Two-parameter extremum problems of boundary control for stationary thermal convection equations

Two-parameter extremum problems of boundary control are formulated for the stationary thermal convection equations with Dirichlet boundary conditions for velocity and with mixed boundary conditions for temperature. The cost functional is defined as the root mean square integral deviation of the desired velocity (vorticity, or pressure) field from one given in some part of the flow region. Controls are the boundary functions involved in the Dirichlet condition for velocity on the boundary of the flow region and in the Neumann condition for temperature on part of the boundary. The uniqueness of the extremum problems is analyzed, and the stability of solutions with respect to certain perturbations in the cost functional and one of the functional parameters of the original model is estimated. Numerical results for a control problem associated with the minimization of the vorticity norm aimed at drag reduction are discussed.     

Stability of solutions to extremum problems for the nonlinear convection–diffusion–reaction equation with the Dirichlet condition

The solvability of the boundary value and extremum problems for the convection–diffusion–reaction equation in which the reaction coefficient depends nonlinearly on the concentration of substances is proven. The role of the control in the extremum problem is played by the boundary function in the Dirichlet condition. For a particular reaction coefficient in the extremum problem, the optimality system and estimates of the local stability of its solution to small perturbations of the quality functional and one of specified functions is established.     

On stability of solutions of the coefficient inverse extremal problems for the stationary convection-diffusion equation

The coefficient inverse extremal problems are studied for the stationary convectiondiffusion equation in a bounded domain under mixed boundary conditions on the boundary of the domain. The role of control is played by the velocity vector of a medium and the functions that are involved in the boundary conditions for temperature. The solvability of the extremal problems is proven both for an arbitrary weakly lower semicontinuous quality functional and for the particular quality functionals. On the basis of analysis of the optimality system some sufficient conditions are established on the initial data providing the uniqueness and stability of optimal solutions under sufficiently small perturbations of both the quality functional and one of the functions involved in the original boundary value problem.     

Coefficient inverse extremum problems for stationary heat and mass transfer equations

A technique is developed for analyzing coefficient inverse extremum problems for a stationary model of heat and mass transfer. The model consists of the Navier-Stokes equations and the convection-diffusion equations for temperature and the pollutant concentration that are nonlinearly related via buoyancy in the Boussinesq approximation and via convective heat and mass transfer. The inverse problems are stated as the minimization of certain cost functionals at weak solutions to the original boundary value problem. Their solvability is proved, and optimality systems describing the necessary optimality conditions are derived. An analysis of the latter is used to establish sufficient conditions ensuring the local uniqueness and stability of solutions to the inverse extremum problems for particular cost functionals.     

Control of boundary impedance in two-dimensional material-body cloaking by the wave flow method

Control problems are considered for a two-dimensional electromagnetic field model describing electromagnetic wave scattering in a unbounded homogeneous medium containing an anisotropic permeable inclusion with a partially covered (cloaked) boundary. The control is a function involved in the impedance boundary condition on the covered part of the boundary. The solvability of the original mixed transmission problem for the two-dimensional Helmholtz equation and of the control problems is proved. Optimality systems describing necessary extremum conditions are derived. The uniqueness and stability of optimal solutions with respect to certain perturbations of the cost functional and the incident wave are established.     

Quadratic functionals and nondegeneracy of boundary value problems on a geometric graph

Quadratic functionals defined on the space of functions differentiable on a geometric graph are considered. Analogs of the Lagrange and Dubois–Raymond lemmas are proved. Necessary extremum conditions for these quadratic functionals are obtained. A boundary value problem with conditions posed locally at the vertices of a geometric graph is shown to be selfadjoint if and only if it is generated by a quadratic functional. A subclass of quadratic energy functionals is singled out. The space of solutions of the homogeneous boundary value problem generated by a quadratic energy functional is described, and nondegeneracy criteria for such boundary value problems are derived.     

Theorems of the alternative for multifunctions with applications to optimization: General results

Theorems of the alternative and separation theorems have been shown to be very useful concepts in constrained extremum problems (see, for instance, Refs. 1–12). Their use has stressed the concept of image of a constrained extremum problem, which has turned out to be a powerful and promising tool for investigating the main aspects of optimization (see Refs. 13 and 19). It should be pointed out that, in this approach, a finite-dimensional image problem can be associated to the given extremum problem, even if this is infinite-dimensional and provided that its constraints are expressed by functionals. Such a development can be carried on by means of theorems of the alternative for systems of single-valued functions.In this paper, theorems of the alternative for systems of multifunctions are studied, some general properties are stated, and connections with known results investigated. It is shown how the present approach can be used to analyze extremum problems, where the image of the domain of the constraining functions belongs to a functional space. Such a development will be carried on in a subsequent paper.Useful discussions with O. Ferrero and C. Zlinescu are gratefully acknowledged.     

The optimum anisotropy in problems of heat conduction in solids

Some problems of optimizing the internal structure of solids, made of a material which is locally orthotropic with respect to the heat-conducting properties, are formulated. The state variable (the inverse temperature) is determined from the solution of the boundary value problem of heat conduction. The orthogonal rotation tensor, which defines the optimum orientation of the orthotropy axes of the material that delivers an extremum to the dissipation functional, is used as the control variable. The necessary conditions for an extremum are derived and some properties of the equations defining the optimal structures are investigated. Examples are given of the solution of problems of the optimum arrangement of the orthotropic material, and the possibility of effectively using the membrane analogy for this purpose is pointed out.     

Classifying convex extremum problems over linear topologies having separation properties

It is shown that any convex or concave extremum problem possesses a subsidiary extremum problem which has certain homogeneous properties. Analogous to the given problem, the “homogenized” extremum problem seeks the minimum of a convex function or the maximum of a concave function over a convex domain. By using homogenized extremum problems, new relationships are developed between any given convex extremum problem (P) and a concave extremum problem (P¹) (also having a convex domain), called the “dual” problem of (P). This is achieved by combining all possibilities in tabular form of (1) the values of the extremum functions and (2) the nature of the convex domains including perturbations of all problems (P), (P¹), and each of their respective homogenized extremum problems.This detailed and refined classification is contrasted to the relationships obtainable by combining only the possible values of the extremum functions of the problems (P) and (P¹) and the possible limiting values of these functions stemming from perturbations of the convex constraint domains of (P) and (P¹), respectively.The extremum problems in this paper and classification results are set forth in real topologically paired vector spaces having the Hahn-Banach separation property.     

含边界在内的一般极值的必要条件与拉格朗日乘数法

讨论包括定义域边界点在内的极值,称为一般极值.对可导的一元和多元函数给出了一般极值点的必要条件,这些必要条件与经典极值的必要条件是相容的.还利用一般极值的必要条件导出了条件极值的拉格朗日乘数法.     

Cloaking via impedance boundary condition for the 2-D Helmholtz equation

We consider control problems for the 2-D Helmholtz equation in an unbounded domain with partially coated boundary. Dirichlet boundary condition is given on one part of the boundary and the impedance boundary condition is imposed on another its part. The role of control in control problem under study is played by boundary impedance. Quadratic tracking–type functionals for the field play the role of cost functionals. Solvability of control problems is proved. The uniqueness and stability of optimal solutions with respect to certain perturbations of both cost functional and incident field are established.     

Dispersionless Limit of Hirota Equations in Some Problems of Complex Analysis

We study the integrable structure recently revealed in some classical problems in the theory of functions in one complex variable. Given a simply connected domain bounded by a simple analytic curve in the complex plane, we consider the conformal mapping problem, the Dirichlet boundary problem, and the 2D inverse potential problem associated with the domain. A remarkable family of real-valued functionals on the space of such domains is constructed. Regarded as a function of infinitely many variables, which are properly defined moments of the domain, any functional in the family gives a formal solution of the above problems. These functions satisfy an infinite set of dispersionless Hirota equations and are therefore tau-functions of an integrable hierarchy. The hierarchy is identified with the dispersionless limit of the 2D Toda chain. In addition to our previous studies, we show that within a more general definition of the moments, this connection pertains not to a particular solution of the Hirota equations but to the hierarchy itself.     

Existence theorems for lagrange control problems with unbounded time domain

Existence theorems are proved for usual Lagrange control systems, in which the time domain is unbounded. As usual in Lagrange problems, the cost functional is an improper integral, the state equation is a system of ordinary differential equations, with assigned boundary conditions, and constraints may be imposed on the values of the state and control variables. It is shown that the boundary conditions at infinity require a particular analysis. Problems of this form can be found in econometrics (e.g., infinite-horizon economic models) and operations research (e.g., search problems).The author wishes to thank Professor L. Cesari for his many helpful comments and assistance in the preparation of this paper. This work was sponsored by the United States Air Force under Grants Nos. AF-AFOSR-69-1767-A and AFOSR-69-1662.     

Second Order Sufficient Conditions for Optimal Control Problems with Non-unique Minimizers: An Abstract Framework

Standard second order sufficient conditions in optimal control theory provide not only the information that an extremum is a weak local minimizer, but also tell us that the extremum is locally unique. It follows that such conditions will never cover problems in which the extremum is continuously embedded in a family of constant cost extrema. Such problems arise in periodic control, when the cost is invariant under time translations, in shape optimization, where the cost is invariant under Euclidean transformations (translations and rotations of the extremal shape), and other areas where the domain of the optimization problem does not really comprise elements in a linear space, but rather an equivalence class of such elements. We supply a set of sufficient conditions for minimizers that are not locally unique, tailored to problems of this nature. The sufficient conditions are in the spirit of earlier conditions for ‘non-isolated’ minima, in the context of general infinite dimensional nonlinear programming problems provided by Bonnans, Ioffe and Shapiro, and require coercivity of the second variation in directions orthogonal to the constant cost set. The emphasis in this paper is on the derivation of directly verifiable sufficient conditions for a narrower class of infinite dimensional optimization problems of special interest. The role of the conditions in providing easy-to-use tests of local optimality of a non-isolated minimum, obtained by numerical methods, is illustrated by an example in optimal control.     

Investigation of variational problems by direct methods

A direct method is proposed for solving variational problems in which an extremal is represented by an infinite series in terms of a complete system of basis functions. Taking into account the boundary conditions gives all the necessary conditions of the classical calculus of variations, that is, the Euler-Lagrange equations, transversality conditions, Erdmann-Weierstrass conditions, etc. The penalty function method reduces conditional extremum problems to variational ones in which the isoperimetric conditions described by constraint equations are taken into account by Lagrangian multipliers. The direct method proposed is applied to functionals depending on functions of one or two variables.     

Algebraic Riccati equations with non-smoothing observation arising in hyperbolic and Euler-Bernoulli boundary control problems

Summary This paper considers the optimal quadratic cost problem (regulator problem) for a class of abstract differential equations with unbounded operators which, under the same unified framework, model in particular «concrete» boundary control problems for partial differential equations defined on a bounded open domain of any dimension, including: second order hyperbolic scalar equations with control in the Dirichlet or in the Neumann boundary conditions; first order hyperbolic systems with boundary control; and Euler-Bernoulli (plate) equations with (for instance) control(s) in the Dirichlet and/or Neumann boundary conditions. The observation operator in the quadratic cost functional is assumed to be non-smoothing (in particular, it may be the identity operator), a case which introduces technical difficulties due to the low regularity of the solutions. The paper studies existence and uniqueness of the resulting algebraic (operator) Riccati equation, as well as the relationship between exact controllability and the property that the Riccati operator be an isomorphism, a distinctive feature of the dynamics in question (emphatically not true for, say, parabolic boundary control problems). This isomorphism allows one to introduce a «dual» Riccati equation, corresponding to a «dual» optimal control problem. Properties between the original and the «dual» problem are also investigated.Research partially supported by the National Science Foundation under Grant NSF-DMS-8301668 and by the Air Force Office of Scientific Research under Grant AFOSR-84-0365.     

Quasi-Multiplier Rules for Quasidifferentiable Extremum Problems

The purpose of the present article is to contribute to clarify the role of the Lagrange multipliers within the theory of the first order necessary optimality conditions for nonsmooth constrained optimization, when the directional derivatives of functions involved in the extremum problems are not sublinear. This task is accomplished in the particular case of quasidifferentiable problems with side constraints. In such setting, making use of the image-space approach, it is possible to establish a generalized (nonlinear) separation result by means of which a new Lagrange principle is obtained. According to this principle, which seems to fit better quasidifferentiable extremum problems than the classic one, the concept of linear multiplier is to be replaced with that of quasi-multiplier, a sublinear and continuous functional whose existence can be guaranteed under mild assumptions, even when classic multipliers fail to exist. Such as extension allows to formulate in terms of Lagrange function the known optimality necessary condition for unconstrained quasidifferentiable optimization expressed in form of quasidifferential inclusion. Along with this, other multiplier rules are established.     

Proper exhausters and coexhausters in nonsmooth analysis

There exist many tools to analyze nonsmooth functions. For convex and max-type functions, the notion of subdifferential is used, for quasidifferentiable functions – that of quasidifferential. By means of these tools, one is able to solve, e.g. the following problems: to get an approximation of the increment of a functional, to formulate conditions for an extremum, to find steepest descent and ascent directions and to construct numerical methods. For arbitrary directionally differentiable functions, these problems are solved by employing the notions of upper and lower exhausters and coexhausters, which are generalizations of such notions of nonsmooth analysis as sub- and superdifferentials, quasidifferentials and codifferentials. Exhausters allow one to construct homogeneous approximations of the increment of a functional while coexhausters provide nonhomogeneous approximations. It became possible to formulate conditions for an extremum in terms of exhausters and coexhausters. It turns out that conditions for a minimum are expressed by an upper exhauster, and conditions for a maximum are formulated via a lower one. This is why an upper exhauster is called a proper one for the minimization problem (and adjoint for the maximization problem) while a lower exhauster is called a proper one for the maximization problem (and adjoint for the minimization problem). The conditions obtained provide a simple geometric interpretation and allow one to find steepest descent and ascent directions. In this article, optimization problems are treated by means of proper exhausters and coexhausters.     

Laguerre collocation solutions to boundary layer type problems

In this paper a Laguerre collocation type method based on usual Laguerre functions is designed in order to solve high order nonlinear boundary value problems as well as eigenvalue problems, on semi-infinite domain. The method is first applied to Falkner–Skan boundary value problem. The solution along with its first two derivatives are computed inside the boundary layer on a fine grid which cluster towards the fixed boundary. Then the method is used to solve a generalized eigenvalue problem which arise in the study of the stability of the Ekman boundary layer. The method provides reliable numerical approximations, is robust and easy implementable. It introduces the boundary condition at infinity without any truncation of the domain. A particular attention is payed to the treatment of boundary conditions at origin. The dependence of the set of solutions to Falkner–Skan problem on the parameter embedded in the system is reproduced correctly. For Ekman eigenvalue problem, the critical Reynolds number which assure the linear stability is computed and compared with existing results. The leftmost part of the spectrum is validated using QZ as well as some Jacobi–Davidson type methods.     

Shape and topology optimization of contact problems by level set methods

This paper deals with the numerical solution of a topology and shape optimization problems of an elastic body in unilateral contact with a rigid foundation. The contact problem with the prescribed friction is considered. The structural optimization problem consists in finding such shape of the boundary of the domain occupied by the body that the normal contact stress along the contact boundary of the body is minimized. In the paper shape as well as topological derivatives formulae of the cost functional are provided using material derivative and asymptotic expansion methods, respectively. These derivatives are employed to formulate necessary optimality condition for simultaneous shape and topology optimization. Level set based numerical algorithm for the solution of the shape optimization problem is proposed. Level set method is used to describe the position of the boundary of the body and its evolution on a fixed mesh. This evolution is governed by Hamilton – Jacobi equation. The speed vector field driving the propagation of the boundary of the body is given by the shape derivative of a cost functional with respect to the free boundary. Numerical examples are provided. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)