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The first truly up-to-date treatment of the calculus of variations, this text is also the first to offer a simple introduction to such key concepts as optimal control and linear-quadratic control design. Its broad perspective features numerous exercises, hints, outlines, and comments, plus several appendixes, including a practical discussion of MATLAB. Reprint of the Pearson Prentice Hall, Upper Saddle River, New Jersey, 2005 edition.
Preface Acknowledgments 1. Preliminaries 1.1 Directional Derivatives and Gradients 1.2 Calculus Rules 1.3 Contour Surfaces and Sublevel Sets 1.4 Lagrange Multipliers 1.5 Convexity Exercises 2. Optimization 2.1 Mathematical Programming 2.2 Linear Programming 2.3 Statistical Problems 2.4 Variational Problems Exercises 3. Formulating Variational Problems 3.1 Shortest Distance between Two Points (CVP 1) 3.2 Graph with Least Surface of Revolution (CVP 2) 3.3 The Catenary (CVP 3) 3.4 The Brachistochrone (CVP 4) 3.5 Cruise-Climb (CVP 5) 3.6 Shapes of Minimum Resistance (CVP 6) 3.7 Hamilton's Principle 3.8 Isoperimetric Problems Exercises 4. The Euler-Lagrange Equation 4.1 One Degree of Freedom 4.2 Two Special Cases: No y, No x 4.3 Multiple Degrees of Freedom 4.4 The Hamiltonian 4.5 A Closer Look Exercises 5. Constrained Problems 5.1 Dido's Problem 5.2 Statement of the Problem 5.3 The Inverse Function Theorem 5.4 The Euler-Lagrange Equation for Constrained Problems 5.5 Example Applications 5.6 Multiple Degrees of Freedom 5.7 Nonintegral Constraints 5.8 Hamilton's Principle with Constraints Exercises 6. Extremal Surfaces 6.1 A Soap Film (CVP 15) 6.2 Stable Flows (CVP 17) 6.3 Schrodinger's Equation (CVP 18) 6.4 Eigenvalue Problems 6.5 Rayleigh-Ritz Numerics Exercises 7. Optimal Control 7.1 A Rolling Cart (OCP 1) 7.2 General Formulation 7.3 Reinvestments (OCP 2) 7.4 Average Voltage (OCP 3) 7.5 A Time-Optimal Problem (OCP 4) 7.6 The Bang-Bang Principle 7.7 The Maximum Principle 7.8 Example Applications Exercises 8. The LQ Problem 8.1 Problem Statement 8.2 State Feedback 8.3 Stability 8.4 The LQR Problem 8.5 A Tracking Servo Exercises 9. Weak Sufficiency 9.1 Weak versus Strong Extrema 9.2 First and Second Variations 9.3 In Application 9.4 The Integrand 9.5 Weak Local Sufficiency Exercises 10. Strong Sufficiency 10.1 The Goal 10.2 Flows 10.3 Flows of the Euler-Lagrange Equation 10.4 The E-Function and Strong Sufficiency 10.5 The Existence of Flows Exercises 11. Corner Points 11.1 Corners and Extremals 11.2 First Erdmann Corner Condition 11.3 The Figurative 11.4 Second Erdmann Corner Condition Exercises Appendix A. The Inverse Function Theorem Appendix B. Picard's Theorem Appendix C. The Divergence Theorem Appendix D. A MATLAB Cookbook References Index
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