A differential maximization problem OK, I know how to solve maximization problems on numbers, and I know how to solve differential equations which are equations on functions, but how do I solve a 'maximization problem' over functions? Here is a specific problem: Find a positive real function F(x), continuous and monotonically increasing on the real interval [0,1], which maximizes: (F(x))/(F(1)) Subject to: F′(x)=(1−x)F′′(x) what is the function F which attains this maximum?

Hunter Shah

Hunter Shah

Answered question

2022-10-25

A differential maximization problem
OK, I know how to solve maximization problems on numbers, and I know how to solve differential equations which are equations on functions, but how do I solve a 'maximization problem' over functions?
Here is a specific problem:
Find a positive real function F ( x ), continuous and monotonically increasing on the real interval [ 0 , 1 ], which maximizes:
F ( x ) F ( 1 )
Subject to:
F ( x ) = ( 1 x ) F ( x )
what is the function F which attains this maximum?

Answer & Explanation

Liam Everett

Liam Everett

Beginner2022-10-26Added 16 answers

You have a separable differential equation
( F ( x ) ) F ( x ) = 1 1 x ,
i.e.
ln ( F ( x ) ) = C ln | 1 x | ,
F ( x ) = C 1 x ,
F ( x ) = C ln | 1 x | + C .
Due to the singularity at 1, I don't see a better solution than a constant.

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