Fostering an increased
appreciation of the fundamental theorem of calculus, this highly readable text elucidates
applications of the chain rule of differentiation, integration by parts, parametric
curves, line integrals, double integrals, and elementary differential equations. A clear
and well-illustrated treatment of techniques for solving a wide variety of optimization
problems arising in a diverse array of fields, this volume requires only an elementary
knowledge of calculus and can be used either by itself or as a supplementary text in a
variety of courses. 1974 edition.
Table of Contents
Functionals
Introduction; Examples of
Optimizational Problems
Vector Spaces
Functionals
Normed Vector Spaces
Continuous Functionals
Linear Functionals
A Fundamental Necessary
Condition for an Extremum
Introduction
A Fundamental Necessary
Condition for an Extremum
Some Remarks on the Gâteaux
Variation
Examples on the Calculation
of Gâteaux Variations
An Optimization Problem in
Production Planning
Some Remarks on the Fréchet
Differential
The Euler-Lagrange Necessary
Condition for an Extremum with Constraints
Extremum Problems with a
Single Constraint
Weak Continuity of
Variations
Statement of the
Euler-Lagrange Multiplier Theorem for a Single Constraint
Three Examples, and Some
Remarks on the Geometrical Significance of the Multiplier Theorem
Proof of the Euler-Lagrange
Multiplier Theorem
The Euler-Lagrange
Multiplier Theorem for Many Constraints
An Optimum Consumption
Policy with Terminal Savings Constraint During a Period of Inflation
The Meaning of the
Euler-Lagrange Multipliers
Chaplygin's Problem, or a
Modern Version of Queen Dido's Problem
The John Multiplier Theorem
Applications of the
Euler-Lagrange Multiplier Theorem in the Calculus of Variations
Problems with Fixed End
Points
John Bernoulli's
Brachistochrone Problem, and Brachistochrones Through the Earth
Geodesic Curves
Problems with Variable End
Points
How to Design a Thrilling
Chute-the-Chute
Functionals Involving
Several Unknown Functions
Fermat's Principle in
Geometrical Optics
Hamilton's Principle of
Stationary Action; an Example on Small Vibrations
The McShane-Blankinship
Curtain Rod Problem; Functionals Involving Higher-Order Derivatives
Functionals Involving
Several Independent Variables; the Minimal Surface Problem
The Vibrating String
Applications of the
Euler-Lagrange Multiplier Theorem to Problems with Global Pointwise Inequality Constraints
Slack Functions and
Composite Curves
An Optimum Consumption
Policy with Terminal Savings Constraint Without Extreme Hardship
A Problem in Production
Planning with Inequality Constraints
Applications of the
Euler-Lagrange Multiplier Theorem in Elementary Control Theory
Introduction
A Rocket Control Problem:
Minimum Time
A Rocket Control Problem:
Minimum Fuel
A More General Control
Problem
A Simple Bang-Bang Problem
Some Remarks on the Maximum
Principle and Dynamic Programming
The Variational Description
of Sturm-Liouville Eigenvalues
Introduction to
Sturm-Liouville Problems
The Relation Between the
Lowest Eigenvalue and the Rayleigh Quotient
The Rayleigh-Ritz Method for
the Lowest Eigenvalue
Higher Eigenvalues and the
Rayleigh Quotient
The Courant Minimax
Principle
Some Implications of the
Courant Minimax Principle
Further Extensions of the
Theory
Some General Remarks on the
Ritz Method of Approximate Minimization
Some Remarks on the Use of
the Second Variation in Extremum Problems
Higher-Order Variations
A Necessary Condition
Involving the Second Variation at an Extremum
Sufficient Conditions for a
Local Extremum
The Cauchy and Schwarz
Inequalities
An Example on Normed Vector
Spaces
An Integral Inequality
A Fundamental Lemma of the
Calculus of Variations
Du Bois-Reymond's Derivation
of the Euler-Lagrange Equation
A Useful Result from
Calculus
The Construction of a
Certain Function
The Fundamental Lemma for
the Case of Several Independent Variables
The Kinetic Energy for a
Certain Model of an Elastic String
The Variation of an Initial
Value Problem with Respect to a Parameter
Subject Index; Author Index
394 pages