Variation formulas for solution of a nonlinear differential equation with time delay and mixed initial condition

In this paper, we prove the variation formulas for solutions of a differential equation with nonconstant time delay and mixed initial condition. “Mixed initial condition” means that at the initial moment, some coordinates of the trajectory do not coincide with the corresponding coordinates of the initial function. This condition unites continuous and noncontinuous initial conditions, for which the variation formulas were probed in [5–7]. On one hand, variation formulas are used in the proof of necessary optimality conditions [1–4, 6, 8, 9]; on the other hand, they allow one to obtain approximate solutions of perturbed equations in analytic form. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 42, Optimal Control, 2006.     

Linearized maximum principle for neutral-type,variable-structure optimal problems with delays in controls

The authors state and study an optimal problem for variable-structure systems described by neutral-type quasilinear differential equations with discontinuous initial condition and incommensurable delays. The variation of the system structure means that in the process of motion, at a certain instant of time not known in advance, the object considered can pass from one law of motion to another, and, moreover, the initial condition for each of the subsequent states of the system depends on the state of the next to the last. The discontinuity of the initial condition means that at the initial instant of time, the value of the initial function and that of the trajectory do not coincide in general. The necessary optimality conditions are proved in the form of the linearized integral maximum principle for controls and initial functions and in the form of inequalities and equalities for the initial and final instants of structure change. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 42, Optimal Control, 2006.     

Variation formulas of solutions and optimal control problems for differential equations with retarded argument

The authors prove a theorem on the continuous dependence of solutions of nonlinear systems of differential equations with variable delay on the perturbations of initial data (initial instant, initial function, and initial value of the trajectory) and the right-hand side in the case where these perturbations are small in the Euclidean and integral topology, respectively. The variation formulas of solutions of a differential equation with discontinuous and continuous initial condition are deduced; as compared with those known earlier, these formulas take into account the variation of the initial instant and the discontinuity and continuity of the initial data. A necessary condition for criticality of mappings defined on a finitely locally convex set is obtained. The quasiconvexity of filters in studying optimal problems with delays in controls is proved. Necessary optimality conditions and existence theorems are proved for optimal problems with variable delays in phase coordinates and controls having a nonfixed initial instant, a discontinuous and a continuous initial condition, and functional and boundary conditions of general form. Necessary optimality conditions are obtained for optimal problems with variable structure and delays. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 25, Optimal Control, 2005.     

Boundary control of a hyperbolic system with one space variable

We consider a mixed problem in a half-strip for a hyperbolic system with one space variable and with constant coefficients. The control problem is to find boundary conditions ensuring that the system has a given state vector at a given instant of time. We study whether the problem is asymptotically solvable, i.e., whether there exists a sequence of boundary conditions such that the corresponding sequence of final state vectors uniformly converges to the given vector. We reduce the construction of a family of such sequences of boundary conditions with a function parameter to the solution of a Fredholm integral equation of the second kind and prove a sufficient condition for its unique solvability in terms of the problem data.     

Variation formulas of solution for a functional differential equation with delay function perturbation

Variation formulas of solution for a nonlinear functional differential equation with variable delay and continuous initial condition are proved. The effects of delay function perturbation and continuous initial condition are detected in the variation formulas. The continuity of the initial condition means that the values of the initial function and the trajectory always coincide at the initial moment.     

Global controllability and computation of controls in nonlinear systems

The authors consider the problem of constructing an admissible open-loop control of bounded energy steering a nonlinear system from a given initial state to a given final state under the condition that the first-approximation system is completely controllable. The convergent iterative procedure for computing an admissible control is verified. It is shown that a nonlinear system locally controllable with respect to the first approximation becomes globally completely controllable for any boundary conditions from the stability region if the initial nonlinear system is stabilizable up to the asymptotic stability in the large and in the whole and the nonlinear terms either satisfy the global Cauchy-Lipschitz condition or are polynomials of a certain degree in state coordinates with arbitrary coefficients. The nonlinear system of algebraic equations to computation of whose solutions the problem of constructing the admissible control reduces is indicated. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 26, Nonlinear Dynamics, 2005.     

Necessary conditions for the optimality of the automaton part of a logical-dynamical system

A dynamical system controlled by an automaton with memory is considered. The continuous part of the system is described by differential equations, and the automaton part, by recurrence inclusions. The instants of time at which the state of the automaton part is changed are not known in advance and are determined during the optimization process. Moreover, modes with multiple switchings of the automaton part at a given instant of time are admitted. Necessary conditions for the optimality of a program control are obtained. The application of the optimality conditions is illustrated by examples.     

On the stability of robust filter-cleaners

We study the dependence on initial conditions of two recursive filters for cleaning a contaminated time series from additive outliers. We show that the function in the recursive equation is in general not contractive, but nevertheless there exists a stationary solution and two iterates with arbitrary initial conditions coincide after some random time T₀. However T₀ may be quite large.     

Singular solution to the problem of minimizing resource consumption

An iterative method of finding a singular solution to the problem of minimizing resource consumption has been developed. This method is based on the information about the finite control structure. A condition for existence of a singular solution is obtained. The limit value for transferring the time between the normal and the singular solutions is found. A relation between the variations of the control switching instants and the variations of the initial conditions of the adjoint system is found. A system of linear algebraic equations relating the variations of the initial conditions of the adjoint system to the deviations of the phase coordinates from a given final state of the system is obtained. The calculation algorithm and the results of modeling and numerical calculations are presented.     

Interference between the transverse and longitudinal vibrations in musical strings

Two problems of the vibrations of strings are considered using the approach described previously in [1]: the vibrations of the string of a plucked musical instrument, drawn out at one of the points and at rest at the initial instant of time (Problem 1), and the vibrations of the string of a keyboard musical instrument, the points of which are given an initial velocity at the initial instant of time by a hammer of small width (Problem 2). It is established that forced longitudinal oscillations of the string occur at frequencies of the transverse vibrations, the condition for possible resonance of the longitudinal vibrations is derived, and the nature of the vibrations at the point where the string is fastened due to elasticity and the related shift in the frequency of transverse vibrations is established.     

Relaxing mixed integer optimal control problems using a time transformation

Mixed integer control systems are used to model dynamical behavior that can change instantly, for example a driving car with different gears. Changing a gear corresponds to an instant change of the differential equation what is achieved in the model by changing the value of the integer control function. The optimal control of a mixed integer control system by a discretize-then-optimize approach leads to a mixed integer optimization problem that is not differentiable with respect to the integer variables, such that gradient based optimization methods can not be applied. In this work, differentiability with respect to all optimization variables is achieved by reformulating the mixed integer optimal control problem (MIOCP). A fixed integer control function and a time transformation are introduced. The combination of both allows to change the sequence of active differential equations by partially deactivating the fixed integer control function. In contrast to other works, here different fixed integer control functions are taken into account. Advantages of so called control consistent (CC) fixed integer control functions are discussed and confirmed on a numerical example. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Non-degenerate necessary optimality conditions for the optimal control problem with equality-type state constraints

In this work, an optimal control problem with state constraints of equality type is considered. Novelty of the problem formulation is justified. Under various regularity assumptions imposed on the optimal trajectory, a non-degenerate Pontryagin Maximum Principle is proven. As a consequence of the maximum principle, the Euler–Lagrange and Legendre conditions for a variational problem with equality and inequality state constraints are obtained. As an application, the equation of the geodesic curve for a complex domain is derived. In control theory, the Maximum Principle suggests the global maximum condition, also known as the Weierstrass–Pontryagin maximum condition, due to which the optimal control function, at each instant of time, turns out to be a solution to a global finite-dimensional optimization problem.     

Stability in part of the variables of “partial” equilibria of systems with aftereffect

The problem of stability in part of the variables of a “partial” equilibrium (this means that a given part of the phase vector coordinates is zero) is considered for nonlinear nonstationary systems of functional differential equations with aftereffect. The notions of stability in part of the variables, which admit more general (compared with the known ones) assumptions about the values of the supremum-norm of the components of the initial vector function corresponding to the variables that do not determine the given equilibrium, are introduced. The stability and asymptotic stability conditions of the the type mentioned above are obtained in the context of the method of Lyapunov-Krasovskii functionals; this conditions allow generalization of several well-known results.     

Game problem of “soft landing” for second-order systems

The paper considers the approach game problem of one control object moving in the space with the other whose motion is executed in the horizontal plane. In this case, the horizontal plane plays the role of state constraints for the pursuer, who, therefore, can move only in the upper half-space. The dynamics of the player models the motion of different-type objects in a medium with friction. The goal of the pursuer is the approach of geometric coordinates and the velocities of the players (soft landing) at a certain finite instant of time. The paper distinguishes initial states of the pursuer and also establishes sufficient conditions on the parameters of the conflict-control process under which the “soft landing” problem is solvable at a finite time. Moreover, the authors use a method that allows them to reduce the game problem to an equivalent control problem. Based on a detailed study of the reachable set of the latter problem, the authors construct pursuer controls allowing one to solve the initial problem in explicit (analytical) form. Moreover, in the first stage, based on the N. N. Krasovskii extremal aiming principle, the authors align the velocity of the players, and in the concluding stage, they directly perform the “soft landing.” At each stage, the time needed for solution of the problem can be found a priori. In conclusion, the authors discuss the results of modeling the “soft landing” process. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 23, Optimal Control, 2005.     

Trajectory Following Methods in Control System Design

A trajectory following method for solving optimization problems is based on the idea of solving ordinary differential equations whose equilibrium solutions satisfy the necessary conditions for a minimum. The method is `trajectory following' in the sense that an initial guess for the solution is moved along a trajectory generated by the differential equations to a solution point. With the advent of fast computers and efficient integration solvers, this relatively old idea is now an attractive alternative to traditional optimization methods. One area in control theory that the trajectory following method is particularly useful is in the design of Lyapunov optimizing feedback controls. Such a controller is one in which the control at each instant in time either minimizes the `steepest decent' or `quickest decent' as determined from the system dynamics and an appropriate (Lyapunov- like) decent function. The method is particularly appealing in that it allows the Lyapunov control system design method to be used `on-line'. That is, the controller is part of a normal feedback loop with no off-line calculations required. This approach eliminates the need to solve two-point boundary value problems associated with classical optimal control approaches. We demonstrate the method with two examples. The first example is a nonlinear system with no constraints on the control and the second example is a linear system subject to bounded control.     

Light rays having extreme points with the same spatial coordinates

In this paper we deal with lightlike geodesics in Lorentzian manifolds which are closed with respect to the spatial coordinates. We consider the case where the initial point is fixed or moves on a level of a given time function. The case where the initial point is free is also considered, under a periodicity condition on the metric.     

Control of boundary impedance in two-dimensional material-body cloaking by the wave flow method

Control problems are considered for a two-dimensional electromagnetic field model describing electromagnetic wave scattering in a unbounded homogeneous medium containing an anisotropic permeable inclusion with a partially covered (cloaked) boundary. The control is a function involved in the impedance boundary condition on the covered part of the boundary. The solvability of the original mixed transmission problem for the two-dimensional Helmholtz equation and of the control problems is proved. Optimality systems describing necessary extremum conditions are derived. The uniqueness and stability of optimal solutions with respect to certain perturbations of the cost functional and the incident wave are established.     

The dynamic programming method in systems with states in the form of distributions

The problem of optimal control of a system with the initial state in the form of a known distribution function specified on a fixed time segment is considered. To solve this problem, an approach is used in which the state of the system is understood as a coordinate distribution at each instant of time. Analogs of the equations in the Hamiltonian formalism for the problem of minimizing the integral functional are derived. The solution to the problem of optimal control in the closed form for a linear system with an integral quadratic functional is presented.