Localization of the discontinuity line of the right-hand side of a differential equation

We propose a new approach to studying the inverse problems for differential equations with constant coefficients. Its application is illustrated by an example of some partial differential equation with three independent variables. The right-hand side of the equation is assumed to be a function discontinuous in spatial variables. In the inverse problem, it is required to find some hull containing the discontinuity line of the right-hand side. An algorithm for constructing such a hull is obtained: It is a square whose sides are tangent to the discontinuity line.     

Maximum and minimum solutions for nonlinear parabolic problems with discontinuities

In this paper we examine nonlinear parabolic problems with a discontinuous right hand side. Assuming the existence of an upper solution φ and a lower solution ψ such that ψ ≤ φ, we establish the existence of a maximum and a minimum solution in the order interval [ψ, φ]. Our approach does not consider the multivalued interpretation of the problem, but a weak one side “Lipschitz” condition on the discontinuous term. By employing a fixed point theorem for nondecreasing maps, we prove the existence of extremal solutions in [ψ, φ for the original single valued version of the problem.     

Jumps of the fundamental solution matrix in discontinuous systems and applications

This paper deals with differential equations with discontinuous right-hand side. The concept of a solution for a discontinuous system is defined on the basis of differential inclusions using Filippov’s method. We study in particular the behaviour of solutions crossing a discontinuity surface transversally. A formula characterizing jumps of the fundamental solution matrix is derived. As an application of it, the concept of Poincaré mapping is defined for such systems.     

Inverse Jacobi multipliers

Inverse Jacobi multipliers are a natural generalization of inverse integrating factors ton-dimensional dynamical systems. In this paper, the corresponding theory is developed from its beginning in the formal methods of integration of ordinary differential equations and the “last multiplier” of K. G. Jacobi. We explore to what extent the nice properties of the vanishing set of inverse integrating factors are preserved in then -dimensional case. In particular, vanishing on limit cycles (in restricted sense) of an inverse Jacobi multiplier is proved by resorting to integral invariants. Extensions of known constructions of inverse integrating factors by means of power series, local Lie Groups and algebraic solutions are provided for inverse Jacobi multipliers as well as a suitable generalization of the concept to systems with discontinuous right-hand side.     

On the “bang-bang” principle for nonlinear evolution inclusions

We establish the existence of extreme solutions for a class of nonlinear evolution inclusions with non-convex right-hand side defined on an evolution triple of Banach spaces. Then we show that extreme solutions which belong to the solution set of the original system are in fact dense in the solutions of the system with convexified right-hand side. Subsequently we use this density result to derive nonlinear and infinite-dimensional version of the “bang-bang” principle for control systems. An example of a nonlinear parabolic distributed parameter system is also worked out in detail. Received November 21, 1997     

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.     

On the asymptotic stability of discontinuous systems analysed via the averaging method

The averaging method is one of the most powerful methods used to analyse differential equations appearing in the study of nonlinear problems. The idea behind the averaging method is to replace the original equation by an averaged equation with simple structure and close solutions. A large number of practical problems lead to differential equations with discontinuous right-hand sides. In a rigorous theory of such systems, developed by Filippov, solutions of a differential equation with discontinuous right-hand side are regarded as being solutions to a special differential inclusion with upper semi-continuous right-hand side. The averaging method was studied for such inclusions by many authors using different and rather restrictive conditions on the regularity of the averaged inclusion. In this paper we prove natural extensions of Bogolyubov’s first theorem and the Samoilenko-Stanzhitskii theorem to differential inclusions with an upper semi-continuous right-hand side. We prove that the solution set of the original differential inclusion is contained in a neighbourhood of the solution set of the averaged one. The extension of Bogolyubov’s theorem concerns finite time intervals, while the extension of the Samoilenko-Stanzhitskii theorem deals with solutions defined on the infinite interval. The averaged inclusion is defined as a special upper limit and no additional condition on its regularity is required.     

Taylor series method for dynamical systems with control: Convergence and error estimates

To optimize a complicated function constructed from a solution of a system of ordinary differential equations (ODEs), it is very important to be able to approximate a solution of a system of ODEs very precisely. The precision delivered by the standard Runge-Kutta methods often is insufficient, resulting in a “noisy function” to optimize. We consider an initial-value problem for a system of ordinary differential equations having polynomial right-hand sides with respect to all dependent variables. First we show how to reduce a wide class of ODEs to such polynomial systems. Using the estimates for the Taylor series method, we construct a new “aggregative” Taylor series method and derive guaranteed a priori step-size and error estimates for Runge-Kutta methods of order r. Then we compare the 8,13-Prince-Dormand’s, Taylor series, and aggregative Taylor series methods using seven benchmark systems of equations, including van der Pol’s equations, the “brusselator,” equations of Jacobi’s elliptic functions, and linear and nonlinear stiff systems of equations. The numerical experiments show that the Taylor series method achieves the best precision, while the aggregative Taylor series method achieves the best computational time. The final section of this paper is devoted to a comparative study of the above numerical integration methods for systems of ODEs describing the optimal flight of a spacecraft from the Earth to the Moon. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 24, Dynamical Systems and Optimization, 2005.     

Differential variational inequalities

This paper introduces and studies the class of differential variational inequalities (DVIs) in a finite-dimensional Euclidean space. The DVI provides a powerful modeling paradigm for many applied problems in which dynamics, inequalities, and discontinuities are present; examples of such problems include constrained time-dependent physical systems with unilateral constraints, differential Nash games, and hybrid engineering systems with variable structures. The DVI unifies several mathematical problem classes that include ordinary differential equations (ODEs) with smooth and discontinuous right-hand sides, differential algebraic equations (DAEs), dynamic complementarity systems, and evolutionary variational inequalities. Conditions are presented under which the DVI can be converted, either locally or globally, to an equivalent ODE with a Lipschitz continuous right-hand function. For DVIs that cannot be so converted, we consider their numerical resolution via an Euler time-stepping procedure, which involves the solution of a sequence of finite-dimensional variational inequalities. Borrowing results from differential inclusions (DIs) with upper semicontinuous, closed and convex valued multifunctions, we establish the convergence of such a procedure for solving initial-value DVIs. We also present a class of DVIs for which the theory of DIs is not directly applicable, and yet similar convergence can be established. Finally, we extend the method to a boundary-value DVI and provide conditions for the convergence of the method. The results in this paper pertain exclusively to systems with “index” not exceeding two and which have absolutely continuous solutions. The work of J.-S. Pang is supported by the National Science Foundation under grants CCR-0098013 CCR-0353074, and DMS-0508986, by a Focused Research Group Grant DMS-0139715 to the Johns Hopkins University and DMS-0353016 to Rensselaer Polytechnic Institute, and by the Office of Naval Research under grant N00014-02-1-0286. The work of D. E. Stewart is supported by the National Science Foundation under a Focused Research Group grant DMS-0138708.     

Control of singular distributed parabolic systems with discontinuous nonlinearities

We present the statement of control problems for singular distributed parabolic systems with discontinuous nonlinearties. Sufficient conditions for the existence of the optimal “control-state” pair are established under the assumption that the set of admissible “control-state” pairs is nonempty. The problem of existence of serniregular solutions is studied for the equation of state of a distributed system. It is not assumed that the nonlinearity of this equation increases sublinearly in the phase variable or possesses a bounded variation on any segment of the straight line. Chelyabinsk University, Chelyabinsk. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 6, pp. 729–736, June, 1994.     

Solvability of a multivalued filtering problem in a heterogeneous environment with a distributed source

In this paper we formulate a generalized filtering problem in a heterogeneous environment in the presence of a source distributed along a line. Incompressible fluids obey a multivalued law with a linear growth at infinity. In this study we use the additive singularity extraction in the right-hand side of the problem constraint. We represent the pressure field as the sum of a known solution to a certain linear problem and an unknown “additive term”. We reduce the problem under consideration to a variational inequality of the second kind in a Hilbert space (with respect to the mentioned “additive term”) and prove its solvability.     

On Singular Points of Equations of Mechanics

A system of ordinary differential equations whose right-hand side has no limit at some singular point is considered. This situation is typical of mechanical systems with Coulomb friction in a neighborhood of equilibrium. The existence and uniqueness of solutions to the Cauchy problem is analyzed. A key property is that the phase curve reaches the singular point in a finite time. It is shown that the subsequent dynamics depends on the extension of the vector field to the singular point according to the physical interpretation of the problem: systems coinciding at all point, except for the singular one, can have different solutions. Uniqueness conditions are discussed.     

Asymptotics of the solution to a stationary piecewise-smooth reaction-diffusion equation with a multiple root of the degenerate equation

A piecewise-smooth second-order singularly perturbed differential equation whose right-hand side is a nonlinear function with a discontinuity on some curve is investigated. This is a new class of problems in the case where the degenerate equation has a multiple root on the left-hand side of the curve which separates the domain and an isolated root on the right-hand side of that curve. The asymptotics of a solution with an internal layer near a point on the discontinuous curve and the transition point is constructed. The method to construct the internal layer function is proposed. The behavior of the solution in the internal layer consisting of four zones essentially differs from the case of isolated roots. For sufficiently small parameter values, the existence of a smooth solution with an internal layer from the multiple root of the degenerate equation to the isolated root in the neighborhood of a point on the discontinuous curve is proved. The method can be shown to be effective in the given example.     

Hyperbolic balance laws: Riemann invariants and the generalized Riemann problem

The Generalized Riemann Problem (GRP) for a nonlinear hyperbolic system of m balance laws (or alternatively “quasi-conservative” laws) in one space dimension is now well-known and can be formulated as follows: Given initial-data which are analytic on two sides of a discontinuity, determine the time evolution of the solution at the discontinuity. In particular, the GRP numerical scheme (second-order high resolution) is based on an analytical evaluation of the first time derivative. It turns out that this derivative depends only on the first-order spatial derivatives, hence the initial data can be taken as piecewise linear. The analytical solution is readily obtained for a single equation (m = 1) and, more generally, if the system is endowed with a complete (coordinate) set of Riemann invariants. In this case it can be “diagonalized” and reduced to the scalar case. However, most systems with m > 2 do not admit such a set of Riemann invariants. This paper introduces a generalization of this concept: weakly coupled systems (WCS). Such systems have only “partial set” of Riemann invariants, but these sets are weakly coupled in a way which enables a “diagonalized” treatment of the GRP. An important example of a WCS is the Euler system of compressible, nonisentropic fluid flow (m = 3). The solution of the GRP discussed here is based on a careful analysis of rarefaction waves. A “propagation of singularities” argument is applied to appropriate Riemann invariants across the rarefaction fan. It serves to “rotate” initial spatial slopes into “time derivative”. In particular, the case of a “sonic point” is incorporated easily into the general treatment. A GRP scheme based on this solution is derived, and several numerical examples are presented. Special attention is given to the “acoustic approximation” of the analytical solution. It can be viewed as a proper linearization (different from the approach of Roe) of the nonlinear system. The resulting numerical scheme is the simplest (second-order, high-resolution) generalization of the Godunov scheme.     

Coulomb damping

Viscous damping is commonly discussed in beginning differential equations and physics texts but dry friction or Coulomb friction is not despite dry friction being encountered in many physical applications. One reason for avoiding this topic is that the equations involve a jump discontinuity in the damping term. In this article, we adopt an energy approach which permits a general discussion on how to investigate trajectories for second-order differential equations representing mechanical vibration models having dry friction. This approach is suitable for classroom discussion and computer laboratory investigation in beginning courses, hence introduction of dry friction need not be delayed for more advanced courses in mechanics or modelling. Our method is applied to a harmonic oscillator example and a pendulum model. One advantage of this method is that the values of the maximum deflections of a solution can be calculated without solving the differential equation either analytically or numerically, a technique that depends on only the initial conditions.     

The Lagrange method for the regularization of discrete ill-posed problems

In many science and engineering applications, the discretization of linear ill-posed problems gives rise to large ill-conditioned linear systems with the right-hand side degraded by noise. The solution of such linear systems requires the solution of minimization problems with one quadratic constraint, depending on an estimate of the variance of the noise. This strategy is known as regularization. In this work, we propose a modification of the Lagrange method for the solution of the noise constrained regularization problem. We present the numerical results of test problems, image restoration and medical imaging denoising. Our results indicate that the proposed Lagrange method is effective and efficient in computing good regularized solutions of ill-conditioned linear systems and in computing the corresponding Lagrange multipliers. Moreover, our numerical experiments show that the Lagrange method is computationally convenient. Therefore, the Lagrange method is a promising approach for dealing with ill-posed problems. This work was supported by the Italian FIRB Project “Parallel algorithms and Nonlinear Numerical Optimization” RBAU01JYPN.     

The invariance principle for nonautonomous differential equations with discontinuous right-hand side

We study limit differential inclusions for nonautonomous differential equations with discontinuous right-hand side and Filippov solutions. Using Lyapunov functions with derivatives of constant sign, we establish an analog of LaSalle’s invariance principle. We study differential equations with either measurable or piecewise continuous right-hand side.     

Asymptotics of a solution of a discontinuous singularly perturbed Cauchy problem

We construct the asymptotic expansion of a solution of the Cauchy problem for a singularly perturbed system of differential equations whose right-hand side is discontinuous on a certain surface. We consider the case where the surface of discontinuity is crossed and estimate the remainder of the constructed asymptotic expansion.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 11, pp. 1502–1508, November, 1994.The present work was supported by the Ukrainian State Committee on Science and Technology.     

“Rescale and modify” implementation of IRKS methods

In this paper, we implement the “rescale and modify” approach in variable step size mode with both fixed and variable orders for stiff and nonstiff ODEs. A comparison of this approach and the “rescale” approach from the point of stability behavior and also step size and order selection provides very interesting results. To illustrate the efficiency of the method we have considered some standard test problems and report very useful tables and figures for step size and order changes, number of rejected or accepted steps, and also global error. As an optimal implementation, the numerical experiments suggest the application of this approach with both fixed and variable orders for nonstiff, and in variable order for stiff ODEs.     

On periodic solutions of ordinary differential equations with discontinuous right-hand side

A new version of the method of translation along trajectories, which does not require the uniqueness of the solution of the Cauchy problem, is applied to the proof of the existence theorem for vector-valued periodic solutions of ordinary differential equations of first and second order. This result is applicable to equations and differential inclusions with discontinuous right-hand side. Several applications of the theorems proved in this paper are considered in cases which are not covered by the classical theory of ordinary differential equations with continuous right-hand side and equations with right-hand side satisfying the Carathéodory conditions.