Calculus of variations on time scales and discrete fractional calculus

Estudamos problemas do cálculo das variações e controlo óptimo no contexto das escalas temporais. Especificamente, obtemos condições necessárias de optimalidade do tipo de Euler–Lagrange tanto para lagrangianos dependendo de derivadas delta de ordem superior como para problemas isoperimétricos. Desenvolvemos também alguns métodos directos que permitem resolver determinadas classes de problemas variacionais através de desigualdades em escalas temporais. No último capítulo apresentamos operadores de diferença fraccionários e propomos um novo cálculo das variações fraccionário em tempo discreto. Obtemos as correspondentes condições necessárias de Euler– Lagrange e Legendre, ilustrando depois a teoria com alguns exemplos.

Computational methods in the fractional calculus of variations and optimal control

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the lack of analytic methods to solve such fractional problems, numerical techniques are developed. Here, we mainly investigate the approximation of fractional operators by means of series of integer-order derivatives and generalized finite differences. We give upper bounds for the error of proposed approximations and study their efficiency. Direct and indirect methods in solving fractional variational problems are studied in detail. Furthermore, optimality conditions are discussed for different types of unconstrained and constrained variational problems and for fractional optimal control problems. The introduced numerical methods are employed to solve some illustrative examples.

Calculus of variations on time scales and applications to economics

We consider some problems of the calculus of variations on time scales. On the beginning our attention is paid on two inverse extremal problems on arbitrary time scales. Firstly, using the Euler-Lagrange equation and the strengthened Legendre condition, we derive a general form for a variation functional that attains a local minimum at a given point of the vector space. Furthermore, we prove a necessary condition for a dynamic integro-differential equation to be an Euler-Lagrange equation. New and interesting results for the discrete and quantum calculus are obtained as particular cases. Afterwards, we prove Euler-Lagrange type equations and transversality conditions for generalized infinite horizon problems. Next we investigate the composition of a certain scalar function with delta and nabla integrals of a vector valued field. Euler-Lagrange equations in integral form, transversality conditions, and necessary optimality conditions for isoperimetric problems, on an arbitrary time scale, are proved. In the end, two main issues of application of time scales in economic, with interesting results, are presented. In the former case we consider a firm that wants to program its production and investment policies to reach a given production rate and to maximize its future market competitiveness. The model which describes firm activities is studied in two different ways: using classical discretizations; and applying discrete versions of our result on time scales. In the end we compare the cost functional values obtained from those two approaches. The latter problem is more complex and relates to rate of inflation, p, and rate of unemployment, u, which inflict a social loss. Using known relations between p, u, and the expected rate of inflation π, we rewrite the social loss function as a function of π. We present this model in the time scale framework and find an optimal path π that minimizes the total social loss over a given time interval.

Problems in the classical calculus of variations

This dissertation concerns convergence analysis for nonparametric problems in the calculus of variations and sufficient conditions for weak local minimizer of a functional for both nonparametric and parametric problems. Newton's method in infinite-dimensional space is proved to be well-defined and converges quadratically to a weak local minimizer of a functional subject to certain boundary conditions. Sufficient conditions for global converges are proposed and a well-defined algorithm based on those conditions is presented and proved to converge. Finite element discretization is employed to achieve an implementable line-search-based quasi-Newton algorithm and a proof of convergence of the discretization of the algorithm is included. This work also proposes sufficient conditions for weak local minimizer without using the language of conjugate points. The form of new conditions is consistent with the ones in finite-dimensional case. It is believed that the new form of sufficient conditions will lead to simpler approaches to verify an extremal as local minimizer for well-known problems in calculus of variations.

Use of calculus of variations to determine the shape of hovering rotors of minimum power and its application to micro air vehicles

In this paper, calculus of variations and combined blade element and momentum theory (BEMT) are used to demonstrate that, in hover, when neither root nor tip losses are considered; the rotor, which minimizes the total power (MPR), generates an induced velocity that varies linearly along the blade span. The angle of attack of every blade element is constant and equal to its optimum value. The traditional ideal twist (ITR) and optimum (OR) rotors are revisited in the context of this variational framework. Two more optimum rotors are obtained considering root and tip losses, the ORL, and the MPRL. A comparison between these five rotors is presented and discussed. The MPR and MPRL present a remarkable saving of power for low values of both thrust coefficient and maximum aerodynamic efficiency. The result obtained can be exploited to improve the aerodynamic behaviour of rotary wing micro air vehicles (MAV). A comparison with experimental results obtained from the literature is presented.

Calculus of variations. Supplementary notes and exercises to 1945-1946 notes, at New York University.

Reproduced from typewritten copy.

Calculus of variations 1945-1946,

Bibliography: leaf 169.

Aspects of the calculus of variations /

Reproduced from type-written copy.

A treatise on the differential and integral calculus : and the calculus of variations /

Mode of access: Internet.

Calculus of variations and supplementary notes and exercises, 1945-1946.

Reproduced from type-written copy.

Mathematical tracts on the lunar and planetary theories, the figure of the earth, precession and nutation, the calculus of variations, and the undulatory theory of optics. Designed for the use of students in the university.

Mode of access: Internet.

The differential and integral calculus : containing differentiation, integration, development, series, differential equations, differences, summation, equations of differences, calculus of variations, definite integrals,--with applications to algebra, plane geometry, solid geometry, and mechanics. Also, Elementary illustrations of the differential and integral calculus /

First issued in 25 parts, July 15, 1836, to June 1, 1842.

A treatise on infinitesimal calculus, containing differential and integral calculus, calculus of variations, applications to algebra and geometry, and analytical mechanics.

Vol. 3 and 4 form the author's Treatise on analytical mechanics.