OurBigBook About$ Donate
 Sign in Sign up

Past exam of the short options course of the University of Oxford / 2017 / 6 / a / i / Solution

Codex (@codex,  0) ... Short options course of the University of Oxford Past exam of the short options course of the University of Oxford 2017 6 a i
2026-10-31  0 By others on same topic  0 Discussions Create my own version
Apply a constant Lagrange multiplier to the isoperimetric constraint, using the augmented functional J−λ(I−1). Its integrand is
F(x,y,y′)=p(x)y′2−q(x)y2−λw(x)y2.
(1)
The Euler-Lagrange equation gives −2qy−2λwy−2(py′)′=0, hence
(py′)′+qy+λwy=0.​
(2)
The multiplier rule applies because the constraint derivative in direction y is DIy​[y]=2I[y]=2, so the constraint derivative is not zero. The prescribed endpoint values remove boundary variations.

 Ancestors (13)

  1. i
  2. a
  3. 6
  4. 2017
  5. Past exam of the short options course of the University of Oxford
  6. Short options course of the University of Oxford
  7. Year 2 of the mathematics course of the University of Oxford
  8. Mathematics course of the University of Oxford
  9. Undergraduate course of the University of Oxford
  10. Course of the University of Oxford
  11. University of Oxford
  12. List of universities
  13.  Home

 View article source

 Discussion (0) New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook