Question: BVP problems

Question:BVP problems

xiangni409 12 Maple

Hello,
I have ODEs system of Hamilton-Jocobi-Bellman(HJB),in which x(t)and y(t) are status variables,lembda1(t) and lembda2(t) are co-state variables,n1 is the inital condition and n2 is the transversality condition. I try to find its numeric solutions with BVP method, but I cann't. So, would somebody help me?
thanks
zhangkai

   restart;
    m1:=diff(x(t),t)=4*y(t)^0.5-2.5*x(t)^2/lembda1(t)^2-0.1*x(t),diff(y(t),t)=4*x(t)^0.5-2.5*y(t)^2/lembda2(t)^2-0.1*y(t)
    m2:=diff(lembda1(t),t)=0.15*lambda1(t)-5*x(t)/lambda1(t)+2-2*lambda2(t)/x(t)^0.5,diff(lembda2(t),t)=0.15*lambda2(t)-5*y(t)/lambda2(t)+2-2*lambda1(t)/y(t)^0.5
    n1:=x(0)=100,y(0)=100
    n2:=x(500)*lembda1(500)=0,y(500)*lembda2(500)=0
    dsolve({m1,m2,n1,n2},{x(t),y(t),lembda1(t),lembda2(t)},type=numeric,mthod=bvp[midrich])

 Error, (in dsolve/numeric/bvp) division by zero

 View 11608_1.mw on MapleNet or Download 11608_1.mw
View file details

Please Wait...