Parametric control of solutions to an evolution problem in a neighborhood of an unstable stationary regime

We study a controlled system of ordinary differential equations in a neighborhood of an unstable stationary regime. We seek for a control under which the solution remains in the neighborhood however long. We find conditions under which such control is possible and prove an existence theorem. The results are of a constructive character and can be applied to controlling actual processes.     

Controllability for a Nonlinear Abstract Evolution Equation

We prove a theorem on the local controllability of a system described by a nonlinear evolution equation in Banach space when the control is a multiplier on the right-hand side. We obtain sufficient conditions on the size of the neighborhood from which we can take the function from the overdetermination condition so that the inverse problem is uniquely solvable.     

Construction of a regulator for the hamiltonian system in a two-sector economic growth model

We consider an optimal control problem of investment in the capital stock of a country and in the labor efficiency. We start from a model constructed within the classical approaches of economic growth theory and based on three production factors: capital stock, human capital, and useful work. It is assumed that the levels of investment in the capital stock and human capital are endogenous control parameters of the model, while the useful work is an exogenous parameter subject to logistic-type dynamics. The gross domestic product (GDP) of a country is described by a Cobb-Douglas production function. As a utility function, we take the integral consumption index discounted on an infinite time interval. To solve the resulting optimal control problem, we apply dynamic programming methods. We study optimal control regimes and examine the existence of an equilibrium state in each regime. On the boundaries between domains of different control regimes, we check the smoothness and strict concavity of the maximized Hamiltonian. Special focus is placed on a regime of variable control actions. The novelty of the solution proposed consists in constructing a nonlinear stabilizer based on the feedback principle. The properties of the stabilizer allow one to find an approximate solution to the original problem in the neighborhood of an equilibrium state. Solving numerically the stabilized Hamiltonian system, we find the trajectories of the capital of a country and labor efficiency. The solutions obtained allow one to assess the growth rates of the GDP of the country and the level of consumption in the neighborhood of an equilibrium position.     

Secular dynamics of a planar model of the Sun-Jupiter-Saturn-Uranus system; effective stability in the light of Kolmogorov and Nekhoroshev theories

We investigate the long-time stability of the Sun-Jupiter-Saturn-Uranus system by considering a planar secular model, which can be regarded as a major refinement of the approach first introduced by Lagrange. Indeed, concerning the planetary orbital revolutions, we improve the classical circular approximation by replacing it with a solution that is invariant up to order two in the masses; therefore, we investigate the stability of the secular system for rather small values of the eccentricities. First, we explicitly construct a Kolmogorov normal form to find an invariant KAM torus which approximates very well the secular orbits. Finally, we adapt the approach that underlies the analytic part of Nekhoroshev’s theorem to show that there is a neighborhood of that torus for which the estimated stability time is larger than the lifetime of the Solar System. The size of such a neighborhood, compared with the uncertainties of the astronomical observations, is about ten times smaller.     

Extremality,Controllability, and Abundant Subsets of Generalized Control Systems

The generalized control system that we consider in this paper is a collection of vector fields, which are measurable in the time variable and Lipschitzian in the state variable. For such system, we define the concept of an abundant subset. Our definition follows the definition of an abundant set of control functions introduced by Warga. We prove a controllability–extremality theorem for generalized control systems, which says, in essence, that either a given trajectory satisfies a type of maximum principle or a neighborhood of the endpoint of the trajectory can be covered by trajectories of an abundant subset. We apply the theorem to a control system in the classical formulation and obtain a controllability–extremality result, which is stronger, in some respects, than all previous results of this type. Finally, we apply the theorem to differential inclusions and obtain, as an easy corollary, a Pontryagin-type maximum principle for nonconvex inclusions.     

Adapted complex structures in a neighborhood of an isotropic embedding

Let (X, ω) be a symplectic manifold and ι: M ? X an isotropic embedding, ι*ω = 0. The isotropie embedding theorem gives a local normal form of X in a neighborhood of M, in particular a natural potential α of ω, ?dα = ω. Now, given certain geometrical structures on M and on the symplectic normal bundle of M, in particular inducing a natural energy momentum function H in a neighborhood of M, we construct a natural complex structure J in a neighborhood of M satisfying certain initial conditions associated to the given initial data along M and satisfying the equation (in J): d^c H = α. This generalizes a theorem of Guillemin-Stenzel and Lempert-Szöke in the Lagrangean case.     

On the Existence of a Classical Optimal Solution and of an Almost Strongly Optimal Solution for an Infinite-Horizon Control Problem

We consider an infinite-horizon optimal control problem with the cost functional described either by an integral over an unbounded interval (a Lebesgue integral) or by a limit of integrals (an improper Lebesgue integral). We prove some theorems on the existence of solutions to such problems. The proofs are based on appropriate lower closure theorems and some extensions of Olech’s theorem on the lower semicontinuity of an integral functional; these extensions cover the cases of functionals described by an integral over an unbounded interval and by a limit of integrals.     

Explicit Formulas for Generalized Action–Angle Variables in a Neighborhood of an Isotropic Torus and Their Application

Different versions of the Darboux–Weinstein theorem guarantee the existence of action–angle-type variables and the harmonic-oscillator variables in a neighborhood of isotropic tori in the phase space. The procedure for constructing these variables is reduced to solving a rather complicated system of partial differential equations. We show that this system can be integrated in quadratures, which permits reducing the problem of constructing these variables to solving a system of quadratic equations. We discuss several applications of this purely geometric fact in problems of classical and quantum mechanics.     

Dulac-Cherkas function in a neighborhood of a structurally unstable focus of an autonomous polynomial system on the plane

We consider the problem of estimating the number of limit cycles and their localization for an autonomous polynomial system on the plane with fixed real coefficients and with a small parameter. At the origin, the system has a structurally unstable focus whose first Lyapunov focal quantity is nonzero for the zero value of the parameter. We develop an algebraic method for constructing a Dulac-Cherkas function in a neighborhood of this focus in the form of a polynomial of degree 4. The method is based on the construction of an auxiliary positive polynomial containing terms of order ≥ 4 in the phase variables. The coefficients of these terms are found from a linear algebraic system obtained by equating the coefficients of the corresponding auxiliary function with zero. We present examples in which the suggested method permits one to find parameter intervals and the corresponding neighborhoods of the focus in each of which the number of limit cycles remains constant for all parameter values in the respective interval.     

Investigation of a nonlinear difference equation in a Banach space in a neighborhood of a quasiperiodic solution

We investigate the behavior of a diserete dynamical system in a neighborhood of a quasiperiodic trajeetory for the case of an infinite-dimensional Banach space We find conditions sufficient for the system considered to reduce, in such a neighborhood, to a system with quasiperiodic coefficients. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 12, pp. 1661–1676, December, 1997.     

Parametric identification problem with a regularizer in the form of the total variation of the control

We consider a linear dynamical system, for which we need to reconstruct the control input on the basis of a noisy output. We form the corresponding family of parametric optimal control problems in which the performance criterion contains terms corresponding to the problem regularization and clearing the output signal from speckle noises. The weight coefficient multiplying the term used for noise filtration plays the role of a parameter in the family of problems. We prove a theorem that describes the properties of solutions of parametric problems in a neighborhood of a regular point, analyze the differential properties of solutions of that problem, and derive formulas for the computation of derivatives of the optimal trajectory and the optimal control with respect to a parameter. We suggest a simple method for constructing approximate solutions of perturbed optimal control problems. These results permit one to control the performance of the reconstruction of the control in the original identification problem. An illustrative example is considered.     

Escape times for branching processes with random mutational fitness effects

We consider a large declining population of cells under an external selection pressure, modeled as a subcritical branching process. This population has genetic variation introduced at a low rate which leads to the production of exponentially expanding mutant populations, enabling population escape from extinction. Here we consider two possible settings for the effects of the mutation: Case (I) a deterministic mutational fitness advance and Case (II) a random mutational fitness advance. We first establish a functional central limit theorem for the renormalized and sped up version of the mutant cell process. We establish that in Case (I) the limiting process is a trivial constant stochastic process, while in Case (II) the limit process is a continuous Gaussian process for which we identify the covariance kernel. Lastly we apply the functional central limit theorem and some other auxiliary results to establish a central limit theorem (in the large initial population limit) of the first time at which the mutant cell population dominates the population. We find that the limiting distribution is Gaussian in both Cases (I) and (II), but a logarithmic correction is needed in the scaling for Case (II). This problem is motivated by the question of optimal timing for switching therapies to effectively control drug resistance in biomedical applications.     

Kelley condition and structure of Lagrange manifold in a neighborhood of a first-order singular extremal

The paper considers optimal control problems linearly depending on the scalar control parameter in which there exist first-order singular extremals. The author proves a theorem on the structure of a generic Lagrange manifold (field of extremals) in a neighborhood of first-order singular extremals. As a consequence of this theorem, the author proves the optimality of singular extremals and nonsingular extremals in problems with fixed endpoints on small intervals of time. As an illustration, the paper presents constructions of Lagrange manifolds for the general linear-quadratic control problem with completely integrable linear system of differential constraints and for a certain problem of mathematical economics, a two-factor economic growth model with production function of the Cobb-Douglas type. __________ Translated from Sovremennaya Matematika. Fundamental’nye Napravleniya (Contemporary Mathematics. Fundamental Directions), Vol. 19, Optimal Control, 2006.     

On a generalization of the Keldysh theorem

The Keldysh theorem for an elliptic equation with characteristic parabolic degeneration is generalized for the case of an elliptic equation of the second-order canonical form with order and type degeneration. The criteria under which the Dirichlet or Keldysh problems are correct are given in a one-sided neighborhood of the degeneration segment, enabling one to write the criteria in a single form. Moreover, some cases are pointed out in which it is even nessesary to give a criterion in the neighborhood because it is impossible to establish it on the segment of degeneracy of the equation.     

Mean-variance optimization problems for an accumulation phase in a defined benefit plan

In this paper we deal with contribution rate and asset allocation strategies in a pre-retirement accumulation phase. We consider a single cohort of workers and investigate a retirement plan of a defined benefit type in which an accumulated fund is converted into a life annuity. Due to the random evolution of a mortality intensity, the future price of an annuity, and as a result, the liability of the fund, is uncertain. A manager has control over a contribution rate and an investment strategy and is concerned with covering the random claim. We consider two mean-variance optimization problems, which are quadratic control problems with an additional constraint on the expected value of the terminal surplus of the fund. This functional objectives can be related to the well-established financial theory of claim hedging. The financial market consists of a risk-free asset with a constant force of interest and a risky asset whose price is driven by a Lévy noise, whereas the evolution of a mortality intensity is described by a stochastic differential equation driven by a Brownian motion. Techniques from the stochastic control theory are applied in order to find optimal strategies.     

一类具Holling-IV的捕食-食饵系统的Hopf分岔

研究了具有简化Holling-IV功能反应函数捕食-食饵模型二阶细焦点的Hopf分岔问题.运用隐函数存在定理,证明了该模型二阶细焦点确定的系数经扰动后在其邻域内有二个极限环.     

On the neighborhood in stabilizing period-T orbits for chaotic m degree polynomial dynamical system

In this paper, a problem of stabilizing a period-T orbit in discrete chaotic m degree polynomial dynamical systems is studied. The aim is to present a new method for determining the neighborhood of a period-T point in which the system remains stable when subjected to a linear feedback control. A theorem on the existence of neighborhood is rigorously proved using idea from functional analysis and polar coordinate transformation. The ways of implementing the obtained theorem in the Hénon map are proposed. The validity of this method is shown by numerical simulation.     

On minimizing sequences for an integral process with phase constraint

The purpose of this article is to find the conditions which a minimizing sequence for an integral process with a phase constraint obeys. We employ Ekeland's variational principle (Ref. 1) and follow Sumin (Ref. 2) to obtain the conditions satisfied by a minimizing sequence. The conditions derived actually hold, even for certain minimizing sequences that do not necessarily satisfy the imposed constraints. This statement is better understood from our theorem at the end of the paper. However, it is assumed that there are controls such that the imposed constraints are satisfied. We close the article with a discussion of an example.This research was supported by ONR Grant No. N0001-87-K-0276.     

Generalized Browder's and Weyl's theorems for Banach space operators

We find necessary and sufficient conditions for a Banach space operator T to satisfy the generalized Browder's theorem. We also prove that the spectral mapping theorem holds for the Drazin spectrum and for analytic functions on an open neighborhood of σ(T). As applications, we show that if T is algebraically M-hyponormal, or if T is algebraically paranormal, then the generalized Weyl's theorem holds for f(T), where f∈H((T)), the space of functions analytic on an open neighborhood of σ(T). We also show that if T is reduced by each of its eigenspaces, then the generalized Browder's theorem holds for f(T), for each f∈H(σ(T)).