Attainable sets for linear stochastic control systems

Let x_t^u(w) be the solution process of the n-dimensional stochastic differential equation dx_t^u = [A(t)x_t^u + B(t) u(t)] dt + C(t) dW_t, where A(t), B(t), C(t) are matrix functions, W_t is a n-dimensional Brownian motion and u is an admissable control function. For fixed ? ? 0 and 1 ? δ ? 0, we say that x?Rⁿ is (?, δ) attainable if there exists an admissable control u such that P{x_t^u?S_?(x)} ? δ, where S_?(x) is the closed ?-ball in Rⁿ centered at x. The set of all (?, δ) attainable points is denoted by $\text{A}$(t). In this paper, we derive various properties of $\text{A}$(t) in terms of K(t), the attainable set of the deterministic control system $\text{x}\text{?}\text{= A(t)x + B(t)u}$. As well a stochastic bang-bang principle is established and three examples presented.     

On a criterion for the complete controllability of nonautonomous linear systems

We describe the controllability sets of linear nonautonomous systems ẋ = A(t)x + B(t)u, x ∈ ℝ ⁿ , u ∈ U ⊆ ℝ ^m , with entire matrix functions A(t) and B(t) and with a linear set U of control constraints. We derive a criterion for the complete controllability of these linear systems in terms of derivatives of the entire matrix functions A(t) and B(t) at zero. This complete controllability criterion is compared with the Kalman and Krasovskii criteria.     

Controlling the space with preassigned responses

It is shown that large classes of control systems, which include certain systems of the typex+A(t)x=B(t)u, can be handled in such a way that the control functionsu(t) are actually associated with responsesx(t) that belong to known families of functions. In particular, it is possible, for a variety of perturbationsB(t)u and operatorsA(t) with convex domains, to have responses that are line segments joining the origin to the reachable states.The present approach establishes the fact that a vast number of results from functional analysis concerning ranges of operators can be effectively applied to the general theory of control. It is also rather significant that the present theory does not necessarily require the solvability of the associated Cauchy problem.The operatorsB(t)u do not have to be invertible inu. However, it is shown that continuous controlsu(t) can be obtained for a variety of problems whenB ^–1(t)u exists and is continuous int.     

Functionally separable solutions to nonlinear wave equations by group foliation method

We apply functional separation of variables within the approach of the group foliation method to the nonlinear wave equation with variable speed and external force: utt=A(x)(Dx(u)ux)+B(x)Q(u), Ax≠0. A classification of these equations admitting functionally separable solutions is performed and the resulting solutions are obtained in explicit form in many cases.     

Asymptotic preconditioning of linear homogeneous systems of differential equations

We consider the asymptotic behavior of solutions of a linear differential system x^′=A(t)x, where A is continuous on an interval ([a,∞). We are interested in the situation where the system may not have a desirable asymptotic property such as stability, strict stability, uniform stability, or linear asymptotic equilibrium, but its solutions can be written as x=Pu, where P is continuously differentiable on [a,∞) and u is a solution of a system u^′=B(t)u that has the property in question. In this case we say that P preconditions the given system for the property in question.     

Analytic-numerical solutions with a priori error bounds for a class of strongly coupled mixed partial differential systems

This paper deals with the construction of analytic-numerical solutions with a priori error bounds for systems of the type u_t = Au_xx, u(0,t) + u_x(0,t) = 0, Bu(1,t) + Cu_x(1,t) = 0, 0 < x < 1, t > 0, u(x,0) = f(x). Here A, B, C are matrices for which no diagonalizable hypothesis is assumed. First an exact series solution is obtained after solving appropriate vector Sturm-Liouville-type problems. Given an admissible error ε and a bounded subdomain D, after appropriate truncation an approximate solution constructed in terms of data and approximate eigenvalues is given so that the error is less than the prefixed accuracy ε, uniformly in D.     

Wave equations with time-dependent spatial operators of higher order

We study the initial-boundary value problem for ?_t²u(t,x)+A(t)u(t,x)+B(t)?_tu(t,x)=f(t,x) on [0,T]×Ω(Ω??ⁿ) with a homogeneous Dirichlet boundary condition; here A(t) denotes a family of uniformly strongly elliptic operators of order 2m, B(t) denotes a family of spatial differential operators of order less than or equal to m, and u is a scalar function. We prove the existence of a unique strong solution u. Furthermore, an energy estimate for u is given.     

On nonlinear diffusion equations with x-dependent convection and absorption

For the 1+1-dimensional nonlinear diffusion equations with x-dependent convection and source terms u_t=(D(u)u_x)_x+Q(x,u)u_x+P(x,u), we obtain conditions under which the equations admit the second-order generalized conditional symmetries η(x,u)=u_xx+H(u)u_x²+G(x,u)u_x+F(x,u) and the first-order sign-invariants J(x,u)=u_t−A(u)u_x²−B(x,u)u_x−C(x,u) on the solutions u(x,t). Several different generalized conditional symmetries and first-order sign-invariants for equations in which the diffusion term offers different possibilities (power-law, exponential, Mullin, Fujita) are presented. Exact solutions to the resulting equations corresponding to the generalized conditional symmetries and the first-order sign-invariants are constructed.     

Nonintegral criterion for oscillations of linear Hamiltonian matrix systems

In this paper we present nonintegral criteria for oscillation of linear Hamiltonian matrix system U^′=A(x)U+B(x)V, V^′=C(x)U−A^*(x)V under the hypothesis (H): A(x), B(x)=B^*(x)>0, and C(x)=C^*(x) are 2×2 matrices of real valued continuous functions on the interval I=[a,∞),(−∞<a). These criteria are conditions of algebraic type only. Our results are also useful for the detection of the oscillation of particular matrix differential systems.     

Periodic solutions for wave equations with variable coefficients with nonlinear localized damping

We discuss the existence of periodic solutions to the wave equation with variable coefficients utt−div(A(x)∇u)+ρ(x,ut)=f(x,t) with Dirichlet boundary condition. Here ρ(x,v) is a function like ρ(x,v)=a(x)g(v) with g^′(v)?0 where a(x) is nonnegative, being positive only in a neighborhood of a part of the domain.     

Positive and dead core solutions of singular BVPs for third-order differential equations

The paper discusses the existence of positive and dead core solutions of the singular differential equation (?(u^″))^′=λf(t,u,u^′,u^″) satisfying the boundary conditions u(0)=A, u(T)=A, min{u(t):t∈[0,T]}=0. Here λ is a nonnegative parameter, A is a positive constant and the Carathéodory function f(t,x,y,z) is singular at the value 0 of its space variable y.     

Identification of the unknown diffusion coefficient in a linear parabolic equation by the semigroup approach

In this article, we study the semigroup approach for the mathematical analysis of the inverse coefficient problems of identifying the unknown coefficient k(x) in the linear parabolic equation ut(x,t)=(k(x)uxx(x,t)), with Dirichlet boundary conditions u(0,t)=ψ₀, u(1,t)=ψ₁. Main goal of this study is to investigate the distinguishability of the input-output mappings Φ[⋅]:K→C¹[0,T], Ψ[⋅]:K→C¹[0,T] via semigroup theory. In this paper, we show that if the null space of the semigroup T(t) consists of only zero function, then the input-output mappings Φ[⋅] and Ψ[⋅] have the distinguishability property. Moreover, the values k(0) and k(1) of the unknown diffusion coefficient k(x) at x=0 and x=1, respectively, can be determined explicitly by making use of measured output data (boundary observations) f(t):=k(0)ux(0,t) or/and h(t):=k(1)ux(1,t). In addition to these, the values k^′(0) and k^′(1) of the unknown coefficient k(x) at x=0 and x=1, respectively, are also determined via the input data. Furthermore, it is shown that measured output dataf(t) and h(t) can be determined analytically, by an integral representation. Hence the input-output mappings Φ[⋅]:K→C¹[0,T], Ψ[⋅]:K→C¹[0,T] are given explicitly in terms of the semigroup. Finally by using all these results, we construct the local representations of the unknown coefficient k(x) at the end points x=0 and x=1.     

C-Cosine Functions and the Abstract Cauchy Problem, II

For a bounded linear injectionCon a Banach spaceXand a closed linear operatorA : D(A) X → Xwhich commutes withCwe prove that (1) the abstract Cauchy problem,u″(t) = Au(t),t R,u(0) = Cx,u′(0) = Cy, has a unique strong solution for everyx,y D(A) if and only if (2)A₁ = AD(A²) generates aC₁-cosine function onX₁(D(A) with the graph norm), if (and only if, in caseAhas nonempty resolvent set) (3)Agenerates aC-cosine function onX. HereC₁ = CX₁. Under the assumption thatAis densely defined andC⁻¹AC = A, statement (3) is also equivalent to each of the following statements: (4) the problemv″(t) = Av(t) + C(x + ty) + ∫^t₀ Cg(r) dr,t R,v(0) = v′(0) = 0, has a unique strong solution for everyg L¹_locandx, y X; (5) the problemw″(t) = Aw(t) + Cg(t),t R,w(0) = Cx,w′(0) = Cy, has a unique weak solution for everyg L¹_locandx, y X. Finally, as an application, it is shown that for any bounded operatorBwhich commutes withCand has range contained in the range ofC,A + Bis also a generator.     

Necessary and sufficient conditions for quadratic stabilizability of an uncertain system

Consider an uncertain system (Σ) described by the equationx(t)=A(r(t))x(t)+B(s(t))u(t), wherex(t) ∈R ⁿ is the state,u(t) ∈R ^m is the control,r(t) ∈ ? ?R ^p represents the model parameter uncertainty, ands(t) ∈L ?R ^l represents the input connection parameter uncertainty. The matrix functionsA(·),B(·) are assumed to be continuous and the restraint sets ?,L are assumed to be compact. Within this framework, a notion of quadratic stabilizability is defined. It is important to note that this type of stabilization is robust in the following sense: The Lyapunov function and the control are constructed using only the bounds ?,L. Much of the previous literature has concentrated on a fundamental question: Under what conditions onA(·),B(·), ?,L can quadratic stabilizability be assured? In dealing with this question, previous authors have shown that, if (Σ) satisfies certain matching conditions, then quadratic stabilizability is indeed assured (e.g., Refs. 1–2). Given the fact that matching is only a sufficient condition for quadratic stabilizability, the objective here is to characterize the class of systems for which quadratic stabilizability can be guaranteed.     

On decay properties of solutions for degenerate strongly damped wave equations of Kirchhoff type

We consider the initial-boundary value problem for the degenerate strongly damped wave equations of Kirchhoff type: . For all t?0, we will give the optimal decay estimate C−1(1+t)^−1/γ?‖A1/2u(t)^‖2?C(1+t)^−1/γ, when either the coefficient ρ is appropriately small or the initial data are appropriately small. And, we will show a decay property of the norm ‖Au(t)^‖2 for t?0.     

Isomorphisms between unital C-algebras

It is shown that every almost linear bijection of a unital C^∗-algebra A onto a unital C^∗-algebra B is a C^∗-algebra isomorphism when h(n²uy)=h(n²u)h(y) for all unitaries u∈A, all y∈A, and n=0,1,2,…, and that almost linear continuous bijection of a unital C^∗-algebra A of real rank zero onto a unital C^∗-algebra B is a C^∗-algebra isomorphism when h(n²uy)=h(n²u)h(y) for all , all y∈A, and n=0,1,2,…. Assume that X and Y are left normed modules over a unital C^∗-algebra A. It is shown that every surjective isometry , satisfying T(0)=0 and T(ux)=uT(x) for all x∈X and all unitaries u∈A, is an A-linear isomorphism. This is applied to investigate C^∗-algebra isomorphisms between unital C^∗-algebras.     

Stabilization of unbounded bilinear control systems in Hilbert space

We consider bilinear control systems of the form y^′(t)=Ay(t)+u(t)By(t) where A generates a strongly continuous semigroup of contraction (etA)_t?0 on an infinite-dimensional Hilbert space Y whose scalar product is denoted by 〈.,.〉. We suppose that this system is unbounded in the sense that the linear operator B is unbounded from the state Y into itself. Tacking into account eventual control saturation, we study the problem of stabilization by (possibly nonquadratic) feedback of the form u(t)=−f(〈By(t),y(t)〉). Applications to the heat equation is considered.     

Similarity stabilizes blow up

The blow-up of solutions to the PDE ψ(x)u_t=[∇·A(x)∇+b(x)]u^m is studied via energy methods. The key step is a similarity transformation of the original unstable equation to a nonlocal stable one.     

A new off-step high order approximation for the solution of three-space dimensional nonlinear wave equations

In this paper, we propose a new high accuracy numerical method of O(k² + k²h² + h⁴) based on off-step discretization for the solution of 3-space dimensional non-linear wave equation of the form u_tt = A(x,y,z,t)u_xx + B(x,y,z,t)u_yy + C(x,y,z,t)u_zz + g(x,y,z,t,u,u_x,u_y,u_z,u_t), 0 < x,y,z < 1,t > 0 subject to given appropriate initial and Dirichlet boundary conditions, where k > 0 and h > 0 are mesh sizes in time and space directions respectively. We use only seven evaluations of the function g as compared to nine evaluations of the same function discussed in  and . We describe the derivation procedure in details of the algorithm. The proposed numerical algorithm is directly applicable to wave equation in polar coordinates and we do not require any fictitious points to discretize the differential equation. The proposed method when applied to a telegraphic equation is also shown to be unconditionally stable. Comparative numerical results are provided to justify the usefulness of the proposed method.