Automatic Controls for Nonlinear Dynamical Systems with Lipschitzian Trajectories

We would like to investigate on the solution to the automatic control problem given by the differential equation y′(t) = f(t, y(t), w(t)) for a given initial function x in the initial domain D(x, ω, Y) for almost all t in the interval I, with controls given by w(t) = g(t, y(t), T(y)(t)), where T is a nonanticipating and Lipschitzian operator. The result will be generalized for a dynamical system y′(t) = f(t, y(t), T(y), u(t)).     

A finite difference solution to a two-dimensional parabolic inverse problem

In this paper, we consider the problem of finding u = u(x, y, t) and p = p(t) which satisfy u_t = u_xx + u_yy + p(t)u + ? in R × [0, T], u(x, y, 0) = f(x, y), (x, y) ∈ R = [0, 1] × [0, 1], u is known on the boundary of R and u(x^∗, y^∗, t) = E(t), 0 < t ? T, where E(t) is known and (x^∗, y^∗) is a given point of R. Through a function transformation, the nonlinear two-dimensional diffusion problem is transformed into a linear problem, and a backward Euler scheme is constructed. It is proved by the maximum principle that the scheme is uniquely solvable, unconditionally stable and convergent in L_∞ norm. The convergence orders of u and p are of O(τ + h²). The impact of initial data errors on the numerical solution is also considered. Numerical experiments are presented to illustrate the validity of the theoretical results.     

Control parameter estimation in a semi-linear parabolic inverse problem using a high accurate method

Parabolic inverse problems have an important role in many branches of science and technology. The aim of this research work is to solve these classes of equations using a high order compact finite difference scheme. We consider the following inverse problem for finding u(x, t) and p(t) governed by u_t = u_xx + p(t)u + φ(x, t) with an over specified condition inside the domain. Spatial derivatives are approximated using central difference scheme. The time advancement of the simulation is performed using a “third order compact Runge-Kutta method”. The convergence orders for the approximation of both u and p are of o(k³ + h²) which improves the results obtained in the literature. An exact test case is used to evaluate the validity of our numerical analysis. We found that the accuracy of the results is better than that of previous works in the literature.     

Monotone method for singular BVP in the presence of upper and lower solutions

In this paper we examine existence of monotone approximations of solutions of singular boundary value problem -(p(x)y^′(x))^′=q(x)f(x,y,py^′) for 0<x?b and lim_x→0⁺p(x)y^′(x)=0,α₁y(b)+β₁p(b)y^′(b)=γ₁. Under quite general conditions on f(x,y,py^′) we show that solution of the singular two point boundary value problem is unique. Here is allowed to have integrable singularity at x=0 and we do not assume .     

Fractal oscillations of self-adjoint and damped linear differential equations of second-order

For a prescribed real number s ∈ [1, 2), we give some sufficient conditions on the coefficients p(x) and q(x) such that every solution y = y(x), y ∈ C²((0, T]) of the linear differential equation (p(x)y′)′ + q(x)y = 0 on (0, T], is bounded and fractal oscillatory near x = 0 with the fractal dimension equal to s. This means that y oscillates near x = 0 and the fractal (box-counting) dimension of the graph Γ(y) of y is equal to s as well as the s dimensional upper Minkowski content (generalized length) of Γ(y) is finite and strictly positive. It verifies that y admits similar kind of the fractal geometric asymptotic behaviour near x = 0 like the chirp function y_ch(x) = a(x)S(φ(x)), which often occurs in the time-frequency analysis and its various applications. Furthermore, this kind of oscillations is established for the Bessel, chirp and other types of damped linear differential equations given in the form y″ + (μ/x)y′ + g(x)y = 0, x ∈ (0, T]. In order to prove the main results, we state a new criterion for fractal oscillations near x = 0 of real continuous functions which essentially improves related one presented in [1].     

Equivalence of inverse Sturm-Liouville problems with boundary conditions rationally dependent on the eigenparameter

Three inverse problems for a Sturm-Liouville boundary value problem −y″+qy=λy, y(0)cosα=y′(0)sinα and y′(1)=f(λ)y(1) are considered for rational f. It is shown that the Weyl m-function uniquely determines α, f, and q, and is in turn uniquely determined by either two spectra from different values of α or by the Prüfer angle. For this it is necessary to produce direct results, of independent interest, on asymptotics and oscillation.     

Large time behavior of differential equations with drifted periodic coefficients modeling carbon storage in soil

This paper is concerned with the linear ODE in the form y′(t) = λρ(t)y(t) + b(t), λ < 0 which represents a simplified storage model of the carbon in the soil. In the first part, we show that, for a periodic function ρ(t), a linear drift in the coefficient b(t) involves a linear drift for the solution of this ODE. In the second part, we extend the previous results to a classical heat non-homogeneous equation. The connection with an analytic semi-group associated to the ODE equation is considered in the third part. Numerical examples are given.     

Analysis of a semigroup approach in the inverse problem of identifying an unknown parameters

This article presents a semigroup approach to the mathematical analysis of the inverse parameter problems of identifying the unknown parameters p(t) and q in the linear parabolic equation u_t(x, t)  = u_xx + qu_x(x, t) + p(t)u(x, t), with Dirichlet boundary conditions u(0, t) = ψ₀, u(1, t) = ψ₁. The main purpose of this paper is to investigate the distinguishability of the input-output mapping Φ[·]:P→H^1,2[0,T], via semigroup theory. In this paper, it is shown that if the nullspace of the semigroup T(t) consists of only zero function, then the input-output mapping Φ[·] has the distinguishability property. It is also shown that the types of the boundary conditions and the region on which the problem is defined play an important role in the distinguishability property of the mapping. Moreover, under the light of the measured output data u_x(0, t) = f(t) the unknown parameter p(t) at (x, t) = (0, 0) and the unknown coefficient q are determined via the input data. Furthermore, it is shown that measured output data f(t) can be determined analytically by an integral representation. Hence the input-output mapping Φ[·]:P→H^1,2[0,T] is given explicitly interms of the semigroup.     

A new off-step high order approximation for the solution of three-space dimensional nonlinear wave equations

In this paper, we propose a new high accuracy numerical method of O(k² + k²h² + h⁴) based on off-step discretization for the solution of 3-space dimensional non-linear wave equation of the form u_tt = A(x,y,z,t)u_xx + B(x,y,z,t)u_yy + C(x,y,z,t)u_zz + g(x,y,z,t,u,u_x,u_y,u_z,u_t), 0 < x,y,z < 1,t > 0 subject to given appropriate initial and Dirichlet boundary conditions, where k > 0 and h > 0 are mesh sizes in time and space directions respectively. We use only seven evaluations of the function g as compared to nine evaluations of the same function discussed in  and . We describe the derivation procedure in details of the algorithm. The proposed numerical algorithm is directly applicable to wave equation in polar coordinates and we do not require any fictitious points to discretize the differential equation. The proposed method when applied to a telegraphic equation is also shown to be unconditionally stable. Comparative numerical results are provided to justify the usefulness of the proposed method.     

Generalized Jordan algebras

We study commutative algebras which are generalizations of Jordan algebras. The associator is defined as usual by (x, y, z) = (x y)z − x(y z). The Jordan identity is (x², y, x) = 0. In the three generalizations given below, t, β, and γare scalars. ((x x)y)x + t((x x)x)y = 0, ((x x)x)(y x) − (((x x)x)y)x = 0, β((x x)y)x + γ((x x)x)y − (β + γ)((y x)x)x = 0. We show that with the exception of a few values of the parameters, the first implies both the second and the third. The first is equivalent to the combination of ((x x)x)x = 0 and the third. We give examples to show that our results are in some reasonable sense, the best possible.     

A non-separable solution of the diffusion equation based on the Galerkin’s method using cubic splines

The two dimensional diffusion equation of the form is considered in this paper. We try a bi-cubic spline function of the form as its solution. The initial coefficients C_i,j(0) are computed simply by applying a collocation method; C_i,j = f(x_i, y_j) where f(x, y) = u(x, y, 0) is the given initial condition. Then the coefficients C_i,j(t) are computed by X(t) = e^tQX(0) where X(t) = (C_0,1, C_0,1, C_0,2, … , C_0,N, C_1,0, … , C_N,N) is a one dimensional array and the square matrix Q is derived from applying the Galerkin’s method to the diffusion equation. Note that this expression provides a solution that is not necessarily separable in space coordinates x, y. The results of sample calculations for a few example problems along with the calculation results of approximation errors for a problem with known analytical solution are included.     

A variational approach to dislocation problems for periodic Schrödinger operators

As a simple model for lattice defects like grain boundaries in solid state physics we consider potentials which are obtained from a periodic potential V=V(x,y) on R² with period lattice Z² by setting Wt(x,y)=V(x+t,y) for x<0 and Wt(x,y)=V(x,y) for x?0, for t∈[0,1]. For Lipschitz-continuous V it is shown that the Schrödinger operators Ht=−Δ+Wt have spectrum (surface states) in the spectral gaps of H₀, for suitable t∈(0,1). We also discuss the density of these surface states as compared to the density of the bulk. Our approach is variational and it is first applied to the well-known dislocation problem (Korotyaev (2000, 2005) [15] and [16]) on the real line. We then proceed to the dislocation problem for an infinite strip and for the plane. In Appendix A, we discuss regularity properties of the eigenvalue branches in the one-dimensional dislocation problem for suitable classes of potentials.     

Monotonicity of input-output mappings in inverse coefficient and source problems for parabolic equations

This article presents a mathematical analysis of input-output mappings in inverse coefficient and source problems for the linear parabolic equation ut=(kx(x)ux)+F(x,t), (x,t)∈ΩT:=(0,1)×(0,T]. The most experimentally feasible boundary measured data, the Neumann output (flux) data f(t):=−k(0)ux(0,t), is used at the boundary x=0. For each inverse problems structure of the input-output mappings is analyzed based on maximum principle and corresponding adjoint problems. Derived integral identities between the solutions of forward problems and corresponding adjoint problems, permit one to prove the monotonicity and invertibility of the input-output mappings. Some numerical applications are presented.     

Solving second order initial value problems by a hybrid multistep method without predictors

A three-step seventh order hybrid linear multistep method (HLMM) with three non-step points is proposed for the direct solution of the special second order initial value problems (IVPs) of the form y″ = f(x, y) with an extension to y″ = f(x, y, y′). The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures.The stability properties of the methods are discussed by expressing them as a one-step method in higher dimension. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form reveal that it is highly competitive with existing methods in the literature.     

Eigenvalues and the One-Dimensional p-Laplacian

We consider the boundary value problem (?_p(u′))′ + λF(t, u) = 0, with p > 1, t ∈ (0, 1), u(0) = u(1) = 0, and with λ > 0. The value of λ is chosen so that the boundary value problem has a positive solution. In addition, we derive an explicit interval for λ such that, for any λ in this interval, the existence of a positive solution to the boundary value problem is guaranteed. In addition, the existence of two positive solutions for λ in an appropriate interval is also discussed.     

Dirichlet problem for semilinear hyperbolic equation. Multidimensional case

We discuss the solvability of the Dirichlet problem for the semilinear equation of the vibrating string xtt(t,y)−Δx(t,y)+f(t,y,x(t,y))=0 in higher dimensions with sides length being irrational numbers and superlinear nonlinearity. To this effect we derive a new dual variational method.     

Duality for a Class of Multiobjective Control Problems

In this paper, a class of multiobjective control problems is considered, where the objective and constraint functions involved are f(t, x(t), ?(t), y(t), z(t)) with x(t) ∈ Rⁿ, y(t) ∈ Rⁿ, and z(t) ∈ R^m, where x(t) and z(t) are the control variables and y(t) is the state variable. Under the assumption of invexity and its generalization, duality theorems are proved through a parametric approach to related properly efficient solutions of the primal and dual problems.     

New oscillation criteria of second-order nonlinear differential equations

By employing a class of new functions Φ=Φ(t,s,l) and a generalized Riccati technique, some new oscillation and interval oscillation criteria are established for the second-order nonlinear differential equation

(r(t)y^′(t))^′+Q(t,y(t),y^′(t))=0.     

The improved linear multistep methods for differential equations with piecewise continuous arguments

This paper deals with the convergence of the linear multistep methods for the equation x′(t) = ax(t) + a₀x([t]). Numerical experiments demonstrate that the 2-step Adams-Bashforth method is only of order p = 0 when applied to the given equation. An improved linear multistep methods is constructed. It is proved that these methods preserve their original convergence order for ordinary differential equations (ODEs) and some numerical experiments are given.     

Generalized Gaussian quadrature rules over two-dimensional regions with linear sides

This paper presents a generalized Gaussian quadrature method for numerical integration over triangular, parallelogram and quadrilateral elements with linear sides. In order to derive the quadrature rule, a general transformation of the regions, R₁ = {(x, y)∣a ? x ? b, g(x) ? y ? h(x)} and R₂ = {(x, y)∣a ? y ? b, g(y) ? x ? h(y)}, where g(x), h(x), g(y) and h(y) are linear functions, is given from (x, y) space to a square in (ξ, η) space, S: {(ξ, η)∣0 ? ξ ? 1, 0 ? η ? 1}. Generlized Gaussian quadrature nodes and weights introduced by Ma et.al. in 1997 are used in the product formula presented in this paper to evaluate the integral over S, as it is proved to give more accurate results than the classical Gauss Legendre nodes and weights. The method can be used to integrate a wide class of functions including smooth functions and functions with end-point singularities, over any two-dimensional region, bounded by linear sides. The performance of the method is illustrated for different functions over different two-dimensional regions with numerical examples.