A reduction technique for discrete generalized algebraic and difference Riccati equations

This paper proposes a reduction technique for the generalized Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalized discrete algebraic Riccati equation. In particular, an analysis on the eigenstructure of the corresponding extended symplectic pencil enables to identify a subspace in which all the solutions of the generalized discrete algebraic Riccati equation are coincident. This subspace is the key to derive a decomposition technique for the generalized Riccati difference equation. This decomposition isolates a “nilpotent” part, which converges to a steady-state solution in a finite number of steps, from another part that can be computed by iterating a reduced-order generalized Riccati difference equation.     

The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case

As is known, Alternating-Directional Doubling Algorithm (ADDA) is quadratically convergent for computing the minimal nonnegative solution of an irreducible singular M-matrix algebraic Riccati equation (MARE) in the noncritical case or a nonsingular MARE, but ADDA is only linearly convergent in the critical case. The drawback can be overcome by deflating techniques for an irreducible singular MARE so that the speed of quadratic convergence is still preserved in the critical case and accelerated in the noncritical case. In this paper, we proposed an improved deflating technique to accelerate further the convergence speed – the double deflating technique for an irreducible singular MARE in the critical case. We proved that ADDA is quadratically convergent instead of linearly when it is applied to the deflated algebraic Riccati equation (ARE) obtained by a double deflating technique. We also showed that the double deflating technique is better than the deflating technique from the perspective of dimension of the deflated ARE. Numerical experiments are provided to illustrate that our double deflating technique is effective.     

Monotonicity and convexity properties of matrix Riccati equations

Using a Fréchet-derivative-based approach some monotonicity,convexity/concavity and comparison results concerning strictlyunmixed solutions of continuous- and discrete-time algebraicRiccati equations are obtained; it turns out that these solutionsare isolated and smooth functions of the input data. Similarly,it is proved that the solutions of initial value problems forboth Riccati differential and difference equations are smoothand monotonic functions of the input data and of the initial value. They are also convex or concave functions with respectto certain matrix coefficients.     

A singular control approach to highly damped second-order abstract equations and applications

In this paper we restudy, by a radically different approach, the optimal quadratic cost problem for an abstract dynamics, which models a special class of second-order partial differential equations subject to high internal damping and acted upon by boundary control. A theory for this problem was recently derived in [LLP] and [T1] (see also [T2]) by a change of variable method and by a direct approach, respectively. Unlike [LLP] and [T1], the approach of the present paper is based on singular control theory, combined with regularity theory of the optimal pair from [T1]. This way, not only do we rederive the basic control-theoretic results of [LLP] and [T1]—the (first) synthesis of the optimal pair, and the (first) nonstandard algebraic Riccati equation for the (unique) Riccati operator which enters into the gain operator of the synthesis—but in addition, this method also yields new results—a second form of the synthesis of the optimal pair, and a second (still nonstandard) algebraic Riccati equation for the (still unique) Riccati operator of the synthesis. These results, which show new pathologies in the solution of the problem, are new even in the finite-dimensional case. This research was made possible by NATO Collaborative Research Grant SA.5-2-05 (CRG.940161) 274/94/JARC-501, whose support is gratefully acknowledged. The research of I. Lasiecka and R. Triggiani was supported also by the National Science Foundation under Grant NSF-DMS-92-04338. The research of L. Pandolfi was written with the programs of GNAFA-CNR. The main results of the present paper were announced in [LPT].     

A refined invariant subspace method and applications to evolution equations

The invariant subspace method is refined to present more unity and more diversity of exact solutions to evolution equations.The key idea is to take subspaces of solutions to linear ordinary differential equations as invariant subspaces that evolution equations admit.A two-component nonlinear system of dissipative equations is analyzed to shed light on the resulting theory,and two concrete examples are given to find invariant subspaces associated with 2nd-order and 3rd-order linear ordinary differential equations and their corresponding exact solutions with generalized separated variables.     

Quantile composite-based path modeling: algorithms,properties and applications

Advances in Data Analysis and Classification - Composite-based path modeling aims to study the relationships among a set of constructs, that is a representation of theoretical concepts. Such...     

Wave Field Decomposition in Anisotropic Fluids: A Spectral Theory Approach

An extension of directional wave field decomposition in acoustics from heterogenous isotropic media to generic heterogenous anisotropic media is established. We make a connection between the Dirichlet-to-Neumann map for a level plane, the solution to an algebraic Riccati operator equation, and a projector defined via a Dunford–Taylor type integral over the resolvent of a nonnormal, noncompact matrix operator with continuous spectrum.In the course of the analysis, the spectrum of the Laplace transformed acoustic system's matrix is analyzed and shown to separate into two nontrivial parts. The existence of a projector is established and using a generalized eigenvector procedure, we find the solution to the associated algebraic Riccati operator equation. The solution generates the decomposition of the wave field and is expressed in terms of the elements of a Dunford–Taylor type integral over the resolvent.     

Fixed interval scheduling: Models,applications, computational complexity and algorithms

The defining characteristic of fixed interval scheduling problems is that each job has a finite number of fixed processing intervals. A job can be processed only in one of its intervals on one of the available machines, or is not processed at all. A decision has to be made about a subset of the jobs to be processed and their assignment to the processing intervals such that the intervals on the same machine do not intersect. These problems arise naturally in different real-life operations planning situations, including the assignment of transports to loading/unloading terminals, work planning for personnel, computer wiring, bandwidth allocation of communication channels, printed circuit board manufacturing, gene identification and examining computer memory structures. We present a general formulation of the interval scheduling problem, show its relations to cognate problems in graph theory, and survey existing models, results on computational complexity and solution algorithms.     

Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory,algorithms and applications

Over the past decade, the field of finite-dimensional variational inequality and complementarity problems has seen a rapid development in its theory of existence, uniqueness and sensitivity of solution(s), in the theory of algorithms, and in the application of these techniques to transportation planning, regional science, socio-economic analysis, energy modeling, and game theory. This paper provides a state-of-the-art review of these developments as well as a summary of some open research topics in this growing field.The research of this author was supported by the National Science Foundation Presidential Young Investigator Award ECE-8552773 and by the AT&T Program in Telecommunications Technology at the University of Pennsylvania.The research of this author was supported by the National Science Foundation under grant ECS-8644098.     

Weighted norm inequalities, off-diagonal estimates and elliptic operators. Part III: Harmonic analysis of elliptic operators

This is the third part of a series of four articles on weighted norm inequalities, off-diagonal estimates and elliptic operators. For L in some class of elliptic operators, we study weighted norm Lp inequalities for singular “non-integral” operators arising from L; those are the operators φ(L) for bounded holomorphic functions φ, the Riesz transforms ∇L−1/2 (or (−Δ)^1/2L−1/2) and its inverse L1/2(−Δ)^−1/2, some quadratic functionals gL and GL of Littlewood-Paley-Stein type and also some vector-valued inequalities such as the ones involved for maximal Lp-regularity. For each, we obtain sharp or nearly sharp ranges of p using the general theory for boundedness of Part I and the off-diagonal estimates of Part II. We also obtain commutator results with BMO functions.     

Hill's equation with quasi-periodic forcing: resonance tongues, instability pockets and global phenomena

A simple example is considered of Hill's equation , where the forcing termp, instead of periodic, is quasi-periodic with two frequencies. A geometric exploration is carried out of certain resonance tongues, containing instability pockets. This phenomenon in the perturbative case of small |b|, can be explained by averaging. Next a numerical exploration is given for the global case of arbitraryb, where some interesting phenomena occur. Regarding these, a detailed numerical investigation and tentative explanations are presented.Dedicated to the memory of Ricardo Mañé