Geometric Integrators for Higher-Order Variational Systems and Their Application to Optimal Control

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for higher-order Lagrangian systems. Given a regular higher-order Lagrangian \(L:T^{(k)}Q\rightarrow {\mathbb {R}}\) with \(k\ge 1\), the resulting discrete equations define a generally implicit numerical integrator algorithm on \(T^{(k-1)}Q\times T^{(k-1)}Q\) that approximates the flow of the higher-order Euler–Lagrange equations for L. The algorithm equations are called higher-order discrete Euler–Lagrange equations and constitute a variational integrator for higher-order mechanical systems. The general idea for those variational integrators is to directly discretize Hamilton’s principle rather than the equations of motion in a way that preserves the invariants of the original system, notably the symplectic form and, via a discrete version of Noether’s theorem, the momentum map. We construct an exact discrete Lagrangian \(L_d^e\) using the locally unique solution of the higher-order Euler–Lagrange equations for L with boundary conditions. By taking the discrete Lagrangian as an approximation of \(L_d^e\), we obtain variational integrators for higher-order mechanical systems. We apply our techniques to optimal control problems since, given a cost function, the optimal control problem is understood as a second-order variational problem.     

Higher-order cone-pseudoconvex, quasiconvex and other related functions in vector optimization

Recently Bhatia (Optim. Lett. doi:10.1007/s11590-010-0248-0, 2010) introduced higher-order cone-convex functions and used them to obtain higher-order sufficient optimality conditions and duality results for a vector optimization problem over cones. The concepts of higher-order (strongly) cone-pseudoconvex and cone-quasiconvex functions were also defined by Bhatia (Optim. Lett. doi:10.1007/s11590-010-0248-0, 2010). In this paper we introduce the notions of higher-order naturally cone-pseudoconvex, strictly cone-pseudoconvex and weakly cone-quasiconvex functions and study various interrelations between the above mentioned functions. Higher-order sufficient optimality conditions have been established by using these functions. Generalized Mond–Weir type higher-order dual is formulated and various duality results have been established under the conditions of higher-order strongly cone-pseudoconvexity and higher-order cone quasiconvexity.     

Uniqueness and symmetry of ground states for higher-order equations

We establish uniqueness and radial symmetry of ground states for higher-order nonlinear Schrödinger and Hartree equations whose higher-order differentials have small coefficients. As an application, we obtain error estimates for higher-order approximations to the pseudo-relativistic ground state. Our proof adapts the strategy of Lenzmann (Anal PDE 2:1–27, 2009) using local uniqueness near the limit of ground states in a variational problem. However, in order to bypass difficulties from lack of symmetrization tools for higher-order differential operators, we employ the contraction mapping argument in our earlier work (Choi et al. 2017. arXiv:1705.09068) to construct radially symmetric real-valued solutions, as well as improving local uniqueness near the limit.     

Higher-order necessary conditions for infinite and semi-infinite optimization

In this paper, we present a unified theory of first-order and higher-order necessary optimality conditions for abstract vector optimization problems in normed linear spaces. We prove general multiplier rules, from which nearly all known first-order, second-order, and higher-order necessary conditions can be derived. In the last section, we prove higher-order necessary conditions for semi-infinite programming problems.This work was developed within the Forschungsschwerpunkt Dynamische Systeme, Universität Bremen, Bremen, West Germany.The author wishes to thank Prof. Dr. D. Hinrichsen for his helpful remarks and discussions during the preparation of this work.     

Global existence and large time behavior of the asymmetric fluids

In this paper, we consider the asymptotic stability of the steady state with the constant equilibrium state. Under the assumptions that the \({H^3}\) norm of the initial data is small, but its higher-order derivatives could be large, we prove the global existence to the Cauchy problem for the asymmetric fluids in \({\mathbb{R}^3}\). Moreover, we obtain the time decay rates of the solutions and their higher-order spatial derivatives by introducing the negative Sobolev and Besov spaces.     

Higher-Order Optimality Conditions for Set-Valued Optimization

This paper deals with higher-order optimality conditions of set-valued optimization problems. By virtue of the higher-order derivatives introduced in (Aubin and Frankowska, Set-Valued Analysis, Birkhäuser, Boston, [1990]) higher-order necessary and sufficient optimality conditions are obtained for a set-valued optimization problem whose constraint condition is determined by a fixed set. Higher-order Fritz John type necessary and sufficient optimality conditions are also obtained for a set-valued optimization problem whose constraint condition is determined by a set-valued map.     

Solitary wave interaction for a higher-order nonlinear Schrodinger equation

Solitary wave interaction for a higher-order version of thenonlinear Schrödinger (NLS) equation is examined. An asymptotictransformation is used to transform a higher-order NLS equationto a higher-order member of the NLS integrable hierarchy, ifan algebraic relationship between the higher-order coefficientsis satisfied. The transformation is used to derive the higher-orderone- and two-soliton solutions; in general, the N-soliton solutioncan be derived. It is shown that the higher-order collisionis asymptotically elastic and analytical expressions are foundfor the higher-order phase and coordinate shifts. Numericalsimulations of the interaction of two higher-order solitarywaves are also performed. Two examples are considered, one satisfiesthe algebraic relationship derived from asymptotic theory, andthe other does not. For the example which satisfies the algebraicrelationship, the numerical results confirm that the collisionis elastic. The numerical and theoretical predictions for thehigher-order phase and coordinate shifts are also in strongagreement. For the example which does not satisfy the algebraicrelationship, the numerical results show that the collisionis inelastic and radiation is shed by the solitary wave collision.As the bed of radiation shed by the waves decays very slowly(like t^–), it is computationally infeasible to calculatethe final phase and coordinate shifts for the inelastic example.An asymptotic conservation law is derived and used to test thefinite-difference scheme for the numerical solutions.     

Incomplete higher-order Gauss sums

We consider the classical incomplete higher-order Gauss sums

     

Existence for nonoscillatory solutions of higher-order nonlinear neutral difference equations

In this paper, we consider the following forced higher-order nonlinear neutral difference equation

     

On the Cauchy problem for higher-order nonlinear dispersive equations

We study the higher-order nonlinear dispersive equation

     

Infinitesimal Stokes’ Formula for Higher-Order de Rham Complexes

A higher-order de Rham complex dR [14] is associated with a commutative algebra A and a sequence of positive integers = (₁₂... It is called regular if is nondecreasing. We extend the algebraic definitions of the Lie derivative and interior product with respect to a derivation of A, to higher-order differential forms. These allow us to prove a generalization of the infinitesimal Stokes formula (also known as the Cartan homotopy formula) for higher regular de Rham complexes. In particular, this implies the homotopy invariance property of higher regular de Rham cohomologies for differentiable manifolds.     

Existence and nonexistence results for higher-order semilinear evolution inequalities with critical potential

We prove nonexistence results for higher-order semilinear evolution equations and inequalities of the form

     

The general scheme for higher-order decompositions of zero-curvature equations associated with 337-1337-1337-1(2)

Within the framework of zero-curvature representation theory, the decompositions of each equation in a hierarchy of zero-curvature equations associated with loop algebra by means of higher-order constraints on potential are given a unified treatment, and the general scheme and uniform formulas for the decompositions are proposed. This provides a method of separation of variables to solve a hierarchy of (1+1)-dimensional integrable systems. To illustrate the general scheme, new higher-order decompositions of two hierarchies of zero-curvature equations are presented.This project is supported by the National Basic Research Project Nonlinear Science.     

Central limit theorems for empirical product densities of stationary point processes

We prove the asymptotic normality of kernel estimators of second- and higher-order product densities (and of the pair correlation function) for spatially homogeneous (and isotropic) point processes observed on a sampling window \(W_n\) , which is assumed to expand unboundedly in all directions as \(n \rightarrow \infty \,\) . We first study the asymptotic behavior of the covariances of the empirical product densities under minimal moment and weak dependence assumptions. The proof of the main results is based on the Brillinger-mixing property of the underlying point process and certain smoothness conditions on the higher-order reduced cumulant measures. Finally, the obtained limit theorems enable us to construct \(\chi ^2\) -goodness-of-fit tests for hypothetical product densities.     

Well-posedness for a higher-order Benjamin-Ono equation

In this paper we prove that the initial value problem associated to the following higher-order Benjamin-Ono equation

     

On the choice of parameters for power-series interior point algorithms in linear programming

In this paper we study higher-order interior point algorithms, especially power-series algorithms, for solving linear programming problems. Since higher-order differentials are not parameter-invariant, it is important to choose a suitable parameter for a power-series algorithm. We propose a parameter transformation to obtain a good choice of parameter, called ak-parameter, for general truncated powerseries approximations. We give a method to find ak-parameter. This method is applied to two powerseries interior point algorithms, which are built on a primal—dual algorithm and a dual algorithm, respectively. Computational results indicate that these higher-order power-series algorithms accelerate convergence compared to first-order algorithms by reducing the number of iterations. Also they demonstrate the efficiency of thek-parameter transformation to amend an unsuitable parameter in power-series algorithms.Work supported in part by the DFG Schwerpunktprogramm Anwendungsbezogene Optimierung und Steuerung.     

On Higher-Order Szegő Theorems with a Single Critical Point of Arbitrary Order

We prove the following higher-order Szeg? theorem: If a measure on the unit circle has absolutely continuous part \(w(\theta )\) and Verblunsky coefficients \(\alpha \) with square-summable variation, then for any positive integer m,

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is finite if and only if \(\alpha \in \ell ^{2m+2}\). This is the first known equivalence result of this kind in the regime of very slow decay, i.e., with \(\ell ^p\) conditions with arbitrarily large p. The usual difficulty of controlling higher-order sum rules is avoided by a new test sequence approach.

     

Existence of positive solutions for higher-order functional differential equations

Under suitable conditions on f(t,y(t+θ)), the boundary value problem of higher-order functional differential equation (FDE) of the form