I was reading a text on Optimal Control Theory by E. Todorov, when I came accross this passage (on page 10):
An ODE is a consistency condition which singles out specific trajectories without reference to neighbouring trajectories (as would be the case in a PDE).
I had never thought of a differential equation as a "consistency condition" and, in fact, I am not quite sure of the meaning of this.
How is a differential equation a"consistency condition"?
What is the difference between ODE and PDE mentionned in the passage?
The answer to these questions need not be related to Control Theory only.
Consistency conditions can be translated to:
The set of possible solutions have to satisfy the ode/pde. Only trajectories that are described via the ode/pde (+ic's/bc's) are candidates for solutions.
Example:
The following (dynamical) optimization problem requires the measured output $y$ to follow the reference trajectory $y^*$. The consistency condition would be the ode describing its dynamic behavior:
$$ \begin{align} & \min_{u(t)} || y(t) - y^*(t) ||, \: t \in [0, t_f] \\ \text{s.t. } & \dot{x} = f(x,u), \: x(0) = x_0 \\ & y = h(x) \end{align} $$