ECE 451

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.

Euler-Lagrange Equations (contd)

We now wish to generalize our discussion to include functionals that may contain several independent
functions and their derivatives, i.e.
tf

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)

Lets take a simple example as follows:

Find the extremal x of J ( x )

/2

2
1

( t ) 4 x 22 ( t ) x1 ( t ) x 2 ( t ) d t which satisfies

the boundary conditions x ( 0 ) 0

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

Find an extremal of the functional J ( x )

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

As always, we start with the Euler-Lagrange equation, and we obtain

ECE 451

LECTURE 10

2 x1 ( t ) x2 ( t ) 0

2 x2 ( t ) x1 ( t ) 0

(10.7)

Eliminating x2 ( t ) from equation (10.7) above, we get

x1 ( t ) 4 x1 ( t ) 0
This equation has solution

x1 ( t ) c1 cos 2 t c 2 sin 2 t

(10.8)

Substituting equation (10.8) into equation (10.7), we obtain

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

But, we know that

x ( t f ) is arbitrary, and thus

g
( x ( / 4 ) , x ( / 4 ) ) 0

x2

(10.10)

Using equation (10.10), we have that

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 )

Thus, the extremal curve is given by

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

1) Find the extremal x * (t ) given the boundary values x * (0) 1, x * ( 2) 10 .

2) Find the extremal x * (t ) and t f 0 , if t f is free, and if x * (0) 1 , and x * (t f

) 9.