分数阶时变广义系统稳定性分析

基于Caputo分数阶导数,研究了分数阶时变广义线性系统和分数阶时变广义非线性系统的稳定性问题.首先利用相关不等式,给出了一个时变广义线性系统无脉冲且稳定的充分条件.然后,通过慢子系统来判断快子系统的变化,并利用Riccati方程,建立了分数阶时变广义非线性系统是渐近稳定的判定准则.最后,给出了算例和Simulink仿真结果,以说明结论的正确性.     

Pin-pointing solution of ill-conditioned square systems of linear equations

A new method is proposed for an accurate solution of nearly singular systems of linear equations. The method uses the truncated singular value decomposition of the initial coefficient matrix at the first stage and the Gaussian elimination procedure for a well-conditioned reduced system of linear equations at the last stage. In contrast to various regularization techniques, the method does not require any additional physical information on the problem.     

On the use of two QMR algorithms for solving singular systems and applications in Markov chain modeling

Recently, Freund and Nachtigal proposed the quasi-minimal residual algorithm (QMR) for solving general nonsingular non-Hermitian linear systems. The method is based on the Lanczos process, and thus it involves matrix—vector products with both the coefficient matrix of the linear system and its transpose. Freund developed a variant of QMR, the transpose-free QMR algorithm (TFQMR), that only requires products with the coefficient matrix. In this paper, the use of QMR and TFQMR for solving singular systems is explored. First, a convergence result for the general class of Krylov-subspace methods applied to singular systems is presented. Then, it is shown that QMR and TFQMR both converge for consistent singular linear systems with coefficient matrices of index 1. Singular systems of this type arise in Markov chain modeling. For this particular application, numerical experiments are reported.     

A note on the use of modified Adomian decomposition method for solving singular boundary value problems of higher-order ordinary differential equations

This paper extend the work [Yahya Qaid Hasan, Liu Ming Zhu. Solving singular boundary value problems of higher-order ordinary differential equations by modified Adomian decomposition method. Commun Nonlinear Sci Numer Simul. doi :10.1016/j.cnsns.2008.09.027] to high order of singular boundary value problems. Solution of these problems is considered by proposed modification of Adomian decomposition method. The proposed method can be applied to linear and nonlinear problems. Some examples are presented to show the ability of the method for linear and non-linear ordinary differential equation.     

A numerical solution of singular integrodifferential equations with variable coefficients

A method for the numerical solution of singular integrodifferential equations is presented where the integrals are discretized by using a convenient quadrature rule. Then the problem is reduced to a system of linear algebraic equations by applying the discretized functional equation to appropriately selected collocation points. This technique constitutes an extension of an analogous method convenient for solving singular integral equations which was proposed by the authors.     

A new constructive method for solving singular integral equations

In this paper, a new method for the approximate solution of linear singular integral equations defined on smooth closed curves is proposed and justified.     

Quantitative stability analysis of optimal solutions in PDE-constrained optimization

PDE-constrained optimization problems under the influence of perturbation parameters are considered. A quantitative stability analysis for local optimal solutions is performed. The perturbation directions of greatest impact on an observed quantity are characterized using the singular value decomposition of a certain linear operator. An efficient numerical method is proposed to compute a partial singular value decomposition for discretized problems, with an emphasis on infinite-dimensional parameter and observation spaces. Numerical examples are provided.     

A new analytical and numerical treatment for singular two-point boundary value problems via the Adomian decomposition method

Based on the Adomian decomposition method, a new analytical and numerical treatment is introduced in this research to investigate linear and non-linear singular two-point BVPs. The effectiveness of the proposed approach is verified by several linear and non-linear examples.     

A higher‐order PDE‐based image registration approach

This paper addresses the problem of image registration with higher‐order partial differential equation (PDE) methods. From the study of existing affine‐linear and non‐linear methods, a new framework is proposed that unifies common image registration methods within a generic formulation. Currently image registration strategies are classified into either affine‐linear or non‐linear methods subject to the underlying transformations. The new approach combines both strategies to obtain proper approximations which are invariant under global geometrical distortion (shearing), anisotropic resolution (scale changes), as well as rotation and translation. To achieve this favourable property, a modified gradient flow approach is proposed which uses an operator with a kernel consisting of affine‐linear transformations. An approximation with finite differences leads to a large singular linear system. The pseudo‐inverse solution of this system can be computed efficiently by augmenting the singular system to a regular system. Numerical experiments show the improvements compared to unmodified gradient flow approaches. Copyright © 2005 John Wiley & Sons, Ltd.     

Robust D-stability analysis for linear discrete singular time-delay systems with structured and unstructured parameter uncertainties

In this paper, the robust D-stability problem (i.e. the robusteigenvalue-clustering in a specified circular region problem)of linear discrete singular time-delay systems with structured(elemental) and unstructured (norm-bounded) parameter uncertaintiesis investigated. Under the assumptions that the linear nominaldiscrete singular time-delay system is regular and impulse-free,and has all its finite eigenvalues lying inside a specifiedcircular region, a new sufficient condition is proposed to preservethe assumed properties when structured and unstructured parameteruncertainties are added into the linear nominal discrete singulartime-delay system. When all the finite eigenvalues are justrequired to locate inside the unit circle of the z-plane, theproposed criterion will become the stability robustness criterion.For the case that the linear discrete singular time-delay systemis only subject to structured parameter uncertainties, by anillustrative example, the presented sufficient condition isshown to be less conservative than the existing one reportedrecently in the literature.     

Finite-time dissipative control for singular discrete-time Markovian jump systems with actuator saturation and partly unknown transition rates

In this work, the finite-time dissipative control problem is considered for singular discrete-time Markovian jumping systems with actuator saturation and partly unknown transition rates. By constructing a proper Lyapunov–Krasonski functional and the method of linear matrix inequalities (LMIs), sufficient conditions that ensure the systems singular stochastic finite-time stability and singular stochastic finite-time dissipative are obtained. Then, the state feedback controllers are designed, and in order to get the optimal values of the dissipative level, the results are extended to LMI convex optimization problems. Finally, numerical examples are given to illustrate the validity of the proposed methods.     

一类带弱奇异核非线性偏积分微分方程的全离散有限元

1引言我们将研究下面一类带弱奇异核非线性偏积分微分方程的数值解:u_t-▽·(a(u)▽u)-integral from n=0 to tβ(t-s)△u(s)ds=f(u),x∈Ω,t∈(?),(1.1) u(·,t)=0,x∈(?)Ω,t∈J,(1.2) u(·,0)=v(x),x∈Ω,(1.3)其中Ω为平面上的凸角域,J=(0,T],α和f为R上的光滑函数,满足0相似文献   

A new Tikhonov regularization method

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for problems of small to moderate size, which allow evaluation of the singular value decomposition of the matrix defining the problem, are the truncated singular value decomposition and Tikhonov regularization. The present paper proposes a novel choice of regularization matrix for Tikhonov regularization that bridges the gap between Tikhonov regularization and truncated singular value decomposition. Computed examples illustrate the benefit of the proposed method.     

Wave Packet Critical Layers in Shear Flows

In the linear inviscid theory of shear flow stability, the eigenvalue problem for a neutral or weakly amplified mode revolves around possible discontinuities in the eigenfunction as the singular critical point is crossed. Extensions of the linear normal mode approach to include nonlinearity and/or wave packets lead to amplitude evolution equations where, again, critical point singularities are an issue because the coefficients of the amplitude equations generally involve singular integrals. In the past, viscosity, nonlinearity, or time dependence has been introduced in a critical layer centered upon the singular point to resolve these integrals. The form of the amplitude evolution equation is greatly influenced by which choice is made. In this paper, a new approach is proposed in which wave packet effects are dominant in the critical layer and it is argued that in many applications this is the appropriate choice. The theory is applied to two-dimensional wave propagation in homogeneous shear flows and also to stratified shear flows. Other generalizations are indicated.     

Solving singular boundary value problems of higher-order ordinary differential equations by modified Adomian decomposition method

In this paper, we use modified Adomian decomposition method to solving singular boundary value problems of higher-order ordinary differential equations. The proposed method can be applied to linear and nonlinear problems. The scheme is tested for some examples and the obtained results demonstrate efficiency of the proposed method.     

On exponential stability of linear singular positive delayed systems

In this paper, the problem of positivity and exponential stability for linear singular positive systems with time delay is addressed. By using the singular value decomposition method, necessary and sufficient conditions for the positivity of the system are established. Based on that, a new sufficient condition for exponential stability of the system is derived. All of the criteria obtained in this paper are presented in terms of algebraic matrix inequalities, which make the conditions can be solved directly. A numerical example is given to show the usefulness of the proposed results.     

A delay-range-dependent uniformly asymptotic stability criterion for a class of nonlinear singular systems

This paper investigates a class of nonlinear singular systems. Based on the Lyapunov functional method and the free-weighting matrix method, a uniformly asymptotic stability criterion in terms of only one simple linear matrix inequality (LMI) is addressed, which guarantees stability for such time-varying delay systems. This LMI can be easily solved by convex optimization techniques. Two examples are given to illustrate the effectiveness of the proposed main results. All these results are expected to be of use in the study of nonlinear singular systems.     

时滞广义时变系统的容许性分析与镇定

研究了时滞广义时变系统的容许性与镇定性问题.首先,基于广义Lyapunov不等式、线性矩阵不等式和受限等价方法,建立时滞广义时变系统的Lyapunov不等式,将时滞广义时变系统的容许性问题转化为求解时滞广义时变系统的Lyapunov不等式问题,得到了系统容许的充分条件.然后,根据充分条件进一步研究了时滞广义时变系统的镇定问题,给出了状态反馈镇定器的设计方法.最后,通过数值算例验证了所得结论的有效性.     

Stability analysis and optimal control of stochastic singular systems

In this paper, problems of stability and optimal control for a class of stochastic singular systems are studied. Firstly, under some appropriate assumptions, some new results about mean-square admissibility are developed and the corresponding LMI sufficient condition is given. Secondly, finite-time horizon and infinite-time horizon linear quadratic (LQ) control problems for the stochastic singular system are investigated, in which the coefficients are allowed to be random in control input and quadratic criterion. Some results involving new stochastic generalized Riccati equation are discussed as well. Finally, the proposed LQ control model for stochastic singular systems provides an appropriate and effective framework to study the portfolio selection problem in light of the recent development on general stochastic LQ problems.