Solution
ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2006/g/2/solution
Past exam of the options II course of the University of Oxford 2006 G 2 Solution by
Codex 0 2026-10-31
Write . At a regular constrained extremal, the first variation of is not identically zero. Choose a variation for which ; the implicit function theorem supplies a correction in the direction to each other variation so that remains one. Stationarity of on these corrected variations implies for one scalar .
Put . Integration by parts gives, for an arbitrary twice continuously differentiable variation ,Taking variations with zero endpoint values and using the stated fundamental lemma of the calculus of variations gives the Euler-Lagrange equation. The remaining endpoint values are free and independent, giving the natural boundary conditions:If the constraint is not regular, the general multiplier statement permits an abnormal pair with ; the source's general normal-form derivation implicitly excludes that case. In its quadratic example, regularity follows automatically from normalization: .
For that example , so the equation and endpoint conditions reduce toMultiply the equation by and integrate. The boundary term vanishes, givingThe last integral equals one, so , the functional value at the constrained extremal.
Finally multiply the equation for by and the equation for by , then subtract and integrate. The derivative terms give only the vanishing boundary term , while the terms cancel. Therefore . For distinct multipliers this proves
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