High-order adaptive Gegenbauer integral spectral element method for solving non-linear optimal control problems

In this work, we propose an adaptive spectral element algorithm for solving non-linear optimal control problems. The method employs orthogonal collocation at the shifted Gegenbauer–Gauss points combined with very accurate and stable numerical quadratures to fully discretize the multiple-phase integral form of the optimal control problem. The proposed algorithm relies on exploiting the underlying smoothness properties of the solutions for computing approximate solutions efficiently. In particular, the method brackets discontinuities and ‘points of nonsmoothness’ through a novel local adaptive algorithm, which achieves a desired accuracy on the discrete dynamical system equations by adjusting both the mesh size and the degree of the approximating polynomials. A rigorous error analysis of the developed numerical quadratures is presented. Finally, the efficiency of the proposed method is demonstrated on three test examples from the open literature.     

Dynamical systems and variational inequalities

The variational inequality problem has been utilized to formulate and study a plethora of competitive equilibrium problems in different disciplines, ranging from oligopolistic market equilibrium problems to traffic network equilibrium problems. In this paper we consider for a given variational inequality a naturally related ordinary differential equation. The ordinary differential equations that arise are nonstandard because of discontinuities that appear in the dynamics. These discontinuities are due to the constraints associated with the feasible region of the variational inequality problem. The goals of the paper are two-fold. The first goal is to demonstrate that although non-standard, many of the important quantitative and qualitative properties of ordinary differential equations that hold under the standard conditions, such as Lipschitz continuity type conditions, apply here as well. This is important from the point of view of modeling, since it suggests (at least under some appropriate conditions) that these ordinary differential equations may serve as dynamical models. The second goal is to prove convergence for a class of numerical schemes designed to approximate solutions to a given variational inequality. This is done by exploiting the equivalence between the stationary points of the associated ordinary differential equation and the solutions of the variational inequality problem. It can be expected that the techniques described in this paper will be useful for more elaborate dynamical models, such as stochastic models, and that the connection between such dynamical models and the solutions to the variational inequalities will provide a deeper understanding of equilibrium problems.     

Point-to-Periodic and Periodic-to-Periodic Connections

In this work we consider computing and continuing connecting orbits in parameter dependent dynamical systems. We give details of algorithms for computing connections between equilibria and periodic orbits, and between periodic orbits. The theoretical foundation for these techniques is given by the seminal work of Beyn in 1994, “On well-posed problems for connecting orbits in dynamical systems”, where a numerical technique is also proposed. Our algorithms consist of splitting the computation of the connection from that of the periodic orbit(s). To set up appropriate boundary conditions, we follow the algorithmic approach used by Demmel, Dieci, and Friedman, for the case of connecting orbits between equilibria, and we construct and exploit the smooth block Schur decomposition of the monodromy matrices associated to the periodic orbits. Numerical examples illustrate the performance of the algorithms. This revised version was published online in July 2006 with corrections to the Cover Date.     

Periodic solutions to history-dependent differential hemivariational inequalities with applications

In this article, we investigate a hybrid model combined by a parabolic differential equation and a parabolic hemivariational inequality (so-called differential hemivariational inequality of parabolic–parabolic type) in general infinite dimensional spaces which includes the history-dependent operator. The solvability of initial value problems as well as the periodic problems of the hemivariational inequality and the differential hemivariational inequality have been proved. In application, we study a contact problem with normal compliance driven by a history-dependent dynamical system.     

The dynamical behavior of the discontinuous Galerkin method and related difference schemes

We study the dynamical behavior of the discontinuous Galerkin finite element method for initial value problems in ordinary differential equations. We make two different assumptions which guarantee that the continuous problem defines a dissipative dynamical system. We show that, under certain conditions, the discontinuous Galerkin approximation also defines a dissipative dynamical system and we study the approximation properties of the associated discrete dynamical system. We also study the behavior of difference schemes obtained by applying a quadrature formula to the integrals defining the discontinuous Galerkin approximation and construct two kinds of discrete finite element approximations that share the dissipativity properties of the original method.

     

Multicriteria optimization of convex dynamical systems

We suggest an approach to the solution of multicriteria optimization problems for dynamical systems described by differential inclusions. The investigation is restricted to dynamical systems with concave differential inclusion, for which the trajectory tube is convex. Such systems are typical of economic models. We assume that the criteria for the choice of the solution depend on the system state at a given terminal time and are related to it by sufficiently arbitrary functions. The approach is based on the interactive visualization of the Pareto frontier, which is carried out by approximating the reachable set of the dynamical system and the Edgeworth-Pareto set of feasible criteria vectors.     

Gap Functions and Lyapunov Functions

Equilibrium problems play a central role in the study of complex and competitive systems. Many variational formulations of these problems have been presented in these years. So, variational inequalities are very useful tools for the study of equilibrium solutions and their stability. More recently a dynamical model of equilibrium problems based on projection operators was proposed. It is designated as globally projected dynamical system (GPDS). The equilibrium points of this system are the solutions to the associated variational inequality (VI) problem. A very popular approach for finding solution of these VI and for studying its stability consists in introducing the so-called "gap-functions", while stability analysis of an equilibrium point of dynamical systems can be made by means of Lyapunov functions. In this paper we show strict relationships between gap functions and Lyapunov functions.     

二维等谱问题研究的计算数学框架

等谱问题是数学、物理诸学科关注的一个热点问题,本文总结并诠释了二维等谱问题的内在计算数学性质与规律:利用镜像反演讨论等谱对的几何结构(不等距而谱相等);把一般文献中假定的特殊三角形扩展到一般的三角形或者矩形;研究特征函数的正交结构,把特定的Laplace等谱问题扩展到一般零边值的二阶线性椭圆算子等谱问题.指出合理的粗网格对于研究等谱问题及其计算的重要性:两个连续问题等谱成立的充分必要条件是存在自然粗网格使其离散问题谱相等.文中给出的数值例子与特征值近似逼近验证了相应的结论,所用的方法原则上可用于研究三维乃至高维的PDE等谱问题.     

The design and performance analysis of multivariate fractional-order gradient-based extremum seeking approach

In this paper, a novel multivariate fractional-order (FO) Gradient-based extremum seeking control (Gradient-based ESC) approach is developed for the optimization of multivariable dynamical systems. The proposed Gradient-based ESC, utilizing FO operators, is presented to not only speed up the convergence rate and enhance the control accuracy but also improve the search efficiency of the extrema by regulating the fractional-order. For multivariable dynamical systems, the stability analysis of the proposed multivariate FO Gradient-based ESC is presented in details to guarantee the convergence performance of multi-input optimization problems. Simulation and experimental results are given to demonstrate the effectiveness and advantages of the proposed approach by comparing with the corresponding integer-order (IO) Gradient-based ESC.     

Micro/macro viability analysis of individual‐based models: Investigation into the viability of a stylized agricultural cooperative

The mathematical viability theory proposes methods and tools to study at a global level how controlled dynamical systems can be confined in a desirable subset of the state space. Multilevel viability problems are rarely studied since they induce combinatorial explosion (the set of N agents each evolving in a p‐dimensional state space, can evolve in a Np dimensional state space). In this article, we propose an original approach which consists in solving first local viability problems and then studying the real viability of the combination of the local strategies, by simulation where necessary. In this article, we consider as multilevel viability problem a stylized agricultural cooperative which has to keep a minimum of members. Members have an economical constraint and some members have a simple model of the functioning of the cooperative and make assumptions on other members' behavior, especially proviable agents which are concerned about their own viability. In this framework, the model assumptions allow us to solve the local viability problem at the agent level. At the cooperative level, considering mixture of agents, simulation results indicate if and when including proviable agents increases the viability of the whole cooperative. © 2014 Wiley Periodicals, Inc. Complexity 21: 276–296, 2015     

Dynamical System Method for Solving Ill-Posed Operator Equations

Two dynamical system methods are studied for solving linear ill-posed problems with both operator and right-hand nonexact. The methods solve a Cauchy problem for a linear operator equation which possesses a global solution. The limit of the global solution at infinity solves the original linear equation. Moreover, we also present a convergent iterative process for solving the Cauchy problem.     

Dynamics of controlled hybrid systems of aerial cable-ways

The dynamics of the hybrid systems of aerial cable-ways is investigated. The eigenvalue problems are considered for such hybrid systems with different assumptions. An overview of different methods for eigenvalue problems is given. In the research, the method of normal fundamental systems is applied, which turns out to be very effective for the considered problems. Changes in the dynamical characteristics of the systems depending on the controlled parameter are studied.     

Necessary conditions for multistationarity in discrete dynamical systems

R. Thomas conjectured, 20 years ago, that the presence of a positive circuit in the interaction graph of a dynamical system is a necessary condition for the presence of several stable states. Recently, E. Remy et al. stated and proved the conjecture for Boolean dynamical systems. Using a similar approach, we generalize the result to discrete dynamical systems, and by focusing on the asynchronous dynamics that R. Thomas used in the course of his analysis of genetic networks, we obtain a more general variant of R. Thomas’ conjecture. In this way, we get a necessary condition for genetic networks to lead to differentiation.     

On a dynamical hierarchical model for prismatic shells in the theory of elastic mixtures

The present paper is devoted to the design of a hierarchy of two‐dimensional models for dynamical problems within the theory of multicomponent linearly elastic mixtures in the case of prismatic shells with thickness which may vanish on some part of its boundary. The hierarchical model is obtained by a semidiscretization of the three‐dimensional problem in the transverse direction. In suitable weighted Sobolev spaces we investigate the well‐posedness of the two‐dimensional problems, prove pointwise convergence of the sequence of approximate solutions restored from the solutions of the reduced problems to the exact solution of the original problem and estimate the rate of convergence. Copyright © 2005 John Wiley & Sons, Ltd.     

Decision making in a fuzzy environment and its application to multicriteria power engineering problems

This paper presents results of research into the use of the Bellman–Zadeh approach to decision making in a fuzzy environment for solving multicriteria optimization problems. Its application conforms to the principle of guaranteed result and provides constructive lines in obtaining harmonious solutions on the basis of analyzing associated maxmin problems. The use of the Bellman–Zadeh approach has served as a basis for solving a problem of multicriteria allocation of resources (or their shortages) and developing a corresponding adaptive interactive decision making system (AIDMS1). AIDMS1 includes procedures for considering linguistic variables to reflect conditions that are difficult to formalize as well as procedures for constructing and correcting vectors of importance factors for goals. The use of these procedures permits one to realize an adaptive approach to processing information of a decision maker to provide successive improvment in solution quality. The results of the paper are universally applicable and are already being used to solve power engineering problems. It is illustrated by considering problems of multicriteria power and energy shortage allocation and multicriteria power system operation.     

Matrix stretching for sparse least squares problems

For linear least squares problems min _x ‖Ax − b‖₂, where A is sparse except for a few dense rows, a straightforward application of Cholesky or QR factorization will lead to catastrophic fill in the factor R. We consider handling such problems by a matrix stretching technique, where the dense rows are split into several more sparse rows. We develop both a recursive binary splitting algorithm and a more general splitting method. We show that for both schemes the stretched problem has the same set of solutions as the original least squares problem. Further, the condition number of the stretched problem differs from that of the original by only a modest factor, and hence the approach is numerically stable. Experimental results from applying the recursive binary scheme to a set of modified matrices from the Harwell‐Boeing collection are given. We conclude that when A has a small number of dense rows relative to its dimension, there is a significant gain in sparsity of the factor R. A crude estimate of the optimal number of splits is obtained by analysing a simple model problem. Copyright © 2000 John Wiley & Sons, Ltd.     

An approach of partial control design for system control and synchronization

In this paper, a general approach of partial control design for system control and synchronization is proposed. It turns control problems into simpler ones by reducing their control variables. This is realized by utilizing the dynamical relations between variables, which are described by the dynamical relation matrix and the dependence–influence matrix. By adopting partial control theory, the presented approach provides a simple and general way to stabilize systems to their partial or whole equilibriums, or to synchronize systems with their partial or whole states. Further, based on this approach, the controllers can be simplified. Two examples of synchronizing chaotic systems are given to illustrate its effectiveness.     

A Perturbation Result for Dynamical Contact Problems

This paper is intended to be a first step towards the continuous dependence of dynamical contact problems on the initial data as well as the uniqueness of a solution. Moreover, it provides the basis for a proof of the convergence of popular time integration schemes as the Newmark method. We study a frictionless dynamical contact problem between both linearly elastic and viscoelastic bodies which is formulated via the Signorini contact conditions. For viscoelastic materials fulfilling the Kelvin-Voigt constitutive law, we find a characterization of the class of problems which satisfy a perturbation result in a non-trivial mix of norms in function space. This characterization is given in the form of a stability condition on the contact stresses at the contact boundaries. Furthermore, we present perturbation results for two well-established approximations of the classical Signorini condition: The Signorini condition formulated in velocities and the model of normal compliance, both satisfying even a sharper version of our stability condition.     

An optimal regularized projection method for solving ill-posed problems via dynamical systems method

A new regularized projection method was developed for numerically solving ill-posed equations of the first kind. This method consists of combining the dynamical systems method with an adaptive projection discretization scheme. Optimality of the proposed method was proved on wide classes of ill-posed problems.     

Solution representations of percentage change problems: the pre-service primary teachers’ mathematical thinking and reasoning

Solution representations can reveal how problem solvers communicate mathematical thinking and reasoning in problem-solving process. The present study examined the solution representations used by 20 pre-service teachers for the percentage change problems. The pre-service teachers were invited to solve a combination of simple and complex percentage change problems. The score for the majority of simple problems was 75% or above, but the score for the complex problems was below 75%. The highest percentage error occurred when the pre-service teachers encountered a percentage greater than 100% in the percentage change problems. Irrespective of their level of mathematics qualifications, the equation approach demonstrating two-step problem-solving process was the predominant strategy adopted by the pre-service teachers. The equation approach imposes low cognitive load and, therefore, is more accessible and efficient than the unitary approach. A few pre-service teachers used the unitary approach. The findings indicate that the pre-service teachers possessed relevant mathematical knowledge for percentage change problems. Furthermore, the inclusion of the equation approach in mathematics textbooks would provide an alternative perspective regarding the teaching and learning of percentage change problems.