Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory

We present two convergence theorems for Hamilton-Jacobi equations and we apply them to the convergence of approximations and perturbations of optimal control problems and of two-players zero-sum differential games. One of our results is, for instance, the following. LetT andT _h be the minimal time functions to reach the origin of two control systemsy = f(y, a) andy = f _h (y, a), both locally controllable in the origin, and letK be any compact set of points controllable to the origin. If f _h –f Ch, then |T(x) – T _h (x)| C _K h , for all x K, where is the exponent of Hölder continuity ofT(x).     

The computation of negative eigenvalues of singular Sturm-Liouville problems

In this work we shall develop a new interpolation method forthe computation of eigenvalues of singular Sturm–Liouvilleproblems. Basic properties of the Jost solutions are used todetermine the growth of the boundary function and an appropriateinterpolation basis. This leads to a good approximation of thenegative eigenvalues.     

Bounds on eigenvalues of Sturm-Liouville problems with discontinuous coefficients

This paper is concerned with obtaining upper and lower bounds for the eigenvalues of Sturm-Liouville problems with discontinuous coefficients. Such problems occur naturally in many areas of composite material mechanics.The problem is first transformed by using an analog of the classical Liouville transformation. Upper bounds are obtained by application of a Rayleigh-Ritz technique to the transformed problem. Explicit lower bounds in terms of the coefficients are established. Numerical examples illustrate the accuracy of the results.

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Résumé Dans cet article les bornes supérieures et inférieures sont détermineés pour les valeurs caractéristiques des problèmes de Sturm-Liouville avec des coefficients discontinus. De tels problèmes se trouvent naturellement dans la mécanique des materiaux composites.Après avoir transformé ce problème en utilisant un analogue de la transformation classique de Liouville, les bornes supérieures sont obtenues par l'application d'une technique de Rayleigh-Ritz au problème transformé. Les bornes inférieurs sont determinées en fonction des coefficients sous une forme explicite. Quelques exemples numériques montrent l'exactitude des résultats.

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This work was supported by the U.S. Army Research Office under Grants DAH C04-75-G-0059, DAAG 29-76-G-0063 and DAAG 29-77-G-0034.     

Asymptotic behavior of eigenvalues of two-parameter nonlinear Sturm-Liouville problems

The nonlinear two-parameter Sturm-Liouville problemu ^"+μg(u)=λf(u) is studied for μ, λ>0. By using Ljusternik-Schnirelman theory on the general level set developed by Zeidler, we shall show the existence of ann-th variational eigenvalue λ=λ_n(μ). Furthermore, for specialf andg, the asymptotic formula of λ₁(μ)) as μ→∞ is established.     

New asymptotic formula for eigenvalues of nonlinear Sturm-Liouville problems

We study the nonlinear Sturm-Liouville problem

Estimates on the eigenvalues of complex nonlocal Sturm-Liouville problems

The present paper deals with the eigenvalues of complex nonlocal Sturm-Liouville boundary value problems. The bounds of the real and imaginary parts of eigenvalues for the nonlocal Sturm-Liouville differential equation involving complex nonlocal potential terms associated with nonlocal boundary conditions are obtained in terms of the integrable conditions of coefficients and the real part of the eigenvalues.     

Sturm-Liouville问题的特征值对势函数的依赖性

研究了定义在[0,1]上的Sturm-Liouville问题的特征值对势函数的连续依赖性.应用比较定理和定义区间单调性证明了:当部分区间[x0,1]上的势函数趋于无穷大时,[0,1]区间上的特征值渐进趋近于[0,x0]区间上的某个特征值.推广了一些作者对Sturm-Liouville问题研究的相应结果,并为其相应问题的研究提供了一个新的视角.     

Floquet theory for left-definite Sturm-Liouville problems

We determine the essential spectrum of left-definite Sturm-Liouville problems with periodic coefficients and a weight function which changes sign.     

Inverse problems of optimal control in creep theory

The statement of the inverse quasistatic problems of creep theory is given in the form of a variational principle and optimal control with the restrictions on displacements and stresses. Also the necessary conditions of optimality are presented. While solving some certain examples, we obtain a continuous function of optimal loading which depends on two parameters. Some method of determining the parameters from the given conditions of the problem is constructed and numerically realized.     

Computing eigenelements of Sturm-Liouville problems by using Daubechies wavelets

This work is our first step to get multiresolution approximation of eigenelements of Sturm-Liouville problems within bounded domain of varied nature. The formula for obtaining elements of representation of Sturm-Liouville operator involving polynomial coefficients in wavelet basis of Daubechies family have been derived in a form which can be readily used for their computations by a simple computer program. Estimates of errors for both the eigenvalues and eigenfunctions are also presented here. The proposed wavelet-Galerkin scheme based on scale functions and wavelets of Daubechies family having three or four vanishing moments of their wavelets has been applied to get approximate eigenelements of regular and singular Sturm-Liouville problems within bounded domain and compared with the exact or approximate results whenever available. From our study it appears that the proposed method is efficient and rapidly convergent in comparison to other approximation schemes based on variational method in Haar basis or finite difference methods studied by Bujurke et al. [39].     

Some remarks on bounds to eigenvalues of Sturm-Liouville problems with discontinuous coefficients

Upper and lower bounds on the eigenvalues of Sturm-Liouville problems with discontinuous coefficients are discussed. Rayleigh-Ritz approximations based both on Rayleigh's quotient and the dual Rayleigh quotient are used for obtaining upper bounds for the eigenvalues. Though previous studies have indicated that such approximations yield poor results when large discontinuities in the coefficients occur, it is shown in this paper by means of numerical examples that thesame rate of convergence can be achieved as for systems with continuous coefficients, provided the trial functions are allowed to have arbitrary jump discontinuities in their derivatives across the points where the coefficients suffer discontinuities. New explicit lower bounds in terms of the coefficients are also established. The accuracy of the new estimates is illustrated by numerical examples.

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Résumé On discute les bornes supérieures et inférieures des valeurs caractéristiques des problèmes de Sturm-Liouville avec des coefficients discontinus. Les approximations de Rayleigh-Ritz, basées sur le quotient de Rayleigh et le quotient jumelé de Rayleigh, sont utilisées pour obtenir les bornes supérieures des valeurs caractéristiques. Bien que les études antérieures aient indiqué que ces approximations donnent des résultats médiocres quand les coefficients ont de grandes discontinuités, on démontre dans cet article par des exemples numériques qu'on peut réaliser le même degré de convergence que pour les systèmes á coefficients continuous, pourvu que les fonctions d'essai admises aient des sauts arbitraires dans leurs dérivées á travers les points où les coefficients subissent des discontinuités. De nouvelles bornes inférieures sont déterminées sous une forme explicite en fonction des coefficients. On montre l'exactitude des nouveaux résultats par des exemples numériques.

     

Homogenization of periodic optimal control problems via multi-scale convergence

The aim of this paper is to provide an alternate treatment of the homogenization of an optimal control problem in the framework of two-scale (multi-scale) convergence in the periodic case. The main advantage of this method is that we are able to show the convergence of cost functionals directly without going through the adjoint equation. We use a corrector result for the solution of the state equation to achieve this.     

Fliess series approach to the computation of the eigenvalues of fourth-order Sturm-Liouville problems

This paper is an extension to our work on the computation of the eigenvalues of regular fourth-order Sturm-Liouville problems using Fliess series. The purpose here is twofold. First, we consider general self-adjoint separated boundary conditions. Second, we modify the algorithm presented in an earlier paper to ease considerably the computation of the iterated integrals involved.     

Applying the canonical dual theory in optimal control problems

This paper presents some applications of the canonical dual theory in optimal control problems. The analytic solutions of several nonlinear and nonconvex problems are investigated by global optimizations. It turns out that the backward differential flow defined by the KKT equation may reach the globally optimal solution. The analytic solution to an optimal control problem is obtained via the expression of the co-state. Some examples are illustrated.     

Accurate computation of higher Sturm-Liouville eigenvalues

Summary The computation of eigenvalues of regular Sturm-Liouville problems is considered. It is shown that a simple step-dependent linear multistep method can be used to reduce the error of the orderk ⁴ h ² of the centered finite difference estimate of thek-th eigenvalue with uniform step lengthh, to an error of orderkh ². By an appropriate minimization of the local error term of the method one can obtain even more accurate results. A comparison of the simple correction techniques of Paine, de Hoog and Anderssen and of Andrew and Paine is given. Numerical examples demonstrate the usefulness of this correction even for low values ofk.Research Director of the National Fund for Scientific Research (N.F.W.O. Belgium)