Chattering in dynamic mathematical two-phase flow models

This paper presents a chattering problem which arises in a dynamic mathematical two-phase flow model. The real system under study is also introduced, the DISS test facility, a parabolic-trough solar thermal power plant. The heat transfer fluid in the DISS facility is the steam-water mixture. A dynamic model of this plant, using Modelica as the modeling language, was previously developed in order to study its behavior. Chattering arises in the pipe model reducing the computational performance and hence limiting the applicability of the model. The problem source is studied and analysed together with an approach to the problem which is based on the smooth interpolation of some thermodynamic properties.     

Vanishing viscosity for hemivariational inequalities modeling dynamic problems in elasticity

In this paper we consider a mathematical model describing a dynamic linear elastic contact problem with nonmonotone skin effects. The subdifferential multivalued and multidimensional reaction–displacement law is employed. We treat an evolution hemivariational inequality of hyperbolic type which is a weak formulation of this mechanical problem. We establish a result on the existence of solutions to the Cauchy problem for the hemivariational inequality. This result is a consequence of an existence theorem for second order evolution inclusion. For the latter, using the parabolic regularization method, we obtain the solution as a limit when the viscosity term tends to zero.     

Application of linear programming techniques for controlling linear dynamic plants in real time

The problem of controlling a linear dynamic plant in real time given its nondeterministic model and imperfect measurements of the inputs and outputs is considered. The concepts of current distributions of the initial state and disturbance parameters are introduced. The method for the implementation of disclosable loop using the separation principle is described. The optimal control problem under uncertainty conditions is reduced to the problems of optimal observation, optimal identification, and optimal control of the deterministic system. To extend the domain where a solution to the optimal control problem under uncertainty exists, a two-stage optimal control method is proposed. Results are illustrated using a dynamic plant of the fourth order.     

A dynamic viscoelastic contact problem with normal compliance,finite penetration and nonmonotone slip rate dependent friction

We consider a mathematical model which describes the dynamic evolution of a viscoelastic body in frictional contact with an obstacle. The contact is modelled with normal compliance and unilateral constraint, associated to a rate slip-dependent version of Coulomb’s law of dry friction. In order to approximate the contact conditions, we consider a regularized problem wherein the contact is modelled by a standard normal compliance condition without finite penetrations. For each problem, we derive a variational formulation and an existence result of the weak solution of the regularized problem is obtained. Next, we prove the convergence of the weak solution of the regularized problem to the weak solution of the initial nonregularized problem. Then, we introduce a fully discrete approximation of the variational problem based on a finite element method and on a second order time integration scheme. The solution of the resulting nonsmooth and nonconvex frictional contact problems is presented, based on approximation by a sequence of nonsmooth convex programming problems. Finally, some numerical simulations are provided in order to illustrate both the behaviour of the solution related to the frictional contact conditions and the convergence result.     

Simultaneous stabilization of plants of various orders

We consider the problem of constructing a common controller stabilizing a finite family of linear dynamic plants of various orders with respect to state. For the solution, we use the method of extension of dynamic order, which permits one to reduce the original problem to a problem of simultaneous stabilization of plants of the same order. We state conditions for the existence of a universal stabilizer for a given finite family of dynamic plants.     

An integrated approach to dynamic plant location and capacity planning

We consider a dynamic capacitated plant location problem in which capacities of opened plants are determined by acquisition and/or disposal of multiple types of facilities. We determine the opening schedule of plants, allocations of customers' demands and plans for acquisition and/or disposal of plant capacities that minimise the sum of discounted fixed costs for opening plants, delivery costs of products, and acquisition and operation costs of facilities. The dynamic capacitated plant location problem is formulated as a mixed integer linear program and solved by a heuristic algorithm based on Lagrangian relaxation and a cut and branch algorithm which uses Gomory cuts. Several solution properties of the relaxed problem are found and used to develop efficient solution procedures for the relaxed problem. A subgradient optimisation method is employed to obtain better lower bounds. The heuristic algorithm is tested on randomly generated test problems and results show that the algorithm finds good solutions in a reasonable amount of computation time.     

Determining the Optimal Flows in Zero-Time Dynamic Networks

Here we are dealing with minimum cost flow problem on dynamic network flows with zero transit times and a new arc capacity, horizon capacity, which denotes an upper bound on the total flow traversing through on an arc during a pre-specified time horizon T. We develop a simple approach based on mathematical modelling attributes to solve the min-cost dynamic network flow problem where arc capacities and costs are time varying, and horizon capacities are considered. The basis of the method is simple and relies on the appropriate defining of polyhedrons, and in contrast to the other usual algorithms that use the notion of time expanded network, this method runs directly on the original network.     

A dynamic frictional contact problem for piezoelectric materials

We consider a mathematical model which describes the frictional contact between a piezoelectric body and an electrically conductive foundation. The process is dynamic, the material's behavior is modeled with an electro-viscoelastic constitutive law and the contact is described by subdifferential boundary conditions. We derive the variational formulation of the problem which is in the form of a system involving a second order evolutionary hemivariational inequality for the displacement field coupled with a time-dependent hemivariational inequality for the electric potential field. Then we prove the existence of a unique weak solution to the model. The proof is based on arguments of abstract second order evolutionary inclusions with monotone operators.     

The study of the dynamic contact in ultrasonic motor

In this paper, we consider a mathematical model which describes the dynamic contact between an elastic body and an obstacle. The process is assumed to be dynamic and the contact is modeled with the normal compliance. We present a variational formulation of the problem and prove the existence and the uniqueness of a weak solution. An efficient numerical method is presented to analyze this dynamic contact. This approach exploits the augmented Lagrangian concept and a special time integration algorithm. This is exploited to study the dynamic contact between the rotor and the stator inside an ultrasonic motor SHINSEI USR 60. Numerical results are presented and show the interest of this method to forecast the origin of the principal failure mode of this motor.     

On an inverse problem of sorbtion dynamics with nonlinear flow velocity

In the present paper we study the inverse problem of determining a sorbtion isotherm from the output dynamic curve for the mathematical model that describes the sorbtion process in the case of a nonlinear flow velocity. We prove a uniqueness theorem for the solution of this inverse problem and propose a stable method of solving the inverse problem based on the use of a priori information on the solution. We construct the gradient of the discrepancy. We study the stability and convergence of the difference scheme that approximates the direct problem. We give the results of a computational experiment. Two figures. Bibliography: 12 titles. Translated fromMetody Matematicheskogo Modelirovaniya, 1998, pp. 142–150.     

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.     

Furniture supply chain tactical planning optimization using a time decomposition approach

We study the supply chain tactical planning problem of an integrated furniture company located in the Province of Québec, Canada. The paper presents a mathematical model for tactical planning of a subset of the supply chain. The decisions concern procurement, inventory, outsourcing and demand allocation policies. The goal is to define manufacturing and logistics policies that will allow the furniture company to have a competitive level of service at minimum cost. We consider planning horizon of 1 year and the time periods are based on weeks. We assume that customer’s demand is known and dynamic over the planning horizon. Supply chain planning is formulated as a large mixed integer programming model. We developed a heuristic using a time decomposition approach in order to obtain good solutions within reasonable time limit for large size problems. Computational results of the heuristic are reported. We also present the quantitative and qualitative results of the application of the mathematical model to a real industrial case.     

Adiabatic invariants of nonlinear dynamic systems with small parameter

We develop a symplectic method of finding the adiabatic invariants of nonlinear dynamic systems with small parameter. We show that a necessary and sufficient condition for the existence of quasi-Hamiltonian adiabatic invariants of nonlinear dynamic systems with regular dependence on a small parameter is that the Cauchy problem be well-posed for an equation of Lax type in the class of nongradient local functionals on the cotangent manifold of the phase space. It is established that scalar nonlinear dynamic systems always have a priori complete evolution invariants, not only adiabatic invariants. We also consider typical applications in hydrodynamics and oscillatory systems of mathematical physics.Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 35, 1992, pp. 179–185.     

Block‐centered upwind multistep difference method and convergence analysis for numerical simulation of oil reservoir

The three‐dimensional displacement of two‐phase flow in porous media is a preliminary problem of numerical simulation of energy science and mathematics. The mathematical model is formulated by a nonlinear system of partial differential equations to describe incompressible miscible case. The pressure is defined by an elliptic equation, and the concentration is defined by a convection‐dominated diffusion equation. The pressure generates Darcy velocity and controls the dynamic change of concentration. We adopt a conservative block‐centered scheme to approximate the pressure and Darcy velocity, and the accuracy of Darcy velocity is improved one order. We use a block‐centered upwind multistep method to solve the concentration, where the time derivative is approximated by multistep method, and the diffusion term and convection term are treated by a block‐centered scheme and an upwind scheme, respectively. The composite algorithm is effective to solve such a convection‐dominated problem, since numerical oscillation and dispersion are avoided and computational accuracy is improved. Block‐centered method is conservative, and the concentration and the adjoint function are computed simultaneously. This physical nature is important in numerical simulation of seepage fluid. Using the convergence theory and techniques of priori estimates, we derive optimal estimate error. Numerical experiments and data show the support and consistency of theoretical result. The argument in the present paper shows a powerful tool to solve the well‐known model problem.     

Reconstruction of external actions under incomplete information in a linear stochastic equation

The problem of reconstructing unknown external actions in a linear stochastic differential equation is investigated on the basis of the approach of the theory of dynamic inversion. We consider the statement when the simultaneous reconstruction of disturbances in the deterministic and stochastic terms of the equation is performed with the use of discrete information on a number of realizations of a part of coordinates of the stochastic process. The problem is reduced to an inverse problem for systems of ordinary differential equations describing the mathematical expectation and covariance matrix of the original process. A finite-step software-oriented solution algorithm based on the method of auxiliary controlled models is proposed. We derive an estimate for its convergence rate with respect to the number of measured realizations.     

Global strong solvability of a quasilinear subdiffusion problem

We prove the global strong solvability of a quasilinear initial-boundary value problem with fractional time derivative of order less than one. Such problems arise in mathematical physics in the context of anomalous diffusion and the modeling of dynamic processes in materials with memory. The proof relies heavily on a regularity result on the interior H?lder continuity of weak solutions to time fractional diffusion equations, which has been proved recently by the author. We further establish an L ₂ decay estimate for the special case with vanishing external source term and homogeneous Dirichlet boundary condition.     

Optimal liquidation under partial information with price impact

We study the optimal liquidation problem in a market model where the bid price follows a geometric pure jump process whose local characteristics are driven by an unobservable finite-state Markov chain and by the liquidation rate. This model is consistent with stylized facts of high frequency data such as the discrete nature of tick data and the clustering in the order flow. We include both temporary and permanent effects into our analysis. We use stochastic filtering to reduce the optimal liquidation problem to an equivalent optimization problem under complete information. This leads to a stochastic control problem for piecewise deterministic Markov processes (PDMPs). We carry out a detailed mathematical analysis of this problem. In particular, we derive the optimality equation for the value function, we characterize the value function as continuous viscosity solution of the associated dynamic programming equation, and we prove a novel comparison result. The paper concludes with numerical results illustrating the impact of partial information and price impact on the value function and on the optimal liquidation rate.