ABSTRACT

Many modelling problems related to ordinary differential equations can be formulated as optimisation problems in function spaces, thus involving differential calculus at the functional level. In particular, it is of interest to find a trajectory, such that a functional of the trajectory is minimised. The calculus of variation provides the mathematical tools to characterise and solve these problems. In particular, necessary and sufficient optimality conditions are discussed in terms of Lagrangian and Hamiltonian functions.