An explicit procedure for discretizing continuous,optimal control problems

An explicit procedure for obtaining discrete approximations to general, nonlinear, fixed-time, continuous, optimal control problems with no intermediate trajectory constraints is presented. It is proved that, if the associated system of differential equations is linear in the control variable, then the optimal solutions of these approximationsconverge to extremals of the original continuous problem.     

Nonlinear scattering for some dispersive equations generalizing Benjamin-Bona-Mahony equation

The time decay of solutions to nonlinear dispersive equations of the typeMu _t+F(u)_x=0 is established using the optimal estimates for the linearized equation and standard techniques from scattering theory.     

Nonlinear dynamical systems of trajectory design for 3D horizontal well and their optimal controls

The trajectory design of horizontal well is a optimal control problem of nonlinear multistage dynamical system. It is often sought using trial-and-error methods, but these methods depend on experience of designers and workers. In this paper, we create new optimal control model of nonlinear dynamical system for the trajectory design of horizontal well. Several properties are discussed. Uniform design method is used to choose the initial points in the feasible region. We demonstrate how to decompose the feasible region into finite subregions in which improved Hook–Jeeves algorithm is employed to search optimal solution. Finally, the feasible optimization algorithm is constructed to find the optimal solution of the system. Several results show the validity of our algorithm. This is preferable, since our method is independent of the experience.     

Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems

The aim of this paper is to study singularly perturbed control systems. Firstly, we provide linearized formulation version for the calculus of the value function associated with the averaged dynamics. Secondly, we obtain necessary and sufficient conditions in order to identify the optimal trajectory of the averaged system.     

Spectral Bounds on the Solution of Linear Time-Periodic Systems

Linear time-periodic systems arise whenever a nonlinear system is linearized about a periodic trajectory. Stability of the solution may be proven by rigorous bounds on the solution. The key idea of this paper is to derive Chebyshev projection bounds on the original system by solving an approximated system. Depending on the smoothness of the original function, we formulate two upper bounds. The theoretical results are illustrated and compared to trigonometric spline bounds by means of two examples which include an anisotropic rotor-bearing system. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

An LP approach to dynamic programming principles for stochastic control problems with state constraints

We study a class of nonlinear stochastic control problems with semicontinuous cost and state constraints using a linear programming (LP) approach. First, we provide a primal linearized problem stated on an appropriate space of probability measures with support contained in the set of constraints. This space is completely characterized by the coefficients of the control system. Second, we prove a semigroup property for this set of probability measures appearing in the definition of the primal value function. This leads to dynamic programming principles for control problems under state constraints with general (bounded) costs. A further linearized DPP is obtained for lower semicontinuous costs.     

Observability of nonlinear systems

New necessary and sufficient conditions are presented for the observability of systems described by nonlinear ordinary differential equations with nonlinear observations. The conditions are based on extension of the necessary and sufficient conditions for observability of time-varying linear systems to the linearized trajectory of the nonlinear system. The result is that the local observability of any initial condition can be readily determined, and the observability of the entire initial domain can be computed. The observability of constant parameters appearing in the differential equations is also considered. Examples are presented to illustrate the theory.This research was supported by the National Science Foundation, Grant No. NSF GK-10136.     

Optimal feedback control for constrained mechanical systems

An approach to minimize the control costs and ensuring a stable deviation control is the Riccati controller and we want to use it to control constrained dynamical systems (differential algebraic equations of Index 3). To describe their discrete dynamics, a constrained variational integrators [1] is used. Using a discrete version of the Lagrange-d’Alembert principle yields a forced constrained discrete Euler-Lagrange equation in a position-momentum form that depends on the current and future time steps [2]. The desired optimal trajectory (q_opt, p_opt) and according control input u_opt is determined solving the discrete mechanics and optimal control (DMOC) algorithm [3] based on the variational integrator. Then, during time stepping of the perturbed system, the discrete Riccati equation yields the optimal deviation control input u_R. Adding u_opt and u_R to the discrete Euler-Lagrange equation causes a structure preserving trajectory as both DMOC and Riccati equations are based on the same variational integrator. Furthermore, coordinate transformations are implemented (minimal, redundant and nullspace) enabling the choice of different coordinates in the feedback loop and in the optimal control problem. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The numerical analysis of two linearized difference schemes for the Benjamin–Bona–Mahony–Burgers equation

In the article, two linearized finite difference schemes are proposed and analyzed for the Benjamin–Bona–Mahony–Burgers (BBMB) equation. For the construction of the two-level scheme, the nonlinear term is linearized via averaging k and k + 1 floor, we prove unique solvability and convergence of numerical solutions in detail with the convergence order O(τ² + h²) . For the three-level linearized scheme, the extrapolation technique is utilized to linearize the nonlinear term based on ψ function. We obtain the conservation, boundedness, unique solvability and convergence of numerical solutions with the convergence order O(τ² + h²) at length. Furthermore, extending our work to the BBMB equation with the nonlinear source term is considered and a Newton linearized method is inserted to deal with it. The applicability and accuracy of both schemes are demonstrated by numerical experiments.     

On the Modulations and Nonlinear Interactions of Waves and the Nonlinear Stability of a Near-Critical System

The nonlinear interactions and modulations of an n-dimensional wave and of a disturbance to a near-critical system governed by a general (n + 1)-dimensional system of equations are studied by perturbation methods. It is found that these modulations are governed by an evolution equation which is either by itself or coupled to a second equation, depending on the nature of the long wave solutions of the corresponding linearized system. When a single evolution equation exists, its leading terms are shown to give the nonlinear Schrödinger equation. Water waves and near-critical plane Poiseuille flow are discussed as examples.     

Two-grid Methods for Finite Volume Element Approximations of Nonlinear Sobolev Equations

In this article, two-grid methods are studied for solving nonlinear Sobolev equation using the finite volume element method. The methods are based on one coarse grid space and one fine grid space. The nonsymmetric and nonlinear iterations are only executed on the coarse grid (with grid size H), and the fine grid solution (with grid size h) can be obtained in a single symmetric and linear step. The optimal H¹ error estimates are presented for the proposed methods, which show that the two-grid methods achieve optimal approximation as long as the mesh sizes satisfy h = 𝒪(H³|ln H|). As a result, solving such a large class of nonlinear Sobolev equations will not be much more difficult than solving one linearized equation.     

The stability and convergence of two linearized finite difference schemes for the nonlinear epitaxial growth model

The numerical simulation of the dynamics of the molecular beam epitaxy (MBE) growth is considered in this article. The governing equation is a nonlinear evolutionary equation that is of linear fourth order derivative term and nonlinear second order derivative term in space. The main purpose of this work is to construct and analyze two linearized finite difference schemes for solving the MBE model. The linearized backward Euler difference scheme and the linearized Crank‐Nicolson difference scheme are derived. The unique solvability, unconditional stability and convergence are proved. The linearized Euler scheme is convergent with the convergence order of O(τ + h²) and linearized Crank‐Nicolson scheme is convergent with the convergence order of O(τ² + h²) in discrete L²‐norm, respectively. Numerical stability with respect to the initial conditions is also obtained for both schemes. Numerical experiments are carried out to demonstrate the theoretical analysis. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Bounds on the Solution of Linear Time-Periodic Systems

Linear time-periodic systems have been an active area of research in the last decades. They arise in various applications such as anisotropic rotor-bearing systems and nonlinear systems linearized about a periodic trajectory. Rigorous bounds support the transient analysis of these systems. Optimal constants are determined by the differential calculus for norms of matrix functions. Bounds based on trigonometric spline approximations of the solution are introduced and convergence results for the approximations are stated. Bounds are illustrated by means of an anisotropic rotor-bearing system. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A posteriori error analysis for linearization of nonlinear elliptic problems and their discretizations

The paper is devoted to a posteriori quantitative analysis for errors caused by linearization of non-linear elliptic boundary value problems and their finite element realizations. We employ duality theory in convex analysis to derive computable bounds on the difference between the solution of a non-linear problem and the solution of the linearized problem, by using the solution of the linearized problem only. We also derive computable bounds on differences between finite element solutions of the nonlinear problem and finite element solutions of the linearized problem, by using finite element solutions of the linearized problem only. Numerical experiments show that our a posteriori error bounds are efficient.     

Singular Arcs in the Optimal Evasion Against a Proportional Navigation Vehicle

The two-dimensional optimal evasion problem against a proportional navigation pursuer is analyzed using a nonlinear model. The velocities of both players have constant modulus, but change in direction. The problem is to determine the time-minimum trajectory (disengagement) or time-maximum trajectory (evasion) of the evader while moving from the assigned initial conditions to the final conditions. A maximum principle procedure allows one to reduce the optimal control problem to the phase portrait analysis of a system of two differential equations. The qualitative features of the optimal process are determined.     

Superconvergent estimates of conforming finite element method for nonlinear time‐dependent Joule heating equations

In this article, we study the superconvergence analysis of conforming bilinear finite element method (FEM) for nonlinear Joule heating equations. Based on the rigorous estimates together with high accuracy analysis of this element, mean value technique and interpolation postprocessing approach, the superclose and superconvergent estimates about the related variables in H¹‐norm are derived for semidiscrete and a linearized backward Euler fully discrete schemes, which extends the results of optimal estimates obtained for conforming FEMs in the previous literature. At last, a numerical experiment is performed to verify the theoretical analysis.     

The use of first integrals to synthesize the energetically optimal control of a nonlinear system

We propose a method of solving problems of optimal control of the motion of nonlinear dynamical systems with respect to energy expenditure given a fixed time and fixed ends of the phase trajectory. The method is based on the use of first integrals of the equations of free motion. The application of the method is illustrated by examples. Translated fromMatematichni Metodi ta Fiziko-mekhanichni Polya Vol. 39, No. 1, 1996, pp. 140–144.     

Quasi-least-squares finite element method for steady flow and heat transfer with system rotation

Two quasi-least-squares finite element schemes based on L ² inner product are proposed to solve a steady Navier–Stokes equations, coupled to the energy equation by the Boussinesq approximation and augmented by a Coriolis forcing term to account for system rotation. The resulting nonlinear systems are linearized around a characteristic state, resulting in linearized least-squares models that yield algebraic systems with symmetric positive definite coefficient matrices. Existence of solutions are investigated and a priori error estimates are obtained. The performance of the formulation is illustrated by using a direct iteration procedure to treat the nonlinearities and shown theoretical convergent rate for general initial guess.     

Multimodel control approach for electrohydraulic servo systems

The paper proposes a control design approach based on a multipoint linearization method for linear electro-hydraulic servo systems. The nonlinear model of servo system is linearized around of operational points and Matlab environment is used to adjust the points distribution based on an errors estimation. These models are used to design an optimal controller which online modifies the feedback control parameters. Simulation and experimental results are provided to show the effectiveness of approach. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimization of a Class of Nonlinear Dynamic Systems: New Efficient Method without Lagrange Multipliers

This paper deals with optimization of a class of nonlinear dynamic systems with n states and m control inputs commanded to move between two fixed states in a prescribed time. Using conventional procedures with Lagrange multipliers, it is well known that the optimal trajectory is the solution of a two-point boundary-value problem. In this paper, a new procedure for dynamic optimization is presented which relies on tools of feedback linearization to transform nonlinear dynamic systems into linear systems. In this new form, the states and controls can be written as higher derivatives of a subset of the states. Using this new form, it is possible to change constrained dynamic optimization problems into unconstrained problems. The necessary conditions for optimality are then solved efficiently using weighted residual methods.