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Numerical Methods

In order to derive the necessary conditions of optimality and to apply the general numerical methods, a formal transformation of the second order system to a first order one has to be performed. First the notation

is introduced. The resulting system of first order differential equations is

 

For convenience, the functionals and , resp., are transformed into a Mayer type functional by defining an additional state variable

 





Oskar von Stryk
Fri Apr 5 21:57:02 MET DST 1996