Sufficient conditions for a minimum of the free-final-time optimal control problem

The sufficient conditions for a minimum of the free-final-time optimal control problem are the strengthened Legendre-Clebsch condition and the conjugate point condition. In this paper, a new approach for determining the location of the conjugate point is presented. The sweep method is used to solve the linear two-point boundary-value problem for the neighboring extremal path from a perturbed initial point to the final constraint manifold. The new approach is to solve for the final condition Lagrange multiplier perturbation and the final time perturbation simultaneously. Then, the resulting neighboring extremal control is used to write the second variation as a perfect square and obtain the conjugate point condition. Finally, two example problems are solved to illustrate the application of the sufficient conditions.     

Junction phenomena for optimal control with state-variable inequality constraints of third order

It is known that extremal arcs governed by inequality constraints of third order (constraint relations that must be differentiated three times to generate a control equation) cannot join an unconstrained arc, except in special cases. But a control problem is exhibited, for which every extremal includes a constrained arc of third order. The constrained arc joins the end of an infinite sequence of consecutive unconstrained arcs of finite total duration. Evidence (but not proof) is given that this phenomenon is typical, rather than exceptional. An analogous phenomenon is well known for optimal control problems with singular arcs of second order.     

On boundary-value problems for second order perturbed differential inclusions

This article studies the existence of solutions to boundary-value problems for second order multi-valued perturbed differential inclusions under the mixed Lipschitz and Carathéodory conditions. The existence of extremal solutions is also obtained under certain monotonicity conditions and the weaker nonconvexity conditions for multi-valued functions.     

Study of singular boundary value problems for second order impulsive differential equations

This paper studies the existence of extremal solutions for a class of singular boundary value problems of second order impulsive differential equations. By using the method of upper and lower solutions and the monotone iterative technique, criteria of the existence of extremal solutions are established.     

Differential equations for the elementary 3-symmetric Chebyshev polynomials

We continue the study of a “compound model of a generalized oscillator” and related elementary 3-symmetric Chebyshev polynomials. For these polynomials, we obtain second-order differential equations which are of Fuchs type and have 13 singular points. In the considered simplest case, the obtained results give us an answer to a more general question: What changes in the differential equations for polynomials of the Askey–Wilson scheme when the Jacobi matrix related to these polynomials is perturbed by a diagonal matrix with a complex diagonal? Bibliography: 8 titles.     

Differential Elimination–Completion Algorithms for DAE and PDAE

Differential–algebraic equations (DAE) and partial differential–algebraic equations (PDAE) are systems of ordinary equations and PDAEs with constraints. They occur frequently in such applications as constrained multibody mechanics, spacecraft control, and incompressible fluid dynamics.
A DAE has differential index r if a minimum of r +1 differentiations of it are required before no new constraints are obtained. Although DAE of low differential index (0 or 1) are generally easier to solve numerically, higher index DAE present severe difficulties.
Reich et al. have presented a geometric theory and an algorithm for reducing DAE of high differential index to DAE of low differential index. Rabier and Rheinboldt also provided an existence and uniqueness theorem for DAE of low differential index. We show that for analytic autonomous first-order DAE, this algorithm is equivalent to the Cartan–Kuranishi algorithm for completing a system of differential equations to involutive form. The Cartan–Kuranishi algorithm has the advantage that it also applies to PDAE and delivers an existence and uniqueness theorem for systems in involutive form. We present an effective algorithm for computing the differential index of polynomially nonlinear DAE. A framework for the algorithmic analysis of perturbed systems of PDAE is introduced and related to the perturbation index of DAE. Examples including singular solutions, the Pendulum, and the Navier–Stokes equations are given. Discussion of computer algebra implementations is also provided.     

A Study on Abnormality in Variational and Optimal Control Problems

In this paper, a variational problem is considered with differential equality constraints over a variable interval. It is stressed that the abnormality is a local character of the admissible set; consequently, a definition of regularity related to the constraints characterizing the admissible set is given. Then, for the local minimum necessary conditions, a compact form equivalent to the well-known Euler equation and transversality condition is given. By exploiting this result and the previous definition of regularity, it is proved that nonregularity is a necessary and sufficient condition for an admissible solution to be an abnormal extremal. Then, a necessary and sufficient condition is given for an abnormal extremal to be weakly abnormal. The analysis of the abnormality is completed by considering the particular case of affine constraints over a fixed interval: in this case, the abnormality turns out to have a global character, so that it is possible to define an abnormal problem or a normal problem. The last section is devoted to the study of an optimal control problem characterized by differential constraints corresponding to the dynamics of a controlled process. The above general results are particularized to this problem, yielding a necessary and sufficient condition for an admissible solution to be an abnormal extremal. From this, a previously known result is recovered concerning the linearized system controllability as a sufficient condition to exclude the abnormality.     

On a system of singularly perturbed second-order quasilinear ordinary differential equations in the critical cases

A singularly perturbed system of second-order quasilinear ordinary differential equations with a small parameter multiplying the second derivatives is examined in the case where the coefficient matrix of the first derivatives is singular and does not depend on the unknown functions.     

Optimal rigid body motions,part 2: Minimum time solutions

The time-optimal control of rigid-body angular rates is investigated in the absence of direct control over one of the angular velocity components. The existence of singular subarcs in the time-optimal trajectories is explored. A numerical survey of the optimality conditions reveals that, over a large range of boundary conditions, there are in general several distinct extremal solutions. A classification of extremal solutions is presented, and domains of existence of the extremal subfamilies are established in a reduced parameter space. A locus of Darboux points is obtained, and global optimality of the extremal solutions is observed in relation to the Darboux points. The continuous dependence of the optimal trajectories with respect to variations in control constraints is noted, and a procedure to obtain the time-optimal bang-bang solutions is presented.This work was supported in part by DARPA under Contract No. ACMP-F49620-87-C-0016, by SDIO/IST under Contract No. F49620-87-C0088, and by Air Force Grant AFOSR-89-0001.     

非线性退化时滞微分控制系统的函数能控性

本文讨论非线性退化时滞微分控制系统．首先就非线性退化时滞微分控制系统的一阶变分系统给出变易公式,然后就非线性退化时滞微分控制系统的一阶变分系统的函数能控性给出一些判据,最后给出关于非线性退化时滞微分控制系统的函数能控性的判据．     

一类具有不连续源的奇摄动半线性微分方程组边值问题

讨论了一类具有不连续源的奇摄动半线性微分方程组边值问题,构造了形式渐近解.利用Hartman-Nagumo不等式证明了奇摄动半线性微分方程组的解的存在性与唯一性,利用Aumann介值定理,得到了该方程组解的光滑性,并且得到了一致有效估计.     

Bounds for the extremal eigenvalues of a class of symmetric tridiagonal matrices with applications

We consider a class of symmetric tridiagonal matrices which may be viewed as perturbations of Toeplitz matrices. The Toeplitz structure is destroyed since two elements on each off-diagonal are perturbed. Based on a careful analysis, we derive sharp bounds for the extremal eigenvalues of this class of matrices in terms of the original data of the given matrix. In this way, we also obtain a lower bound for the smallest singular value of certain matrices. Some numerical results indicate that our bounds are extremely good.     

A numerical method for singularly perturbed weakly coupled system of two second order ordinary differential equations with discontinuous source term

In this paper, a numerical method based on finite difference scheme and Shishkin mesh for singularly perturbed two second order weakly coupled system of ordinary differential equations with discontinuous source term is presented. An error estimate is derived to show that the method is uniformly convergent with respect to the singular perturbation parameter. Numerical results are presented to illustrate the theoretical results.     

Some singular perturbations of periodic operators

We consider two examples of singular perturbations of a periodic differential operator on the axis. The first example is a rapidly oscillating potential with compact support, and the second example is the delta potential with a small complex coupling constant. We investigate the structure and asymptotic behavior of the spectrum of the perturbed operators in detail. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 151, No. 2, pp. 207–218, May, 2007.     

Two-person game with nash equilibrium in optimal control problems

A two-person game with a Nash equilibrium is formulated for optimal control problems with a free right end and a linear differential system. The game is reduced to the calculation of a fixed point of an extremal mapping, which in turn is reduced to a variational inequality with linear constraints generated by systems of linear differential controllable processes. An extra-gradient iterative method is proposed for calculating the Nash equilibrium of the dynamic game. The convergence of the method is proved.     

Maximal and extremal singular graphs

A graph G is singular if the nullspace of its adjacency matrix is nontrivial. Such a graph contains induced subgraphs called singular configurations of nullity 1. We present two algorithms. One is for the construction of a maximal singular nontrivial graph G containing an induced subgraph, which is a singular configuration with the support of a vector in its nullspace as in that of G. The second is for the construction of a nut graph, a graph of nullity one whose null vector has no zero entries. An extremal singular graph of a given order, with the maximal nullity and support, has a nut graph as a maximal singular configuration.     

A singular approach to a class of impulsive differential equation

In this paper, a singular approach to study the solutions of an impulsive differential equation from a qualitative and quantitative point of view is proposed. In the approach, a suitable singular perturbation term is introduced and a singularly perturbed system with infinite initial values is defined, in which, the reduced problem of the singularly perturbed system is exactly the impulsive differential equation under consideration. Then the boundary layer function method is applied to construct the uniformly valid asymptotic solutions to the singularly perturbed system. Based on the continuous asymptotic solution, the discontinuous solutions of the impulsive differential equation are described and approximated. An example, namely, a classical Lotka-Volterra prey-predator model with one pulse is carried out to illustrate the main results.     

Properties of the Lagrange multipliers in the Pontryagin maximum principle for optimal control problems with state constraints

We study the Pontryagin maximum principle for an optimal control problem with state constraints. We analyze the continuity of a vector function µ (which is one of the Lagrange multipliers corresponding to an extremal by virtue of the maximum principle) at the points where the extremal trajectory meets the boundary of the set given by the state constraints. We obtain sufficient conditions for the continuity of µ in terms of the smoothness of the extremal trajectory.     

Perturbation of the SVD in the presence of small singular values

This paper gives SVD perturbation bounds and expansions that are of use when an m × n, m ? n matrix A has small singular values. The first part of the paper gives subspace bounds that are closely related to those of Wedin but are stated so as to isolate the effect of any small singular values to the left singular subspace. In the second part first and second order approximations are given for perturbed singular values. The subspace bounds are used to show that all approximations retain accuracy when applied to small singular values. The paper concludes by deriving a subspace bound for multiplicative perturbations and using that bound to give a simple approximation to a singular value perturbed by a multiplicative perturbation.