Numerical solution of a nonlinear time-optimal control problem

Nonlinear systems with a stationary (i.e., explicitly time independent) right-hand side are considered. For time-optimal control problems with such systems, an iterative method is proposed that is a generalization of one used to solve nonlinear time-optimal control problems for systems divided by phase states and controls. The method is based on constructing finite sequences of simplices with their vertices lying on the boundaries of attainability domains. Assuming that the system is controllable, it is proved that the minimizing sequence converges to an ɛ-optimal solution after a finite number of iterations. A pair {T, u(·)} is called an ɛ-optimal solution if |T − T _opt| − ɛ, where T _opt is the optimal time required for moving the system from the initial state to the origin and u is an admissible control that moves the system to an ɛ-neighborhood of the origin over the time T.     

Optimal operating strategy for a long-haul liner service route

This paper proposes an optimal operating strategy problem arising in liner shipping industry that aims to determine service frequency, containership fleet deployment plan, and sailing speed for a long-haul liner service route. The problem is formulated as a mixed-integer nonlinear programming model that cannot be solved efficiently by the existing solution algorithms. In view of some unique characteristics of the liner shipping operations, this paper proposes an efficient and exact branch-and-bound based ε-optimal algorithm. In particular, a mixed-integer nonlinear model is first developed for a given service frequency and ship type; two linearization techniques are subsequently presented to approximate this model with a mixed-integer linear program; and the branch-and-bound approach controls the approximation error below a specified tolerance. This paper further demonstrates that the branch-and-bound based ε-optimal algorithm obtains a globally optimal solution with the predetermined relative optimality tolerance ε in a finite number of iterations. The case study based on an existing long-haul liner service route shows the effectiveness and efficiency of the proposed solution method.     

A global minimization algorithm for a class of one-dimensional functions

An algorithm is developed for finding the global minimum of a continuously differentiable function on a compact interval in R₁. The function is assumed to be the sum of a convex and a concave function, each of which belongs to C¹[a, b]. Any one-dimensional function with a bounded second derivative can be so written and, therefore, such functions generally have many local minima. The algorithm utilizes the structure of the objective to produce an ?-optimal solution by a sequence of simple one-dimensional convex programs.     

An ε-sensitivity analysis in the primal–dual interior point method

This paper presents a method of sensitivity analysis on the cost coefficients and the right-hand sides for most variants of the primal–dual interior point method. We first define an ε-optimal solution to describe the characteristics of the final solution obtained by the primal–dual interior point method. Then an ε-sensitivity analysis is defined to determine the characteristic region where the final solution remains the ε-optimal solution as a cost coefficient or a right-hand side changes. To develop the method of ε-sensitivity analysis, we first derive the expressions for the final solution from data which are commonly maintained in most variants of the primal–dual interior point method. Then we extract the characteristic regions on the cost coefficients and the right-hand sides by manipulating the mathematical expressions for the final solution. Finally, we show that in the nondegenerate case, the characteristic regions obtained by ε-sensitivity analysis are convergent to those obtained by sensitivity analysis in the simplex algorithm.     

Optimal Consumption in a Brownian Model with Absorption and Finite Time Horizon

We construct ?-optimal strategies for the following control problem: Maximize $\mathbb {E}[ \int_{[0,\tau)}e^{-\beta s}\,dC_{s}+e^{-\beta\tau}X_{\tau}]$ , where X _t =x+μt+σW _t ?C _t , τ≡inf{t>0|X _t =0}∧T, T>0 is a fixed finite time horizon, W _t is standard Brownian motion, μ, σ are constants, and C _t describes accumulated consumption until time t. It is shown that ?-optimal strategies are given by barrier strategies with time-dependent barriers.     

Asymptotic error estimates of a linearized projection-difference method for a differential equation with a monotone operator

We study a projection-difference method of solving the Cauchy problem for an operatordifferential equation with a selfadjoint leading operator A(t) and a nonlinear monotone subordinate operator K(·) in a Hilbert space. This method leads to a solution of a system of linear algebraic equations at each time level. Error estimates are derived for approximate solutions as well as for fractional powers of the operator A(t). The method is applied to a model parabolic problem.     

Convergence estimates of a projection-difference method for an operator-differential equation

This article investigates the projection-difference method for a Cauchy problem for a linear operator-differential equation with a leading self-adjoint operator A(t) and a subordinate linear operator K(t) in Hilbert space. This method leads to the solution of a system of linear algebraic equations on each time level; moreover, the projection subspaces are linear spans of eigenvectors of an operator similar to A(t). The convergence estimates are obtained. The application of the developed method for solving the initial boundary value problem is given.     

k-Interchange procedures for local search in a precedence-constrained routing problem

We develop k-interchange procedures to perform local search in a precedence-constrained routing problem. The problem in question is known in the Transportation literature as the single vehicle many-to-many Dial-A-Ride Problem, or DARP. The DARP is the problem of minimizing the length of the tour traveled by a vehicle to service N customers, each of whom wishes to go from a distinct origin to a distinct destination. The vehicle departs from a specified point and returns to that point upon service of all customers. Precedence constraints in the DARP exist because the origin of each customer must precede his/her destination on the route. As in the interchange procedure of Lin for the Traveling Salesman Problem (TSP), a k-interchange is a substitution of k of the links of an initial feasible DARP tour with k other links, and a DARP tour is k-optimal if it is impossible to obtain a shorter tour by replacing any k of its links by k other links. However, in contrast to the TSP where each individual interchange takes O(1) time, checking whether each individual DARP interchange satisfies the origin-destination precedence constraints normally requires O(N²) time. In this paper we develop a method which still finds the best k-interchange that can be produced from an initial feasible DARP tour in O(N^k) time, the same order of magnitude as in the Lin heuristic for the TSP. This method is then embedded in a breadth-first or a depth-first search procedure to produce a k-optimal DARP tour. The paper focuses on the k = 2 and k = 3 cases. Experience with the procedures is presented. in which k-optimal tours are produced by applying a 2-opt or 3-opt search to initial DARP tours produced either randomly or by a fast O(N²) heuristic. The breadth-first and depth-first search modes are compared. The heuristics are seen to produce very good or near-optimal DARP tours.     

Periodic forcing of solutions of a boundary value problem for a second-order differential equation in Hilbert space

We show that if u is a bounded solution on $\text{R}$⁺ of u″(t) ?Au(t) + f(t), where A is a maximal monotone operator on a real Hilbert space H and f∈L_loc²($\text{R}$⁺;H) is periodic, then there exists a periodic solution ω of the differential equation such that u(t) ? ω(t)   0 and u′(t) ? ω′(t) → 0 as t → ∞. We also show that the two-point boundary value problem for this equation has a unique solution for boundary values in $\text{D(A)}$ and that a smoothing effect takes place.     

On solutions of three-dimensional systems describing the transition from an unstable equilibrium to a stable cycle

Given a three-dimensional dynamical system on the interval t ₀ < t < +∞, the transition from the neighborhood of an unstable equilibrium to a stable limit cycle is studied. In the neighbor-hood of the equilibrium, the system is reduced to a normal form. The matrix of the linearized system is assumed to have a complex eigenvalue λ = ? + iβ, with β ? ? > 0 and a real eigenvalue with δ < 0 with |δ| ? ?. On the arbitrary interval [t ₀, +∞), an approximate solution is sought as a polynomial P _N (?) in powers of the small parameter with coefficients from Hölder function spaces. It is proved that there exist ? _N and C _N depending on the initial data such that, for 0 < ? < ? _N , the difference between the exact and approximate solutions does not exceed C _N ? ^N+1.     

Initially and eventually dominating nonoscillatory solutions in integro-differential difference equations

For the system T′(t) + p(t) T(t) + q(t) T(t ? τ) = ∝₀^tK(t ? μ) T(μ) dμ for t ? 0, T(t) = g(t) for t ∈ [?τ, 0], conditions have been obtained which ensure that a solution of this system is dominated by a nonoscillatory solution in the interval ¦τ, ∞).     

A class of parabolic quasi-variational inequalities,II

We consider a quasi-variational inequality (q.v.i.) introduced by A. Friedman and D. Kinderlehrer. A q.v.i. of this form gives rise, at least formally, to a Stefan problem of melting of water, where the relation ?v_x(x, t) = ?a(x, t)·(t) + b(x, t) holds on the free boundary x = s(t), and a > 0, b ? 0; the water temperature, v(x, t), is not necessarily nonnegative. In the standard Stefan problem a ≡ 1, b ≡ 0, and v ? 0. Friedman and Kinderlehrer proved the existence of a solution of the q.v.i. by a fixed point theorem for monotone mappings. Here we prove the existence of a solution by an entirely different method, based on finite difference approximations. The solution is shown to be smoother than that constructed by Friedman and Kinderlehrer.     

Accuracy of discrete schemes for a class of abstract evolution inequalities

For a triple of Hilbert spaces {V, H, V*}, we study a discrete and a semidiscrete scheme for an evolution inclusion of the form u′(t) + A(t)u(t) + ??(t, u(t)) ? f(t), u(0) = u ₀, t ∈ (0, T], where the pair {A(t), ?(t, ·)} consists of a family of nonlinear operators from V into V* and a family of proper convex lower semicontinuous functionals with common effective domain D(?) ? V. The discrete scheme is a combination of the Galerkin method with perturbations and the implicit Euler method. Under conditions on the data providing the existence and uniqueness of the solution of the problem in the space H ¹(0, T; V) ∩ W _∞ ¹ (0, T;H), we obtain an abstract estimate for the method error in the energy norm of first-order accuracy with respect to the time increment. By way of application, we consider a problem with an obstacle inside the domain, for which we obtain an optimal estimate of the accuracy of two implicit schemes (standard and new) on the basis of the finite element method.     

Asymptotic stability of a class of integro-differential equations

We examine the asymptotic stability of the zero solution of the first-order linear equation x′(t) = Ax(t) + ∝₀^tB(t ? s) x(s) ds, where B(t) is integrable and does not change sign on [0, ∞). The results are applied to an examination of the stability of equilibrium of some nonlinear population models.     

Ergodic Optimization for Renewal Type Shifts

We consider a class of countable Markov shifts and a locally H?lder potential φ. We prove that the existence of φ-optimal measures is closely related to the behaviour of the pressure function t → P(tφ). Using a Theorem by Sarig it is possible to prove that there exists a critical value t _c ∈ (0, ∞] such that for t < t _c the pressure is analytic and for t > t _c is linear. We prove that if t _c is finite, then there are no φ-optimal measures, and if it is infinite, then φ-optimal measures do exist. The author was partially supported by FCT/POCTI/FEDER and the grant SFRH/BPD/21927/2005.     

A fundamental solution for the heat equation which is supported in a strip

A fundamental solution is constructed for the heat operator which is defined on all of Rⁿ⁺¹ and vanishes for t ? 0 and for t ? ?. This solution is constructed so that it has as mild a growth as possible for $\text{¦ x ¦ → ∞}$. It is applied to the solution of the inhomogeneous heat equation with the right side supported in a strip.     

The multi-resolution method applied to the sideways heat equation

We consider the sideways heat equation uxx(x,t)=ut(x,t), 0?x<1, t?0. The solution u(x,t) on the boundary x=1 is a known function g(t). This is an ill-posed problem, since the solution—if it exists—does not depend continuously on the boundary, i.e., small changes on the boundary may result in big changes in the solution. In this paper, we shall use the multi-resolution method based on the Shannon MRA to obtain a well-posed approximating problem and obtain an estimate for the difference between the exact solution and the solution of the approximating problem defined in Vj.     

Numerical analytical method of studying some linear functional differential equations

This paper presents the results of studying a scalar linear functional differential equation of a delay type ?(t) = a(t)x(t ? 1) + b(t)x(t/q) + f(t), q > 1. Primary attention is given to the original problem with the initial point, when the initial condition is specified at the initial point, and the classical solution, whose substitution into the original equation transforms it into an identity, is sought. The method of polynomial quasi-solutions, based on representation of an unknown function x(t) as a polynomial of degree N, is applied as the method of investigation. Substitution of this function into the original equation yields a residual Δ(t) = O(t ^N ), for which an accurate analytical representation is obtained. In this case, the polynomial quasi-solution is understood as an exact solution in the form of a polynomial of degree N, disturbed because of the residual of the original initial problem. Theorems of existence of polynomial quasi-solutions for the considered linear functional differential equation and exact polynomial solutions have been proved. Results of a numerical experiment are presented.     

Pointwise decaying rate of large perturbation around viscous shock for scalar viscous conservation law

In this paper, we consider the large perturbation around the viscous shock of the scalar conservation law with viscosity in one dimension case. We divide the time region into t ? T ₀ and t > T ₀ for a fixed constant T ₀ when applying energy method. Since T ₀ is fixed, the case t ? T ₀ is easy to deal with and when t > T ₀, from the decaying property of the solution, there is a priori estimate for the solution. Thus we can succeed to control the nonlinear term and get the pointwise estimate for the perturbation by the weighted energy method.     

Fluctuations of the front in a stochastic combustion model

We consider an interacting particle system on the one-dimensional lattice Z modeling combustion. The process depends on two integer parameters 2?a?M<∞. Particles move independently as continuous time simple symmetric random walks except that (i) when a particle jumps to a site which has not been previously visited by any particle, it branches into a particles, (ii) when a particle jumps to a site with M particles, it is annihilated. We start from a configuration where all sites to the left of the origin have been previously visited and study the law of large numbers and central limit theorem for rt, the rightmost visited site at time t. The proofs are based on the construction of a renewal structure leading to a definition of regeneration times for which good tail estimates can be performed.