Quadratic optimal control of stable well-posed linear systems

We consider the infinite horizon quadratic cost minimization problem for a stable time-invariant well-posed linear system in the sense of Salamon and Weiss, and show that it can be reduced to a spectral factorization problem in the control space. More precisely, we show that the optimal solution of the quadratic cost minimization problem is of static state feedback type if and only if a certain spectral factorization problem has a solution. If both the system and the spectral factor are regular, then the feedback operator can be expressed in terms of the Riccati operator, and the Riccati operator is a positive self-adjoint solution of an algebraic Riccati equation. This Riccati equation is similar to the usual algebraic Riccati equation, but one of its coefficients varies depending on the subspace in which the equation is posed. Similar results are true for unstable systems, as we have proved elsewhere.

     

Method of separation of variables and Hamiltonian system

In the theory of mechanics and/or mathematical physics problems in a prismatic domain, the method of separation of variables ususally leads to the Sturm–Liouville-type eigenproblems of self-adjoint operators, and then the eigenfunction expansion method can be used in equation solving. However, a number of important application problems cannot lead to self-adjoint operator for the transverse coordinate. From the minimum potential energy variational principle, by selection of the state and its dual variables, the generalized variational principle is deduced. Then, based on the analogy between the theory of structural mechanics and optimal control, the present article leads the problem to the Hamiltonian system. The finite-dimensional theory for the Hamiltonian system is extended to the corresponding theory of the Hamiltonian operator matrix and adjoint symplectic spaces. The adjoint symplectic orthonormality relation is proved for the whole state eigenfunction vectors, and then the expansion of an arbitrary whole state function vector by the eigenfunction vectors is established. Thus the range of classical method of separation of variables is considerably extended. The eigenproblem derived from a plate bending problem in a strip domain is used for illustration. © 1993 John Wiley & Sons, Inc.     

BOUNDARY ELEMENT APPROXIMATION OF STEKLOV EIGENVALUE PROBLEM FOR HELMHOLTZ EQUATION

1.IntroductionWeconsiderthefollowingStekloveigenvalueproblem:FindnonzerouandnumberA,suchthat--An u=0,infi,on,on=An,onr,(1.1)wherefiCRZisaboundeddomainwithsufficientsmoothboundaryr,4istheonoutwardllormalderivativeonr.CourantandHilb..tll]studiedthefollowingeigenvalueproblem:onac=0,infi,--~An,onr,(1.2)OnwhichwasreducedtotheeigenvalueproblemofanintegralequationbyusingtheGreen'sfunctionofAn=0withNuemannboundarycondition.FromFredholmtheorem,weknowthat(1)theproblem(1.2)hasinfinitenumberofeigenv…     

Stable difference schemes for certain parabolic equations

In some applications, boundary value problems for second-order parabolic equations with a special nonself-adjoint operator have to be solved approximately. The operator of such a problem is a weighted sum of self-adjoint elliptic operators. Unconditionally stable two-level schemes are constructed taking into account that the operator of the problem is not self-adjoint. The possibilities of using explicit-implicit approximations in time and introducing a new sought variable are discussed. Splitting schemes are constructed whose numerical implementation involves the solution of auxiliary problems with self-adjoint operators.     

A fundamental approach to the generalized eigenvalue problem for self-adjoint operators

The generalized eigenvalue problem for an arbitrary self-adjoint operator is solved in a Gelfand triple consisting of three Hilbert spaces. The proof is based on a measure theoretical version of the Sobolev lemma, and the multiplicity theory for self-adjoint operators. As an application necessary and sufficient conditions are mentioned such that a self-adjoint operator in L₂(R) has (generalized) eigenfunctions which are tempered distributions.     

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.     

Hilbert空间线性二次最优控制问题中的一个算子的可逆性

对于如下出现在Hilbert空间线性二次最优控制问题中的线性算子■其中F_3,F_5是自伴算子．本文得到了它具有有界逆的充分必要条件,并举例验证了结果的有效性．     

Spectrum of a Jacobi matrix with exponentially growing matrix elements

A Jacobi matrix with an exponential growth of its elements and the corresponding symmetric operator are considered. It is proved that the eigenvalue problem for some self-adjoint extension of this operator in some Hilbert space is equivalent to the eigenvalue problem of the Sturm-Liouville operator with a discrete self-similar weight. An asymptotic formula for the distribution of eigenvalues is obtained.     

On the spectrum of the Robin problem in a domain with a peak

A formally self-adjoint Robin-Laplace problem in a peak-shaped domain is considered. The associated quadratic form is not semi-bounded, which is proved to lead to a pathological structure of the spectrum of the corresponding operator. Namely, the residual spectrum of the operator itself and the point spectrum of its adjoint cover the whole complex plane. The operator is not self-adjoint, and the (discrete) spectrum of any of its self-adjoint extensions is not semi-bounded.     

Resolvent Operator and Self-Adjointness of Sturm–Liouville Operators with a Finite Number of Transmission Conditions

In this paper, we consider a Sturm–Liouville operator with eigenparameter-dependent boundary conditions and transmission conditions at a finite number of interior points. We introduce a Hilbert space formulation such that the problem under consideration can be interpreted as an eigenvalue problem for a suitable self-adjoint linear operator. We construct Green function of the problem and resolvent operator. We establish the self-adjointness of the discontinuous Sturm–Liouville operator.     

On the asymptotic order of accuracy of Tikhonov regularization

In this paper, we obtain a necessary and sufficient condition for a system governed by Dirichlet and Neumann problems for a self-adjoint elliptic operator with an infinite number of variables to have an optimal control of the distributed type which is characterized by a set of inequalities.The authors are indebted to Professor J. L. Lions, President of IRIA/LABORIA, Paris, France, and Professor Jean Pierre Aubin, University of Paris IX, Dauphine, France, for their valuable comments, and also to the referees for their constructive suggestions.     

Knotted linear force-free magnetic fields-topological aspects

The problem of computing linear force-free magnetic fields on a knotted multiply-connected domain is considered. The domain is the support of the current distribution, and the linear force-free fieldproblem reduces to finding an eigenfield of a self-adjoint curl operator. In this context, the GKN Theorem is reformulated in terms of symplectic geometry in order to characterize the self-adjoint extensions of the curl operator restricted to solenoidal vector fields. When further restricted to the isotopy invariant boundary conditions, the self-adjoint extensions are parametrized by the Lagrangian subspaces of the symplectic form on the first homology group of the boundary. This paper discusses some of the topological aspects and gives some pointers for the associated finite element discretization. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Invertibility of an Operator Appearing in the Control Theory for Linear Systems

We give sufficient conditions for the existence of a bounded inverse operator for a linear operator appearing in the theory of optimal control of linear systems in Hilbert space and having a matrix representation of the form , where F₃, F₄ are nonnegative self-adjoint operators. The invertibility of the operator under study is used to prove the unique solvability of a certain two-point boundary-value problem that arises from conditions for optimal control.     

Homogenization of singular numbers for a non self-adjoint elliptic problem in a perforated domain

We consider the spectral problem for a non self-adjoint Dirichlet problem for a higher-order elliptic operator in a sequence of perforated domains. We establish the convergence of the singular numbers generated by the problem to the corresponding singular numbers generated by a limit problem of the same type but containing an additional term of capacity type.Research supported by the National Research Foundation of South Africa.     

On the self-adjoint subspace of the one-velocity transport operator

We study the problem of describing the self-adjoint subspace of the transport operator in an unbounded domain. It is proved that this subspace is nontrivial under perturbations having a lattice of gaps of arbitrarily small length for the one-velocity operator with polynomial collision integral. We also consider the three-dimensional transport operator.     

The Approximation of the Optimal Control of Vibrations—A Geometrical Approach

In this paper we employ concepts from Banach space geometry in order to examine the problem of approximating the optimal distributed control of vibrating media whose motion is governed by a wave equation with a 2n-order self-adjoint and positive-definite linear differential operator. We show that this geometrical approach, arrived at via duality theory, provides the exact framework in which the approximation problem must be placed in order to get the correct convergence results, for it is here that the necessary and sufficient conditions for the approximate norm or time minimal control can be fully developed. Using the theory of Asplund, we are also able to improve the traditional weak^* convergence results for the more difficult case of L^∞ controls. Finally, we consider certain numerical examples which help illustrate our theoretical results.     

Self-Adjoint Difference Operators and Symmetric Al-Salam–Chihara Polynomials

The symmetric Al-Salam–Chihara polynomials for q > 1 are associated with an indeterminate moment problem. There is a self-adjoint second-order difference operator on ℓ²(Z) to which these polynomials are eigenfunctions. We determine the spectral decomposition of this self-adjoint operator. This leads to a class of discrete orthogonality measures, which have been obtained previously by Christiansen and Ismail using a different method, and we give an explicit orthogonal basis for the corresponding weighted ℓ²-space. In particular, the orthocomplement of the polynomials is described explicitly. Taking a limit we obtain all the N-extremal solutions to the q^-1-Hermite moment problem, a result originally obtained by Ismail and Masson in a different way. Some applications of the results are discussed.     

Multiple operator integrals and higher operator derivatives

In this paper we consider the problem of the existence of higher derivatives of the function t??(A+tK), where ? is a function on the real line, A is a self-adjoint operator, and K is a bounded self-adjoint operator. We improve earlier results by Sten’kin. In order to do this, we give a new approach to multiple operator integrals. This approach improves the earlier approach given by Sten’kin. We also consider a similar problem for unitary operators.     

Error estimates for the Galerkin method as applied to time-dependent equations

A projection method is studied as applied to the Cauchy problem for an operator-differential equation with a non-self-adjoint operator. The operator is assumed to be sufficiently smooth. The linear spans of eigenelements of a self-adjoint operator are used as projection subspaces. New asymptotic estimates for the convergence rate of approximate solutions and their derivatives are obtained. The method is applied to initial-boundary value problems for parabolic equations.