Solving the optimal control problem of the parabolic PDEs in exploitation of oil

In this paper, the optimal control problem is governed by weak coupled parabolic PDEs and involves pointwise state and control constraints. We use measure theory method for solving this problem. In order to use the weak solution of problem, first problem has been transformed into measure form. This problem is reduced to a linear programming problem. Then we obtain an optimal measure which is approximated by a finite combination of atomic measures. We find piecewise-constant optimal control functions which are an approximate control for the original optimal control problem.     

On the existence and uniqueness of a generalized solution of the mixed problem for the wave equation with the second and third boundary conditions

We prove the uniqueness of a generalized solution of an initial-boundary value problem for the wave equation with boundary conditions of the third and second kind. In addition, we find a closed-form expression for the analytic solution of that problem with zero initial data. The result plays an important role in the investigation of the boundary control problem. We show how to use the obtained solution for the investigation of the boundary control problem in the case of subcritical time intervals for which the solution of the boundary control problem, if it exists at all, is unique. We obtain necessary and sufficient conditions for the existence of a unique solution in a class admitting the existence of finite energy.     

Optimal control of solutions of the Showalter-Sidorov-Dirichlet problem for the Boussinesq-Love equation

An optimal control problem for a second-order Sobolev type equation with a relatively polynomially bounded operator pencil is considered. We prove the existence and uniqueness of a strong solution of the Showalter-Sidorov problem for this equation. Necessary and sufficient conditions for the existence and uniqueness of an optimal control of such solutions are obtained. We study the Showalter-Sidorov-Dirichlet problem for the Boussinesq-Love equation.     

Inverse problem of simultaneously determining the right-hand side and the coefficient of a lower order derivative for a parabolic equation on the plane

We obtain existence and uniqueness theorems for the solution of the inverse problem of simultaneously determining the right-hand side and the coefficient of a lower-order derivative in a parabolic equation under an integral observation condition. We give explicit estimates for the maximum absolute value of the unknown right-hand side and the unknown coefficient of the equation with constants expressed via the input data of the problem. We present a nontrivial example of an inverse problem to which our theorems apply.     

热传导方程小波解的点态收敛

本文主要考虑热传导方程uxx=ut,0≤x<1,t≥0;u(1,t)=g(t),其中边界条件g(t)为已知函数．此定解问题为一不适定问题,也就是说当边界条件有微小扰动时,将会引起解大的扰动．本文将利用多分辨率分析构造一小波解,且证明此解是适定的,并给出所定义小波解与定解问题的真正解在点态意义下的误差估计．     

On the global solvability of the Cauchy problem for an infinite system of differential equations

We consider the Cauchy problem for the semi-infinite Volterra lattice with an asymptotically 2-periodic initial condition. We prove the global solvability of the problem in some class.     

Bin covering algorithms in the second stage of the lot to order matching problem

We formulate the problem of effectively assigning semiconductor fabrication wafer lots to customer orders of various sizes, or the lot-to-order matching problem, as an integer programming problem. Our goal in this paper is to develop an efficient, practical method for solving this problem for various performance measures. Because of its complexity we decompose the problem into a knapsack problem coupled with a generalized bin-covering problem, and solve these subproblems sequentially using heuristic methods. We restrict our attention to solution methods for the less-common second subproblem, and analyze the performance of several heuristics using a data set representative of real situations in a semiconductor back-end. Based on this analysis, we show that these heuristics perform significantly better than current industrial practice in the context of the overall problem.     

Regularity estimates for the solution and the free boundary of the obstacle problem for the fractional Laplacian

We use a characterization of the fractional Laplacian as a Dirichlet to Neumann operator for an appropriate differential equation to study its obstacle problem. We write an equivalent characterization as a thin obstacle problem. In this way we are able to apply local type arguments to obtain sharp regularity estimates for the solution and study the regularity of the free boundary.     

A weak solvability of a system of thermoviscoelasticity for the Jeffreys model

We establish a weak solvability of the initial-boundary value problem for a dynamic model of thermoviscoelasticity. The problem under consideration is an extension of the Jeffreys model obtained with the help of a consequence of the energy balance equation. We study the corresponding initial-boundary value problem by splitting the problem and reducing it to an operator equation in a suitable Banach space.     

Problem for the diffusion equation outside cuts on the plane with the Dirichlet condition and an oblique derivative condition on opposite sides of the cuts

We consider a boundary value problem for the stationary diffusion equation outside cuts on the plane. The Dirichlet condition is posed on one side of each cut, and an oblique derivative condition is posed on the other side. We prove existence and uniqueness theorems for the solution of the boundary value problem. We obtain an integral representation of a solution in the form of potentials. The densities of these potentials are found from a system of Fredholm integral equations of the second kind, which is uniquely solvable. We obtain closed asymptotic formulas for the gradient of the solution of the boundary value problem at the endpoints of the cuts.     

Continuity in the parameter of the minimum value of an integral functional over the solutions of an evolution control system

The problem of minimization of an integral functional with an integrand that is nonconvex with respect to the control is considered. We minimize our functional over the solution set of a nonlinear evolution control system with a time-dependent subdifferential operator in a Hilbert space. The control constraint is given by a nonconvex closed bounded set. The integrand, the control constraint, the initial conditions and the operators in the equation describing the control system all depend on a parameter. We consider, along with the original problem, the problem of minimizing an integral functional with an integrand convexified with respect to the control over the solution set of the same system, but now subject to the convexified control constraint. By a solution of the control system we mean a “trajectory–control” pair. We prove that for each value of the parameter the convexified problem has a solution, which is the limit of a minimizing sequence of the original problem, and the minimum value of the functional of the convexified problem is a continuous function of the parameter.     

On the application of the residual method for the correction of inconsistent problems of convex programming

For the correction of a convex programming problem with potentially inconsistent constraint system (an improper problem), we apply the residual method, which is a standard regularization procedure for ill-posed optimization models. A problem statement typical for the residual method is reduced to a minimization problem for an appropriate penalty function. We apply two classical penalty functions: the quadratic penalty function and the exact Eremin-Zangwill penalty function. For each of the approaches, we establish convergence conditions and bounds for the approximation error.     

On the computational complexity of continuous routing

We study the problem of routing and broadcasting messages in a network, in which messages are generated at processors at arbitrary times and each message must reach its destination by a specific deadline. We present distributed and global routing algorithms for some restricted continuous routing problems on arrays of processors. We show that distributed algorithms are unlikely to exist in more general situations by giving an NP-hardness proof for their corresponding feasibility problem; i.e., the problem of determining whether all messages can be routed without violating the constraints of the network. We also present a distributed algorithm for the continuous broadcasting problem.     

On the statistical estimation of the initial probability distribution based on the observations of dynamics at the end of an interval

We consider the problem of estimation of density of a random variable playing the role of initial value for a certain dynamics. The dynamics is defined by a differential equation whose solution is observable at the end of an interval. This problem is called the problem of estimation according to indirect observations. We propose a procedure for the estimation of density based on the method of transformation of measure along the integral curve in combination with kernel estimates.     

Utility maximization problem in the case of unbounded endowment

We consider a problem of expected utility maximization with an utility function finite on ?₊ and with an unbounded random endowment in an abstract model of financial market. We formulate a dual problem to the primal one and prove duality relations between them. In addition, we study necessary conditions to the existence of solutions to the primal problem. Finally, we reduce the dual problem to a form more convenient for practice.     

Boundary value problem for the Laplace equation outside cuts on the plane with different conditions of the third kind on opposite sides of the cuts

We consider a boundary value problem for the Laplace equation outside cuts on a plane. Boundary conditions of the third kind, which are in general different on different sides of each cut, are posed on the cuts. We show that the classical solution of the problem exists and is unique. We obtain an integral representation for the solution of the problem in the form of potentials whose densities are found from a uniquely solvable system of Fredholm integral equations of the second kind.     

Reducing factorization of a semiprime number to the integration of highly oscillatory functions

We reduce the problem of factoring a semiprime integer to the problem of (numerically) integrating a certain highly oscillatory function. We provide two algorithms for addressing this problem, one based on the residue theorem and the other on the (extended) Cauchy argument principle. We show that in the former algorithm, computing the residue of the function at a certain pole leads to us obtaining the factors of the semiprime integer. In the latter, we consider a contour integral for which we are able to obtain an analytical solution with several branches. The computational difficulty reduces to that of discovering the branch of the solution which gives the precise integral. We address this problem by numerically computing an upper and a lower bound of the integral and then considering the branch that fits these bounds. The time complexity of the algorithms is left as an open problem.     

Preconditioning techniques for the iterative solution of scattering problems

We consider a time-harmonic electromagnetic scattering problem for an inhomogeneous medium. Some symmetry hypotheses on the refractive index of the medium and on the electromagnetic fields allow to reduce this problem to a two-dimensional scattering problem. This boundary value problem is defined on an unbounded domain, so its numerical solution cannot be obtained by a straightforward application of usual methods, such as for example finite difference methods, and finite element methods. A possible way to overcome this difficulty is given by an equivalent integral formulation of this problem, where the scattered field can be computed from the solution of a Fredholm integral equation of second kind. The numerical approximation of this problem usually produces large dense linear systems. We consider usual iterative methods for the solution of such linear systems, and we study some preconditioning techniques to improve the efficiency of these methods. We show some numerical results obtained with two well known Krylov subspace methods, i.e., Bi-CGSTAB and GMRES.     

Upper estimates for the energy of solutions of nonhomogeneous boundary value problems

We establish upper bounds for the energy of critical levels of the functional associated to a perturbed superlinear elliptic boundary value problem. We show that the perturbed problem satisfies the estimates obtained by Bahri and Lions (1988) for the symmetric problem. We use these estimates to prove the existence of nonradial solutions to a radial elliptic boundary value problem. Our results fill a gap in an earlier paper by Aduén and Castro.

     

Method of solving the Cauchy problem for one-dimensional polywave equation with singular Bessel operator

We study the Cauchy problem for an equation with singular Bessel operator. Unlike traditional methods to solve this problem, we apply Erde´ lyi–Kober fractional operator and find an explicit formula for the desired solution. We prove that the resulting formula is a unique classical solution to the problem.