Part I

Consider the functional

/2

[x2 x 2 2xsin(t)]dt

J[x] =

(1)

With boundary conditions

x(0) = 0,

x(/2) = 1

(2)

To find the extremal of J, we look for x(t) that satisfy the boundary conditions
and those which are defined over the interval being considered. In order to guarantee that we identify an extremal, our solution must solve the Euler-Lagrange
equation
F
d F
=
(3)
x
dt x
where
F (t, x, x)
= x2 x 2 2xsin(t)
(4)
Then, by the chain rule
Fx = Ftx

dt
dx
dx
+ Fxx
+ Fx x
dt
dt
dt

(5)

or in our case
2x 2sin(t) = 0 + x(0)

+x
(2)
which reduces to give the second order, constant coefficient, non-homogeneous
ordinary differential equation
x
+ x = sin(t)

(6)

We can solve this through the method of variation of parameters. The homogeneous problem becomes
x
+x=0
(7)
which yields
xhom = c1 x1 + c2 x2 = c1 cos(t) + c2 sin(t)
Then the particular solution will be of the form
Z
Z
x2 g(t)
x1 g(t)
x1
dt + x2
dt
W (x1 , x2 )
W (x1 , x2 )

(8)

(9)

where W is the Wronskian of the homogenous solutions and g(t) is the nonhomogeneous term, sin(t). If we substitute and simplify, we get
1
xpar = tcos(t)
2
1

(10)

making
1
xgen = c1 cos(t) + c2 sin(t) tcos(t)
2
Which can be substituted back into (6) to yield c1 = 0 and c2 = 1 or
1
x = sin(t) tcos(t)
2

(11)

(12)

Since (12) satisfies the Euler-Lagrange equation, is continuous over the interval
and satisfies the boundary conditions, (12) is an admissible extremal to (1).

Part II
If we consider the functional
Z
J[y] =

y 2 (1 y 0 )2 dx

(1)

with boundary conditions

y(0) = 0,

y(2) = 1

(2)

We can try to find admissible extremal for J using the same procedure as in
Problem One. Formulating the Euler Lagrange equation of F = F (x, y, y 0 ) we
get
2y(1 y 0 )2 = 2y 0 y

d
d
(1 y 0 )2 2y 00 y 2 0 y 0 (1 y 0 )
dy 0
dy

2y(1 y 0 )2 = 2y 0 y(1 y 0 )(2) 2y 2 y 00 (1 y 0 y 0 )

y 00 y 2 + (1 y 0 )(y(1 y 0 ) + 2y 0 y) = 0
y 00 y 2 + (1 y 0 )(y + y 0 y) = 0
y 00 y 2 + y(1 y 0 )(y 0 + 1) = 0
y(y 00 y + (1 y 0 )(1 + y 0 )) = 0

(3)

Thus our boundary value problem becomes

y(y 00 y y 02 + 1) = 0; y(0) = 0, y(2) = 1

(4)

We note that y=0 is a solution that doesnt satisfy the boundaries, and so
discarding the extra factor, the equation in question becomes
y 00 y y 02 + 1 = 0

(5)

Then we can substitute v(y) = y 0 and treat y as the independent variable. By

the chain rule,
dv dy
dv
=
= v0 v
y 00 =
dx
dy dx
2

Substituting we get
yv 0 v + v 2 1 = 0
dv
vy
= 1 v2
dy
Z
Z
v
dy
dv
=
1 v2
y
Substituting u = 1 v 2 , du = 2v:
Z
1
du
1

= ln u + c
2
u
2
1
ln 1 v 2 = ln y + c
2
2

1 v 2 = ey +c = cy 2
p
p
y2 c
dy
=
v = 1 cy 2 =
y
dx
Z
Z
y
p
dy = dx
y2 c
Substituting u = y 2 c, du = 2y:
Z

1
1
u 2 du = u + c
2
p
y 2 c1 = x + c2
y 2 = (x + c2 )2 + c1 = x2 + 2c2 x + c22 + c1 = x2 + c1 x + c2
p
y = x 2 + c1 x + c2
Evaluating at y(1) = 0 and y(2) = 1 gives
r
y=

x2

Which looks like

3x
2

(6)

(7)

Since the above function is undefined from (0, 32 )  [0, 2], it is not an admissible
extremal. However, if we note that for J to be zero, either y = 0 or (1 y 0 ) = 0
must be true over the interval [0,2]. Thus we immediately have a few functions
to choose which could minimize y, just as long as we satisfy the boundary value
problem in the piece-wise sense and have a continuous mapping from [0,2]. By
observation

0 0x1
y(x) = (x) =
x 1x2
Which satisfies the E.L. equation in a piecewise fashion, satisfies the boundary
conditions and provides continuity over the interval. By substituting we see
Z 2
Z 1
x2 (1 1)2 dx = 0
(8)
(0)2 (1 1)2 dx +
J[(x)] =
1

which is smallest possible value for J implying that the broken extremal (x),
is the minimizer.

Part III
Consider the functional
Z

J[y] =

cos2 (y 0 )dx

(1)

y(1) = 1

(2)

y(0) = 0,

We can examine all the admissible extremal by seeking solutions of the EulerLagrange equation as in problems one and two.
0 = 0 + y 0 (0) + y 00
y 00

d2 1
(1 + cos(2y 0 ))
dy 02 2

d
(2sin(2y 0 )) = 0
dy
y 00 cos(2y 0 ) = 0

(3)

The solution to the above ODE must take the form y = c1 x + c2 but after
applying the boundary conditions, this becomes
y=x

(4)

We can verify weather or not y(x) = (x) = x is the minimizer with the so
called direct method by choosing any arbitrary addition on (x), (x), such
that if J[(x) + (x)] J[(x)] for all (x) such that (x) is zero on the
bounds, then must be the minimizer. Substituting, we get
Z 1
J[(x) + (x)] =
cos2 (1 +  0 (x))dx
(5)
0

and
Z

J[(x)] =

cos2 (1)dx

(6)

However since there are no restrictions on 0 (x) on the bounds or otherwise, one
has a range functions to choose for (x) to give
Z 1
Z 1
cos2 (1 +  0 (x))dx <
cos2 (1)dx
(7)
0

Which implies y = x is not the minimizer over the set of continuous functions
or the minimizer over the set of once differentiable continuous functions since
any function of the first set can be approximated arbitrarily closely by one from
the latter.

Part IV
Let

[x 2 + 2txx
+ t2 x2 ]dt

J[x] =

(1)

and

1
x( 2) =
e
Then the Euler-Lagrange equation of the integrand is

(2)

x(0) = 1,

2tx + 2t2 x = 2x + x(2t)

+x
(2)
x + x(1 t2 ) = 0

(3)

If we use the method of undetermined coefficients and guess a solution of the

2
form x = et /2 we get
2
2
2
d
(tet /2 ) + et /2 t2 et /2 = 0
dt

t2 et

et

/2

/2

+ et

/2

t2 et

/2

=0

(4)

1
(5)
e
Which verifies our guess as the solution to the initial value problem and as an
extremal of J. We can use the direct method as in problem three to determine
2
if et /2 is also the minimizer:
Z 2
2
2
2
2
(tet /2 )2 + 2t(et /2 )(tet /2 ) + t2 (et /2 )2 dt
2

e0

/2

= 1 and

2 /2

Z
=

t2 et 2t2 et + t2 et dt = 0

(6)

Which ensures our guess x(t) = et

/2

is also the minimizer.

Part V
Consider the functional

J[x] =
1

1 + x 2
dt
x

(1)

with
x(1) = 0, x(2) = 1

(2)

Then we can seek admissible extremal of J by once more formulating the Euler
Lagrange of the integrand:
x2

x2

1 + x 2 = 0 xx
2

1
1
d
x
d
(1 + x 2 ) 2 +
x(1
+ x)
2
dx
x dx

1 + x 2 = x 2 x2 (1 + x 2 ) 2 +

1
3
x

[(1 + x)
2 x(1
+ x)
2 ]
x
3

Multiplying both sides of the equation by x2 (1 + x)

2

(1 + x 2 )2 = x 2 (1 + x 2 ) x
x[1 + x x]

x
x + (1 + x 2 )(1 + x 2 x 2 ) = 0
x
x + x 2 + 1 = 0

(3)

This is the same equation as seen in Part II with a positive middle term. Therefore, we will proceed exactly as before, omitting the more trivial steps.
Substitute v(x) = x0
dv
dv dx
x00 =
=
= v0 v
dx
dt dt
Then
xv 0 v + v 2 + 1 = 0
dv
vx
= 1 + v2
dx
Z
Z
v
dx

dv =
1 + v2
x
1
ln (1 + v 2 ) = ln x + c
2
2

1 + v 2 = ex +c = cx2

p
x2 c
dx
2
v = cx 1 =
=
x
dt
6

x
dx =
c x2

Z
dt

Substituting u = c x2 , du = 2x:
Z

1
1
u 2 du = u + c

2
p
c1 x2 = t c2
x2 = (t c2 )2 + c1 = c1 t2 + 2c2 t c22
q
x = t2 + 2c2 t c22 + c1

(4)

Evaluating at the boundary conditions gives

q
0 = 1 + 2c2 c22 + c1 , c1 = c22 + 2c2 + 1
1=

4 4c2 c22 c22 + 2c2 + 1

Using elimination,
4 = 2c2 , c2 = 2; c1 = 1
p
x = t2 + 4t 3

(5)

Which looks like

A well-defined, smooth curve over x = [1, 2]. Therefor (5) is an admissible extremal for (1).