计算最优控制辛数值方法

针对最优控制问题（OCP）的辛数值方法研究及应用进行综述。主要涉及内容包括,动力学系统为常微分方程描述的一般无约束、含不等式约束和状态时滞的最优控制问题,微分代数方程描述的一般无约束、含不等式约束和含切换系统的最优控制问题,以及闭环最优控制问题。从间接法和直接法两个求解框架出发,重点介绍本课题组在保辛算法方面的研究工作。在间接法框架下,首先基于生成函数和变分原理,将OCP保辛离散为非线性方程组,再数值求解方程组。在直接法框架下,将OCP保辛离散为有限维的非线性规划问题（NLP）,再数值求解。针对闭环最优控制问题,提出了保辛模型预测控制、滚动时域估计和瞬时最优控制算法。研究表明,保辛算法具有高精度和高效率的特点,在航空航天和机器人等领域有着广泛应用前景和价值。     

拟哈密顿系统非线性随机最优控制

主要介绍近十几年来拟哈密顿系统非线性随机最优控制理论方法及其应用的研究成果, 包括基于拟哈密顿系统随机平均法与随机动态规划原理的非线性随机最优控制基本策略, 即响应极小化控制、随机稳定化、首次穿越损坏最小化控制、以概率密度为目标的控制, 为将它们应用于工程实际而作的部分可观测系统最优控制、有界控制、时滞控制、半主动控制、极小极大控制的进一步研究, 以及综合考虑这些实际问题的非线性随机最优控制的综合策略, 非线性随机最优控制在滞迟系统、分数维系统等中的若干应用, 介绍与这些研究有关的背景, 并指出今后有待进一步研究的问题.     

变质量系统哈密顿正则方程和哈密顿原理

从理想完整约束变质量系统的拉格朗日方程出发,导出了这种系统的哈密顿正则方程．从理想约束系统动力学普遍方程出发,导出了理想约束变质量系统哈密顿原理．     

多尺度法的设解形式之探讨

当采用多尺度法研究非线性振动问题时，经常会遇到不同情形下系统响应的设解形式不同的问题，不同的设解形式得到的结果是否相同，用哪种设解形式更为好一些，在其他文献中尚未见到有关讨论．本文针对一类具有平方和立方非线性项的单自由度和多自由度非线性系统，得到不同设解形式下的一次近似解和二次近似解，并与数值解相比较，发现两种设解形式的近似解与数值仿真解的解曲线吻合的很好，表明传统的各种设解形式在研究弱非线性系统时都有很好的近似性。     

哈密顿系统正则变换在时变最优控制中的应用

利用哈密顿系统正则变换和生成函数理论求解线性时变最优控制问题,构造了新的最优控制律形式并提出了控制增益计算的保结构算法. 利用生成函数求解最优控制导出的哈密顿系统两端边值问题,并构造线性时变系统的最优控制律,由第2类生成函数所构造的最优控制律避免了末端时刻出现无穷大反馈增益. 控制系统设计中需求解生成函数满足的时变矩阵微分方程组. 根据生成函数与哈密顿系统状态转移矩阵之间的关系,从正则变换的辛矩阵描述出发,导出了求解这组微分方程组的保结构递推算法.为了保持递推计算中的辛矩阵结构,哈密顿系统状态转移矩阵的计算中利用了Magnus级数.      

保守系统弱非线性振动问题的插值摄动解法

用插值摄动法求得了一类保守系统奇次弱非线性振动问题的一级近似解，精度好，甚至比多尺度法还更好，计算过程简单。     

FPK方程的近似闭合解

讨论了FPK方程的近似闭合解问题。假设FPK方程的解具有指数多项式的形式，利用比较系数的方法确定其中待定的常数。计算表明，本方法适用于强非线性系统，在特殊情形下还能求出原方程的精确解。     

求解非线性方程组Newton—PCG并行算法

基于向量机（Ｖｅｃｔｏｒ Ｃｏｍｐｕｔｅｒ），应用二次迭代法和不完全的Ｃｈｏｌｅｓｋｉ不塞入分解原理，建立了求解非线性方程组的Ｎｅｗｔｏｎ－ＰＣＧ并行算法。     

Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems

In this paper two different control strategies designed to alleviate the response of quasi partially integrable Hamiltonian systems subjected to stochastic excitation are proposed. First, by using the stochastic averaging method for quasi partially integrable Hamiltonian systems, an n-DOF controlled quasi partially integrable Hamiltonian system with stochastic excitation is converted into a set of partially averaged Itô stochastic differential equations. Then, the dynamical programming equation associated with the partially averaged Itô equations is formulated by applying the stochastic dynamical programming principle. In the first control strategy, the optimal control law is derived from the dynamical programming equation and the control constraints without solving the dynamical programming equation. In the second control strategy, the optimal control law is obtained by solving the dynamical programming equation. Finally, both the responses of controlled and uncontrolled systems are predicted through solving the Fokker-Plank-Kolmogorov equation associated with fully averaged Itô equations. An example is worked out to illustrate the application and effectiveness of the two proposed control strategies.     

由哈密顿原理导出Navier-Stokes方程

本文用分析力学中的哈密顿原理导出了Nav-ierStokes 方程,并给出了连续介质的拉格朗日方程.     

On the nonlinear stability of a truncated shallow spherical shell under a concentrated load

In this paper, the axisymmetric nonlinear stability of a clamped truncated shallow spherical shell with a nondeformable rigid body at the center under a concentrated load is investigated by use of the modified iteration method. The analytic formulas of second approximation for determining the upper and lower critical buckling loads are obtained. This paper was read at The Third East China Symposium on Solid Mechanics, Jiuhuashan, October, 1986.     

基于对偶变量变分原理和两端位移独立变量的保辛方法

将广义位移和动量同时用拉格朗日多项式近似,并选择积分区间两端位移为独立变量,然后基于对偶变量变分原理导出了哈密顿系统的离散正则变换和对应的数值积分保辛算法。当位移和动量的拉格朗日多项式近似阶数满足一定条件时,可以自然导出保辛算法的不动点格式。通过数值算例分析了位移和动量采用不同阶次插值所需最少Gauss积分点个数,并讨论了位移插值阶数、动量插值阶数以及Gauss积分点个数对保辛算法精度的影响,说明了上述不动点格式恰好是一种最优格式。     

The optimal control variational principle and finite elements analysis for viscoplastic dynamics

This paper presents the optimal control variational principle for Perzyna model which is one of the main constitutive relation of viscoplasticity in dynamics. And it could also be transformed to solve the parametric quadratic programming problem. The FEM form of this problem and its implementation have also been discussed in the paper.     

Step-like contrast structure for class of nonlinear singularly perturbed optimal control problem

The step-like contrast structure for a class of nonlinear singularly perturbed optimal control problems is considered. The existence of the step-like contrast structure for the singularly perturbed optimal control problem is proved by equivalence, which is based on the necessary conditions. The authors not only give the conditions under which there exists a step-like contrast structure, but also determine where the internal transition time is. Meanwhile, the uniformly valid asymptotic expansion of the step-like contrast structure solution is constructed by the direct scheme method. Finally, an example is presented to show the result.     

Symplectic analysis for wave propagation in one-dimensional nonlinear periodic structures

The wave propagation problem in the nonlinear periodic mass-spring structure chain is analyzed using the symplectic mathematical method. The energy method is used to construct the dynamic equation, and the nonlinear dynamic equation is linearized using the small parameter perturbation method. Eigen-solutions of the symplectic matrix are used to analyze the wave propagation problem in nonlinear periodic lattices. Nonlinearity in the mass-spring chain, arising from the nonlinear spring stiffness effect, has profound effects on the overall transmission of the chain. The wave propagation characteristics are altered due to nonlinearity, and related to the incident wave intensity, which is a genuine nonlinear effect not present in the corresponding linear model. Numerical results show how the increase of nonlinearity or incident wave amplitude leads to closing of transmitting gaps. Comparison with the normal recursive approach shows effectiveness and superiority of the symplectic method for the wave propagation problem in nonlinear periodic structures.     

基于对偶变量变分原理的完整约束系统保辛算法

基于对偶变量变分原理,选择积分区间两端位移为独立变量,构造了求解完整约束哈密顿动力系统的高阶保辛算法。首先,利用拉格朗日多项式对作用量中的位移、动量及拉格朗日乘子进行近似;然后,对作用量中不包含约束的积分项采用Gauss积分近似,对作用量中包含约束的积分项采用Lobatto积分近似,从而得到近似作用量;最后,在此近似作用量的基础上,利用对偶变量变分原理,将求解完整约束哈密顿动力系统问题转化为一组非线性方程组的求解。算法具有保辛性和高阶收敛性,能够在位移的插值点处高精度地满足完整约束。算法的收敛阶数及数值性质通过数值算例验证。     

A multi-objective optimal PID control for a nonlinear system with time delay

It is generally difficult to design feedback controls of nonlinear systems with time delay to meet time domain specifications such as rise time, overshoot, and tracking error. Furthermore, these time domain specifications tend to be conflicting to each other to make the control design even more challenging. This paper presents a cell mapping method for multi-objective optimal feedback control design in time domain for a nonlinear Duffing system with time delay. We first review the multi-objective optimization problem and its formulation for control design. We then introduce the cell mapping method and a hybrid algorithm for global optimal solutions. Numerical simulations of the PID control are presented to show the features of the multi-objective optimal design.     

A computational method on process optimal control for finite deformation problems

On the principle of non-incremental algorithm, some basic ideas of process optimal control iterative algorithm, based on the Optimal Control Variational Principle in Mechanics, is proposed in this paper. Then the essential governing equations are presented. This work provides a new method to achieve the numerical solutions of the mechanic of finite deformation. Project supported by the National Natural Science Foundation of China (Grant No. 594305050).     

Parametric variational solution of linear-quadratic optimal control problems with control inequality constraints

A parametric variational principle and the corresponding numerical algo- rithm are proposed to solve a linear-quadratic （LQ） optimal control problem with control inequality constraints. Based on the parametric variational principle, this control prob- lem is transformed into a set of Hamiltonian canonical equations coupled with the linear complementarity equations, which are solved by a linear complementarity solver in the discrete-time domain. The costate variable information is also evaluated by the proposed method. The parametric variational algorithm proposed in this paper is suitable for both time-invariant and time-varying systems. Two numerical examples are used to test the validity of the proposed method. The proposed algorithm is used to astrodynamics to solve a practical optimal control problem for rendezvousing spacecrafts with a finite low thrust. The numerical simulations show that the parametric variational algorithm is ef- fective for LQ optimal control problems with control inequality constraints.