Simultaneous Identification of Two Time Independent Coefficients in a Nonlinear Phase Field System

In this article, we study a simultaneous reconstruction of two time independent parameters in a nonlinear phase field system by final overdetermination data. To this end, the given problem is transformed into an optimization problem by using the optimal control framework; then the existence of the minimizer for the control functional is established. Further, we deduce the necessary condition for the minimizer of the control functional. Finally we derive the stability estimate for two coefficients with the upper bound given by some Sobolev norms of the final measurement of the solutions.     

Simultaneous identification of parameters and initial datum of reaction diffusion system by optimization method

In this paper, we study an inverse problem of reconstructing two time independent coefficients and the initial data in the linear reaction diffusion system from the arbitrary subdomain measurement and final measurement. First the given problem is transformed into an optimization problem by using optimal control framework and we establish the existence of the minimizer for the control functional. Further the necessary optimality condition is established which is the key ingredient to establish the stability estimate.     

On the Existence of Solutions of Two Optimization Problems

In this paper, we prove the existence of solutions for the minimization problem of the shell weight for a given minimal frequency of the shell vibrations as well as for the maximization problem of the minimal frequency for a given shell weight. We consider an optimal control problem governed by an eigenvalue problem for a system of differential equations with variable coefficients. The form of the shell is considered as a control. Some of the coefficients are non-measurable. Earlier, we introduced certain special weighted functional spaces. By using these spaces, we establish the continuity of the considered minimal frequency functional and obtain the existence of solutions of both optimal control problems. At the end, we prove the Lipschitz continuity of the eigenvalue problem.     

Simultaneous Identification of Two Parameters on the Reaction Diffusion System from Discrete Measurement Data

This article deals with an inverse problem of reconstructing two time independent coefficients in the reaction diffusion system from the final time space discretized measurement using the optimization method with the help of the smooth interpolation technique. The main objective of the article is to analyse the asymptotic behavior of the solution of the inverse problem for the linearly coupled reaction diffusion system with respect to the homogeneous Dirichlet boundary condition.     

A numerical method for an optimal control problem with minimum sensitivity on coefficient variation

In this paper, we consider a class of optimal control problem involving an impulsive systems in which some of its coefficients are subject to variation. We formulate this optimal control problem as a two-stage optimal control problem. We first formulate the optimal impulsive control problem with all its coefficients assigned to their nominal values. This becomes a standard optimal impulsive control problem and it can be solved by many existing optimal control computational techniques, such as the control parameterizations technique used in conjunction with the time scaling transform. The optimal control software package, MISER 3.3, is applicable. Then, we formulate the second optimal impulsive control problem, where the sensitivity of the variation of coefficients is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional for the second optimal control problem are obtained. On this basis, a gradient-based computational method is established, and the optimal control software, MISER 3.3, can be applied. For illustration, two numerical examples are solved by using the proposed method.     

Global controllability and computation of controls in nonlinear systems

The authors consider the problem of constructing an admissible open-loop control of bounded energy steering a nonlinear system from a given initial state to a given final state under the condition that the first-approximation system is completely controllable. The convergent iterative procedure for computing an admissible control is verified. It is shown that a nonlinear system locally controllable with respect to the first approximation becomes globally completely controllable for any boundary conditions from the stability region if the initial nonlinear system is stabilizable up to the asymptotic stability in the large and in the whole and the nonlinear terms either satisfy the global Cauchy-Lipschitz condition or are polynomials of a certain degree in state coordinates with arbitrary coefficients. The nonlinear system of algebraic equations to computation of whose solutions the problem of constructing the admissible control reduces is indicated. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 26, Nonlinear Dynamics, 2005.     

Boundary control of a hyperbolic system with one space variable

We consider a mixed problem in a half-strip for a hyperbolic system with one space variable and with constant coefficients. The control problem is to find boundary conditions ensuring that the system has a given state vector at a given instant of time. We study whether the problem is asymptotically solvable, i.e., whether there exists a sequence of boundary conditions such that the corresponding sequence of final state vectors uniformly converges to the given vector. We reduce the construction of a family of such sequences of boundary conditions with a function parameter to the solution of a Fredholm integral equation of the second kind and prove a sufficient condition for its unique solvability in terms of the problem data.     

Nonsmooth Mapping of Linear Control Systems

This paper deals with linear control systems of a special form. The main goal of the paper is to find the exact analytic solution of the time-optimal control problem for an arbitrary linear control system with constant coefficients using the analytic solution of this problem for the canonical system. For this aim, we construct a certain nonsmooth mapping between the 0-controllability sets of the given systems. In other words, by means of this mapping, we investigate the equivalence of the systems with the same qualitative behavior in a neighborhood of the stationary point.     

带固定比例交易费率的跳扩散欧式期权的定价

考虑市场存在交易费率的跳扩散欧式期权的定价问题.由于交易费的存在使得传统的对冲方法不适用,我们将该问题转化为两元的随机控制问题.证明了带固定比例交易费率的跳扩散欧式期权的价格是对应的积分微分不等方程的约束粘性解,并通过马尔科夫链对变分问题进行离散,证明了在粘性意义下离散方法的收敛性.最后给出了数值结果.     

Informational Sets in a Model Problem of Homing

A linear pursuit problem in the plane under incomplete pursuer information about the evader is investigated. At discrete time instants, the pursuer measures with errors the angle of vision to the evader, the angular velocity of the line of sight, and the relative distance. Other combinations of measurable parameters are possible (for example, angle of vision and relative distance or angle of vision only). The measurements errors obey certain geometric constraints. The initial uncertainties on the evader coordinates and velocities are given in advance. Having a resource of impulse control, the pursuer tries to minimize the miss distance. The evader control is bounded in modulus.The problem is formulated as an auxiliary differential game. Here, the notion of informational set is central. The informational set is the totality of pointwise phase states consistent with the history of the observation-control process. The informational set depends on the current measurements; it changes in time and plays the role of a generalized state, which is used for constructing the pursuer control.A control method designed for the linear pursuit problem is used in the planar problem of a vehicle homing toward a dangerous space object. The nonlinear dynamics is described by the Kepler equations. Nonlinear terms of the equations in relative coordinates are small and are replaced by an uncertain vector parameter, which is bounded in modulus and is regarded as an evader control. As a result, we obtain the mentioned control problem in the plane.The final part of the paper is devoted to the simulation of a space vehicle homing toward a dangerous space object. In testing the control method developed, two variants are considered: random measurement errors and game method of constructing the measurements; the latter is also described in the paper.     

Continuous dependence on data in abstract control problems

The coefficients of a plant of an abstract control problem are perturbed. It is shown that the characterizations given by Zolezzi for the abstract quadratic control problem in Hilbert spaces remain true for more general functions and spaces.     

Stability estimates for a class of semi-linear ill-posed problems

We study a final value problem for a nonlinear parabolic equation with positive self-adjoint unbounded operator coefficients. The problem is ill-posed. The regularized equation is given by a modified quasi-reversibility method. For this regularization solution, the Hölder type stability estimate between the regularization solution and the exact solution is obtained.     

一类抛物型方程系数反问题的分裂算法

考虑利用终端时刻的温度u(x,T)=Z_T(x)反演热传导方程u_t-a~2u_(xx) q(x)u=0,x∈(0,1)中的未知系数q(x)的反问题.通过引进变换v(x,t)=(u_t(x,t)/u(x,t))将此非线性不适定问题的求解分解为两步.首先利用输入数据迭代求解一个非线性的正问题(该过程独立于未知系数),得到其迭代解v~(k)(x,t).其次利用q(x)与v(x,t)的关系式求出q(x)的近似解.对提出的反演方法,证明了采用的变换的可行性,得到了原反问题与由变换后的非线性正问题反演q(x)的等价性并且证明了迭代解的收敛性,给出了收敛速度.数值结果表明了该方法的有效性.     

A modified quasi-boundary value method for an inverse source problem of the time-fractional diffusion equation

In this paper, we consider an inverse source problem for a time-fractional diffusion equation with variable coefficients in a general bounded domain. That is to determine a space-dependent source term in the time-fractional diffusion equation from a noisy final data. Based on a series expression of the solution, we can transform the original inverse problem into a first kind integral equation. The uniqueness and a conditional stability for the space-dependent source term can be obtained. Further, we propose a modified quasi-boundary value regularization method to deal with the inverse source problem and obtain two kinds of convergence rates by using an a priori and an a posteriori regularization parameter choice rule, respectively. Numerical examples in one-dimensional and two-dimensional cases are provided to show the effectiveness of the proposed method.     

An inverse problem of identifying the diffusion coefficient in a coupled parabolic‐elliptic system

This work studies a nonlinear inverse problem of reconstructing the diffusion coefficient in a parabolic‐elliptic system using the final measurement data, which has important application in a large field of applied science. Being different from other works, which are governed by single partial differential equations, the underlying mathematical model in this paper is a coupled parabolic‐elliptic system, which makes theoretical analysis rather difficult. On the basis of the optimal control framework, the identification problem is transformed into an optimization problem. Then the existence of the minimizer is proved, and the necessary condition that must be satisfied by the minimizer is also given. Since the optimal control problem is nonconvex, one may not expect a unique solution universally. However, the local uniqueness and stability of the minimizer are deduced in this paper.     

Maximum principle for optimal distributed control of the viscous Dullin-Gottwald-Holm equation

In this paper, the optimal distributed control of the viscous Dullin-Gottwald-Holm equation is investigated. Adopting the Dubovitskii and Milyutin functional analytical approach, we obtain the Pontryagin maximum principle of the system. The necessary optimality condition is established for an optimal control problem in fixed final horizon case. Finally, an illustrative example is also given.     

A numerical method for solving optimal control problems using state parametrization

A numerical method for solving a special class of optimal control problems is given. The solution is based on state parametrization as a polynomial with unknown coefficients. This converts the problem to a non-linear optimization problem. To facilitate the computation of optimal coefficients, an improved iterative method is suggested. Convergence of this iterative method and its implementation for numerical examples are also given.     

基于非均匀参数化的自由终端时间最优控制问题求解

针对自由终端时间最优控制问题,提出了一种基于非均匀控制向量参数化的数值解法.将控制时域离散化为不同长度的时间段,各时间段长度作为新的控制变量.通过引入标准化的时间变量,原问题转化为均匀参数化的固定终端时间最优控制问题.建立目标和约束函数的Hamilton函数,通过求解伴随方程获得目标和约束函数的梯度,采用序列二次规划(SQP)获得数值解.针对两个经典的化工过程自由终端时间最优控制问题进行仿真研究,验证了所提出算法的可行性和有效性.     

Robust optimal feedback for terminal linear-quadratic control problems under disturbances

We consider a linear dynamic system in the presence of an unknown but bounded perturbation and study how to control the system in order to get into a prescribed neighborhood of a zero at a given final moment. The quality of a control is estimated by the quadratic functional. We define optimal guaranteed program controls as controls that are allowed to be corrected at one intermediate time moment. We show that an infinite dimensional problem of constructing such controls is equivalent to a special bilevel problem of mathematical programming which can be solved explicitely. An easy implementable algorithm for solving the bilevel optimization problem is derived. Based on this algorithm we propose an algorithm of constructing a guaranteed feedback control with one correction moment. We describe the rules of computing feedback which can be implemented in real time mode. The results of illustrative tests are given.     

Variational characterization of the uniqueness of the optimal state for the minimal-time problem

In this paper, we give a variational characterization of the uniqueness of the optimal state in a proper linear control process for the time-optimal problem; we extend to control processes with time-variable coefficients a characterization of normality given by Hajek in Ref. 1.This work was supported by CNR-GNAFA, Rome, Italy.