On some iterations for optimal control of jump linear equations

We consider different iterative methods for computing Hermitian solutions of the coupled Riccati equations of the optimal control problem for jump linear systems. We have constructed a sequence of perturbed Lyapunov algebraic equations whose solutions define matrix sequences with special properties proved under proper initial conditions. Several numerical examples are included to illustrate the effectiveness of the considered iterations.     

Weighted least squares solutions to general coupled Sylvester matrix equations

This paper is concerned with weighted least squares solutions to general coupled Sylvester matrix equations. Gradient based iterative algorithms are proposed to solve this problem. This type of iterative algorithm includes a wide class of iterative algorithms, and two special cases of them are studied in detail in this paper. Necessary and sufficient conditions guaranteeing the convergence of the proposed algorithms are presented. Sufficient conditions that are easy to compute are also given. The optimal step sizes such that the convergence rates of the algorithms, which are properly defined in this paper, are maximized and established. Several special cases of the weighted least squares problem, such as a least squares solution to the coupled Sylvester matrix equations problem, solutions to the general coupled Sylvester matrix equations problem, and a weighted least squares solution to the linear matrix equation problem are simultaneously solved. Several numerical examples are given to illustrate the effectiveness of the proposed algorithms.     

On nonconvexity of the solution set of a system of linear interval equations

We give necessary and sufficient conditions for the solution set of a system of linear interval equations to be nonconvex and derive some consequences.     

Transformations between discrete-time and continuous-time algebraic Riccati equations

We introduce a transformation between the discrete-time and continuous-time algebraic Riccati equations. We show that under mild conditions the two algebraic Riccati equations can be transformed from one to another, and both algebraic Riccati equations share common Hermitian solutions. The transformation also sets up the relations about the properties, commonly in system and control setting, that are imposed in parallel to the coefficient matrices and Hermitian solutions of two algebraic Riccati equations. The transformation is simple and all the relations can be easily derived. We also introduce a generalized transformation that requires weaker conditions. The proposed transformations may provide a unified tool to develop the theories and numerical methods for the algebraic Riccati equations and the associated system and control problems.     

A THEOREM OF BÄCKLUND REVISITED

Abstract

Bäcklund's theorem states that the most general contact transformation is an extended point transformation whenever both the number of independent variables and the number of dependent variables exceed one. A partial circumvention of Bäcklund's theorem is obtained by assigning each dependent variable its own distinct manifold of independent variables. This gives rise to extended symplectic product structures. sequences of extended Hamiltonians, and Lie groups of regular maps that satisfy systems of extended Hamilton-Jacobi equations provided the initial data is determined by a regular map. These ideas are applied to the study of systems of nonlinear second order partial differential equations. Lie groups of solutions are shown to be obtained by solving systems of extended Hamilton-Jacobi equations provided the initial data defines a solution.     

Block-iterative methods for consistent and inconsistent linear equations

Summary We shall in this paper consider the problem of computing a generalized solution of a given linear system of equations. The matrix will be partitioned by blocks of rows or blocks of columns. The generalized inverses of the blocks are then used as data to Jacobi- and SOR-types of iterative schemes. It is shown that the methods based on partitioning by rows converge towards the minimum norm solution of a consistent linear system. The column methods converge towards a least squares solution of a given system. For the case with two blocks explicit expressions for the optimal values of the iteration parameters are obtained. Finally an application is given to the linear system that arises from reconstruction of a two-dimensional object by its one-dimensional projections.     

The kernel method and systems of functional equations with several conditions

We generalize the kernel method to equation systems in which the number of unknowns is allowed to exceed the number of equations. With this generalization, we derive the generating functions for several kinds of sequences and generating trees whose recursions are dependent on the parity of the indices.     

Adaptive data distribution for concurrent continuation

Summary Continuation methods compute paths of solutions of nonlinear equations that depend on a parameter. This paper examines some aspects of the multicomputer implementation of such methods. The computations are done on a mesh connected multicomputer with 64 nodes.One of the main issues in the development of concurrent programs is load balancing, achieved here by using appropriate data distributions. In the continuation process, many linear systems have to be solved. For nearby points along the solution path, the corresponding system matrices are closely related to each other. Therefore, pivots which are good for theLU-decomposition of one matrix are likely to be acceptable for a whole segment of the solution path. This suggests to choose certain data distributions that achieve good load balancing. In addition, if these distributions are used, the resulting code is easily vectorized.To test this technique, the invariant manifold of a system of two identical nonlinear oscillators is computed as a function of the coupling between them. This invariant manifold is determined by the solution of a system of nonlinear partial differential equations that depends on the coupling parameter. A symmetry in the problem reduces this system to one single equation, which is discretized by finite differences. The solution of the discrete nonlinear system is followed as the coupling parameter is changed.This material is based upon work supported by the NSF under Cooperative Agreement No. CCR-8809615. The government has certain rights in this material.     

Nonlinear feedback control and systems of partial differential equations

Finding an equivalence between two feedback control systems is treated as a problem in the theory of partial differential equation systems. The mathematical aim is to embed the Jakubzyk-Respondek, Hunt-Meyer-Su work on feedback linearization in the general theory of differential systems due to Lie, Cartan, Vessiot, Spencer, and Goldschmidt. We do this by using the functor taking control systems into differential systems, and studying the equivalence invariants of such differential systems. After discussing the general case, attention is focussed on the special situation of most immediate practical importance, the theory of feedback linearization. In this case, the general system for feedback equivalence becomes a system of linear partial differential equations. Conditions are found that the general solution of this system may be described in terms of a Frobenius system and certain differential-algebraic operations.This work was supported by grant from the Ames Research Center of NASA and the Applied Mathematics Program of the National Science Foundation.     

Max-algebraic attraction cones of nonnegative irreducible matrices

It is known that the max-algebraic powers A^r of a nonnegative irreducible matrix are ultimately periodic. This leads to the concept of attraction cone Attr(A, t), by which we mean the solution set of a two-sided system λ^t(A)A^r⊗x=A^r+t⊗x, where r is any integer after the periodicity transient T(A) and λ(A) is the maximum cycle geometric mean of A. A question which this paper answers, is how to describe Attr(A,t) by a concise system of equations without knowing T(A). This study requires knowledge of certain structures and symmetries of periodic max-algebraic powers, which are also described. We also consider extremals of attraction cones in a special case, and address the complexity of computing the coefficients of the system which describes attraction cone.     

Reflections and calculations on a prey-predator-patch problem

This paper is concerned with models for the interaction of plants, herbivores and their predators. We concentrate on situations in which local colonies of herbivores either over-exploit their host plant or are driven to extinction by predators. Starting from a complicated structured model, in which the local prey and predator density within patches is taken into account, we use time scale arguments to derive a three dimensional system of ordinary differential equations. The simplified system is analysed and the existence of multiple stable steady states is demonstrated.     

Superconvergence in the generalized finite element method

In this paper, we address the problem of the existence of superconvergence points of approximate solutions, obtained from the Generalized Finite Element Method (GFEM), of a Neumann elliptic boundary value problem. GFEM is a Galerkin method that uses non-polynomial shape functions, and was developed in (Babuška et al. in SIAM J Numer Anal 31, 945–981, 1994; Babuška et al. in Int J Numer Meth Eng 40, 727–758, 1997; Melenk and Babuška in Comput Methods Appl Mech Eng 139, 289–314, 1996). In particular, we show that the superconvergence points for the gradient of the approximate solution are the zeros of a system of non-linear equations; this system does not depend on the solution of the boundary value problem. For approximate solutions with second derivatives, we have also characterized the superconvergence points of the second derivatives of the approximate solution as the roots of a system of non-linear equations. We note that smooth generalized finite element approximation is easy to construct. I. Babuška’s research was partially supported by NSF Grant # DMS-0341982 and ONR Grant # N00014-99-1-0724. U. Banerjee’s research was partially supported by NSF Grant # DMS-0341899. J. E. Osborn’s research was supported by NSF Grant # DMS-0341982.     

Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory

We determine and compare the convergence rates of various fixed-point iterations for finding the minimal positive solution of a class of nonsymmetric algebraic Riccati equations arising in transport theory.     

Infinite triangular matrices, q-Pascal matrices, and determinantal representations

We use basic properties of infinite lower triangular matrices and the connections of Toeplitz matrices with generating-functions to obtain inversion formulas for several types of q-Pascal matrices, determinantal representations for polynomial sequences, and identities involving the q-Gaussian coefficients. We also obtain a fast inversion algorithm for general infinite lower triangular matrices.     

Application of a block modified Chebyshev algorithm to the iterative solution of symmetric linear systems with multiple right hand side vectors

Summary. An adaptive Richardson iteration method is described for the solution of large sparse symmetric positive definite linear systems of equations with multiple right-hand side vectors. This scheme ``learns' about the linear system to be solved by computing inner products of residual matrices during the iterations. These inner products are interpreted as block modified moments. A block version of the modified Chebyshev algorithm is presented which yields a block tridiagonal matrix from the block modified moments and the recursion coefficients of the residual polynomials. The eigenvalues of this block tridiagonal matrix define an interval, which determines the choice of relaxation parameters for Richardson iteration. Only minor modifications are necessary in order to obtain a scheme for the solution of symmetric indefinite linear systems with multiple right-hand side vectors. We outline the changes required. Received April 22, 1993     

On Schwarz's domain decomposition methods for elliptic boundary value problems

Summary. We study the additive and multiplicative Schwarz domain decomposition methods for elliptic boundary value problem of order 2 r based on an appropriate spline space of smoothness . The finite element method reduces an elliptic boundary value problem to a linear system of equations. It is well known that as the number of triangles in the underlying triangulation is increased, which is indispensable for increasing the accuracy of the approximate solution, the size and condition number of the linear system increases. The Schwarz domain decomposition methods will enable us to break the linear system into several linear subsystems of smaller size. We shall show in this paper that the approximate solutions from the multiplicative Schwarz domain decomposition method converge to the exact solution of the linear system geometrically. We also show that the additive Schwarz domain decomposition method yields a preconditioner for the preconditioned conjugate gradient method. We tested these methods for the biharmonic equation with Dirichlet boundary condition over an arbitrary polygonal domain using cubic spline functions over a quadrangulation of the given domain. The computer experiments agree with our theoretical results. Received December 28, 1995 / Revised version received November 17, 1998 / Published online September 24, 1999     

Using the Sherman-Morrison-Woodbury inversion formula for a fast solution of tridiagonal block Toeplitz systems

A fast numerical algorithm for solving systems of linear equations with tridiagonal block Toeplitz matrices is presented. The algorithm is based on a preliminary factorization of the generating quadratic matrix polynomial associated with the Toeplitz matrix, followed by the Sherman-Morrison-Woodbury inversion formula and solution of two bidiagonal and one diagonal block Toeplitz systems. Tight estimates of the condition numbers are provided for the matrix system and the main matrix systems generated during the preliminary factorization. The emphasis is put on rigorous stability analysis to rounding errors of the Sherman-Morrison-Woodbury inversion. Numerical experiments are provided to illustrate the theory.     

Direct problem for a nonlinear evolutionary system

In this article, we consider the first initial boundary-value problem for an evolutionary system describing nonlinear interactions of electromagnetic and elastic waves. The system under study consists of three coupled differential equations, one of them is a hyperbolic equation (an analogue of the Lamé equations) and the other two equations form a parabolic system (an analogue of the diffusion Maxwell system). Existence and uniqueness results are established. We also prove the stability estimate of a weak solution.     

Vector least-squares solutions for coupled singular matrix equations

The weighted least-squares solutions of coupled singular matrix equations are too difficult to obtain by applying matrices decomposition. In this paper, a family of algorithms are applied to solve these problems based on the Kronecker structures. Subsequently, we construct a computationally efficient solutions of coupled restricted singular matrix equations. Furthermore, the need to compute the weighted Drazin and weighted Moore–Penrose inverses; and the use of Tian's work and Lev-Ari's results are due to appearance in the solutions of these problems. The several special cases of these problems are also considered which includes the well-known coupled Sylvester matrix equations. Finally, we recover the iterative methods to the weighted case in order to obtain the minimum D-norm G-vector least-squares solutions for the coupled Sylvester matrix equations and the results lead to the least-squares solutions and invertible solutions, as a special case.