Optimal bounded control for minimizing the response of quasi-integrable Hamiltonian systems

A procedure for designing optimal bounded control to minimize the response of quasi-integrable Hamiltonian systems is proposed based on the stochastic averaging method for quasi-integrable Hamiltonian systems and the stochastic dynamical programming principle. The equations of motion of a controlled quasi-integrable Hamiltonian system are first reduced to a set of partially completed averaged Itô stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, the dynamical programming equation for the control problems of minimizing the response of the averaged system is formulated based on the dynamical programming principle. The optimal control law is derived from the dynamical programming equation and control constraints without solving the dynamical programming equation. The response of optimally controlled systems is predicted through solving the Fokker-Planck-Kolmogrov equation associated with fully completed averaged Itô equations. Finally, two examples are worked out in detail to illustrate the application and effectiveness of the proposed control strategy.     

骑行波的非线性演化方程

从能量的角度出发,采用Ｈａｍｉｌｔｏｎ描述交结合变分原理和摄动分析,并借助于符号运算导出了骑行在大波上的小波的Ｈａｍｉｔｏｎ密度函数和非线性动力学方程。这里的大流和小波是对波高而言的。在Ｈａｍｉｌｔｏｎ描述中,正则变量取为波高和速度势。本文导出了描述小波演化的二阶方程,在一阶近下的方程与Ｈｅｎｙｅｙ等人（１９８８）的结果一致。     

Propagation of acoustoelectric waves in a hollow cylinder with a longitudinal physical-properties-symmetry axis

A general case of propagation of acoustoelectric waves of nonaxial direction is studied. The basis system of equations of the wave problem in circular cylindrical coordinates is reduced to eight Hamiltonian equations in the radial component. For harmonic waves, the generalized spectral problem is solved by numerical methods. Particular cases of the general problem are considered. The results of solution of concrete problems are analyzed. Taras Shevchenko University, Kiev, Ukraine. Translated from Prikladnaya Mekhanika, Vol. 35, No. 4, pp. 37–46, April, 1999.     

Propagation of acoustoelectric waves in a hollow cylinder whose physicomechanical properties have a radial symmetry axis

The general case of off-axis propagation of acoustoelectric waves in hollow cylinders made of a piezoelectric material such as a crystal of the class mm2 orthorhombic system with a two-fold radial symmetry axis is investigated. The basic system of equations for the wave problem in circular cylindrical coordinates is reduced to eight equations of the Hamiltonian type in the radial coordinate. A solution of the generalized spectral problem for harmonic waves is found by numerical methods. Special cases of the general problem are considered. The results of solving specific problems are analyzed. Taras Shevchenko National University, Kiev, Ukraine. Translated from Prikladnaya Mekhanika, Vol. 35, No. 7, pp 49–58, July, 1999     

非平整运动海底上n层流动中波浪传播的Hamilton逼近

在海洋水域，界面波对大尺度变化流的作用是一种典型的分层流动现象．考虑一不可压缩、无黏的分层势流运动，建立了一个在非平整运动海底上的n层流体演化系统，并对其进行了Hamilton描述．每层流体具有各自的常密度、均匀流水平速度，其厚度由未扰动和扰动部分构成．相对于顶层流体的自由表面，刚性、运动的海底具有一般地形变化特征．在明确指出n层流体运动的控制方程和各层交界面上的运动学、动力学边界条件(包含各层交界面上张力效应)后，对该分层流动力系统进行了Hamilton构造，即给出其正则方程和其下述的正则变量：各交界面位移和各交界面上的动量势密度差。     

Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems

In this paper two different control strategies designed to alleviate the response of quasi partially integrable Hamiltonian systems subjected to stochastic excitation are proposed. First, by using the stochastic averaging method for quasi partially integrable Hamiltonian systems, an n-DOF controlled quasi partially integrable Hamiltonian system with stochastic excitation is converted into a set of partially averaged Itô stochastic differential equations. Then, the dynamical programming equation associated with the partially averaged Itô equations is formulated by applying the stochastic dynamical programming principle. In the first control strategy, the optimal control law is derived from the dynamical programming equation and the control constraints without solving the dynamical programming equation. In the second control strategy, the optimal control law is obtained by solving the dynamical programming equation. Finally, both the responses of controlled and uncontrolled systems are predicted through solving the Fokker-Plank-Kolmogorov equation associated with fully averaged Itô equations. An example is worked out to illustrate the application and effectiveness of the two proposed control strategies.     

Theory of dynamic processes in mechanical systems and materials of regular structure

The theory of vibrations and waves in natural and synthesized materials of regular structure is analyzed. Models based on different averaging and continualization methods are outlined. Emphasis is on periodically inhomogeneous structures. The exact solutions are obtained and analyzed using the closed-form solution of infinite algebraic systems, representing equations in Hamiltonian operator form and solving them based on the theory of differential equations with periodic coefficients, mode selection rule, and methods of drawing wave shapes at limit and arbitrary frequencies     

Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged Itô equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.     

STOCHASTIC OPTIMAL CONTROL FOR THE RESPONSE OF QUASI NON-INTEGRABLE HAMILTONIAN SYSTEMS~

A strategy is proposed based on the stochastic averaging method for quasi nonintegrable Hamiltonian systems and the stochastic dynamical programming principle. The proposed strategy can be used to design nonlinear stochastic optimal control to minimize the response of quasi non-integrable Hamiltonian systems subject to Gaussian white noise excitation. By using the stochastic averaging method for quasi non-integrable Hamiltonian systems the equations of motion of a controlled quasi non-integrable Hamiltonian system is reduced to a one-dimensional averaged Ito stochastic differential equation. By using the stochastic dynamical programming principle the dynamical programming equation for minimizing the response of the system is formulated.The optimal control law is derived from the dynamical programming equation and the bounded control constraints. The response of optimally controlled systems is predicted through solving the FPK equation associated with It5 stochastic differential equation. An example is worked out in detail to illustrate the application of the control strategy proposed.     

Stochastic stabilization of quasi non-integrable Hamiltonian systems

A procedure for designing a feedback control to asymptotically stabilize in probability a quasi non-integrable Hamiltonion system is proposed. First, an one-dimensional averaged Itô stochastic differential equation for controlled Hamiltonian is derived from given equations of motion of the system by using the stochastic averaging method for quasi non-integrable Hamiltonian systems. Second, a dynamical programming equation for an ergodic control problem with undetermined cost function is established based on the stochastic dynamical programming principle and solved to yield the optimal control law. Third, the asymptotic stability in probability of the system is analysed by examining the sample behaviors of the completely averaged Itô differential equation at its two boundaries. Finally, the cost function and the optimal control forces are determined by the requirement of stabilizing the system. Two examples are given to illustrate the application of the proposed procedure and the effect of control on the stability of the system.     

A comparative study of two fast nonlinear free‐surface water wave models

This paper presents a comparison in terms of accuracy and efficiency between two fully nonlinear potential flow solvers for the solution of gravity wave propagation. One model is based on the high‐order spectral (HOS) method, whereas the second model is the high‐order finite difference model OceanWave3D. Although both models solve the nonlinear potential flow problem, they make use of two different approaches. The HOS model uses a modal expansion in the vertical direction to collapse the numerical solution to the two‐dimensional horizontal plane. On the other hand, the finite difference model simply directly solves the three‐dimensional problem. Both models have been well validated on standard test cases and shown to exhibit attractive convergence properties and an optimal scaling of the computational effort with increasing problem size. These two models are compared for solution of a typical problem: propagation of highly nonlinear periodic waves on a finite constant‐depth domain. The HOS model is found to be more efficient than OceanWave3D with a difference dependent on the level of accuracy needed as well as the wave steepness. Also, the higher the order of the finite difference schemes used in OceanWave3D, the closer the results come to the HOS model. Copyright © 2011 John Wiley & Sons, Ltd.     

First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r(1<r<n) independent first integrals which are in involution is called partially integrable Hamiltonian system. A partially integrable Hamiltonian system subject to light dampings and weak stochastic excitations is called quasi-partially integrable Hamiltonian system. In the present paper, the procedures for studying the first-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging method for quasi-partially integrable Hamiltonian systems is briefly reviewed. Then, based on the averaged Itô equations, a backward Kolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of first-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximization of reliability and of maximization of mean first-passage time are formulated. The relationship between the backward Kolmogorov equation and the dynamical programming equation for reliability maximization, and that between the Pontryagin equation and the dynamical programming equation for maximization of mean first-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the effectiveness of feedback control in reducing first-passage failure.     

Wave Propagation in an Orthotropic Cylinder with a Liquid

A numerical method is developed for analysis of nonaxisymmetric waves propagating in a hollow elastic curvilinearly orthotropic cylinder filled with a perfect compressible liquid. Separating out the phase factor leads to a Hamiltonian system of ordinary differential equations. The spectral problem is solved numerically. Dispersion relations for specific waveguides are studied     

Feedback minimization of first-passage failure of quasi integrable Hamiltonian systems

A nonlinear stochastic optimal control strategy for minimizing the first-passage failure of quasi integrable Hamiltonian systems (multi-degree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is proposed. The equations of motion for a controlled quasi integrable Hamiltonian system are reduced to a set of averaged Itô stochastic differential equations by using the stochastic averaging method. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximization of reliability and mean first-passage time are formulated. The optimal control law is derived from the dynamical programming equations and the control constraints. The final dynamical programming equations for these control problems are determined and their relationships to the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the mean first-passage time are separately established. The conditional reliability function and the mean first-passage time of the controlled system are obtained by solving the final dynamical programming equations or their equivalent Kolmogorov and Pontryagin equations. An example is presented to illustrate the application and effectiveness of the proposed control strategy.     

Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems

The non-linear stochastic optimal control of quasi non-integrable Hamiltonian systems for minimizing their first-passage failure is investigated. A controlled quasi non-integrable Hamiltonian system is reduced to an one-dimensional controlled diffusion process of averaged Hamiltonian by using the stochastic averaging method for quasi non-integrable Hamiltonian systems. The dynamical programming equations and their associated boundary and final time conditions for the problems of maximization of reliability and of maximization of mean first-passage time are formulated. The optimal control law is derived from the dynamical programming equations and the control constraints. The dynamical programming equations for maximum reliability problem and for maximum mean first-passage time problem are finalized and their relationships to the backward Kolmogorov equation for the reliability function and the Pontryagin equation for mean first-passage time, respectively, are pointed out. The boundary condition at zero Hamiltonian is discussed. Two examples are worked out to illustrate the application and effectiveness of the proposed procedure.     

The Symplectic Evans Matrix,¶and the Instability of Solitary Waves and Fronts

Hamiltonian evolution equations which are equivariant with respect to the action of a Lie group are models for physical phenomena such as oceanographic flows, optical fibres and atmospheric flows, and such systems often have a wide variety of solitary-wave or front solutions. In this paper, we present a new symplectic framework for analysing the spectral problem associated with the linearization about such solitary waves and fronts. At the heart of the analysis is a multi-symplectic formulation of Hamiltonian partial differential equations where a distinct symplectic structure is assigned for the time and space directions, with a third symplectic structure – with two-form denoted by Ω– associated with a coordinate frame moving at the speed of the wave. This leads to a geometric decomposition and symplectification of the Evans function formulation for the linearization about solitary waves and fronts. We introduce the concept of the symplectic Evans matrix, a matrix consisting of restricted Ω-symplectic forms. By applying Hodge duality to the exterior algebra formulation of the Evans function, we find that the zeros of the Evans function correspond to zeros of the determinant of the symplectic Evans matrix. Based on this formulation, we prove several new properties of the Evans function. Restricting the spectral parameter λ to the real axis, we obtain rigorous results on the derivatives of the Evans function near the origin, based solely on the abstract geometry of the equations, and results for the large |λ| behaviour which use primarily the symplectic structure, but also extend to the non-symplectic case. The Lie group symmetry affects the Evans function by generating zero eigenvalues of large multiplicity in the so-called systems at infinity. We present a new geometric theory which describes precisely how these zero eigenvalues behave under perturbation. By combining all these results, a new rigorous sufficient condition for instability of solitary waves and fronts is obtained. The theory applies to a large class of solitary waves and fronts including waves which are bi-asymptotic to a nonconstant manifold of states as $|x|$ tends to infinity. To illustrate the theory, it is applied to three examples: a Boussinesq model from oceanography, a class of nonlinear Schr?dinger equations from optics and a nonlinear Klein-Gordon equation from atmospheric dynamics. Accepted August 7, 2000 ?Published online January 22, 2001     

多体动力学的几何积分方法研究进展

动力系统的几何积分研究是近20年来工程计算领域非常活跃的方向.多体动力学方程(微分方程, 微分代数方程)是一类典型的动力系统,将其从Lagrange体系向Hamilton系统过渡,目的在于从欧氏几何过渡到辛几何形态, 将对偶变量引入到力学研究中,然后利用辛几何的数学框架对多体系统动力学方程进行数值计算,可以预知多体动力学系统的一些定性信息,并在数值离散时能保持这些定性性质特征,尤其在表示关键的物理意义时需要强调保持这些几何性质.简要介绍多体系统(无约束多刚体系统、完整约束多刚体系统和柔性多体系统)的Hamilton正则方程的建立和几何积分方法的构造,着重介绍了在多体动力学计算中非常有应用前景的高阶辛算法(合成辛算法、分裂合成辛算法和辛精细积分法)、多辛算法,以及广义Hamilton 系统与Lie 群积分方法等计算几何力学方法, 并对Lie群积分的投影方法、流形局部坐标法等方法进行了阐述.      

Canonical equations for almost periodic,weakly nonlinear gravity waves

A set of stable canonical equations of second order is derived, which describe the propagation of almost periodic waves in the horizontal plane, including weakly nonlinear interactions. The derivation is based on the Hamiltonian theory of surface waves, using an extension of the Ritz variational method. For waves of infinitesimal amplitude the well-known linear refraction-diffraction model (the mild-slope equation) is recovered. In deep water the nonlinear dispersion relation for Stokes waves is found. In shallow water the equations reduce to Airy's nonlinear shallow-water equations for very long waves. Periodic solutions with steady profile show the occurrence of a singularity at the crest, at a critical wave height.     

Dynamical Spectrum in Random Dynamical Systems

Dynamical spectrum is a concept in terms of exponential dichotomy. The theory of dynamical spectrum, due to Sacker and Sell, plays important roles in many fields of dynamical systems and differential equations. Noticing its significance and importance, we study in this paper the theory of dynamical spectrum for some general random dynamical systems. More precisely, after introducing a random version of the concept of exponential dichotomy, by using some methods and techniques from dynamical systems and ergodic theory, under some general integrability conditions, we establish the dynamical spectral decomposition theorem in framework of random dynamical systems, which can be regarded as a random version of the deterministic dynamical systems due to Sacker and Sell. In our result, the dynamical spectral intervals and the corresponding spectral subbundles will be given.