Recurrent dimensions of quasi-periodic solutions for nonlinear evolution equations

In this paper we introduce recurrent dimensions of discrete dynamical systems and we give upper and lower bounds of the recurrent dimensions of the quasi-periodic orbits. We show that these bounds have different values according to the algebraic properties of the frequency and we investigate these dimensions of quasi-periodic trajectories given by solutions of a nonlinear PDE.

     

Passivity and complementarity

This paper studies the interaction between the notions of passivity of systems theory and complementarity of mathematical programming in the context of complementarity systems. These systems consist of a dynamical system (given in the form of state space representation) and complementarity relations. We study existence, uniqueness, and nature of solutions for this system class under a passivity assumption on the dynamical part. A complete characterization of the initial states and the inputs for which a solution exists is given. These initial states are called consistent states. For the inconsistent states, we introduce a solution concept in the framework of distributions.     

Existence of a Global Solution for a Scalar Conservation Law with a Source Term

We are concerned with a scalar conservation law with a source term. This equation is proposed to describe the qualitative behavior of waves for a general system in resonance with the source term by T.P. Liu. In addition to this, the scalar conservation law is used in various areas such as fluid dynamics, traffic problems etc.In the present paper, we prove the global existence and stability of entropy solutions to the Cauchy problem. The difficult point is to obtain the bounded estimate of solutions. To solve it, we introduce some functions as the lower and upper bounds. Therefore, our bounded estimate depends on the space variable. This idea comes from the generalized invariant region theory for the compressible Euler equation. The method is also applicable to other nonlinear problems involving similar difficulties. Finally, we use the vanishing viscosity method to construct approximate solutions and derive the convergence by the compensated compactness.     

Decentralized Adaptive Robust State Feedback for Uncertain Large-Scale Interconnected Systems with Time Delays

The problem of the decentralized robust control is considered for a class of large-scale time-varying systems withdelayed state perturbations and external disturbances in the interconnections. Here, the upper bounds of the delayed stateperturbations and external disturbances in the interconnections are assumed to be unknown. Adaptation laws areproposed to estimate such unknown bounds; by making use of the updated values of the unknown bounds, decentralized linear and nonlinear memoryless robust state feedback controllers are constructed. Based on Lyapunov stability theoryand Lyapunov–Krasovskii functionals, as well as employing the proposed decentralized nonlinear robust state feedback controllers, it is shown that the solutions of the resulting adaptive closed-loop large-scale time-delay system can be guaranteed to be uniformly bounded and that the states converge uniformly and asymptotically to zero. It is also shown that the proposed decentralized linear robust state feedback controllers can guarantee the uniform ultimate boundedness of the resulting adaptive closed-loop large-scale time-delay system. Finally, a numerical example is given to demonstrate the validity of the results.     

Braids,conformal module and entropy

The conformal module of conjugacy classes of braids appeared in a paper of Lin and Gorin in connection with their interest in the 13th Hilbert Problem. This invariant is the supremum of conformal modules (in the sense of Ahlfors) of certain annuli related to the conjugacy class. This note states that the conformal module is inversely proportional to a popular dynamical braid invariant, the entropy. The entropy appeared in connection with Thurston?s theory of surface homeomorphisms. An application of the concept of conformal module to algebraic geometry is given.     

Numerical verification of solutions for nonlinear hyperbolic equations

We consider a numerical method to verify the solutions for nonlinear hyperbolic problems with guaranteed error bounds in the one-space dimensional case. We present verification procedures and show some numerical examples.     

Interval techniques for enclosures of regions of reachability and controllability and for guaranteed state and parameter estimation of dynamical systems

Interval techniques are a powerful means for calculation of enclosures of the regions of reachability and controllability of dynamical systems with uncertainties during analysis and design of controllers. In this contribution, both discrete-time and continuous-time dynamical systems are considered. Using suitable algorithms, guaranteed state enclosures can be determined for systems with uncertain parameters, uncertain initial conditions, nonlinearities, and time-varying characteristics. Although both uncertain system parameters and bounded control variables are assumed to be represented by interval boxes in the following, they have to be distinguished in reachability and controllability analysis. Typically, robustness specifications for controllers of dynamical systems are given in terms of bounds on the system's time response which must not be violated for any possible operating condition. Hence, reachability as well as controllability of states have to be proven for all possible parameter values but for at least one admissible control sequence. Robust control strategies for nonlinear systems usually rely on knowledge of all current states. However, the complete state vector is not always directly accessible for measurement. In this case, observers are applicable to reconstruct non-measurable state variables. Furthermore, they can reduce the uncertainties of the measured quantities by model-based recursive computation of estimates and fusion of information gathered by different measurement devices. If guaranteed bounds of all uncertain parameters of a dynamical system (including the sensor characteristics) and conservative bounds of all disturbances can be specified, the presented interval observer provides guaranteed enclosures of all reachable states. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A higher order method for input-affine uncertain systems

Uncertainty is unavoidable in modeling dynamical systems and it may be represented mathematically by differential inclusions. In the past, we proposed an algorithm to compute validated solutions of differential inclusions; here we provide several theoretical improvements to the algorithm, including its extension to piecewise constant and sinusoidal approximations of uncertain inputs, updates on the affine approximation bounds and a generalized formula for the analytical error. The approach proposed is able to achieve higher order convergence with respect to the current state-of-the-art. We implemented the methodology in Ariadne, a library for the verification of continuous and hybrid systems. For evaluation purposes, we introduce ten systems from the literature, with varying degrees of nonlinearity, number of variables and uncertain inputs. The results are hereby compared with two state-of-the-art approaches to time-varying uncertainties in nonlinear systems.     

Interval methods as a simulation tool for the dynamics of biological wastewater treatment processes with parameter uncertainties

This paper presents sophisticated interval algorithms for the simulation of discrete-time dynamical systems with bounded uncertainties of both initial conditions and system parameters. Since naive implementations of interval algorithms might lead to guaranteed enclosures of all system states which are too conservative to be practically useful, we present algorithmic extensions of classical approaches which are applicable to the simulation of non-cooperative systems with time-varying uncertain parameters. Overestimation arising in the interval evaluation of dynamical system models due to the wrapping effect is reduced by an exact pseudo-linear transformation of nonlinear state equations and by new heuristics for the subdivision of interval enclosures which especially prefer splitting of unstable intervals. To highlight the typical procedure for parameterization of interval-based simulation routines and to demonstrate their efficiency, a nonlinear model of biological wastewater treatment processes is discussed. For this application, we consider the maximum specific growth rate of substrate consuming bacteria as a time-varying uncertain parameter. Only worst-case bounds are assumed to be available for the range of this parameter while no information is provided about its actual variation rate.     

Convergence,boundedness, and ergodicity of regime-switching diusion processes with infinite memory

We study a class of diffusion processes, which are determined by solutions X(t) to stochastic functional differential equation with infinite memory and random switching represented by Markov chain Λ(t): Under suitable conditions, we investigate convergence and boundedness of both the solutions X(t) and the functional solutions X_t: We show that two solutions (resp., functional solutions) from different initial data living in the same initial switching regime will be close with high probability as time variable tends to infinity, and that the solutions (resp., functional solutions) are uniformly bounded in the mean square sense. Moreover, we prove existence and uniqueness of the invariant probability measure of two-component Markov-Feller process (X_t,Λ(t)); and establish exponential bounds on the rate of convergence to the invariant probability measure under Wasserstein distance. Finally, we provide a concrete example to illustrate our main results.     

Viable control for uncertain nonlinear dynamical systems described by differential inclusions

In this paper, we will study the viable control problem for a class of uncertain nonlinear dynamical systems described by a differential inclusion. The goal is to construct a feedback control such that all trajectories of the system are viable in a map. Moreover, for any initial states no viable in the map, under the feedback control, all solutions of the system are steered to the map with an exponential convergence rate and viable in the map after a finite time T. In this case, an estimate of the time T of all trajectories attaining the map is given. In the nanomedicine system, an example inspired from cerebral embolism and cerebral thrombosis problems illustrates the use of our main results.     

A posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations

We present constructive a posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations (ODEs) on a bounded interval. Here, “constructive” indicates that we can obtain bounds of the operator norm in which all constants are explicitly given or are represented in a numerically computable form. In general, it is difficult to estimate these inverse operators a priori. We, therefore, propose a technique for obtaining a posteriori estimates by using Galerkin approximation of inverse operators. This type of estimation will play an important role in the numerical verification of solutions for initial value problems in nonlinear ODEs as well as for parabolic initial boundary value problems.     

Weakly dual automorphism invariant and superfluous cotightness

Abstract

The aim of the present paper is to introduce and study the dual concepts of weakly automorphism invariant modules and essential tightness. These notions are non-trivial generalizations of both weakly projectivity, dual automorphism invariant property and cotightness. We obtain certain relations between weakly projective modules, weakly dual automorphism invariant modules and superfluous cotight modules. It is proved that: (1) for right perfect rings, every module is a direct summand of a weakly dual automorphism invariant module and (2) weakly dual automorphism invariant modules are precisely superfluous cotight modules.     

A posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations

We present constructive a posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations (ODEs) on a bounded interval. Here, “constructive” indicates that we can obtain bounds of the operator norm in which all constants are explicitly given or are represented in a numerically computable form. In general, it is difficult to estimate these inverse operators a priori. We, therefore, propose a technique for obtaining a posteriori estimates by using Galerkin approximation of inverse operators. This type of estimation will play an important role in the numerical verification of solutions for initial value problems in nonlinear ODEs as well as for parabolic initial boundary value problems.     

Invariant critical sets of conserved quantities

For a dynamical system we will construct various invariant sets starting from its conserved quantities. We will give conditions under which certain solutions of a nonlinear system are also solutions for a simpler dynamical system, for example when they are solutions for a linear dynamical system. We will apply these results to the example of Toda lattice.     

Linear and nonlinear heat equations in $L^q_\delta$ spaces and universal bounds for global solutions

We develop a theory of both linear and nonlinear heat equations in the weighted Lebesgue spaces , where is the distance to the boundary. In particular, we prove an optimal estimate for the heat semigroup, and we establish sharp results on local existence-uniqueness and local nonexistence of solutions for semilinear heat equations with initial values in those spaces. This theory enables us to obtain new types of results concerning positive global solutions of superlinear parabolic problems. Namely, under certain assumptions, we prove that any global solution is uniformly bounded for by a universal constant, independent of the initial data. In all previous results, the bounds for global solutions were depending on the initial data. Received March 15, 2000 / Accepted October 18, 2000 / Published online February 5, 2001     

求全局最优解的新算法

利用局部极大值点与动力系统的稳定奇点的对应性，计算代数方程的根、无约束极大值点、有约束极大值点、非线性规划解、及最小二乘解．我们采用了常微分方程数值解的Euler算法及网格初始点的循序迭代算法，并以具体的例子和程序说明创立的方法具有通用性，同时考虑了一些存在的问题以便在理论和算法上作进一步的改进。     

Global entropy solutions to the compressible Euler equations in the isentropic nozzle flow for large data: Application of the generalized invariant regions and the modified Godunov scheme

We study the motion of isentropic gas in nozzles. This is a major subject in fluid dynamics. In fact, the nozzle is utilized to increase the thrust of rocket engines. Moreover, the nozzle flow is closely related to astrophysics. These phenomena are governed by the compressible Euler equations, which are one of crucial equations in inhomogeneous conservation laws.In this paper, we consider its unsteady flow and devote to proving the global existence and stability of solutions to the Cauchy problem for the general nozzle. The theorem has been proved in Tsuge (2013). However, this result is limited to small data. Our aim in the present paper is to remove this restriction, that is, we consider large data. Although the subject is important in Mathematics, Physics and engineering, it remained open for a long time. The problem seems to rely on a bounded estimate of approximate solutions, because we have only method to investigate the behavior with respect to the time variable. To solve this, we first introduce a generalized invariant region. Compared with the existing ones, its upper and lower bounds are extended constants to functions of the space variable. However, we cannot apply the new invariant region to the traditional difference method. Therefore, we invent the modified Godunov scheme. The approximate solutions consist of some functions corresponding to the upper and lower bounds of the invariant regions. These methods enable us to investigate the behavior of approximate solutions with respect to the space variable. The ideas are also applicable to other nonlinear problems involving similar difficulties.     

Controller synthesis for constrained discrete-time switched positive linear systems

This paper investigates the controller synthesis for a class of discrete-time switched linear systems with bounds on the controls and the states. First, the synthesis of state-feedback controllers guaranteeing positivity and stability of the closed-loop system is studied for sign-restricted inputs. Also, the results can be extended to asymmetrically bounded controls and constrained states. All the derived conditions are shown as linear programming framework. In addition, a cost function is proposed to maximize the length of the box constraints on the initial state. Finally, several numerical examples illustrate the validity of the developed results.     

Finite-Dimensional Reductions of Conservative Dynamical Systems and Numerical Analysis. I

We study infinite-dimensional Liouville–Lax integrable nonlinear dynamical systems. For these systems, we consider the problem of finding an appropriate set of initial conditions leading to typical solutions such as solitons and traveling waves. We develop an approach to the solution of this problem based on the exact reduction of a given nonlinear dynamical system to its finite-dimensional invariant submanifolds and the subsequent investigation of the system of ordinary differential equations obtained by qualitative analysis. The efficiency of the approach proposed is demonstrated by the examples of the Korteweg–de Vries equation, the modified nonlinear Schrödinger equation, and a hydrodynamic model.