Asymptotic solution of singularly perturbed linear-quadratic optimal control problems with discontinuous coefficients

An asymptotic solution of a singularly perturbed linear-quadratic optimal control problem with discontinuous coefficients is constructed by directly substituting an boundary-layer asymptotic expansion of the solution into the condition of the problem and considering a series of problems for finding the asymptotic terms. The error in the approximate solution is estimated. It is shown that the values of the minimized functional do not increase when the next approximations of the optimal control are used.     

Numerical solution of the differential equation describing the behavior of the zeroth-order boundary function

The asymptotic solution of the integro-differential plasma-sheath equation is considered. This equation is singularly perturbed because of the small coefficient multiplying the highest order (second) derivative. The asymptotic solution is obtained by the boundary function method. Equations are derived for the first two coefficients in the form of both a regular series expansion and an expansion in boundary functions. The equation for the first coefficient of the regular series has only a trivial solution. A numerical algorithm is considered for the solution of the second-order differential equation describing the behavior of the zeroth-order boundary function. The proposed algorithm efficiently solves the boundary-value problem and produces a well-behaved solution of the Cauchy problem. __________ Translated from Prikladnaya Matematika i Informatika, No. 23, pp. 24–35, 2006.     

具一组可修复设备的系统解的适定性和稳定性

研究具一组可修复设备的系统解的适定性和稳定性.使用泛函分析方法,特别是Banach空间上的线性算子理论和C_0半群理论,证明了系统解的适定性以及正解的存在性,证明了系统解的渐近稳定性,指数稳定性以及严格占优本征值的存在性,证实了实际问题中相关假设的合理性.     

Sakiadis流动的一致有效级数解

通过引入一个变换式,克服了Sakiadis流动中半无限大流动区域以及无穷远处渐近边界条件所带来的数学处理上的困难.基于泛函分析中的不动点理论,采用不动点方法求解了变换后的非线性微分方程,获得了Sakiadis流动的近似解析解.该近似解析解用级数的形式来表达并在整个半无限大流动区域内一致有效.     

Boundary function method to find the asymptotic solution of the plasma—sheath equation

We consider the asymptotic solution of the Tonks—Langmuir integro-different equation with an Emmert kernel, which describes the behavior of the potential both inside the main plasma volume and in a thin boundary layer. Equations of this type are singularly perturbed due to the small coefficient at the highest order (second) derivative. The asymptotic solution is obtained by the boundary function method. Equations are derived for the first two coefficients in the regular expansion series and in the boundary function expansion. The equation for the first coefficient of the regular series has only a trivial solution. Second-order differential equations are obtained for the first two boundary functions. The equation for the first boundary function is solved numerically on a discrete grid with locally uniform spacing. An approximate analytical expression for the first boundary function is obtained from the linearized equation. This solution adequately describes the behavior of the potential on small distances only. __________ Translated from Prikladnaya Matematika i Informatika, No. 19, pp. 21–40, 2004.     

Modeling of acoustic pulse signal propagation in deep sea using the Maslov canonical operator

An asymptotic solution to the problem of sound pulse propagation in deep sea is derived using the Maslov canonical operator. An example of a waveguide with the Munk sound speed profile and a point source is considered, and an asymptotic expression for the pulse signal time series at the receiver is obtained. The asymptotic solution is compared with the solution computed using the normal mode theory.     

The asymptotics of the optimal value of the performance functional in a linear optimal control problem in the regular case

An optimal control problem is investigated for a linear system with fast and slow variables, a convex terminal performance functional depending on the slow variables, and smooth geometric constraints on the control. Sufficient regularity conditions are presented for the asymptotics of a solution of this problem, and a complete asymptotic expansion of the optimal value of the performance functional in powers of a small parameter is constructed.     

Solution of a periodic optimal control problem by asymptotic series

In order to understand the numerical behavior of a certain class of periodic optimal control problems, a relatively simple problem is posed. The complexity of the extremal paths is uncovered by determining an analytic approximation to the solution by using the Lindstedt-Poincaré asymptotic series expansion. The key to obtaining this series is in the proper choice of the expansion parameter. The resulting expansion is essentially a harmonic series in which, for small values of the expansion parameter and a few terms of the series, excellent agreement with the numerical solution is obtained. A reasonable approximation of the solution is achieved for a relatively large value of the expansion parameter.This work was sponsored partially by the National Science Foundation, Grant No. ECS-84-13745.     

两参数奇异摄动非线性双曲型微分系统的过渡冲击层广义解

研究了一类两参数双曲型微分系统奇异摄动初始边值问题.首先,利用奇异摄动理论和方法,注意到两个小参数,构造了问题的外部解.其次,利用多重尺度变量和伸长变量,分别得到了原问题解的过渡冲击层、边界层和初始层校正项.最后,得到了原问题解的渐近展开式,并利用泛函分析不动点理论,证明了渐近解的一致有效性.由本方法求得的原问题的渐近解,它还可以进行微分,积分等解析运算,从而能了解相应过渡冲击层解的更进一步的性态.因此本方法具有良好的应用前景.     

Positivity and stability of linear functional differential equations with infinite delay

General linear functional differential equations with infinite delay are considered. We first give an explicit criterion for positivity of the solution semigroup of linear functional differential equations with infinite delay and then a Perron‐Frobenius type theorem for positive equations. Next, a novel criterion for the exponential asymptotic stability of positive equations is presented. Furthermore, two sufficient conditions for the exponential asymptotic stability of positive equations subjected to structured perturbations and affine perturbations are provided. Finally, we applied the obtained results to problems of the exponential asymptotic stability of Volterra integrodifferential equations. To the best of our knowledge, most of the results of this paper are new.     

Asymptotic solution of zero-sum linear-quadratic differential game with cheap control for minimizer

A two-players zero-sum linear-quadratic differential game with the cheap control for the minimizer (the player which minimizes the cost functional) is considered. An asymptotic solution of the singularly perturbed matrix differential Riccati equation with singular terminal conditions for the "fast" variables, associated with this problem, is constructed. Based on this result, some asymptotic properties of suboptimal feedback strategies of the players are investigated. In particular, an asymptotic equilibrium of the suboptimal strategies is established.     

On the application of the method of matching asymptotic expansions to a singular system of ordinary differential equations with a small parameter

We consider a bisingular initial value problem for a system of ordinary differential equations with a single small parameter, the asymptotics of whose solution can be constructed in the form of power-logarithmic series on several boundary layers and an external layer. To use the method of matching asymptotic expansions, we prove theorems that permit one to make the passage between two adjacent layers and obtain a uniform estimate of the approximation to the solution by a composite asymptotic expansion.     

一类两参数非线性反应扩散方程奇摄动问题的广义解

利用奇异摄动方法讨论了一类两参数广义奇摄动反应扩散方程问题.首先,在适当的条件下,对两个小参数进行幂级数展开,构造了问题的形式外部解.其次,在区域边界邻近,建立局部坐标系,利用多重尺度变量方法分别构造了问题解的第一、第二边界层校正项.最后,利用合成展开理论,得到了问题广义解的渐近表示式,并用泛函分析不动点原理,估计了渐近展开式的精度.该文得到问题的广义解在重叠区域内具有两个不同厚度的校正函数.它们分别对边界条件起着校正的作用,扩展了问题研究范围,同时还提供了构造这类在重叠区域上不同厚度的校正项的方法,因此具有广泛的研究前景.     

A review of theoretical and numerical analysis for nonlinear stiff Volterra functional differential equations

In this review, we present the recent work of the author in comparison with various related results obtained by other authors in literature. We first recall the stability, contractivity and asymptotic stability results of the true solution to nonlinear stiff Volterra functional differential equations (VFDEs), then a series of stability, contractivity, asymptotic stability and B-convergence results of Runge-Kutta methods for VFDEs is presented in detail. This work provides a unified theoretical foundation for the theoretical and numerical analysis of nonlinear stiff problems in delay differential equations (DDEs), integro-differential equations (IDEs), delayintegro-differential equations (DIDEs) and VFDEs of other type which appear in practice.      

The Third-Order Nonlinear Evolution Equation Governing Wave Propagation in Relaxing Media

Initial value problem for the third-order nonlinear evolution equation governing wave propagation in relaxing media is considered for the case of two space dimensions and small initial data. Existence and uniqueness of the classical solution is established and the solution itself is constructed in the form of a series in the small parameter present in the initial conditions. Long time asymptotic representation is found, which shows that the nonlinearity does not contribute to its major term. The latter consists of two parts corresponding to isotropic and nonisotropic transfer of small perturbations in space.     

Asymptotic integration of a system of differential equations with a large parameter in the critical case

For a linear normal system of ordinary differential equations with rapidly oscillating coefficients in a critical case, the existence of a unique periodic solution is proved, its complete asymptotic expansion is constructed and justified, and Lyapunov stability and instability conditions are found. The asymptotic series constructed is shown to converge absolutely and uniformly to the solution.     

Near-field and far-field approximations by the Adomian and asymptotic decomposition methods

The Adomian decomposition method and the asymptotic decomposition method give the near-field approximate solution and far-field approximate solution, respectively, for linear and nonlinear differential equations. The Padé approximants give solution continuation of series solutions, but the continuation is usually effective only on some finite domain, and it can not always give the asymptotic behavior as the independent variables approach infinity. We investigate the global approximate solution by matching the near-field approximation derived from the Adomian decomposition method with the far-field approximation derived from the asymptotic decomposition method for linear and nonlinear differential equations. For several examples we find that there exists an overlap between the near-field approximation and the far-field approximation, so we can match them to obtain a global approximate solution. For other nonlinear examples where the series solution from the Adomian decomposition method has a finite convergent domain, we can match the Padé approximant of the near-field approximation with the far-field approximation to obtain a global approximate solution representing the true, entire solution over an infinite domain.     

Stochastic Kolmogorov-type system with infinite delay

The paper considers a stochastic functional Kolmogorov-type population system with infinite delay under the general probability measures. Main aim is to show that the environment noise will not only suppress a potential population explosion but also make the solution be stochastically ultimately bounded and asymptotic stable. Moreover, two stochastic functional Lotka-Volterra equations as examples are provided to illustrate the main results.     

A Note on the Capacitance of Two Closely Separated Spheres

The complete asymptotic solution for the capacitance of twoconducting spheres at small separation, is obtained from theexact series solution for arbitrary separation by performingforward and backward mellin transforms.