Sensitivity analysis in calculus of variations. Some applications

被引：10

作者：

Castillo, Enrique ^{[1
,2
]}

Conejo, Antonio J. ^{[3
]}

Aranda, Ernesto ^{[4
]}

机构：

[1] Univ Cantabria, Dept Appl Math, Ciudad Real, Spain

[2] Univ Castilla La Mancha, Dept Appl Math, E-13071 Ciudad Real, Spain

[3] Univ Castilla La Mancha, Dept Elect Engn, E-13071 Ciudad Real, Spain

[4] Univ Castilla La Mancha, Dept Math, E-13071 Ciudad Real, Spain

来源：

SIAM REVIEW | 2008年 / 50卷 / 02期

关键词：

Euler-Lagrange equations; slope stability; natural and transversality conditions; perturbation analysis;

D O I：

10.1137/050641600

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper deals with the problem of sensitivity analysis in calculus of variations. A perturbation technique is applied to derive the boundary value problem and the system of equations that allow us to obtain the partial derivatives (sensitivities) of the objective function value and the primal and dual optimal solutions with respect to all parameters. Two examples of applications, a simple mathematical problem and a slope stability analysis problem, are used to illustrate the proposed method.

引用

页码：294 / 312

页数：19

共 50 条

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