Error Estimates for Discretized Quantum Stochastic Differential Inclusions

Abstract

This paper is concerned with the error estimates involved in the solution of a discrete approximation of a quantum stochastic differential inclusion (QSDI). Our main results rely on certain properties of the averaged modulus of continuity for multivalued sesquilinear forms associated with QSDI. We obtained results concerning the estimates of the Hausdorff distance between the set of solutions of the QSDI and the set of solutions of its discrete approximation. This extends the results of Dontchev and Farkhi Dontchev, A.L.; Farkhi, E.M. (Error estimates for discre‐ tized differential inclusions. Computing 1989, 41, 349–358) concerning classical differential inclusions to the present noncommutative quantum setting involving inclusions in certain locally convex space.     

Optimization of Mayer Problem with Sturm–Liouville-Type Differential Inclusions

The present paper studies a new class of problems of optimal control theory with Sturm–Liouville-type differential inclusions involving second-order linear self-adjoint differential operators. Our main goal is to derive the optimality conditions of Mayer problem for differential inclusions with initial point constraints. By using the discretization method guaranteeing transition to continuous problem, the discrete and discrete-approximation inclusions are investigated. Necessary and sufficient conditions, containing both the Euler–Lagrange and Hamiltonian-type inclusions and “transversality” conditions are derived. The idea for obtaining optimality conditions of Mayer problem is based on applying locally adjoint mappings. This approach provides several important equivalence results concerning locally adjoint mappings to Sturm–Liouville-type set-valued mappings. The result strengthens and generalizes to the problem with a second-order non-self-adjoint differential operator; a suitable choice of coefficients then transforms this operator to the desired Sturm–Liouville-type problem. In particular, if a positive-valued, scalar function specific to Sturm–Liouville differential inclusions is identically equal to one, we have immediately the optimality conditions for the second-order discrete and differential inclusions. Furthermore, practical applications of these results are demonstrated by optimization of some “linear” optimal control problems for which the Weierstrass–Pontryagin maximum condition is obtained.     

Transversality condition and optimization of higher order ordinary differential inclusions

In the present paper, a Bolza problem of optimal control theory with a fixed time interval given by convex and nonconvex second-order differential inclusions (P_H) is studied. Our main goal is to derive sufficient optimality conditions for Cauchy problem of sth-order differential inclusions. The sufficient conditions including distinctive transversality condition are proved incorporating the Euler–Lagrange and Hamiltonian type inclusions. The basic concepts involved in obtaining optimality conditions are the locally adjoint mappings. Furthermore, the application of these results is demonstrated by solving the problems with third-order differential inclusions.     

Differential mixed variational inequalities in finite dimensional spaces

In this paper, we introduce and study a class of differential mixed variational inequalities in finite dimensional Euclidean spaces. Under various conditions, we obtain linear growth and bounded linear growth of the solution set for the mixed variational inequalities. Moreover, we present some conclusions which enrich the literature on the mixed variational inequalities and generalize the corresponding results of [4]. In particular we prove existence theorems for weak solutions of a differential mixed variational inequality in the weak sense of Carathéodory by using a result on differential inclusions involving an upper semicontinuous set-valued map with closed convex values. Also by employing the results from differential inclusions we establish a convergence result on Euler time-dependent procedure for solving initial-value differential mixed variational inequalities.     

Homogeneous feedback design of differential inclusions based on control Lyapunov functions

This paper is concerned with the stabilization of differential inclusions. By using control Lyapunov functions, a design method of homogeneous controllers for differential equation systems is first addressed. Then, the design method is developed to two classes of differential inclusions without uncertainties: homogeneous differential inclusions and nonhomogeneous ones. By means of homogeneous domination theory, a homogeneous controller for differential inclusions with uncertainties is constructed. Comparing to the existing results in the literature, an improved formula of homogeneous controllers is proposed, and the difficulty of the controller design for uncertain differential inclusions is reduced. Finally, two simulation examples are given to verify the preset design.     

Tight Bounds for Averaging Multi-Frequency Differential Inclusions,Applied to Control Systems

We present new tight bounds for averaging differential inclusions, which we apply to multi-frequency inclusions consisting of a sum of time periodic set-valued mappings. For this family of inclusions we establish a tight estimate of order O (??) on the approximation error. These results are then applied to control systems consisting of a sum of time-periodic functions.     

Exponential Formula for the Reachable Sets of Quantum Stochastic Differential Inclusions

We establish an exponential formula for the reachable sets of quantum stochastic differential inclusions (QSDI) which are locally Lipschitzian with convex values. Our main results partially rely on an auxilliary result concerning the density, in the topology of the locally convex space of solutions, of the set of trajectories whose matrix elements are continuously differentiable. By applying the exponential formula, we obtain results concerning convergence of the discrete approximations of the reachable set of the QSDI. This extends similar results of Wolenski[20] Wolenski, P.R. 1990. The exponential formula for the reachable set of a Lipschitz differential inclusion. SIAM J. Control Optim., 28(5): 1148–1161.  [Google Scholar] for classical differential inclusions to the present noncommutative quantum setting.     

On a Multivalued Version of the Sharkovskii Theorem and Its Application to Differential Inclusions, II

A multivalued version of the celebrated Sharkovskii theorem is established which is applicable to differential equations and inclusions for obtaining subharmonic periodic solutions. The results in our earlier paper (Set-Valued Anal. 10(1) (2002), 1–14) are completed to a sharp form. A multivalued analogue of the Levinson transformation theory (dissipativity implies the existence of harmonics) is stated.Mathematics Subject Classifications (2000) 34A60, 34C25, 47H04, 58C06.Jan Andres: Supported by the Council of Czech Goverment (J14/98:153100011) and by the grant No. 201-00-0768 of the Grant Agency of Czech Republic.     

Harish–Chandra homomorphisms and symplectic reflection algebras for wreath-products

The main result of the paper is a natural construction of the spherical subalgebra in a symplectic reflection algebra associated with a wreath-product in terms of quantum hamiltonian reduction of an algebra of differential operators on a representation space of an extended Dynkin quiver. The existence of such a construction has been conjectured in [EG]. We also present a new approach to reflection functors and shift functors for generalized preprojective algebras and symplectic reflection algebras associated with wreath-products. To Joseph Bernstein on the occasion of his 60th birthday     

A note on the Euler–Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient

It is shown that the Euler–Maruyama scheme applied to a stochastic differential equation with a discontinuous monotone drift coefficient, such as a Heaviside function, and additive noise converges strongly to a solution of the stochastic differential equation with the same initial condition. The proof uses upper and lower solutions of the stochastic differential equations and the Euler–Maruyama scheme. AMS subject classification (2000) 60H10, 60H20, 60H30     

Periodic solutions of linear impulsive differential inclusions

We establish sufficient conditions for the existence of periodic R-solutions of linear differential inclusions with impulses at fixed times. Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 60, No. 9, pp. 1287–1296, September, 2008.     

Discretizations of Linear Elliptic Partial Differential Inclusions

Differential inclusions provide a suitable framework for modelling choice and uncertainty. In finite dimensions, the theory of ordinary differential inclusions and their numerical approximations is well-developed, whereas little is known for partial differential inclusions, which are the deterministic counterparts of stochastic partial differential equations.

The aim of this article is to analyze strategies for the numerical approximation of the solution set of a linear elliptic partial differential inclusion. The geometry of its solution set is studied, numerical methods are proposed, and error estimates are provided.     

Banach空间中微分包含解的存在性*

本文在无穷维Banach空间中讨论微分包含解的存在性,先给出了几个普通微分包含的比较定理,讨论了近似解与解的关系,然后得到了Banach空间中微分包含解的存在性定理.     

Multivalent guiding function in a problem on existence of periodic solutions of some classes of differential inclusions

We propose to use the multivalent guiding function for the study of periodic solutions of some classes of differential inclusions. More precisely, we consider the periodic problem for nonlinear systems described by differential inclusions with both convex and nonconvex right-hand side. The latter include differential inclusions with a regular right-hand side. Note that the class of regular multimaps is wide enough. It includes, for example, bounded almost lower semicontinuous multimaps with compact values.     

On integro‐differential inclusions with operator‐valued kernels

We study integro‐differential inclusions in Hilbert spaces with operator‐valued kernels and give sufficient conditions for the well‐posedness. We show that several types of integro‐differential equations and inclusions are covered by the class of evolutionary inclusions, and we therefore give criteria for the well‐posedness within this framework. As an example, we apply our results to the equations of visco‐elasticity and to a class of nonlinear integro‐differential inclusions describing phase transition phenomena in materials with memory. Copyright © 2014 John Wiley & Sons, Ltd.     

微分包含的周期生存轨道

对微分包含的周期生存轨道进行了研究讨论。首先给出微分包含生存问题的一约化性质;然后,利用投影微分包含的方法给出有限维空间中微分包含的周期生存轨道的一个存在性结果;在此基础上,利用Galerkin逼近方法得到Hilbert空间中偏微分包含周期生存轨道的存在性定理。     

Optimization of Second-Order Discrete Approximation Inclusions

The present article studies the approximation of the Bolza problem of optimal control theory with a fixed time interval given by convex and non-convex second-order differential inclusions (P _C ). Our main goal is to derive necessary and sufficient optimal conditions for a Cauchy problem of second-order discrete inclusions (P _D ). As a supplementary problem, discrete approximation problem (P _DA ) is considered. Necessary and sufficient conditions, including distinctive transversality, are proved by incorporating the Euler-Lagrange and Hamiltonian type of inclusions. The basic concept of obtaining optimal conditions is the locally adjoint mappings (LAM) and equivalence theorems, one of the most characteristic features of such approaches with the second-order differential inclusions that are peculiar to the presence of equivalence relations of LAMs. Furthermore, the application of these results are demonstrated by solving some non-convex problem with second-order discrete inclusions.     

Fixed points for mixed monotone multivalued operators in Banach spaces with applications

In this paper, the existence and iterative approximation of fixed points for a class of systems of mixed monotone multivalued operator are discussed. We present some new fixed point theorems of mixed monotone operators and increasing operators which need not be continuous or satisfy a compactness condition. We also give some applications to differential inclusions with discontinuous right hand side in Banach spaces and to Hammerstein integral inclusions on RN.     

On Periodic Viable Solutions of Differential Inclusions

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Relaxation Results for Hybrid Inclusions

The Filippov–Wa?ewski relaxation theorem describes when the set of solutions to a differential inclusion is dense in the set of solutions to the relaxed (convexified) differential inclusion. This paper establishes relaxation results for a broad range of hybrid systems which combine differential inclusions, difference inclusions, and constraints on the continuous and discrete motions induced by these inclusions. The relaxation results are used to deduce continuous dependence on initial conditions of the sets of solutions to hybrid systems.