Boundary displacement control at one end of a string in the presence of a nonlocal boundary condition of one of four types,and its optimization

In the present paper, we exhaustively solve the problem of boundary control by the displacement u(0, t) = µ(t) at the end x = 0 of the string in the presence of a model nonlocal boundary condition of one of four types relating the values of the displacement u(x, t) or its derivative u _x (x, t) at the boundary point x = l of the string to their values at some interior point \(\mathop x\limits^ \circ\).     

Boundary control by an elastic force at one endpoint of the string in the presence of a model nonlocal boundary condition of one of four types,and its optimization

In the present paper, in terms of a generalized solution of the wave equation, we perform an exhaustive study of the problem on the boundary control by an elastic force u _x (0, t) = µ(t) at one endpoint x = 0 of a string in the presence of a model nonlocal boundary condition of one of four types relating (with the sign “+” or “?”) the values of the displacement u(x, t) or its derivative u _x (x, t) at the boundary point x = l of the string to their values at some interior point \(\mathop x\limits^ \circ \) of the string (0 < \(\mathop x\limits^ \circ \) < l). We prove necessary and sufficient conditions for the existence of such boundary controls. Under these conditions, we optimize the controls by minimizing the boundary energy integral and then write out the optimal boundary controls in closed analytic form.     

Optimal boundary control by a displacement in <Emphasis Type="Italic">W</Emphasis>′<Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> of a string with free end

We consider an optimal boundary control of a string with free end by a displacement of the other end in W′ _p (Q, T). For p ≠ 2, we prove that the optimal control depends on the initial and terminal conditions nonlinearly.     

Optimization of the control by elastic boundary forces at two ends of a string in an arbitrarily large time interval

We further develop the method, devised earlier by the authors, which permits finding closed-form expressions for the optimal controls by elastic boundary forces applied at two ends, x = 0 and x = l, of a string. In a sufficiently large time T, the controls should take the string vibration process, described by a generalized solution u(x, t) of the wave equation

$$u_{tt} (x,t) - u_{tt} (x,t) = 0,$$

from an arbitrary initial state

$$\{ u(x,0) = \varphi (x), u_t (x,0) = \psi (x)$$

to an arbitrary terminal state

$$\{ u(x,T) = \hat \varphi (x), u_t (x,T) = \hat \psi (x).$$

     

Inverse problem with nonlocal observation of finding the coefficient multiplying <Emphasis Type="Italic">u</Emphasis> <Subscript> <Emphasis Type="Italic">t</Emphasis> </Subscript> in the parabolic equation

We study the inverse problem of the reconstruction of the coefficient ?(x, t) = ?⁰(x, t) + r(x) multiplying u_t in a nonstationary parabolic equation. Here ?⁰(x, t) ≥ ?⁰ > 0 is a given function, and r(x) ≥ 0 is an unknown function of the class L_∞(Ω). In addition to the initial and boundary conditions (the data of the direct problem), we pose the problem of nonlocal observation in the form ∫₀^Tu(x, t) dμ(t) = χ(x) with a known measure dμ(t) and a function χ(x). We separately consider the case dμ(t) = ω(t)dt of integral observation with a smooth function ω(t). We obtain sufficient conditions for the existence and uniqueness of the solution of the inverse problem, which have the form of ready-to-verify inequalities. We suggest an iterative procedure for finding the solution and prove its convergence. Examples of particular inverse problems for which the assumptions of our theorems hold are presented.     

A Riemann-Hilbert Approach to the Chen-Lee-Liu Equation on the Half Line

In this paper, the Fokas unified method is used to analyze the initial-boundary value for the Chen- Lee-Liu equation

$i{\partial _t}u + {\partial_{xx}u - i |u{|^2}{\partial _x}u = 0}$

on the half line (?∞, 0] with decaying initial value. Assuming that the solution u(x, t) exists, we show that it can be represented in terms of the solution of a matrix Riemann-Hilbert problem formulated in the plane of the complex spectral parameter λ. The jump matrix has explicit (x, t) dependence and is given in terms of the spectral functions {a(λ), b(λ)} and {A(λ), B(λ)}, which are obtained from the initial data u₀(x) = u(x, 0) and the boundary data g₀(t) = u(0, t), g₁(t) = u_x(0, t), respectively. The spectral functions are not independent, but satisfy a so-called global relation.

     

Optimal boundary control of forced vibrations by the displacement at one end of the string with the other end fixed

For a string vibration process described by an inhomogeneous wave equation, we consider the problem of boundary control at one end of the string with the other end being fixed. For any time interval T > 2l, where l is the string length, we find a function u(0, t) = µ(t) bringing the vibration system from a given initial state into a given terminal state and minimizing the boundary energy integral.     

A Probabilistic Characterization of the Dominance Order on Partitions

We present a probabilistic characterization of the dominance order on partitions. Let ν be a partition and Y _ν its Ferrers diagram, i.e. a stack of rows of cells with row i containing ν _i cells. Let the cells of Y _ν be filled with independent and identically distributed draws from the random variable X = B i n(r, p) with r ≥ 1 and p ∈ (0, 1). Given j, t ≥ 0, let P(ν, j, t) be the probability that the sum of all the entries in Y _ν is j while the sum of the entries in each row of Y _ν is no more than t. It is shown that if ν and μ are two partitions of n, ν dominates μ if and only if P(ν, j, t) ≤ P(μ, j, t) for all j, t ≥ 0. It is shown that the same result holds if X is any log-concave integer valued random variable with {i : P(X = i) > 0} = {0, 1,…,r} for some r ≥ 1.     

On the Joint Distribution of First-passage Time and First-passage Area of Drifted Brownian Motion

For drifted Brownian motion X(t) = x-µ t + B _t (µ > 0) starting from x > 0, we study the joint distribution of the first-passage time below zero ,t(x), and the first-passage area ,A(x), swept out by X till the time t(x). In particular, we establish differential equations with boundary conditions for the joint moments E[t(x) ^m A(x) ⁿ ], and we present an algorithm to find recursively them, for any m and n. Finally, the expected value of the time average of X till the time t(x) is obtained.     

Extended phase properties and stability analysis of RKN-type integrators for solving general oscillatory second-order initial value problems

In this paper, we study in detail the phase properties and stability of numerical methods for general oscillatory second-order initial value problems whose right-hand side functions depend on both the position y and velocity y ^'. In order to analyze comprehensively the numerical stability of integrators for oscillatory systems, we introduce a novel linear test model y ^?(t) + ? ² y(t) + µ y ^'(t)=0 with µ<2?. Based on the new model, further discussions and analysis on the phase properties and stability of numerical methods are presented for general oscillatory problems. We give the new definitions of dispersion and dissipation which can be viewed as an essential extension of the traditional ones based on the linear test model y ^?(t) + ? ² y(t)=0. The numerical experiments are carried out, and the numerical results showthatthe analysisofphase properties and stability presentedinthispaper ismoresuitableforthenumericalmethodswhentheyareappliedtothe generaloscillatory second-order initial value problem involving both the position and velocity.     

Equivalence of two definitions of a generalized <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> solution to the initial-boundary value problem for the wave equation

In our previous papers, we introduced the notion of a generalized solution to the initial-boundary value problem for the wave equation with a boundary function µ(t) such that the integral ∫ ₀ ^T (T ? t)|µ(t)| ^p dt exists. Here we prove that this solution is a unique solution to the problem in L _p that satisfies the corresponding integral identity.     

Solvability of Mixed Problems for the Klein–Gordon–Fock Equation in the Class <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> for <Emphasis Type="Italic">p</Emphasis> ≥ 1

We prove that the mixed problem for the Klein–Gordon–Fock equation u _tt (x, t) ? u _xx (x, t) + au(x, t) = 0, where a ≥ 0, in the rectangle Q _T = [0 ≤ x ≤ l] × [0 ≤ t ≤ T] with zero initial conditions and with the boundary conditions u(0, t) = μ(t) ∈ L _p [0, T ], u(l, t) = 0, has a unique generalized solution u(x, t) in the class L _p (Q _T ) for p ≥ 1. We construct the solution in explicit analytic form.     

Riesz basis property of system of root functions of second-order differential operator with involution

The properties of the root functions are studied for an arbitrary operator generated in L ₂(?1, 1) by the operation with involution of the form Lu = ?u″(x)+αu″(?x)+q(x)u(x)+ qν(x)u(ν(x)), where α ∈ (?1, 1), ν(x) is an absolutely continuous involution of the segment [?1, 1] and the coefficients q(x) and qν(x) are summable functions on (?1, 1). Necessary and sufficient conditions are obtained for the unconditional basis property in L ₂(?1, 1) for the system of the root functions of the operator.     

Regularization of a three-element functional equation

In this paper we study the three-element functional equation

$(V\Phi )(z) \equiv \Phi (iz) + \Phi ( - iz) + G(z)\Phi \left( {\frac{1}{z}} \right) = g(z), z \in R,$

, subject to

$R: = \{ z:\left| z \right| < 1, \left| {\arg z} \right| < \frac{\pi }{4}\} .$

We assume that the coefficients G(z) and g(z) are holomorphic in R and their boundary values G ⁺(t) and g ⁺(t) belong to H(Γ), G(t)G(t ^?1) = 1. We seek for solutions Φ(z) in the class of functions holomorphic outside of \(\bar R\) such that they vanish at infinity and their boundary values Φ^?(t) also belong to H(Γ). Using the method of equivalent regularization, we reduce the problem to the 2nd kind integral Fredholm equation.

     

Directional Derivative Problem for the Telegraph Equation with a Dirac Potential

In the domain Q = [0,∞)×[0,∞) of the variables (x, t), for the telegraph equation with a Dirac potential concentrated at a point (x₀, t₀) ∈ Q, we consider a mixed problem with initial (at t = 0) conditions on the solution and its derivative with respect to t and a condition on the boundary x = 0 which is a linear combination with coefficients depending on t of the solution and its first derivatives with respect to x and t (a directional derivative). We obtain formulas for the classical solution of this problem under certain conditions on the point (x₀, t₀), the coefficient of the Dirac potential, and the conditions of consistency of the initial and boundary data and the right-hand side of the equation at the point (0, 0). We study the behavior of the solution as the direction of the directional derivative in the boundary condition tends to a characteristic of the equation and obtain estimates of the difference between the corresponding solutions.     

On the metric type of measurable functions and convergence in distribution

In the present paper, sequences of real measurable functions defined on a measure space ([0, 1], µ), where µ is the Lebesgue measure, are studied. It is proved that for every sequence f_n that converges to f in distribution, there exists a sequence of automorphisms S_n of ([0, 1], µ) such that f_n(S_n(t)) converges to f(t) in measure. Connection with some known results is also discussed.     

Ergodicity of the 2D Navier-Stokes equations with degenerate multiplicative noise

Consider the two-dimensional, incompressible Navier-Stokes equations on torus T² = [?π, π]² driven by a degenerate multiplicative noise in the vorticity formulation (abbreviated as SNS): dw _t = νΔw _t dt + B(Kw _t ,w _t )dt + Q(w _t )dW _t . We prove that the solution to SNS is continuous differentiable in initial value. We use the Malliavin calculus to prove that the semigroup {P _t }_t≥0 generated by the SNS is asymptotically strong Feller. Moreover, we use the coupling method to prove that the solution to SNS has a weak form of irreducibility. Under almost the same Hypotheses as that given by Odasso, Prob. Theory Related Fields, 140: 41–82 (2005) with a different method, we get an exponential ergodicity under a stronger norm.     

Convergent expansions of the Bessel functions in terms of elementary functions

We consider the Bessel functions J _ν (z) and Y _ν (z) for R ν > ?1/2 and R z ≥ 0. We derive a convergent expansion of J _ν (z) in terms of the derivatives of \((\sin z)/z\), and a convergent expansion of Y _ν (z) in terms of derivatives of \((1-\cos z)/z\), derivatives of (1 ? e ^?z )/z and Γ(2ν, z). Both expansions hold uniformly in z in any fixed horizontal strip and are accompanied by error bounds. The accuracy of the approximations is illustrated with some numerical experiments.     

On the existence of strips inside domains convex in one direction

A plane domain Ω is convex in the positive direction if for every ω ∈ Ω, the entire half-line {ω + t: t ≥ 0} is contained in Ω. Suppose that h maps the unit disk onto such a domain Ω with the normalization h(0) = 0 and lim_t→∞h^?1(h(z) + t) = 1. We show that if ∠lim_z→?1 Re h(z) = ?∞ and ∠lim_z→?1(1 + z)h′(z) = ν ∈ (0, +∞), then Ω contains a maximal horizontal strip of width πν. We also prove a converse statement. These results provide a solution to a problem posed by Elin and Shoikhet in connection with semigroups of holomorphic functions.     

On the discontinuity of lyapunov exponents of an almost periodic linear differential system affinely depending on a parameter

We construct a linear differential system \(\dot x\) = (A(t) + μB(t))x, x ∈ ?², t ≥ 0, with almost periodic coefficients which is almost reducible for all μ ∈ ? except for an at most countable set and whose singular and higher characteristic exponents treated as functions of the parameter μ are discontinuous at some point.