EC4090 A note on the calculus of variations.

We have the problem of maximizing V= F(t, y, )dt y

0

I showed in the lectures that, if y*(t) is an optimal trajectory then, if we define y(t) = y*(t) + p(t) for some number and an arbitrary function p(t) satisfying p(t) = p(T) =0, it is the case that:
T

dV F = ( d y
0

d dt

F )p(t)dt y

In particular, for =0, the path y(t) along which the integral is defined satisfies y(t) = y*(t), so that =0 maximizes V, and
T

dV = 0 for =0. d

dV Then d

=0 = 0

F* y

d F* dt )p(t)dt =0, for any p(t), where F* indicates that F is y

evaluated along y*. But since p(t) is arbitrary, this in turn implies that F* y d F* dt for all t [0,T]. This is the Euler equation, and it is a necessary y

condition for any trajectory to be optimal. After this derivation, it is understood that we are only concerned with optimal trajectories, and we write the Euler equation as F y d dt F . y

RAS November 2011