University General Course Catalog 2018-2019 
    
    May 30, 2020  
University General Course Catalog 2018-2019 ARCHIVED CATALOG: LINKS AND CONTENT ARE OUT OF DATE. CHECK WITH YOUR ADVISOR.

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MATH 422 - Optimal Analysis

(3 units)
Analysis of extrema of real-valued functions and functionals with applications. Introduction to calculus of variations and optimal control.

Units of Lecture: 3
Student Learning Outcomes
Upon completion of this course, students will be able to:
1. derive extremal equations and solve some practically important variational problems in single and multiple independent variables including ones with unknown boundary data and integration limits.
2. solve Isoperimetric and other constrained variational problems using Lagrange multipliers, and apply direct methods to solve variational problems.
3. apply Hamiltonian principle to derivation of canonical equations and Hamilton-Jacobi equation, and use maximum principle for solution of some optimal control problems.


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