Discontinuities in hyperbolic optimal problems

Optimal problems are discussed for systems governed by hyperbolic equations in cases where the characteristic (phase) velocities depend upon the control functions. It is assumed that the phase velocity depends upon both spatial coordinates and time.The problems in question lead to certain difficulties connected with the formulation of the Weierstrass necessary condition for a minimum. Actually, strong discontinuities may arise in their solutions when we perform avariation in a strip. These discontinuities provide additional possibilities which are useful in certain minimization problems.In the first part of the paper, the case of a single quasilinear equation of the first order is discussed; an optimal problem for one-dimensional wave equation is described in the second part. In both cases, it turns out that additional information is needed, and usually this information is provided by physical arguments. This results of the paper can be generalized to the case where the number of spatial coordinates exceeds one.The author is indebted to Dr. K. G. Guderley for his very helpful comments.     

An updated geometric build-up algorithm for solving the molecular distance geometry problems with sparse distance data

An updated geometric build-up algorithm is developed for solving the molecular distance geometry problem with a sparse set of inter-atomic distances. Different from the general geometric build-up algorithm, the updated algorithm re-computes the coordinates of the base atoms whenever necessary and possible. In this way, the errors introduced in solving the algebraic equations for the determination of the coordinates of the atoms are controlled in the intermediate computational steps. The method for re-computing the coordinates of the base atoms based on the estimation on the root-mean-square deviation (RMSD) is described. The results of applying the updated algorithm to a set of protein structure problems are presented. In many cases, the updated algorithm solves the problems with high accuracy when the results of the general algorithm are inadequate.     

Optimal control with delays and mixed initial condition

This paper studies optimal control problems with unfixed initial instant for systems described by differential equations with variables delays and mixed initial condition. The mixed initial condition means that at the initial instant of time, some coordinates of the trajectory do not coincide with the corresponding coordinates of the initial function (a discontinuous part of the initial condition), whereas the others coincide (a continuous part of the initial condition). The authors prove necessary optimality conditions for the control and the initial function for the initial and final instants of time. From these conditions should be isolated the condition for the initial instant containing the effect of mixed initial condition. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 58, Optimal Control, 2008.     

Variation formulas of solutions and optimal control problems for differential equations with retarded argument

The authors prove a theorem on the continuous dependence of solutions of nonlinear systems of differential equations with variable delay on the perturbations of initial data (initial instant, initial function, and initial value of the trajectory) and the right-hand side in the case where these perturbations are small in the Euclidean and integral topology, respectively. The variation formulas of solutions of a differential equation with discontinuous and continuous initial condition are deduced; as compared with those known earlier, these formulas take into account the variation of the initial instant and the discontinuity and continuity of the initial data. A necessary condition for criticality of mappings defined on a finitely locally convex set is obtained. The quasiconvexity of filters in studying optimal problems with delays in controls is proved. Necessary optimality conditions and existence theorems are proved for optimal problems with variable delays in phase coordinates and controls having a nonfixed initial instant, a discontinuous and a continuous initial condition, and functional and boundary conditions of general form. Necessary optimality conditions are obtained for optimal problems with variable structure and delays. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 25, Optimal Control, 2005.     

Local solvability of one-dimensional problem of thermoviscoelasticity

The local solvability of the initial-boundary value problem in spaces of summable functions for some one-dimensional system of equations of thermoviscoelasticity is established. The nonlinearities in equations are determined by the difference between Lagrangian and Eulerian coordinates. The coercive approach implies a necessary condition on the initial data.     

Singularity Results for Functional Equations Driven by Linear Fractional Transformations

We consider functional equations driven by linear fractional transformations, which are special cases of de Rham’s functional equations. We consider Hausdorff dimension of the measure whose distribution function is the solution. We give a necessary and sufficient condition for singularity. We also show that they have a relationship with stationary measures.     

On the existence of solutions of synthesis problems for radiating systems in terms of a prescribed amplitude directional pattern

We study two variational formulations for nonlinear inverse problems applied to the synthesis of radiating systems, and we derive nonlinear operator equations that follow from the necessary condition for the functional to have a minimum. On the basis of the properties of these functionals we prove theorems and exhibit an existence domain for solutions of this class of problems. Using the example of a linear grid, we exhibit the transition from the variational formulation of a problem to nonlinear integral equations of Hammerstein type. Translated fromMatematichni Metody i Fiziko-Mekhanichni Polya, Vol. 38, 1995.     

DECOMPOSITION OF(1+1)-DIMENTIONAL,(2+1)-DIMENTIONAL SOLITON EQUATIONS AND THEIR QUASI-PERIODIC SOLUTIONS

A new spectral problem is proposed, and nonlinear differential equations of the corresponding hierarchy are obtained. With the help of the nonlinearization approach of eigenvalue problems, a new finite-dimensional Hamiltonian system on R2 nis obtained. A generating function approach is introduced to prove the involution of conserved integrals and its functional independence, and the Hamiltonian flows are straightened by introducing the Abel-Jacobi coordinates. At last, based on the principles of algebra curve, the quasi-periodic solutions for the corresponding equations are obtained by solving the ordinary differential equations and inversing the Abel-Jacobi coordinates.     

On the Solution of Min-sum-min Problems

One class of min-sum-min problems is discussed in the paper. Min-sum-min problems appear in a natural way in many applications (e.g., in cluster analysis, pattern recognition, classification theory etc.). Like min-max-min problems, min-sum-min problems represent a very important family of nonsmooth problems. Problems of this type can be treated by means of the existing tools of Nonsmooth Analysis. However, most of algorithms available provide a local minimizer only, since they are based on necessary conditions which are of local nature. In the paper it is proved that the original problem can be reduced to the problem of minimizing a finite number of sum-functions. A necessary condition for a global minimum and a sufficient condition for a local minimum are stated. The necessary condition is of nonlocal nature. An algorithm (so-called Exchange algorithm) for finding points, satisfying necessary conditions, is described. An ɛ-Exchange algorithm is formulated, allowing, in principle, to escape from a ‘shallow’ local minimizer. An example is presented to illustrate the results and algorithms. An application of the proposed algorithms to solving one clustering problem is also given. Numerical results are provided.AMS Subject Classification:90C30, 49J40.     

Finding Stationary Solutions of the Lindblad Equation by Analyzing the Entropy Production Functional

A necessary and sufficient condition is derived for a density operator to be a stationary solution for a certain class of Lindblad equations in the theory of open quantum systems. This condition is based on the properties of a functional that in some cases corresponds to entropy production. Examples are given where this condition is used to find stationary solutions.     

Regularization of optimal design problems for bars and plates,part 1

In this paper, we consider a number of optimal design problems for elastic bars and plates. The material characteristics of rigidity of an elastic nonhomogeneous medium are taken as the control variables. A linear functional of the solutions to the equilibrium boundary-value problem is minimized under additional restrictions upon the control variables.Special variations of the control within a narrow strip provide a necessary condition for a strong local minimum (Weierstrass test). This necessary condition can be used for the detailed analysis of the following problems: bar of extremal torsional rigidity; optimal distribution of isotropic material with variable shear modulus within a plate; and optimal orientation of principal axes of elasticity in an orthotropic plate. For all of these cases, the stationary solutions violate the Weierstrass test and therefore are not optimal. This is because, in the course of the approximation of the optimal solution, the curve dividing zones occupied by materials with different rigidities displays rapid oscillations sweeping over a two-dimensional region. Within this region, the material behaves as a composite medium assembled of materials of the initial class.     

Coordinatewise estimates for vector outputs of multivariable phase control systems

Two classes of multidimensional phase control systems with differentiable vector periodic functions are considered, the class of continuous systems described by ordinary differential equations and the class of discrete systems described by difference equations. The number of cycle slips for angular coordinates in phase systems with differentiable nonlinearities is studied. The study is based on the direct Lyapunov method and uses periodic Lyapunov functions, extensions of the phase space of the system, and the Yakubovich-Kalman lemma. This lemma provides necessary and sufficient conditions for the existence of Lyapunov functions by using the transfer matrix of the linear part of the system. As a result, for phase systems possessing global asymptotics, frequency criteria making it possible to sharpen estimates for the deviation of angular coordinates from their initial values are obtained. These criteria contain multiparameter frequency inequalities with variable parameters satisfying certain algebraic inequalities.     

Air traverse time in grain bins

To maintain the quality of cereal grains during storage, it is necessary to keep the grain cool and free from insects, and typical methods for dealing with these problems are considered in this paper. In particular the insect population is controlled by fumigating the grain bed with carbon dioxide gas and the grain is cooled by forcing ambient air through the bed. In both problems, the equations which describe the physical processes contain a mixture of advection and diffusion or conduction terms. This paper explores the relationship between traverse time and heat and mass transfer and gains an insight into the grain storage processes that are controlled by forced convection. When heat and mass transport is dominated by the advection terms, the equations are simplified by changing variables from the (x,y) space coordinates to (ψ,τ), where ψ is the stream function for the problem and the traverse time τ at a point in the storage bin is the time taken for the air to travel to the point from the inlet duct. The conditions are described for the equations to be independent of ψ, with the main condition being that the derivatives of the metrics g₁₁, g₁₂ and g₂₂ with respect to ψ are small enough. If the equations are independent of ψ then the dependent variable (concentration or temperature) will be constant on lines of constant traverse time τ. This relationship between traverse time and the cooling or fumigation pattern can be used in the design of storage bins since it implies that the best outlet surface is a line of constant τ.     

Large-scale geodetic least-squares adjustment by dissection and orthogonal decomposition

Very large-scale matrix problems currently arise in the context of accurately computing the coordinates of points on the surface of the earth. Here geodesists adjust the approximate values of these coordinates by computing least-squares solutions to large sparse systems of equations which result from relating the coordinates to certain observations such as distances or angles between points. The purpose of this paper is to suggest an alternative to the formation and solution of the normal equations for these least-squares adjustment problems. In particular, it is shown how a block-orthogonal decomposition method can be used in conjunction with a nested dissection scheme to produce an algorithm for solving such problems which combines efficient data management with numerical stability. The approach given here parallels somewhat the development of the natural factor formulation, by Argyris et al., for the use of orthogonal decomposition procedures in the finite-element analysis of structures. As an indication of the magnitude that these least-squares adjustment problems can sometimes attain, the forthcoming readjustment of the North American Datum in 1983 by the National Geodetic Survey is discussed. Here it becomes necessary to linearize and solve an overdetermined system of approximately 6,000,000 equations in 400,000 unknowns—a truly large scale matrix problem.     

Local Minimum Principle for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two

Necessary conditions in terms of a local minimum principle are derived for optimal control problems subject to index-2 differential-algebraic equations, pure state constraints, and mixed control-state constraints. Differential-algebraic equations are composite systems of differential equations and algebraic equations, which arise frequently in practical applications. The local minimum principle is based on the necessary optimality conditions for general infinite optimization problems. The special structure of the optimal control problem under consideration is exploited and allows us to obtain more regular representations for the multipliers involved. An additional Mangasarian-Fromowitz-like constraint qualification for the optimal control problem ensures the regularity of a local minimum. An illustrative example completes the article.The author thanks the referees for careful reading and helpful suggestions and comments.     

条件平均场随机微分方程的最优控制问题

作者研究了一个条件平均场随机微分方程的最优控制问题.这种方程和某些部分信息下的随机最优控制问题有关,并且可以看做是平均场随机微分方程的推广.作者以庞特里雅金最大值原理的形式给出最优控制满足的必要和充分条件.此外,文中给出一个线性二次最优控制问题来说明理论结果的应用.     

Using a Predictor-Corrector Scheme to Compute Navier-Stokes Equations in Three-Dimensional Spherical Coordinates

A new predictor-corrector difference scheme is described for solving the time-dependent Navier-Stokes equations in three-dimensional spherical coordinates. A boundary condition for the pressure is deduced by auxiliary velocity. A multigrid algorithm is employed in solving equations of the pressure. An example of application of this scheme is computed and its results are presented.     

Dynamic adaptation for parabolic equations

A dynamic adaptation method is presented that is based on the idea of using an arbitrary time-dependent system of coordinates that moves at a velocity determined by the unknown solution. Using some model problems as examples, the generation of grids that adapt to the solution is considered for parabolic equations. Among these problems are the nonlinear heat transfer problem concerning the formation of stationary and moving temperature fronts and the convection-diffusion problems described by the nonlinear Burgers and Buckley-Leverette equations. A detailed analysis of differential approximations and numerical results shows that the idea of using an arbitrary time-dependent system of coordinates for adapted grid generation in combination with the principle of quasi-stationarity makes the dynamic adaptation method universal, effective, and algorithmically simple. The universality is achieved due to the use of an arbitrary time-dependent system of coordinates that moves at a velocity determined by the unknown solution. This universal approach makes it possible to generate adapted grids for time-dependent problems of mathematical physics with various mathematical features. Among these features are large gradients, propagation of weak and strong discontinuities in nonlinear transport and heat transfer problems, and moving contact and free boundaries in fluid dynamics. The efficiency is determined by automatically fitting the velocity of the moving nodes to the dynamics of the solution. The close relationship between the adaptation mechanism and the structure of the parabolic equations allows one to automatically control the nodes’ motion so that their trajectories do not intersect. This mechanism can be applied to all parabolic equations in contrast to the hyperbolic equations, which do not include repulsive components. The simplicity of the algorithm is achieved due to the general approach to the adaptive grid generation, which is independent of the form and type of the differential equations.     

Forward differential dynamic programming

The dynamic programming formulation of the forward principle of optimality in the solution of optimal control problems results in a partial differential equation with initial boundary condition whose solution is independent of terminal cost and terminal constraints. Based on this property, two computational algorithms are described. The first-order algorithm with minimum computer storage requirements uses only integration of a system of differential equations with specified initial conditions and numerical minimization in finite-dimensional space. The second-order algorithm is based on the differential dynamic programming approach. Either of the two algorithms may be used for problems with nondifferentiable terminal cost or terminal constraints, and the solution of problems with complicated terminal conditions (e.g., with free terminal time) is greatly simplified.