Paper 4, Section II, J

Optimization and Control | Part II, 2014

A girl begins swimming from a point (0,0)(0,0) on the bank of a straight river. She swims at a constant speed vv relative to the water. The speed of the downstream current at a distance yy from the shore is c(y)c(y). Hence her trajectory is described by

x˙=vcosθ+c(y),y˙=vsinθ\dot{x}=v \cos \theta+c(y), \quad \dot{y}=v \sin \theta

where θ\theta is the angle at which she swims relative to the direction of the current.

She desires to reach a downstream point (1,0)(1,0) on the same bank as she starts, as quickly as possible. Construct the Hamiltonian for this problem, and describe how Pontryagin's maximum principle can be used to give necessary conditions that must hold on an optimal trajectory. Given that c(y)c(y) is positive, increasing and differentiable in yy, show that on an optimal trajectory

ddttan(θ(t))=c(y(t))\frac{d}{d t} \tan (\theta(t))=-c^{\prime}(y(t))

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