On geometric dynamics of rigid multi-body systems

Standard methods to model multibody systems are aimed at systems with configuration spaces isomorphic to ℝⁿ . This limitation leads to singularities and other artifacts in case the configuration space has a different topology, for example in the case of ball joints or a free-floating mechanism. This paper discusses an extension of classical methods to allow for a very general class of joints, including all joints with a Lie group structure. The model equations are derived using the Boltzmann-Hamel equations and have very similar structure and complexity as obtained using classical methods, but they do not suffer from singularities. Furthermore, the equations are explicit differential equations that can be directly implemented in simulation software. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations

In this paper we investigate several properties of the stabilizing solution of a class of systems of Riccati type differential equations with indefinite sign associated to controlled systems described by differential equations with Markovian jumping.

We show that the existence of a bounded on R ₊ and stabilizing solution for this class of systems of Riccati type differential equations is equivalent to the solvability of a control-theoretic problem, namely disturbance attenuation problem.

If the coefficients of the considered system are theta;-periodic functions then the stabilizing solution is also theta;-periodic and if the coefficients are asymptotic almost periodic functions, then the stabilizing solution is also asymptotic almost periodic and its almost periodic component is a stabilizing solution for a system of Riccati type differential equations defined on the whole real axis. One proves also that the existence of a stabilizing and bounded on R ₊ solution of a system of Riccati differential equations with indefinite sign is equivalent to the existence of a solution to a corresponding system of matrix inequalities. Finally, a minimality property of the stabilizing solution is derived.     

Permanence for General Nonautonomous Impulsive Population Systems of Functional Differential Equations and Its Applications

In this paper, we investigate general impulsive nonautonomous population dynamical systems of functional differential equations. By utilizing the method of multiple Liapunov-like functionals to construct the permanence region, a general criterion on the permanence for the system is established. Furthermore, as applications of this general criterion, a class of impulsive nonautonomous n-species Lotka–Volterra competitive systems with delays and a class of impulsive nonautonomous 3-species Lotka–Volterra food chain systems with delays are discussed. Some new and useful sufficient conditions on the permanence for these systems are established.     

Torsion-free path geometries and integrable second order ODE systems

A search for invariants of second order ODE systems under the class of point transformations, which mix the parameter and the dependent variables, uncovers a torsion tensor generalizing part of the curvature tensor of an affine connection. We study the geometry of ODE systems for which this torsion vanishes. These are the ODE systems for which deformations of solutions fixing a point constitute a field of Segré varieties in the tangent bundle of the locally defined space of solutions. Conversely, a field of Segré varieties for which certain differential invariants vanish induces a torsion-free ODE system on the space of solutions to a natural PDE system. The geometry on the solution space is used to produce first integrals for torsion-free ODE systems, given as algebraic invariants of a curvature tensor involving up to fourth derivatives of the equations. In the generic case, there are enough first integrals to solve the equations explicitly in spite of the absence of symmetry. In the case of torsion-free ODE pairs, the field of Segré varieties is equivalent to a half-flat split signature conformal structure, and we characterize in terms of curvature those systems having an abundance of totally geodesic surfaces.     

Convergence analysis of a projection semi-implicit coupling scheme for fluid–structure interaction problems

In this paper, we provide a convergence analysis of a projection semi-implicit scheme for the simulation of fluid–structure systems involving an incompressible viscous fluid. The error analysis is performed on a fully discretized linear coupled problem: a finite element approximation and a semi-implicit time-stepping strategy are respectively used for space and time discretization. The fluid is described by the Stokes equations, the structure by the classical linear elastodynamics equations (linearized elasticity, plate or shell models) and all changes of geometry are neglected. We derive an error estimate in finite time and we prove that the time discretization error for the coupling scheme is at least ${\sqrt{\delta t}}In this paper, we provide a convergence analysis of a projection semi-implicit scheme for the simulation of fluid–structure systems involving an incompressible viscous fluid. The error analysis is performed on a fully discretized linear coupled problem: a finite element approximation and a semi-implicit time-stepping strategy are respectively used for space and time discretization. The fluid is described by the Stokes equations, the structure by the classical linear elastodynamics equations (linearized elasticity, plate or shell models) and all changes of geometry are neglected. We derive an error estimate in finite time and we prove that the time discretization error for the coupling scheme is at least ?{dt}{\sqrt{\delta t}}. Finally, some numerical experiments that confirm the theoretical analysis are presented.     

Riccati Equations for the Bolza Problem Arising in Boundary/Point Control Problems Governed by <Emphasis Type="Italic">C</Emphasis><Subscript>0</Subscript> Semigroups Satisfying a Singular Estimate

We establish solvability of Riccati equations and optimal feedback synthesis in the context of Bolza control problem for a special class of control systems referred to in the literature as control systems with singular estimate. Boundary/point control problems governed by analytic semigroups constitute a very special subcategory of this class which was motivated by and encompasses many PDE control systems with both boundary and point controls that involve interactions of different types of dynamics (parabolic and hyperbolic) on an interface. We also discuss two examples from thermoelasticity and structure acoustics. Research partially supported by NSF Grant DMS 0104305.     

Point estimates of parameters for Neuman distribution of order k

We construct point estimates of the parameters of a Neuman distribution of order k as a representative of the class of generalized Poisson distributions. The main properties of this distribution (a recurrence formula, cumulants and moments, derivatives with respect to parameters) are given in a system with infinitely many parameters, and the relationships are demonstrated with the previously obtained expressions in a two-parameter system. Among the point estimation methods we consider the moment method and the substitution method, which both lead to simple systems of equations; the solvability conditions for these systems are investigated. The efficiency of the estimators relative to the Cramer-Rao lower bound is examined and some conclusions are drawn regarding their applicability. The equations of the maximum likelihood estimation method are written out for infinitely many parameters and for the two-parameter case. __________ Translated from Prikladnaya Matematika i Informatika, No. 28, pp. 93–109, 2008.     

Stäckel transform of Lax equations

We construct a map between Lax equations for pairs of Liouville integrable Hamiltonian systems related by a multiparameter Stäckel transform. Using this map, we construct Lax representation for a wide class of separable systems by applying the multiparameter Stäckel transform to Lax equations of suitably chosen systems from a seed class. For a given separable system, we obtain in this way a set of nonequivalent Lax equations parameterized by an arbitrary function of the spectral parameter, as it is in the case of a related seed system.     

Multi‐dimensional Lotka–Volterra systems for carcinogenesis mutations

In the paper we consider three classes of models describing carcinogenesis mutations. Every considered model is described by the system of (n+1) equations, and in each class three models are studied: the first is expressed as a system of ordinary differential equations (ODEs), the second—as a system of reaction–diffusion equations (RDEs) with the same kinetics as the first one and with the Neumann boundary conditions, while the third is also described by the system of RDEs but with the Dirichlet boundary conditions. The models are formulated on the basis of the Lotka–Volterra systems (food chains and competition systems) and in the case of RDEs the linear diffusion is considered. The differences between studied classes of models are expressed by the kinetic functions, namely by the form of kinetic function for the last variable, which reflects the dynamics of malignant cells (that is the last stage of mutations). In the first class the models are described by the typical food chain with favourable unbounded environment for the last stage, in the second one—the last equation expresses competition between the pre‐malignant and malignant cells and the environment is also unbounded, while for the third one—it is expressed by predation term but the environment is unfavourable. The properties of the systems in each class are studied and compared. It occurs that the behaviour of solutions to the systems of ODEs and RDEs with the Neumann boundary conditions is similar in each class; i.e. it does not depend on diffusion coefficients, but strongly depends on the class of models. On the other hand, in the case of the Dirichlet boundary conditions this behaviour is related to the magnitude of diffusion coefficients. For sufficiently large diffusion coefficients it is similar independently of the class of models, i.e. the trivial solution that is unstable for zero diffusion gains stability. Copyright © 2009 John Wiley & Sons, Ltd.     

Coupled systems of nonlinear wave equations and finite-dimensional lie algebras I

We study coupled systems of nonlinear wave equations from the point of view of their formal Darboux integrability. By making use of Vessiot's geometric theory of differential equations, it is possible to associate to each system of nonlinear wave equations a module of vector fields on the second-order jet bundle — the Vessiot distribution. By imposing certain conditions of the structure of the Vessiot distributions, we identify the so-called separable Vessiot distributions. By expressing the separable Vessiot distributions in a basis of singular vector fields, we show that there are, at most, 27 equivalence classes of such distributions. Of these, 14 classes are associated with Darboux integrable nonlinear systems. We take one of these Darboux integrable classes and show that it is in correspondence with the class of six-dimensional simply transitive Lie algebras. Finally, this later result is used to reduce the problem of constructing exact general solutions of the nonlinear wave equations understudy to the integration of Lie systems. These systems were first discovered by Sophus Lie as the most general class of ordinary differential equations which admit nonlinear superposition principles.     

Reduction Methods and Chaos for Quadratic Systems of Differential Equations

We consider systems of differential equations with quadratic nonlinearities having applications for biochemistry and population dynamics, which may have a large dimension n. Due to the complexity of these systems, reduction algorithms play a crucial role in study of their large time behavior. Our approach aims to reduce a large system to a smaller one consisting of m differential equations, where . Under some restrictions (that allow us to separate slow and fast variables in the system) we obtain a new system of differential equations, involving slow variables only. This reduction is feasible from a computational point of view for large n that allows us to investigate sensitivity of dynamics with respect to random variations of parameters. We show that the quadratic systems are capable to generate all kinds of structurally stable dynamics including chaos.     

Riccati equations for generalized singular estimate control systems

We consider the Bolza problem associated with boundary/point control systems governed by strongly continuous semigroups. In continuation of our work in Lasiecka and Tuffaha [I. Lasiecka and A. Tuffaha, Riccati equations for the Bolza problem arising in boundary/point control problems governed by C ₀–semigroups satisfying a singular estimate, J. Optim. Theory Appl. 136 (2008), pp. 229–246; I. Lasiecka and A. Tuffaha, A Bolza optimal synthesis problem for singular estimate control systems, Control Cybernet 38(4B) (2009), pp. 1429–1460], we yet extend the theory to a more general class of control problems that are not analytic providing sharp blow-up rates for the regularity. Solvability of the associated Riccati equations and an optimal feedback synthesis are established. The presence of unbounded control actions, such as boundary/point controls, naturally lead to a singularity at the terminal point t?=?T of the optimal control and of the corresponding feedback operator as before. The class of control systems considered in this article is a generalization to the class usually referred to in the literature as ‘Singular Estimate Control Systems’. The prototype is still that of a PDE system consisting of coupled hyperbolic parabolic dynamics interacting on an interface with point/boundary control. The distinct feature of the class considered in this article is that the degree of unboundedness in the control is stronger than that allowed in the usual singular estimate control system configuration, giving rise to less regular optimal state trajectories.     

The Slow Server Problem for Uninformed Customers

In this paper, we analyze systems that can be modelled by M ∨ M ∨ n queues with heterogeneous servers and non informed customers. We solve the balance equations. We present a threshold result for a system with an arbitrary number n of servers, i.e. we show that there is a value of arrival rate below which the slow server should not be used and above which it should be used. The structure of the slow server problem for uninformed costumers is investigated. Results for homogeneous systems are also provided in order to add insight into the structure of the problem.Supported by grants from CAPES, CNPq, FAPESP and FAPERJ.AMS subject classification: 90B22, 60K25, 68M20     

Ibragimov-type invariants for a system of two linear parabolic equations

We obtain new semi-invariants for a system of two linear parabolic type partial differential equations (PDEs) in two independent variables under equivalence transformations of the dependent variables only. This is achieved for a class of systems of two linear parabolic type PDEs that correspond to a scalar complex linear (1 + 1) parabolic equation. The complex transformations of the dependent variables which map the complex scalar linear parabolic PDE to itself provide us with real transformations that map the corresponding system of linear parabolic type PDEs to itself with different coefficients in general. The semi-invariants deduced for this class of systems of two linear parabolic type equations correspond to the complex Ibragimov invariants of the complex scalar linear parabolic equation. We also look at particular cases of the system of parabolic type equations when they are uncoupled or coupled in a special manner. Moreover, we address the inverse problem of when systems of linear parabolic type equations arise from analytic continuation of a scalar linear parabolic PDE. Examples are given to illustrate the method implemented.     

Method for Solving the Multidimensional n‐Wave Resonant Equations and Geometry of Generalized Darboux‐Manakov‐Zakharov Systems

The intrinsic geometric properties of generalized Darboux‐Manakov‐Zakharov systems of semilinear partial differential equations (1) for a real‐valued function u(x₁, …, x_n) are studied with particular reference to the linear systems in this equation class. System (1) is overdetermined and will not generally be involutive in the sense of Cartan: its coefficients will be constrained by complicated nonlinear integrability conditions. We derive tools for explicitly constructing involutive systems of the form (1) , essentially solving the integrability conditions. Specializing to the linear case provides us with a novel way of viewing and solving the multidimensional n‐wave resonant interaction system and its modified version. For each integer n≥ 3 and nonnegative integer k, our procedure constructs solutions of the n‐wave resonant interaction system depending on at least k arbitrary functions each of one variable. The construction of these solutions relies only on differentiation, linear algebra, and the solution of ordinary differential equations.     

Taylor series method for dynamical systems with control: Convergence and error estimates

To optimize a complicated function constructed from a solution of a system of ordinary differential equations (ODEs), it is very important to be able to approximate a solution of a system of ODEs very precisely. The precision delivered by the standard Runge-Kutta methods often is insufficient, resulting in a “noisy function” to optimize. We consider an initial-value problem for a system of ordinary differential equations having polynomial right-hand sides with respect to all dependent variables. First we show how to reduce a wide class of ODEs to such polynomial systems. Using the estimates for the Taylor series method, we construct a new “aggregative” Taylor series method and derive guaranteed a priori step-size and error estimates for Runge-Kutta methods of order r. Then we compare the 8,13-Prince-Dormand’s, Taylor series, and aggregative Taylor series methods using seven benchmark systems of equations, including van der Pol’s equations, the “brusselator,” equations of Jacobi’s elliptic functions, and linear and nonlinear stiff systems of equations. The numerical experiments show that the Taylor series method achieves the best precision, while the aggregative Taylor series method achieves the best computational time. The final section of this paper is devoted to a comparative study of the above numerical integration methods for systems of ODEs describing the optimal flight of a spacecraft from the Earth to the Moon. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 24, Dynamical Systems and Optimization, 2005.     

Vanishing Viscosity Limit for Incompressible Viscoelasticity in Two Dimensions

This paper studies the inviscid limit of the two-dimensional incompressible viscoelasticity, which is a system coupling a Navier-Stokes equation with a transport equation for the deformation tensor. The existence of global smooth solutions near the equilibrium with a fixed positive viscosity was known since the work of [35]. The inviscid case was solved recently by the second author [28]. While the latter was solely based on the techniques from the studies of hyperbolic equations, and hence the two-dimensional problem is in general more challenging than that in higher dimensions, the former was relied crucially upon a dissipative mechanism. Indeed, after a symmetrization and a linearization around the equilibrium, the system of the incompressible viscoelasticity reduces to an incompressible system of damped wave equations for both the fluid velocity and the deformation tensor. These two approaches are not compatible. In this paper, we prove global existence of solutions, uniformly in both time t ∈ [0, +∞) and viscosity μ ≥ 0 . This allows us to justify in particular the vanishing viscosity limit for all time. In order to overcome difficulties coming from the incompatibility between the purely hyperbolic limiting system and the systems with additional parabolic viscous perturbations, we introduce in this paper a rather robust method that may apply to a wide class of physical systems of similar nature. Roughly speaking, the method works in the two-dimensional case whenever the hyperbolic system satisfies intrinsically a “strong null condition.” For dimensions not less than three, the usual null condition is sufficient for this method to work. © 2019 Wiley Periodicals, Inc.     

A splitting preconditioner for saddle point problems

For large sparse systems of linear equations iterative techniques are attractive. In this paper, we study a splitting method for an important class of symmetric and indefinite system. Theoretical analyses show that this method converges to the unique solution of the system of linear equations for all t>0 (t is the parameter). Moreover, all the eigenvalues of the iteration matrix are real and nonnegative and the spectral radius of the iteration matrix is decreasing with respect to the parameter t. Besides, a preconditioning strategy based on the splitting of the symmetric and indefinite coefficient matrices is proposed. The eigensolution of the preconditioned matrix is described and an upper bound of the degree of the minimal polynomials for the preconditioned matrix is obtained. Numerical experiments of a model Stokes problem and a least‐squares problem with linear constraints presented to illustrate the effectiveness of the method. Copyright © 2011 John Wiley & Sons, Ltd.