Geometric interpretation of Hamiltonian cycles problem via singularly perturbed Markov decision processes

We consider the Hamiltonian cycle problem (HCP) embedded in a singularly perturbed Markov decision process (MDP). More specifically, we consider the HCP as an optimization problem over the space of long-run state-action frequencies induced by the MDP's stationary policies. We also consider two quadratic functionals over the same space. We show that when the perturbation parameter, ? is sufficiently small the Hamiltonian cycles of the given directed graph are precisely the maximizers of one of these quadratic functionals over the frequency space intersected with an appropriate (single) contour of the second quadratic functional. In particular, all these maximizers have a known Euclidean distance of z _m (?) from the origin. Geometrically, this means that Hamiltonian cycles, if any, are the points in the frequency polytope where the circle of radius z _m (?) intersects a certain ellipsoid.     

Plateau’s problem in Finsler 3-space

We explore a connection between the Finslerian area functional based on the Busemann–Hausdorff-volume form, and well-investigated Cartan functionals to solve Plateau’s problem in Finsler 3-space, and prove higher regularity of solutions. Free and semi-free geometric boundary value problems, as well as the Douglas problem in Finsler space can be dealt with in the same way. We also provide a simple isoperimetric inequality for minimal surfaces in Finsler spaces.     

Sufficient conditions for the controllability of nonlinear distributed systems

For nonlinear distributed systems representable as a Volterra functional operator equation in a Lebesgue space, sufficient conditions for pointwise controllability with respect to a vector of non-linear functionals are proved. The controls are assumed to be piecewise constant vector functions. The reduction of controlled distributed systems to the functional operator equation under study is illustrated by two examples: a Dirichlet boundary value problem for the diffusion equation and a mixed problem for the transport equation.     

Exit time moments, boundary value problems, and the geometry of domains in Euclidean space

Let X _t be a diffusion in Euclidean space. We initiate a study of the geometry of smoothly bounded domains in Euclidean space using the moments of the exit time for particles driven by X _t , as functionals on the space of smoothly bounded domains. We provide a characterization of critical points for each functional in terms of an overdetermined boundary value problem. For Brownian motion we prove that, for each functional, the boundary value problem which characterizes critical points admits solutions if and only if the critical point is a ball, and that all critical points are maxima. Received: 23 January 1997 / Revised version: 21 January 1998     

On the Uniqueness of the Solution of the Inverse Sturm–Liouville Problem with Nonseparated Boundary Conditions on a Geometric Graph

For the first time, the inverse Sturm–Liouville problem with nonseparated boundary conditions is studied on a star-shaped geometric graph with three edges. It is shown that the Sturm–Liouville problem with general boundary conditions cannot be uniquely reconstructed from four spectra. Nonseparated boundary conditions are found for which a uniqueness theorem for the solution of the inverse Sturm–Liouville problem is proved. The spectrum of the boundary value problem itself and the spectra of three auxiliary problems are used as reconstruction data. It is also shown that the Sturm–Liouville problem with these nonseparated boundary conditions can be uniquely recovered if three spectra of auxiliary problems are used as reconstruction data and only five of its eigenvalues are used instead of the entire spectrum of the problem.     

A Boundary Value Problem for an Elliptic Equation with Asymmetric Coefficients in a Nonschlicht Domain

We propose some minimum principle for the quadratic energy functional of an elliptic boundary value problem describing a transport process with asymmetric tensor coefficients in a nonschlicht domain. We prove the existence and uniqueness of a weak solution in the energy space. The energy norm equals the entropy production rate.     

On stability of solutions of the coefficient inverse extremal problems for the stationary convection-diffusion equation

The coefficient inverse extremal problems are studied for the stationary convectiondiffusion equation in a bounded domain under mixed boundary conditions on the boundary of the domain. The role of control is played by the velocity vector of a medium and the functions that are involved in the boundary conditions for temperature. The solvability of the extremal problems is proven both for an arbitrary weakly lower semicontinuous quality functional and for the particular quality functionals. On the basis of analysis of the optimality system some sufficient conditions are established on the initial data providing the uniqueness and stability of optimal solutions under sufficiently small perturbations of both the quality functional and one of the functions involved in the original boundary value problem.     

Well-Posedness of a Problem of Propagation of Nonlinear Acoustic-Gravity Waves in the Atmosphere Generated by Surface Pressure Variations

Currently there are many international microbarograph networks for high-resolution recording of wave pressure variations on the Earth’s surface. This arouses interest in wave propagation in the atmosphere generated by atmospheric pressure variations. A full system of nonlinear hydrodynamic equations for atmospheric gases with lower boundary conditions in the form of wavelike pressure variations on the Earth’s surface is considered. Since the wave amplitudes near the Earth’s surface are small, linearized equations are used in the analysis of well-posedness of the problem. With the help of a wave energy functional method, it is shown that in the non-dissipative case the solution to the boundary value problem is uniquely determined by the variable pressure field on the Earth’s surface. The corresponding dissipative problem is well-posed if, in addition to the pressure field, appropriate conditions on the velocity and temperature on the Earth’s surface are given. In the case of an isothermal atmosphere, the problem admits analytical solutions that are harmonic in the variables x and t. A good agreement between the numerical and analytical solutions is obtained. The study shows that the temperature and density can rapidly vary at the lower boundary of the boundary value problem. An example of solving the three-dimensional problem with variable pressure on the Earth’s surface taken from experimental observations is given. The developed algorithms and computer programs can be used to simulate atmospheric waves generated by pressure variations on the Earth’s surface.     

Some linear nonautonomous control problems with quadratic cost

In this paper we consider two similar nonautonomous linear control problems which have quadratic cost functionals. We give necessary conditions for the problems to be optimized over an infinite interval and prove that the optimal controls are linear feedback controls. If the first problem is set in a real Hilbert space the feedback controls generate a uniformly asymptotically stable evolutionary process. In the second problem the controls generate an asymptotically stable system of neutral functional differential equations.     

On the Fredholm property of the electric field equation in the vector diffraction problem for a partially screened solid

We consider a vector problem of diffraction of an electromagnetic wave on a partially screened anisotropic inhomogeneous dielectric body. The boundary conditions and the matching conditions are posed on the boundary of the inhomogeneity domain, and under passage through it, the medium parameters have jump changes. A boundary value problem for the system of Maxwell equations in unbounded space is studied in a semiclassical statement and is reduced to a system of integro-differential equations on the body domain and the screen surfaces. We show that the quadratic form of the problem operator is coercive and the operator itself is Fredholm with zero index.     

Modelling of the forced motions of an elastic beam using the method of integrodifferential relations

A variational approach to the numerical modelling of forced lateral motions of an Euler–Bernoulli elastic beam is developed for a number of linear boundary conditions using the method of integrodifferential relations. A class of linear boundary actions is considered. A family of quadratic functionals, connecting the displacement field of points of the beam with the bending-moment functions in the cross section and the momentum density is proposed. Variational formulations of the original initial-boundary value problem on the motion of the beam are given and the necessary conditions for the functionals introduced to be stationary are analysed. The integral and local quality characteristics of the admissible approximate solutions are determined. The relation between the variational problems, formulated for the beam model, with the classical Hamilton–Ostrogradskii variational principles is demonstrated. An algorithm for constructing approximate systems of ordinary differential equations is developed, the solution of which yields stationary (minimum) values of the functionals introduced on a specified set of displacement fields, moments and momenta. Examples of calculations of the displacements for an elastic beam and an analysis of the quality of the numerical solutions obtained are presented.     

Distribution of eigenvalues for the discontinuous boundary-value problem with functional-manypoint conditions

In this study, we investigate the boundary-value problem with eigenvalue parameter generated by the differential equation with discontinuous coefficients and boundary conditions which contains not only endpoints of the considered interval, but also a point of discontinuity, a finite number of internal points and abstract linear functionals. So our problem is not a pure boundary-value one. We single out a class of linear functionals and find simple algebraic conditions on the coefficients which guarantee the existence of an infinite number of eigenvalues. Also, the asymptotic formulas for the eigenvalues are found. The results obtained in this paper are new, even in the case of boundary conditions either without internal points or without linear functionals.     

Inverse problems for stationary Navier-Stokes systems

An inverse problem for a nonlinear equation in a Hilbert space is considered in which the right-hand side that is a linear combination of given functionals is found from given values of these functionals on the solution. Sufficient conditions for the existence of a solution are established, and the solution set is shown to be homeomorphic to a finite-dimensional compact set. A boundary inverse problem for the three-dimensional thermal convection equations for a viscous incompressible fluid and an inverse magnetohydrodynamics problem are considered as applications.     

The energy method for constructing time-harmonic solutions to the maxwell equations

We propose some minimum principle for an energy functional in an elliptic boundary value problem that arises in constructing time-harmonic solutions to the Maxwell equations. We suggest the potentials other than the vector and scalar potentials, used in the mathematical modeling of electromagnetic fields since the operators of traditional problems are not sign definite, which complicates constructions of iterative solution methods. We consider the problem in a parallelepiped whose boundary is ideally conducting. For nonresonant frequencies we prove that the operator of the boundary value problem is positive definite, propose a minimum principle for a quadratic energy functional, and prove the existence and uniqueness of generalized solutions.     

两个同心旋转圆柱之间的两种流体的交界面几何形状问题

研究两个同心旋转圆柱之间的两种流体的交界面几何形状问题．利用张量分析工具,给出了忽略耗散能量影响下交界面几何形状是一种能量泛函的临界点,其对应的Euler-Lagrange方程是1个非线性椭圆边值问题．对于粘性引起的耗散能量不能忽略的情况下,同样给出了1个带有耗散能量的能量泛函,其临界点是交界面几何形状,相应的Euler-Lagrange方程也是1个二阶的非线性椭圆边值问题．这样,交界面几何形状问题转化为求解非线性椭圆边值问题．     

Adjoint and self-adjoint boundary value problems on a geometric graph

We consider boundary value problems of arbitrary order for linear differential equations on a geometric graph. Solutions of boundary value problems are coordinated at the interior vertices of the graph and satisfy given conditions at the boundary vertices. For considered boundary value problems, we construct adjoint boundary value problems and obtain a self-adjointness criterion. We describe the structure of the solution set of homogeneous self-adjoint boundary value problems with alternating coefficients of a differential equation and obtain nondegeneracy conditions for these boundary value problems.     

On the rate of convergence of infinite horizon discounted optimal value functions

In this paper we investigate the rate of convergence of the optimal value function of an infinite horizon discounted optimal control problem as the discount rate tends to zero. Using the Integration Theorem for Laplace transformations we provide conditions on averaged functionals along suitable trajectories yielding quadratic pointwise convergence. From this we derive under appropriate controllability conditions criteria for linear uniform convergence of the value functions on control sets. Applications of these results are given and an example is discussed in which both linear and slower rates of convergence occur depending on the cost functional.     

ASYMPTOTIC BEHAVIOUR OF EIGENVALUES FOR THE DISCONTINUOUS BOUNDARY-VALUE PROBLEM WITH FUNCTIONAL-TRANSMISSION CONDITIONS

In this study, the boundary-value problem with eigenvalue parameter generated by the differential equation with discontinuous coefficients and boundary conditions which contains not only endpoints of the considered interval, but also point of discontinuity and linear functionals is investigated. So, the problem is not pure boundary-value. The authors single out a class of linear functionals and find simple algebraic conditions on coefficients, which garantee the existence of innnit number eigenvalues. Also the asymptotic formulas for eigenvalues are found.     

Optimality conditions for the control of a double-membrane complex system by a modal decomposition technique

The optimal of damping out the oscillations of an elastically rectangular double-membrane system by means of point-wise actuators is solved analytically. The membrane is clamped along the boundaries. The motion of the system is initiated by given initial displacement and velocity conditions. The basic control problem is to minimize the deflection and the velocity of displacements at a specified time with the minimum expenditure of actuation energy. A quadratic performance functional is chosen as the cost functional which comprises the functionals of the deflection, velocity and the point-wise actuators. Necessary and sufficient conditions of optimality are investigated. The necessary conditions of optimality are obtained from a variational approach and formulated in the form of degenerate integrals which lead to explicit optimal control laws for the actuators. Numerical results are given for various problem parameters and the efficiency of the control mechanism is investigated.