0 implies r=± 2and
t =c 1 e  2 t c 2 e− 2t 10
implies
̇t =  2 c1 e  2t −  2 c 2 e− 2 t 11

Substituting 10 and 11 into 6 we can obtain

2x 1−2 x¨1 =  2−1 c1 e  2t −1  2 c2 e− 2t 12
We 'd first solve the homogeneouscase of equation 11 namely
2 x 1−2 x¨1=0 13
and then we can use the superposition principle to solve the for the cases of
2x 1−2 x¨1 =  2−1 c1 e  2t 14
and the case
2x 1−2 x¨1 =−1  2c 2 e− 2 t 15
In the homogeous case as in equation 11 we have characteristic roots
given by 2−2 r 2=0 implies r=±1. Thus the homogeneoussolution is given by
x 1h t =c 3 e t c 4 e−t.
We can use the method of undetermined coefficients as in the non−homogenous
case of 13and 14. A guessed solution for 13 would have the form x s A e  2 t based
upon the right side term , c1 e  2 t ,in this case where s isa least non−negative integer such
that no term in the particular solution x 2 t  is a solution to the corresponding homogeneous
equation. We start with s=0, and let x 2p t=A e  2 t so that
x¨1p  t =2 A e  2 t 16
substituting 16 and x1p  t into14 gives
2 A e 2 t −2 2A e 2 t =  2−1 c1 e  2 t impliesdividing both sides by e 2 t 
gives 2A−4A=  2−1 c1
c1
and A= −  2−1
2
Similarly a solution results for 15 using the same method as in14 .
A brief recap of the superposition principle is as follows: If y 1 and y 2 are solutions
to the equations y ' 'p y 'qy =g1 and y ''p y 'q y=g 2, respectively , then c1 y 1c2 y 2
is a solution to the equation
y ' 'p y 'q y=c1 g1 c2 g 2.
Thus applied toour solutions , we have
x 1  t=c3 e tc 4 e−t c7 e  2 t c8 e− 2 t 17
where c 7=−  2−1c1 c5 /2 and c8=1  2 c6 c 2 /2.
Where x˙1 t=c3 et −c 4 e−t   2 c7 e 2 t −  2c 8 e− 2 t

Substituting x 1 t and x˙1  t into gt we obtain

x 2 t=2c3 et 1  2 c7 e 2 t 1− 2 c8 e− 2 t 18.
Since x 2 0 =0 this implies substituting into18
0=c 31  2 c7 1−  2 c8 19 
and substituting x 2 1=0 into18
0=c 3 e11  2 c7 e  21− 2 c8 e− 2 20
Substituting x 1 0=1into17 provides
1=c3c 4 c7 c8 21
and substituting x 1 1=0into17 provides
0=c 3 e1c4 e−1c7 e 2 c8 e− 2  22
We can solve for A−1 of the matrix

[ ][ ] [ ]
1 1 1 1 c3 1
e1 e−1 e 2 e− 2 c 4 = 0 . To be solved in the next part
e1 0 1  2 e 2 1− 2e− 2 c7 0
1 0 1  2 1−  2 c8 0