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(C5) BATCH(OPTVAR, DEMO60, DSK,STOUTE);
(C6) /* This macsyma batch file illustrates how to use the
functions in OPTVAR > or OPTVAR LISP to help solve classical
variational or optimal control problems. These functions
use the calculus of variations and Pontryagin's
Maximum-Principle to derive the governing differential and
algebraic equations; and this demonstration also shows how
the governing equations may be solved using the built-in
SOLVE function and/or the functions in the SHARE files ODER
LISP, and DESOLN LISP. For more details, see the
corresponding SHARE text files OPTVAR USAGE, ODER USAGE, or
DESOLN USAGE.
The illustrative examples here are intentionally elementary.
For a more thorough discussion of the mathematical
principles demonstrated here, and for results with more
difficult examples, see the the ALOHA project technical
report by David Stoutemyer, "Computer algebraic manipulation
for the calculus of variations, the maximum principle, and
automatic control", University of Hawaii, 1974.
Many classical variational problems are analogous to special
cases of choosing a path which minimizes the transit time
through a region for which the speed is a function of
position. There are applications in, optics, acoustics,
hydrodynamics, and routing of aircraft or ships. In the
two-dimensional case, assuming the path may be represented
by a single-valued function, Y(X), the transit time between
Y(A) and Y(B) is given by the integral of
Q(X,Y)*SQRT(1+'D(y,x)**2), from X=A to X=B, where D is an
alias for DIFF and Q(X,Y) is the reciprocal of the speed,
and where we have used the fact that 'D(arclength,X) =
SQRT(1+'D(Y,X)**2). For simplicity, assume Q independent of
X. We may use the function EL, previously loaded by
LOADFILE(OPTVAR,LISP,DSK, SHARE), to derive the associated
Euler-Lagrange equation together with an associated energy
and/or momentum integral if they exist: */
EL(Q(Y)*SQRT(1+'D(Y,X)**2), Y, X);
DY 2
Q(Y) (--)
DY 2 DX
(E6) Q(Y) SQRT((--) + 1) - --------------- = K
DX DY 2 0
SQRT((--) + 1)
DX
DY
Q(Y) --
D DX DY 2 D
(E7) -- --------------- = SQRT((--) + 1) (-- Q(Y))
DX DY 2 DX DY
SQRT((--) + 1)
DX
TIME= 844 MSEC.
(D7) [E6, E7]
(C8) /* To expand the Euler-Lagrange equation: */
DEPENDENCIES(Y(X))$
TIME= 4 MSEC.
(C9) %TH(2)[2], EVAL, D;
TIME= 300 MSEC.
2 2
D Y DY 2 D Y
Q(Y) --- Q(Y) (--) ---
2 DX 2
DX DX
(D9) --------------- - --------------
DY 2 DY 2 3/2
SQRT((--) + 1) ((--) + 1)
DX DX
DY 2 D
= SQRT((--) + 1) (-- Q(Y))
DX DY
(C10) /* The routines in the SHARE file ODE LISP, previously
loaded, may solve an expanded first or second order
quasi-linear ordinary differential equations; so the
equation must be linear in its highest- order derivative.
The Euler-Lagrange equation is always of this form, but when
given a second-order equation, the ODE solver often returns
with a first-order equation which we must quasi-linearize
before proceeding; so it is usually most efficient to take
advantage of a first integral when one exists, even though
it requires a certain amount of manipulation. The SOLVE
function is currently somewhat weak with fractional powers;
so we must massage the above energy integral before solving
for 'D(Y,X): */
%TH(3)[1] * SQRT(1+'D(Y,X)**2), EXPAND, EVAL;
TIME= 211 MSEC.
DY 2
(D10) Q(Y) = K SQRT((--) + 1)
0 DX
(C11) SOLVE(%/K[0], 'D(Y,X));
SOLUTION
2 2
SQRT(Q (Y) - K )
DY 0
(E11) -- = - -----------------
DX K
0
2 2
SQRT(Q (Y) - K )
DY 0
(E12) -- = -----------------
DX K
0
TIME= 1543 MSEC.
(D12) [E11, E12]
(C13) ODE2(EV(%[2],EVAL), Y, X);
TIME= 9982 MSEC.
/
[ 1
X - K (I (-----------------) DY)
0 ] 2 2
/ SQRT(Q (Y) - K )
0
(D13) - --------------------------------- = C
K
0
(C14) /* We must specify Q(Y) to proceed further. Q(Y)=1 is
associat- ed with the Euclidian shortest path (a straight
line), Q(Y)=SQRT(Y) is associated with the stationary
Jacobian-action path of a projectile (a parabola), Q(Y)=Y is
associated with the minimum-surface body of revolution (a
hyperbolic cosine), and Q(Y)=1/SQRT(Y) is associated with
the minimum-time path of a falling body, starting at Y=0,
measured down, (a cycloid). Of these, the cycloid presents
the most difficult integration. In fact, I have never seen
the the integration for this case performed directly except
by macsyma: */
SUBST(Q(Y)=1/SQRT(Y), %) $
TIME= 2961 MSEC.
(C15) %,INTEGRATE;
TIME= 2468 MSEC.
1 2
SQRT(- + K )
Y 0
(D15) - (X - K (-------------------
0 2 1 2 4
K (- + K ) - K
0 Y 0 0
1 2 1 2
LOG(SQRT(- + K ) - K ) LOG(SQRT(- + K ) + K )
Y 0 0 Y 0 0
+ ----------------------- - -----------------------))/K
3 3 0
2 K 2 K
0 0
= C
(C16) /* This equation may be simplified by combining the
LOGs and clearing some fractions, but it is transcendental
in Y; so there is no hope for a closed-form representation
for Y(X). For completeness we should try the other
alternative for 'D(Y,X), but it turns out to lead to the
same result.
Most authors solve this problem by introducing the change of
variable 'D(Y,X)=TAN(T), useful also for other Q(Y), which
leads to the para- metric representation: Y=K[0]*COS(T)**2,
X=C+K[0]*(T+SIN(T)*COS(T)). Solving the former for T and
substituting into the latter gives the representation
equivalent to that found directly by macsyma.
Some straightforward investigation reveals that C is the
initial value of X, but the equation is transcendental in
K[0], so K[0] cannot be determined analytically. However,
it may be determined to arbitrary numerical accuracy by an
iterative algorithm such as that described in the SHARE file
ZEROIN USAGE.
To prove that the above solution is a strong global minimum,
we must prove that such a minimum exists and that no other
answer gives a smaller value to the functional. This may be
done by the direct approach of Caratheodory, or by checking
the classical Weierstrass, Weierstrass-Erdman, Legendre, and
and Jacobi necessary and sufficient conditions. Computer
algebraic manipulation can assist these investigations, but
they are beyond the scope of this demonstration. Instead,
to keep the demonstration brief, we will now consider other
kinds of problems.
Stationary values of a functional may be subject to
algebraic or differential constraints of the form
F(X,Y(X),'D(Y,X))=0 and/or isoperimetric constraints of the
form INTEGRATE(F(X,Y(X),'D(Y,X)),X,A,B) = J, where J is a
given constant. Sometimes it is possible to eliminate one or
more constraints, substituting them into the functional and
any remaining constraints; but if not, we may use Lagrange
multipliers. For example, suppose we wish to determine the
curve that a string of given length assumes to minimize its
potential energy. The potential energy is
INTEGRATE(Y*SQRT(1+'D(Y,X)**2), X, A, B), whereas the length
is INTEGRATE(SQRT(1+'D(Y,X)**2), X, A, B); so letting MULT
be the Lagrange multiplier, our augmented functional is of
the form that we have been studying, with Q(Y)=Y+MULT.
Consequently, we may simply substitute this in the general
integral that we found before: */
SUBST(Q(Y)=Y+MULT, %TH(3))$
TIME= 119 MSEC.
(C17) /* Type NONZERO; in response to the question
generated by the following statement: */
%,INTEGRATE;
IS K ZERO OR NONZERO?
0
NONZERO;
TIME= 1310 MSEC.
2
(Y + MULT) Y + MULT
X - K LOG(SQRT(----------- - 1) + --------)
0 2 K
K 0
0
(D17) - -------------------------------------------- = C
K
0
(C18) /* to get Y as a function of X: */
(%*K[0]+X)/K[0];
TIME= 92 MSEC.
2 X + K C
(Y + MULT) Y + MULT 0
(D18) LOG(SQRT(----------- - 1) + --------) = --------
2 K K
K 0 0
0
(C19) EXP(LHS(%))=EXP(RHS(%));
TIME= 29 MSEC.
X + K C
0
--------
2 K
(Y + MULT) Y + MULT 0
(D19) SQRT(----------- - 1) + -------- = %E
2 K
K 0
0
(C20) SOLVE((%*K[0]-Y-MULT)**2, Y);
SOLUTION
(E20) Y
X 2 X X
- -- - C --- + 2 C -- + C
K K K
0 0 0
%E (K %E - 2 %E MULT + K )
0 0
= ---------------------------------------------------
2
TIME= 8342 MSEC.
(D20) [E20]
(C21) %,EVAL,EXPAND,RATPRODEXPAND:TRUE;
TIME= 450 MSEC.
X X
- -- - C -- + C
K K
0 0
K %E K %E
0 0
(D21) [Y = -------------- + ----------- - MULT]
2 2
(C22) /* We may rewrite the above expression as: */
K[0]*COSH(X/K[0]+C) - MULT $
TIME= 65 MSEC.
(C23) /* We may substitute this into the integral constraint
to get 1 equation relating the constant K[0] and C to the
given length L: */
SQRT(1+D(%,X)**2);
TIME= 99 MSEC.
2 X
(D23) SQRT(SINH (-- + C) + 1)
K
0
(C24) /* This is simply COSH(X/K[0]+C), so: */
L = INTEGRATE(COSH(X/K[0]+C), X, A, B);
TIME= 1787 MSEC.
K C + B K C + A
0 0
(D24) L = K SINH(--------) - K SINH(--------)
0 K 0 K
0 0
(C25) /* Given A, B, Y(A), and Y(B), we may substitute into
the general solution to get two more relations among K[0], C
and MULT, but the three equations are transcendental; so a
numerical solution is generally necessary.
For completeness, we should also investigate the case of
K[0]=0, which yields the solution Y=0; but for brevity, we
will omit that analysis.
The functional may include derivatives of higher that first
order. For example, including the small-deflection energy
of bending, shear, and an elastic foundation, the elastic
energy of a nonuniform beam with loading W(X) is the
integral of the following function: */
A(X)*'D(Y,X,2)**2 + B(X)*'D(Y,X)**2 + C(X)*Y**2 + W(X)*Y$
TIME= 98 MSEC.
(C26) /* to get the Euler-Lagrange equation: */
EL(%, Y, X);
2 2
D DY D D Y
(E26) -- 2 B(X) -- - --- 2 A(X) --- = 2 C(X) Y + W(X)
DX DX 2 2
DX DX
TIME= 929 MSEC.
(D26) [E26]
(C27) /* If the shear & foundation energy are negligible, as
is often the case, we may solve this differential equation,
for specific A(X) and W(X), by two successive applications
of ODE2. For example: */
%[1], EVAL,A(X)=X, B(X)=0, C(X)=0, W(X)=1, 'D(Y,X,2)=DY2$
TIME= 341 MSEC.
(C28) DEPENDENCIES(DY2(X))$
TIME= 4 MSEC.
(C29) EV(%TH(2),D,EVAL);
TIME= 159 MSEC.
2
D DY2 DDY2
(D29) - 2 ----- X - 4 ---- = 1
2 DX
DX
(C30) ODE2(%, DY2, X);
TIME= 894 MSEC.
X K2 K1
(D30) DY2 = - - + -- - --
4 X 2
(C31) ODE2(SUBST([K1=K3,K2=K4,DY2='D(Y,X,2)],%), Y, X);
TIME= 1972 MSEC.
3 2
K4 X (24 - 24 LOG(X)) + X + 6 K3 X
(D31) Y = - ------------------------------------ + K2 X
24
+ K1
(C32) /* Now let's impose the boundary conditions
Y='D(Y,X)=0 at X=1, Y=0, 'D(Y,X)=1 at X=2: */
IC(%, X=1, Y=0, 'D(Y,X)=0);
TIME= 4634 MSEC.
3 2
K4 X (24 - 24 LOG(X)) + X + 6 K3 X
(D33) [Y = - ------------------------------------
24
(4 K3 + 1) X 12 K4 - 3 K3 - 1
+ ------------ + ----------------]
8 12
(C34) IC(SUBST([K3=K1,K4=K2],FIRST(%)), X=2, Y=0,
'D(Y,X)=1);
TIME= 3087 MSEC.
49 X (24 - 24 LOG(X)) 3
(D35) [Y = - ( - --------------------- + X
72 LOG(2) - 48
4 (110 LOG(2) - 57)
2 (1 - -------------------) X
6 (110 LOG(2) - 57) X 18 LOG(2) - 12
- ----------------------)/24 + ---------------------------
18 LOG(2) - 12 8
588 3 (110 LOG(2) - 57)
- -------------- + ------------------- - 1
72 LOG(2) - 48 18 LOG(2) - 12
+ -------------------------------------------]
12
(C36) /* as another specific beam example: */
%TH(8),EVAL,A(X)=1,B(X)=2,C(X)=1,W(X)=1$
TIME= 271 MSEC.
(C37) %[1],D;
TIME= 180 MSEC.
2 4
D Y D Y
(D37) 4 --- - 2 --- = 2 Y + 1
2 4
DX DX
(C38) /* We cannot treat this as 2 successive second-order
equations, but the function DESOLVE in the SHARE file
DESOLN, already loaded, is applicable to some linear
arbitrary-order constant coefficient equations. First we
must convert the equation so that the dependency of Y is
explicitly indicated: */
CONVERT(%, Y, X);
TIME= 217 MSEC.
2 4
D D
(D38) 4 (--- Y(X)) - 2 (--- Y(X)) = 2 Y(X) + 1
2 4
DX DX
(C39) /* DESOLVE requires all boundary conditions to be at
X=0, and it works best if they are specified before calling
the function. However, we may overcome this restriction, as
illustrated by the following example, where the beam has
zero slope and deflection at both ends: */
(ATVALUE(Y(X),X=0,0), ATVALUE('D(Y(X),X),X=0,0),
ATVALUE('D(Y(X),X,2),X=0,K1), ATVALUE('D(Y(X),X,3),X=0,K2))$
TIME= 77 MSEC.
(C40) DESOLVE(%TH(2), Y(X));
TIME= 5740 MSEC.
- X - X
(2 K2 - 2 K1 + 1) X %E (K2 + 1) %E
(D40) Y(X) = ------------------------- + --------------
8 4
X X
(2 K2 + 2 K1 - 1) X %E (K2 - 1) %E 1
+ ----------------------- - ------------ - -
8 4 2
(C41) IC(SUBST(Y(X)=Y,%), X=1, Y=0, 'D(Y,X)=0);
TIME= 4435 MSEC.
2 2
2 (%E - 2 %E - 1) 2 (%E - 2 %E + 1)
(D42) [Y = ((------------------ + ------------------ + 1) X
2 2
2 %E + 4 %E - 2 %E + 2 %E - 1
2
%E - 2 %E + 1 - X
(-------------- + 1) %E
2
- X %E + 2 %E - 1
%E )/8 + --------------------------
4
2 2
2 (%E - 2 %E - 1) 2 (%E - 2 %E + 1) X
+ (( - ------------------ + ------------------ - 1) X %E )
2 2
2 %E + 4 %E - 2 %E + 2 %E - 1
2
%E - 2 %E + 1 X
(-------------- - 1) %E
2
%E + 2 %E - 1 1
/8 - ------------------------ - -]
4 2
(C43) /* We may also treat problems with more than one
dependent variable. For example, the charge, Q, and
displacement from equilibrium, Y, of a simple
electromagnetic loudspeaker, with M, K, L, S, E(T), and T
denoting mass, spring constant, inductance, electro-
magnetic work coefficient, voltage, and time, respectively,
are given by the stationary value of the integral of the
function in the first argument of EL below. (ref. S.H.
Crandall, D.C. Karnop, E.F. Kurtz Jr., & D.C. Pridmore-
Brown, "Dynamics of Mechanical and Electromechanical
Systems", McGraw-Hill). */
EL((M*'D(Y,T)**2 - K*Y**2 + L*'D(Q,T)**2)/2 + S*'D(Q,T)*Y +
E(T)*Q,
[Y, Q], T);
D DY DQ
(E43) -- M -- = -- S - K Y
DT DT DT
D DQ
(E44) -- (S Y + L --) = E(T)
DT DT
TIME= 1437 MSEC.
(D44) [E43, E44]
(C45) /* We may simplify these equations, replacing 'D(Q,T)
with the current, I; and we may introduce linear mechanical
resistance B and linear electrical resistance R as follows:
*/
%, EVAL, 'D(Q,T)=I, S*I=S*I-B*'D(Y,T), E(T)=E(T)-R*I;
TIME= 477 MSEC.
D DY DY D
(D45) [-- M -- = - B -- - K Y + I S, -- (S Y + I L)
DT DT DT DT
= E(T) - I R]
(C46) /* DESOLVE also works for some systems of arbitrary-
order constant-coefficient equations; so let's try it with
the following parameter values, excitation E(T), and initial
conditions: */
SUBST([M=2,K=1,B=1,S=1,L=1,E(T)=SIN(T),R=1], %)$
TIME= 491 MSEC.
(C47) CONVERT(%,
[Y,I], T)$
TIME= 466 MSEC.
(C48) (ATVALUE(Y(T),T=0,0), ATVALUE(I(T),T=0,0),
ATVALUE('D(Y(T),T),T=0,0))$
TIME= 53 MSEC.
(C49) DESOLVE(%TH(2), [Y(T),I(T)]);
TIME= 10117 MSEC.
SQRT(3) T SQRT(3) T
SIN(---------) COS(---------)
- T/2 2 2
(D50) [Y(T) = %E (-------------- - --------------)
SQRT(3) 3
- T/2
2 SIN(T) COS(T) 8 %E
- -------- - ------ + ---------,
5 5 15
SQRT(3) T SQRT(3) T
SIN(---------) COS(---------)
- T/2 2 2
I(T) = %E ( - -------------- - --------------)
SQRT(3) 3
- T/2
3 SIN(T) COS(T) 8 %E
+ -------- - ------ + ---------]
5 5 15
(C51) /* The functional may also have more than 1 independ-
ent variable. For example, the general 2-dimensional linear
elliptic partial differential equation is equivalent to the
variational problem:*/
EL(A*'D(U,X)**2 + B*'D(U,Y)**2 + C*U**2 + E*'D(U,X) +
F*'D(U,Y) + G*U, U, [X,Y]);
D DU D DU
(E51) -- (2 B -- + F) + -- (2 A -- + E) = 2 C U + G
DY DY DX DX
TIME= 1160 MSEC.
(D51) [E51]
(C52) /* Analytic solutions to even the simplest cases of
this equation are rare, but computer algebraic
manipulation has been used to construct series solutions to
such equations.
Many variational optimization problems are easier to treat
using Pontryagin's Maximum-Principle than by the calculus of
varia- tions. This is particularly true of optimal control
problems.
As an elementary example, suppose that we have a unit mass
at an arbitrary position X[0] with arbitrary velocity V[0]
at time T=0, and we wish to vary the force F, subject to
the constraint -1 <= F <= 1, such that the mass arrives at
position X=0 with velocity V=0, in minimum time. The force
equals the rate of change of momentum; so the motion is
governed by the pair of first-order differential equations:
*/
['D(V,T)=F, 'D(X,T)=V]$
TIME= 24 MSEC.
(C53) /* Using this list as the argument to the function HAM
results in output of the Hamiltonian followed by
differential equations for the so-called Auxiliary
variables, together with their solution when- ever the
differential equation is of the trivial form: 'D(aux[i],t) =
0, as is often the case: */
HAM(%);
(E53) AUX V + AUX F
2 1
D
(E54) -- AUX = - AUX
DT 1 2
D
(E55) -- AUX = 0
DT 2
(E56) AUX = C
2 2
TIME= 339 MSEC.
(D56) [E53, E54, E55, E56]
(C57) /* We may substitute the given solution to the last
differential equation into the one before it, then use
either DESOLVE or ODE2: */
%[4],EVAL$
TIME= 25 MSEC.
(C58) ODE2(EV(%TH(2)[2],%,EVAL), AUX[1], T);
TIME= 465 MSEC.
(D58) AUX = C - C T
1 2
(C59) /* Now we may substitute the values of the auxiliary
variables into the Hamiltonian: */
%TH(3)[1], %, EVAL$
TIME= 126 MSEC.
(C60) SUBST(%TH(3), %);
TIME= 35 MSEC.
(D60) C V + F (C - C T)
2 2
(C61) /* According to the maximum principle, we should vary
F to maximize this expression for all values of T in the
time-interval of interest. Considering the constraints on
F, clearly F should be SIGN(C-C[2]*T). (We could use the
function STAP in the SHARE file OPTMIZ > or OPTMIZ LISP
to determine this.)
We have found that every optimal control is F=1 and/or
F=-1, with at most one switch between them, when T=C/C[2].
Since F is piecewise constant, we may combine the two
first-order equations of motion and solve them as follows:
*/
ODE2('D(X,T,2)=F, X, T);
TIME= 618 MSEC.
2
F T
(D61) X = ---- + K2 T + K1
2
(C62) /* Now we may choose the constants of integration
to sat- isfy any given boundary conditions. For example,
suppose that we start with V=0 and X=1 at T=0. Assume
we start with F=-1: */
IC(SUBST(F=-1,%), T=0, X=1, 'D(X,T)=0);
TIME= 635 MSEC.
2
T
(D63) [X = 1 - --]
2
(C64) /* Assuming that we terminate with F=+1: */
IC(SUBST(F=1,%TH(2)), T=TFINAL, X=0, 'D(X,T)=0);
TIME= 4104 MSEC.
2 2
TFINAL T
(D65) [X = ------- - T TFINAL + --]
2 2
(C66) /* To determine TFINAL and the time T at which F
switches sign, we may impose the condition that the two
solutions must agree in position and velocity at that time:
*/
SUBST(%, FIRST(%TH(2)));
TIME= 36 MSEC.
2 2 2
TFINAL T T
(D66) ------- - T TFINAL + -- = 1 - --
2 2 2
(C67) SOLVE([%, D(%,T)]);
TIME= 1309 MSEC.
(D67) [[TFINAL = 2.0, T = 1.0], [TFINAL = - 2.0, T = - 1.0]]
(C68) /* For the first of these solutions, 0 < T < TFINAL;
so the assumption that F switches from -1 to 1 is
justified. F is now completely determined as a function of
time, but to represent it with our expression
SIGN(C-C[2]*T): */
SOLVE(SUBST(%[1], C-C[2]*T), C);
SOLUTION
(E68) C = C
2
TIME= 106 MSEC.
(D68) [E68]
(C69) /* As is always the case, one of the integration
constants for the auxiliary equations is redundant; so we
may set C[2] and C to the same arbitrary negative constant,
such as -1.
It is important to remember that so far, we have only
determined an EXTREMAL control. To prove that it is an
OPTIMAL control, we must prove that an optimal control
exists and that no more-optimal extremal control exists.
However, such considerations are beyond the scope of this
demonstration. */
TIME= 78843 MSEC.
(C70) CLOSEFILE(OPTVAR,OUT60)$
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