1.3.2 Problem Formulation
Analytical solution is very difficult. As in elementary calculus, where one attempts to extremize a function y=f(x) by solving f '(x)=0, we try to "differentiate" I(y), with respect to "y" in some sense to be explained below.
Let y*(x) denote the optimum solution, i.e., y*(x) minimizes I(y). Then any other function y(x) satisfies the constraints
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which may be represented by
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Above,
(x) represents an arbitrary continuously differentiable perturbation function passing through (a,0) and (b,0). Then we construct the "difference quotient"
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Consider now, the Taylor expansion of F(x,y,y') about the "point" (x,y*,y*' )
where
Derivative of I at y* in the direction of
is
which is given by
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Suppose we denote
by
, because for fixed
is a function of
only. Since
, I(y) takes on its minimum value when
.
Hence,
because f has a critical point (i.e., a minimum) at
.
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