MA4311 Calculus of Variations

First and second order tests, Lagrange multipliers, Euler-Lagrange equation, non-smooth solutions, optimization with constraints, Weierstrass condition, optimal control of ODE systems, Pontryagin maximum principle. Applications may include: control and dynamical systems, estimation, weak formulations, Hamilton's variational principle, or others depending on the interests of the students.

Prerequisite

MA2121

Lecture Hours

4

Lab Hours

0