Existence of solutions for linear hyperbolic initial-boundary value problems in a rectangle

In a recent article, we achieved the well-posedness of linear hyperbolic initial and boundary value problems (IBVP) in a rectangle via semigroup method, and we found that there are only two elementary modes called hyperbolic and elliptic modes in the system. It seems that, there is only one set of boundary conditions for the hyperbolic mode, while there are infinitely many sets of boundary conditions for the elliptic mode, which can lead to well-posedness. In this article, we continue to consider linear hyperbolic IBVP in a rectangle in the constant coefficients case and we show that there are also infinitely many sets of boundary conditions for hyperbolic mode which will lead to the existence of a solution. We also have uniqueness in some special cases. The boundary conditions satisfy the reflection conditions introduced in Section 3, which turn out to be equivalent to the strictly dissipative conditions.     

A problem with normal derivatives in boundary conditions for a system of differential equations

We seek for a solution to a system of differential equations, using linear relations connecting normal derivatives of the desired functions at the domain boundary.     

A minimax optimal control problem

A control system x=f(t,x,u) is considered, and a cost functional ess supT ₀tT ₁ G(t, x(t),u(t)) is to be minimized. Necessary conditions for optimality (maximum principle and transversality conditions) are derived. It is also shown that an optimal control is optimal for the corresponding problem on a subinterval of [T ₀,T ₁], if a certain controllability condition is satisfied.     

A time-decomposition algorithm for a stiff linear two-point boundary-value problem and its application to a nonlinear optimal control problem

An algorithm is proposed to solve a stiff linear two-point boundary-value problem (TPBVP). In a stiff problem, since some particular solutions of the system equation increase and others decrease rapidly as the independent variable changes, the integration of the system equation suffers from numerical errors. In the proposed algorithm, first, the overall interval of integration is divided into several subintervals; then, in each subinterval a sub-TPBVP with arbitrarily chosen boundary values is solved. Second, the exact boundary values which guarantee the continuity of the solution are determined algebraically. Owing to the division of the integration interval, the numerical error is effectively reduced in spite of the stiffness of the system equation. It is also shown that the algorithm is successfully imbedded into an interaction-coordination algorithm for solving a nonlinear optimal control problem.The authors would like to thank Mr. T. Sera and Mr. H. Miyake for their help with the calculations.     

Existence theorems in optimal control problems without convexity assumptions

We give existence theorems of solutions for Lagrange and Bolza problems of optimal control. These results are obtained without convexity assumptions on the cost function with respect to the control variable. We extend a Cesari's theorem to cost functions which are nonlinear with respect to the space variable and to problems which are governed by a differential inclusion. Moreover, we consider the case where the control variable belongs to a space of measurable functions and the case where this variable belongs to a Lebesgue space.     

Existence theorems for optimization problems concerning linear,hyperbolic partial differential equations without convexity conditions

Integral representations are obtained for solutions of a Darboux problem in a rectangle and used to prove Neustadt-type existence theorems for optimal control problems with trajectories satisfying linear, hyperbolic partial differential equations with Darboux-type boundary data. The proof bears on the fact that, in this situation, for each generalized solution, there is a usual solution where the functional takes the same value.This work was done in the framework of Research Project AFOSR-69-1662. The author is greatly indebted to Professor L. Cesari for his valuable guidance and constant encouragement during the writing of this paper.     

Existence of an optimal control for stochastic systems governed by ito equations

We give existence theorems for stochastic control problems with a lower semicontinuous cost functional and governed by Ito equations. We prove that two formulations of the fundamental problem are equivalent, one involving nonanticipative controls and the other involving (measurable) feedback controls. We then use the concept ofconvergence in distribution to prove existence for the first problem, and hence for the second as well. While our work has certain similarities with a paper of Kushner, our techniques are different and lead to more general results.     

Convexlike and concavelike conditions in alternative,minimax, and minimization theorems

Convexlike and concavelike conditions are of interest for extensions of the Von Neumann minimax theorem. Since the beginning of the 80's, these conditions also play a certain role in deriving generalized alternative theorems of the Gordan, Motzkin, and Farkas type and Lagrange multiplier results for constrained minimization problems.In this paper, we study various known convexlike conditions for vector-valued functions on a set and investigate convexlike and concavelike conditions for real-valued functions on a product setC×D, where we are mainly interested in the relationships between these conditions. At the end of the paper, we point out several conclusions from our results for the above-mentioned mathematical fields.The author is indebted to Dr. R. Reemtsen and Dr. V. Jeyakumar for their helpful comments during the preparations of this paper.     

A convex optimal control problem involving a class of linear hyperbolic systems

In this paper, we consider a convex optimal control problem involving a class of linear hyperbolic partial differential systems. A computational algorithm which generates minimizing sequences of controls is devised. The convergence properties of the algorithm are investigated.     

Spectral mapping theorem for linear hyperbolic systems

We show high frequency resolvent and spectral estimates and prove the spectral mapping theorem for linear hyperbolic systems in one space dimension.

     

Existence of finitely optimal solutions for infinite-horizon optimal control problems

In this paper, we investigate the existence of finitely optimal solutions for the Lagrange problem of optimal control defined on [0, ) under weaker convexity and seminormality hypotheses than those of previous authors. The notion of finite optimality has been introduced into the literature as the weakest of a hierarchy of types of optimality that have been defined to permit the study of Lagrange problems, arising in mathematical economics, whose cost functions either diverge or are not bounded below. Our method of proof requires us to analyze the continuous dependence of finite-interval Lagrange problems with respect to a prescribed terminal condition. Once this is done, we show that a finitely optimal solution can be obtained as the limit of a sequence of solutions to a sequence of corresponding finite-horizon optimal control problems. Our results utilize the convexity and seminormality hypotheses which are now classical in the existence theory of optimal control.This research forms part of the author's doctoral dissertation written at the University of Delaware, Newark, Delaware under the supervision of Professor Thomas S. Angell.     

On the problem of optimal rendezvous for a nonzero duration

A rendezvous problem of two linear controlled systems is investigated. The two systems are required to rendezvous with each other during a given nonzero time interval. A necessary condition and a sufficient condition are obtained.The authors thank the referee for his valuable comments which resulted in improving the paper.     

Boundary control of a hyperbolic system with time lags

This paper considers an optimal boundary control problem fora hyperbolic system in which constant time lags appear in thestate equation and in the boundary condition simultaneously.Making use of Lion's scheme, necessary and sufficient conditionsof optimality for the Neumann problem are derived.     

拟线性系统周期边值问题

The existence and uniqueness results about quasilinear periodic boundary value problems are established by using the global inverse function theorem and the result about the existence and uniquencess of periodic solutions for the periodic boundary value problem of nonhomogeneous linear periodic system.     

Extremum principles for optimal control in normed linear spaces

Extremum principles intended for use in optimal control are derived in the form of necessary conditions and sufficient conditions, formulated in general normed linear spaces. The method of application is illustrated by several examples involving optimal control problems, mathematical programming problems, lumped-parameter systems, and distributed-parameter systems. The basic theorems provide a unified approach which is applicable to a wide variety of problems in open-loop optimal control.     

Algorithm for determining the reachability set of a linear control system

We present in this paper algorithms for calculating the reachability set of a linear control system with a bounded closed control set and a finite time interval. We also present algorithms for the time-optimal problem of the linear control that yields an approximation to the optimal time and the corresponding control function. We give numerical examples of the computer implementation of these algorithms.This research was supported by the National Science Foundation of China.The authors are grateful to an anonymous referee for constructive suggestions that greatly helped to improve the presentation.     

Distributed control for cooperative systems involving parabolic operators with an infinite number of variables

^** Email: serraghm{at}yahoo.com The optimal control for cooperative systems involving parabolicoperators with an infinite number of variables is considered.First the existence and uniqueness of the states are proved;then the necessary and sufficient condition for the controlto be optimal is obtained by a set of inequalities. The controlin our problems is of distributed type and is allowed to bein the Hilbert space (L²(0, T, L²()))ⁿ.     

A weak‐derivative form for linear hyperbolic systems

Difference schemes for linear hyperbolic systems are considered. As a main result, a weak derivative form (WDF) of the governing equations is derived, which is also valid near flow discontinuities. The occurrence of one‐sided derivatives in the WDF structure indicated how to difference near discontinuities. When first‐order differencing is applied to the WDF result, the (linearly identical) schemes by Godunov, Roe, and Steger‐Warming are reproduced. The extension to nonlinear systems is via a local linearization. Choosing Roe's averaging reduces the WDF algorithm to Roe's scheme, whereas other nonlinear WDF schemes are possible. The suitability of various kinds of averaging is numerically investigated. For weak shocks a surprising lack of sensitivity of the method to a particular averaging is exhibited. However, for strong shocks and where the ordinary arithmetic average is used, a slightly more pronounced difference in performance exists between Roe's scheme and WDF. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004