On sensitivity in an optimal control problem

We give a new criterion for the existence of value in differential games. The method of proof involves Lipschitz differential games and hence extends to games with more general dynamics. The connection between using measurable control functions or simply constants is clarified.     

An adaptive wavelet viscosity method for hyperbolic conservation laws

We extend the multiscale finite element viscosity method for hyperbolic conservation laws developed in terms of hierarchical finite element bases to a (pre‐orthogonal spline‐)wavelet basis. Depending on an appropriate error criterion, the multiscale framework allows for a controlled adaptive resolution of discontinuities of the solution. The nonlinearity in the weak form is treated by solving a least‐squares data fitting problem. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Nonuniqueness for the vanishing viscosity solution with fixed initial condition in a nonstrictly hyperbolic system of conservation laws

We consider the Riemann problem for a system of two decoupled, nonstrictly hyperbolic, Burgers-like conservation equations with added artificial viscosity. We analytically establish two different vanishing viscosity limits for the solution of this system, which correspond to the two cases where one of the viscosities vanishes much faster than the other. This is done without altering the initial condition as is necessary with travelling wave methods. Numerical evidence is then provided to show that when the two viscosities vanish at the same rate, the solution converges to a limit that lies strictly between the two previously established limits. Finally, we use control theory to explain the mechanism behind this nonuniqueness behavior, which indicates other systems of nonstrictly hyperbolic conservation laws where nonuniqueness will occur.     

A numerical method for an optimal control problem with minimum sensitivity on coefficient variation

In this paper, we consider a class of optimal control problem involving an impulsive systems in which some of its coefficients are subject to variation. We formulate this optimal control problem as a two-stage optimal control problem. We first formulate the optimal impulsive control problem with all its coefficients assigned to their nominal values. This becomes a standard optimal impulsive control problem and it can be solved by many existing optimal control computational techniques, such as the control parameterizations technique used in conjunction with the time scaling transform. The optimal control software package, MISER 3.3, is applicable. Then, we formulate the second optimal impulsive control problem, where the sensitivity of the variation of coefficients is minimized subject to an additional constraint indicating the allowable reduction in the optimal cost. The gradient formulae of the cost functional for the second optimal control problem are obtained. On this basis, a gradient-based computational method is established, and the optimal control software, MISER 3.3, can be applied. For illustration, two numerical examples are solved by using the proposed method.     

A ritz method for an optimal control problem

We generalize and simplify the proofs of the basic papers of Bosarge and Johnson (Refs. 1-3) on a variational procedure for approximating the solution of thestate regular problem. We derive generala priori error bounds for this procedure and apply these results to obtain asymptotic error bounds for the special case of spline-type approximations.     

A modified sensitivity equation method for the Euler equations in presence of shocks

The continuous sensitivity equation method allows to quantify how changes in the input of a partial differential equation (PDE) model affect the outputs, by solving additional PDEs obtained by differentiating the model. However, this method cannot be used directly in the framework of hyperbolic PDE systems with discontinuous solution, because it yields Dirac delta functions in the sensitivity solution at the location of state discontinuities. This difficulty is well known from theoretical viewpoint, but only a few works can be found in the literature regarding the possible numerical treatment. Therefore, we investigate in this study how classical numerical schemes for compressible Euler equations can be modified to account for shocks when computing the sensitivity solution. In particular, we propose the introduction of a source term, that allows to remove the spikes associated to the Dirac delta functions in the numerical solution. Numerical studies exhibit a strong impact of the numerical diffusion on the accuracy of this strategy. Therefore, we propose an anti-diffusive numerical scheme coupled with the approximate Riemann solver of Roe for the state problem. For the sensitivity problem, two different numerical schemes are implemented and compared: one which takes into account the contact wave and another that neglects it. The effects of the numerical diffusion on the convergence of the schemes with respect to the grid are discussed. Finally, an application to uncertainty propagation is investigated and the different numerical schemes are compared.     

Stable viscosity matrices for systems of conservation laws

A natural class of appropriate viscosity matrices for strictly hyperbolic systems of conservation laws in one space dimension, u₁ + f(u)_x = 0, u?R^m, is studied. These matrices are admissible in the sense that small-amplitude shock wave solutions of the hyperbolic system are shown to be limits of smooth traveling wave solutions of the parabolic system u_t + f(u)_x = v(Du_x)_x as ifv → 0 if D is in this class. The class is determined by a linearized stability requirement: The Cauchy problem for the equation u₁ + f′(u₀) u_x = vDu_xx should be well posed in L² uniformly in v as v → 0. Previous examples of inadmissible viscosity matrices are accounted for through violation of the stability criterion.     

Asymptotic Maslov’s method for shocks of conservation laws systems with quadratic flux

In this work we apply the asymptotic method suggested by Maslov [1] to obtain the Hugoniot–Maslov chain for shock type solutions of conservation laws systems with quadratic flux. Additionally to the ODE infinite system that make up the chain, it was obtained an algebraic compatibility condition that must be satisfied by some of the coefficients of the asymptotic expansion of the shock solution. We give a new geometrical interpretation for this compatibility condition by means of certain singular surface whose projections represent time-dependent Hugoniot locus through the left limit state of the Shock.     

Discrete shocks for difference approximations to systems of conservation laws

The existence of weak discrete shocks for a wide class of difference approximations to systems of conservation laws is proved. The difference schemes have to be conservative, kth order accurate, and, roughly speaking, (k + 1)th order dissipative, where k = 1 or 3. The proof makes use of the central manifold theorem for an implicit map and of the fact that the stable and unstable manifolds of the differential flow y^(k) = y² − 1 for K = 3 intersect transversally.     

The Riemann problem for general systems of conservation laws

An extended entropy condition (E) has previously been proposed, by which we have been able to prove uniqueness and existence theorems for the Riemann problem for general 2-conservation laws. In this paper we consider the Riemann problem for general n-conservation laws. We first show how the shock are related to the characteristic speeds. A uniqueness theorem is proved subject to condition (E), which is equivalent to Lax's shock inequalities when the system is “genuinely nonlinear.” These general observations are then applied to the equations of gas dynamics without the convexity condition P_vv(v, s) > 0. Using condition (E), we prove the uniqueness theorem for the Riemann problem of the gas dynamics equations. This answers a question of Bethe. Next, we establish the relation between the shock speed σ and the entropy S along any shock curve. That the entropy S increases across any shock, first proved by Weyl for the convex case, is established for the nonconvex case by a different method. Wendroff also considered the gas dynamics equations without convexity conditions and constructed a solution to the Riemann problem. Notice that his solution does satisfy our condition (E).     

An extragradient method for finding the saddle point in an optimal control problem

We propose an extragradient method for finding the saddle point of a convex-concave functional defined on solutions of controlled systems of linear ordinary differential equations. We prove the convergence of the method.     

Entropy-based nonlinear viscosity for Fourier approximations of conservation laws

An Entropy-based nonlinear viscosity for approximating conservation laws using Fourier expansions is proposed. The viscosity is proportional to the entropy residual of the equation (or system) and thus preserves the spectral accuracy of the method. To cite this article: J.-L. Guermond, R. Pasquetti, C. R. Acad. Sci. Paris, Ser. I 346 (2008).     

The solution and sensitivity of a general optimal control problem

A solution method for the general optimal control problem is presented. This can be used to solve optimal control problems for which the system dynamics are not necessarily described by differential or difference equations. Having obtained the solution it is of theoretical and practical interest to investigate the sensitivity of the optimal trajectory to perturbations. Indicators of this sensitivity are the adjoint variables derived in the maximum principle. A method of deriving the adjoint variables from the solution is described. To illustrate the solution method and the determination of the adjoint variables a problem in the urban housing market is used.     

The method of fractional steps for conservation laws

Summary The stability, accuracy, and convergence of the basic fractional step algorithms are analyzed when these algorithms are used to compute discontinuous solutions of scalar conservation laws. In particular, it is proved that both first order splitting and Strang splitting algorithms always converge to the unique weak solution satisfying the entropy condition. Examples of discontinuous solutions are presented where both Strang-type splitting algorithms are only first order accurate but one of the standard first order algorithms is infinite order accurate. Various aspects of the accuracy, convergence, and correct entropy production are also studied when each split step is discretized via monotone schemes, Lax-Wendroff schemes, and the Glimm scheme.Partially supported by an Alfred Sloan Foundation fellowship and N.S.F. grant MCS-76-10227Sponsored by US Army under contract No. DAA 629-75-0-0024     

The Galilei group in an optimal control problem

In the paper, results of studying an optimal control problem for the motion of a material particle under control constraints are presented. The invariance of this problem with respect to the extended Galilei group is used. From the viewpoint of calculations, the symmetry allows us to construct a family of solutions using an extremal determined numerically. From the analytical viewpoint, the symmetry gives an opportunity to reduce the system’s dimension and to investigate the properties of extremals.     

The Galilei group in an optimal control problem

In the paper, results of studying an optimal control problem for the motion of a material particle under control constraints are presented. The invariance of this problem with respect to the extended Galilei group is used. From the viewpoint of calculations, the symmetry allows us to construct a family of solutions using an extremal determined numerically. From the analytical viewpoint, the symmetry gives an opportunity to reduce the system’s dimension and to investigate the properties of extremals.