Generalized Dicke model as an integrable dynamical system inverse to the nonlinear Schrödinger equation

We prove that a dynamical system obtained by the space-time inversion of the nonlinear Schrödinger equation is equivalent to a generalized Dicke model. We study the complete Liouville integrability of the obtained dynamical system.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 1, pp. 126–128, January, 1995.Thus, we have shown that the generalized Dicke model, inverse to the nonlinear Schrödinger equation, is a completely Liouville integrable Hamiltonian flow of hydrodynamic type.     

An existence theorem for an inverse problem for a semilinear hyperbolic system

In the present paper, we consider a semilinear hyperbolic system with coefficients depending on different solution components. We study the inverse problem of finding one of the coefficients on the basis of additional information on the solution. The proof of the existence theorem for the inverse problem is based on the reduction of the latter to a nonlinear operator equation, which is a nonlinear integro-differential equation for the unknown coefficient. This approach was used in [1] to prove the existence of a solution of the inverse problem for a quasilinear hyperbolic equation. Inverse problems for quasilinear hyperbolic equations and systems were also considered in [2–6] and other papers.Translated from Differentsialnye Uravneniya, Vol. 40, No. 9, 2004, pp. 1155–1165.Original Russian Text Copyright © 2004 by Denisov.     

Complete integrability of a hydrodynamic Navier-Stokes model of the flow in a two-dimensional incompressible ideal liquid with a free surface

We establish the complete integrability of a nonlinear dynamical system associated with the hydrodynamic Navier-Stokes equations for the flow of an ideal two-dimensional liquid with a free surface over the horizontal bottom. We show that this dynamical system is naturally connected with the nonlinear kinetic Boltzmann-Vlasov equation for a one-dimensional flow of particles with a point potential of interaction between particles.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 1, pp. 86–90, January, 1993.     

On the solution of Dirichlet’s problem of the complex Monge–Ampère equation for the Cartan–Hartogs domain of the first type

The complex Monge–Ampère equation is a nonlinear equation with high degree; therefore getting its solution is very difficult. In the present paper how to get the solution of Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type is discussed, using an analytic method. Firstly, the complex Monge–Ampère equation is reduced to a nonlinear ordinary differential equation, then the solution of Dirichlet’s problem of the complex Monge–Ampère equation is reduced to the solution of a two-point boundary value problem for a nonlinear second-order ordinary differential equation. Secondly, the solution of Dirichlet’s problem is given as a semi-explicit formula, and in a special case the exact solution is obtained. These results may be helpful for a numerical method approach to Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type.     

Partial stability and stabilization of dynamical systems

We prove the theorem on necessary and sufficient conditions of partial instability and the theorem on partial stabilization of nonlinear dynamical systems. We obtain sufficient conditions of controllability for systems linear with respect to control. We also study the problem of control and stabilization of an angular motion of a solid body by rotors.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 2, pp. 186–193, February, 1995.     

Polynomial dynamical systems and ordinary differential equations associated with the heat equation

We consider homogeneous polynomial dynamical systems in n-space. To any such system our construction matches a nonlinear ordinary differential equation and an algorithm for constructing a solution of the heat equation. The classical solution given by the Gaussian function corresponds to the case n = 0, while solutions defined by the elliptic theta-function lead to the Chazy-3 equation and correspond to the case n = 2. We explicitly describe the family of ordinary differential equations arising in our approach and its relationship with the wide-known Darboux-Halphen quadratic dynamical systems and their generalizations.     

Invertibility of systems with unstable zero dynamics

We consider the problem of robust inversion of an uncertain dynamical system with unstable zero dynamics. The solution of the problem is reduced to estimating in real time the bounded solution of an unstable linear differential equation. Estimation algorithms are proposed for one- and two-output systems. Convergence of the inversion algorithms is assessed and the effect of observation errors on the algorithms, i.e., their robustness, is investigated.Translated from Nelineinaya Dinamika i Upravlenie, No. 2, pp. 33–40, 2002.     

Optical Design of Single Reflector Systems and the Monge–Kantorovich Mass Transfer Problem

We consider the problem of designing a reflector that transforms a spherical wave front with a given intensity into an output front illuminating a prespecified region of the far-sphere with prescribed intensity. In earlier approaches, it was shown that in the geometric optics approximation this problem is reduced to solving a second order nonlinear elliptic partial differential equation of Monge–Ampere type. We show that this problem can be solved as a variational problem within the framework of Monge–Kantorovich mass transfer problem. We develop the techniques used by the authors in their work Optical Design of Two-Reflector Systems, the Monge–Kantorovich Mass Transfer Problem and Fermat's Principle [Preprint, 2003], where the design problem for a system with two reflectors was considered. An important consequence of this approach is that the design problem can be solved numerically by tools of linear programming. A known convergent numerical scheme for this problem was based on the construction of very special approximate solutions to the corresponding Monge–Ampere equation. Bibliography: 14 titles.     

Global attractors for doubly nonlinear evolution equations with non-monotone perturbations

This paper addresses the analysis of dynamical systems generated by doubly nonlinear evolution equations governed by subdifferential operators with non-monotone perturbations in a reflexive Banach space setting. In order to construct global attractors, an approach based on the notion of generalized semiflow is employed instead of the usual semigroup approach, since solutions of the Cauchy problem for the equation might not be unique. Moreover, the preceding abstract theory is applied to a generalized Allen-Cahn equation as well as a semilinear parabolic equation with a nonlinear term involving gradients.     

Calculus of variations for functionals containing compositions

Discrete time dynamical systems generated by the iteration of nonlinear maps provide simple and interesting examples of chaotic systems. But what is the physical principle behind the emergence of these maps? In this note we present an approach to this problem by extremizing a Hamiltonian functional defined on spaces of chaotic functions and their invariant measures. We derive a generalized Euler-Lagrange equation that contains a new term involving inverse images of the extremizing map. A number of examples are presented.     

Static computation of a laminated nonuniform inclined shell in a temperature field

The finite difference method is used to obtain a solution of a nonlinear static problem for a laminated inclined rectangular shell in a plane acted on by a force load and a temperature field. The approximating system of nonlinear equations is obtained using an approximation of the equation of variations or systems of differential equations.Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 27, 1988, pp. 86–89.     

An efficient computational method for the optimal control problem for the Burgers equation

Pointwise control of the viscous Burgers equation in one spatial dimension is studied with the objective of minimizing the distance between the final state function and target profile along with the energy of the control. An efficient computational method is proposed for solving such problems, which is based on special orthonormal functions that satisfy the associated boundary conditions. Employing these orthonormal functions as a basis of a modal expansion method, the solution space is limited to the smallest lower subspace that is sufficient to describe the original problem. Consequently, the Burgers equation is reduced to a set of a minimal number of ordinary nonlinear differential equations. Thus, by the modal expansion method, the optimal control of a distributed parameter system described by the Burgers equation is converted to the optimal control of lumped parameter dynamical systems in finite dimension. The time-variant control is approximated by a finite term of the Fourier series whose unknown coefficients and frequencies giving an optimal solution are sought, thereby converting the optimal control problem into a mathematical programming problem. The solution space obtained is based on control parameterization by using the Runge–Kutta method. The efficiency of the proposed method is examined using a numerical example for various target functions.     

Mathematical modeling and control of population systems: Applications in biological pest control

The aim of this paper is to apply methods from optimal control theory, and from the theory of dynamic systems to the mathematical modeling of biological pest control. The linear feedback control problem for nonlinear systems has been formulated in order to obtain the optimal pest control strategy only through the introduction of natural enemies. Asymptotic stability of the closed-loop nonlinear Kolmogorov system is guaranteed by means of a Lyapunov function which can clearly be seen to be the solution of the Hamilton–Jacobi–Bellman equation, thus guaranteeing both stability and optimality. Numerical simulations for three possible scenarios of biological pest control based on the Lotka–Volterra models are provided to show the effectiveness of this method.     

Parallel Computation and Measurement Uncertainty in Nonlinear Dynamical Systems

In certain physical systems measuring one variable of the system modifies the values of any number of other variables unpredictably. We show in this paper that under these conditions a parallel approach succeeds in carrying out the required measurement while a sequential approach fails. Specifically, we show that for a nonlinear dynamical system, namely, the Belousov–Zhabotinskii chemical reaction, measurement disturbs the equilibrium of the system and causes it to enter into an undesired state. If, however, several measurements are performed in parallel, the effect of perturbations seems to cancel out and the system remains in a stable state.Mathematics Subject Classifications (2000) 37-XX, 37C75, 68Q10, 68Q25, 68W10.This research was supported by the Natural Sciences and Engineering Research Council of Canada.     

Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton–Jacobi–Bellman Equations

We prove a convergence theorem for a family of value functions associated with stochastic control problems whose cost functions are defined by backward stochastic differential equations. The limit function is characterized as a viscosity solution to a fully nonlinear partial differential equation of second order. The key assumption we use in our approach is shown to be a necessary and sufficient assumption for the homogenizability of the control problem. The results generalize partially homogenization problems for Hamilton–Jacobi–Bellman equations treated recently by Alvarez and Bardi by viscosity solution methods. In contrast to their approach, we use mainly probabilistic arguments, and discuss a stochastic control interpretation for the limit equation.     

Robust stabilization of uncertain linear dynamical systems with time-varying delay

In this paper, the problem of the robust stabilization for a class of uncertain linear dynamical systems with time-varying delay is considered. By making use of an algebraic Riccati equation, we derive some sufficient conditions for robust stability of time-varying delay dynamical systems with unstructured or structured uncertainties. In our approach, the only restriction on the delay functionh(t) is the knowledge of its upper boundh ^–. Some analytical methods are employed to investigate these stability conditions. Since these conditions are independent of the delay, our results are also applicable to systems with perturbed time delay. Finally, a numerical example is given to illustrate the use of the sufficient conditions developed in this paper.     

Stability of positive and monotone systems in a partially ordered space

We investigate properties of positive and monotone dynamical systems with respect to given cones in the phase space. Stability conditions for linear and nonlinear differential systems in a partially ordered space are formulated. Conditions for the positivity of dynamical systems with respect to the Minkowski cone are established. By using the comparison method, we solve the problem of the robust stability of a family of systems.Translated from Ukrainskyi Matematychnyi Zhurnal, Vol. 56, No. 4, pp. 462–475, April, 2004.     

General Approach to Integrating Invertible Dynamical Systems Defined by Transformations from the Cremona group Cr(P k n ) of Birational Transformations

A general approach is developed for integrating an invertible dynamical system defined by the composition of two involutions, i.e., a nonlinear one which is a standard Cremona transformation, and a linear one. By the Noether theorem, the integration of these systems is the foundation for integrating a broad class of Cremona dynamical systems. We obtain a functional equation for invariant homogeneous polynomials and sufficient conditions for the algebraic integrability of the systems under consideration. It is proved that Siegel's linearization theorem is applicable if the eigenvalues of the map at a fixed point are algebraic numbers.     

History Path Dependent Optimal Control and Portfolio Valuation and Management

Regarding the evolution of financial asset prices governed by an history dependent (path dependent) dynamical system as a prediction mechanism, we provide in this paper the dynamical valuation and management of a portfolio (replicating for instance European, American and other options) depending upon this prediction mechanism (instead of an uncertain evolution of prices, stochastic or tychastic). The problem is actually set in the format of a viability/capturability theory for history dependent control systems and some of their results are then transferred to the specific examples arising in mathematical finance or optimal control. They allow us to provide an explicit formula of the valuation function and to show that it is the solution of a ``Clio Hamilton–Jacobi–Bellman' equation. For that purpose, we introduce the concept of Clio derivatives of ``history functionals' in such a way we can give a meaning to such an equation. We then obtain the regulation law governing the evolution of optimal portfolios.