CALCULUS OF VARIATIONS


MAP 4216, Section 01, Fall 2006

(Reference #19086 in Directory of Classes)

MAP 5217, Section 01, Fall 2006

(Reference #18770 in Directory of Classes)

Calculus of Variations will be taught from the perspective of an applied mathematician, i.e., it will focus on understanding the concepts and how to apply them (as opposed to rigorous proofs of existence and uniqueness theorems). The course will introduce both the classical theory of the calculus of variations and the more modern developments of optimal control theory, and is potentially of interest not only to mathematics majors but also to students in the life, management, natural and social sciences
Professor: Dr M-G
Office:202B Love (in which I hold office hours)
Phone:(850 64)4 2580
Email:mesterto@math.fsu.edu
Web site:http://www.math.fsu.edu/~mesterto
Course page: http://www.math.fsu.edu/~mesterto/CalculusOfVariations.html (this page—but obviously, if you are reading a hard copy of it, then you won't be able to activate the links until you go online)
Class meets: in 215 HTL, Mondays, Wednesdays and Fridays 12:20-1:10 p.m.
Required text: None. The course will be based on my lecture notes with problems
Optional texts: The following books will be on reserve in the Dirac Science Library:
Leitmann, Calculus of Variations and Optimal Control: An Introduction (Plenum, 1981)
MacCluer, Calculus of Variations: Mechanics, Control Theory, and Other Applications (Pearson Prentice Hall, 2005)
Credit: 3 semester hours.
Syllabus: A selection of the following topics will be covered:
Fundamental problems
Weak and strong extrema
Necessary and sufficient conditions
Hamilton-Jacobi theory
Dynamic programming
Control theory
Pontryagin's maximum principle
Prerequisites:
(i)MAP 2302, MAA 4226; or Professor M-G's consent and
(ii)self-motivation and industriousness. Professor M-G's philosophy of learning is perhaps best expressed by the following diagram:
 
Communication:It is your responsibility to register here for a (free) FSU computer account so that I can send you email, which you are expected to check regularly. If you prefer to read your email elsewhere then you can arrange to have messages forwarded, but you must still obtain an FSU account in the first instance
Your name:I don't know who you are, but because everything works so much better when I do, I would like to learn your name as soon as possible. Please take a sheet of paper, fold it in half, write your first name in large letters on one side and stand it up on your desk so that I can see it. (Write whatever you want me to call you—if you're a William who likes to be called Dubya, write Dubya, not William.) Please bring your name plate to every class until I have finally learnt your name (which will take significantly longer than it used to take when I started out)
Grades: Will be based on five written assignments (20% each). Note that quality of presentation is extremely important, and so there will be penalties (commensurate with degree of infraction) for badly presented work. It is not enough merely to produce an answer: the method by which you obtain it must be sound, and you must clearly demonstrate that you understand it. In borderline cases, a smaller number of completely correct solutions will carry more weight than a proportionate number of fragmentary answers, and later scores will carry more weight than earlier scores. Partial credit is awarded only when part of a solution is completely correct (not when all of a solution is partially correct, whatever that means, if anything). Assignments will be due at the beginning of class on the designated day. Late assignments will be viewed as badly presented, and very late assignments will not be graded (i.e., will achieve a grade of zero).
Etiquette:You are firmly bound by Florida State University's Academic Honor Code (briefly, you have the responsibility to uphold the highest standards of academic integrity in your own work, to refuse to tolerate violations of academic integrity in the University community, and to foster a high sense of integrity and social responsibility on the part of the University community). Although you may discuss assignments with others in general terms, the solutions you present must be your very own work ("in general terms" means that discussion is oral and nothing is copied down).
Helpline:If you get stuck between classes then consider using my Homework Helpline. Just send me your question by email. As soon as I possibly can (which might be as soon as within half an hour, but might also be a day or two later—I have a life, too, you know), I will reply, not to you, but rather to the class alias (after carefully concealing your identity, just in case you are inexplicably bashful about being perceived as smart enough to ask questions).
Disabilities:If you have a disability requiring academic accommodations, then not only should you register with the Student Disability Resource Center (SDRC), but also you should bring me written confirmation from SDRC during the first week of class.

Lecture Notes

You can view and/or print PDF files with Adobe Reader
 
  1. The brachistochrone problem
  2. The fundamental problem. Extremals
  3. The insufficiency of extremality
  4. Important first integrals
  5. The du Bois-Reymond equation
  6. The corner conditions
  7. Legendre's necessary condition
  8. Jacobi's necessary condition
  9. Weak versus strong variations
  10. Weierstrass's necessary condition
  11. The transversality conditions
  12. Hilbert's invariant integral
  13. The fundamental sufficient condition
  14. Jacobi's condition revisited
  15. Isoperimetrical problems
  16. Optimal control problems
  17. Necessary conditions for optimality
  18. Time-optimal control
  19. A singular control problem
  20. Optimal control to a general target
  21. State variables restrictions

Assignments

Assignment 1 (due at 12:20 p.m. on Friday, September 8, 2006)
Assignment 2 (due at 12:20 p.m. on Wednesday, September 27, 2006)
Assignment 3 (due at 12:20 p.m. on Friday, October 20, 2006)
Assignment 4 (due at 12:20 p.m. on Wednesday, November 8, 2006)
Assignment 5 (due at 12:20 p.m. on Friday, December 8, 2006)

Back to top of page                              HOME                              Back to top of page