1.3.3 The Fundamental Theorem of Calculus of Variations
If we introduce the function g(x) by
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then
Lemma: If
then g(x)=0 in [a,b], where g(x) is continuous on [a,b].
This famous lemma is known as the fundamental theorem of calculus of variations.
Now, returning back to our problem, the use of the previous lemma yield the following two-point boundary value problem to determine the optimal solution
(1)
This is called as the "Euler" differential equation associated with the functional I(y). In general, it is a nonlinear, 2nd order, ordinary differential equation and hard to solve analytically.