Optimal control problems for wave equations

The problem on minimizing a quadratic functional on trajectories of the wave equation is considered. We assume that the density of external forces is a control function. A control problem for a partial differential equation is reduced to a control problem for a countable system of ordinary differential equations by use of the Fourier method. The controllability problem for this countable system is considered. Conditions of the noncontrollability for some wave equations were obtained.     

Tropical differential equations

Tropical differential equations are introduced and an algorithm is designed which tests solvability of a system of tropical linear differential equations within the complexity polynomial in the size of the system and in the absolute values of its coefficients. Moreover, we show that there exists a minimal solution, and the algorithm constructs it (in case of solvability). This extends a similar complexity bound established for tropical linear systems. In case of tropical linear differential systems in one variable a polynomial complexity algorithm for testing its solvability is designed.We prove also that the problem of solvability of a system of tropical non-linear differential equations in one variable is NP-hard, and this problem for arbitrary number of variables belongs to NP. Similar to tropical algebraic equations, a tropical differential equation expresses the (necessary) condition on the dominant term in the issue of solvability of a differential equation in power series.     

Euler integral symmetries for the confluent Heun equation and symmetries of the Painlevé equation PV

Euler integral symmetries relate solutions of ordinary linear differential equations and generate integral representations of the solutions in several cases or relations between solutions of constrained equations. These relations lead to the corresponding symmetries of the monodromy matrices for the differential equations. We discuss Euler symmetries in the case of the deformed confluent Heun equation, which is in turn related to the Painlevé equation PV. The existence of symmetries of the linear equations leads to the corresponding symmetries of the Painlevé equation of the Okamoto type. The choice of the system of linear equations that reduces to the deformed confluent Heun equation is the starting point for the constructions. The basic technical problem is to choose the bijective relation between the system parameters and the parameters of the deformed confluent Heun equation. The solution of this problem is quite large, and we use the algebraic computing system Maple for this.     

Fourier Problem for a Coupled Diffusion System with Functionals

We investigate the well-posedness of a problem for a system of functional differential equations of different types without initial conditions. Each equation consists of two parts one of which has the same structure as a parabolic equation or an ordinary differential equation with parameters, while the other contains functionals defined on a space of functions continuous in space variables.     

Constant-sign Lyapunov functionals in the problem of the stability of a functional differential equation

The stability of the zero solution of a non-autonomous functional differential equation of the delayed type is investigated by means of limiting equations and a constant-sign Lyapunov functional, which has a constant-sign derivative. Special cases when the Lyapunov functional and its derivative are explicitly independent of time and the case of an almost periodic equation are also considered. The problem of stabilizing a pendulum in the upper unstable position and the problem of stabilizing the rotational motion of a rigid body are solved as examples.     

Pseudospectral approximation of eigenvalues of derivative operators with non-local boundary conditions

By taking as a “prototype problem” a one-delay linear autonomous system of delay differential equations we present the problem of computing the characteristic roots of a retarded functional differential equation as an eigenvalue problem for a derivative operator with non-local boundary conditions given by the particular system considered. This theory can be enlarged to more general classes of functional equations such as neutral delay equations, age-structured population models and mixed-type functional differential equations.It is thus relevant to have a numerical technique to approximate the eigenvalues of derivative operators under non-local boundary conditions. In this paper we propose to discretize such operators by pseudospectral techniques and turn the original eigenvalue problem into a matrix eigenvalue problem. This approach is shown to be particularly efficient due to the well-known “spectral accuracy” convergence of pseudospectral methods. Numerical examples are given.     

Asymptotic methods in the theory of optimum correction for systems with slowly varying parameters

This paper deals with the problem of optimum control for the case where the constraints are linear differential equations and the functional is of quadratic type. It is assumed that the matrix of these simultaneous equations dependsslowly on the time. The paper describes a method which permits to construct effectively asymptotic solutions of such a problem when the matrix of the characteristic equation which corresponds to Pontryagin's set of equations does not have any simple elementary divisors.Portions of this research were presented at the Colloquium on Advanced Problems and Methods for Space Flight Optimization, Liège, Belgium, 1967.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

Complex Lie symmetries for scalar second-order ordinary differential equations

A scalar complex ordinary differential equation can be considered as two coupled real partial differential equations, along with the constraint of the Cauchy–Riemann equations, which constitute a system of four equations for two unknown real functions of two real variables. It is shown that the resulting system possesses those real Lie symmetries that are obtained by splitting each complex Lie symmetry of the given complex ordinary differential equation. Further, if we restrict the complex function to be of a single real variable, then the complex ordinary differential equation yields a coupled system of two ordinary differential equations and their invariance can be obtained in a non-trivial way from the invariance of the restricted complex differential equation. Also, the use of a complex Lie symmetry reduces the order of the complex ordinary differential equation (restricted complex ordinary differential equation) by one, which in turn yields a reduction in the order by one of the system of partial differential equations (system of ordinary differential equations). In this paper, for simplicity, we investigate the case of scalar second-order ordinary differential equations. As a consequence, we obtain an extension of the Lie table for second-order equations with two symmetries.     

Optimal control of stochastic functional differential equations with a bounded memory

This paper treats a finite time horizon optimal control problem in which the controlled state dynamics are governed by a general system of stochastic functional differential equations with a bounded memory. An infinite dimensional Hamilton–Jacobi–Bellman (HJB) equation is derived using a Bellman-type dynamic programming principle. It is shown that the value function is the unique viscosity solution of the HJB equation.     

Instability in the critical case of pair of pure imaginary roots for a class of systems with aftereffect

The stability of a system described by Volterra integrodifferential equations is investigated in the critical case when the characteristic equation has a pair of pure imaginery roots. Conditions for instability, analogous to the well-known conditions from the theory of differential equations [1], are derived. (A similar result was established previously in [2] for integrodifferential equations of simpler structure with integral kernels of exponential-polynomial type). For the proof, several manipulations are used to simplify the original equation and, in particular, to reduce the linearized equation to the form of a differential equation with constant diagonal matrix. (An analogous approach was used to analyse instability for Volterra integrodifferential equations in the critical case of zero root in [3, 4]). As an example, the sign of the Lyapunov constant in the problem of the rotational motion of a rigid body with viscoelastic supports is calculated.     

Matrix displacement mappings in the numerical solution of functional and nonlinear differential equations with the tau method

The use of matrix displacement mappings reduces most matrix operations required in the construction of an approximate solution of a functional or differential equation by means of Ortiz' formulation of the Tau method to index shifts. The coefficient vector of the approximate solution is defined implicitly by a very sparse system of linear algebraic equations. The contributions of the differential or functional operator, and of the supplementary conditions of the problem (initial, boundary, or multipoint conditions) are treated with a single and versatile procedure of remarkable simplicity, which can be easily implemented in a computer. We give two nontrivial examples on the application of this approach: the first is a nonlinear boundary value problem with a continuous locus of singular points and multiple solutions, where stiffness is present, the second is a functional differential equation arising in analytic number theory. In both cases we obtain results of nigh accuracy.     

Existence of solutions to Hamilton-Jacobi functional differential equations

This paper deals with the Cauchy problem for nonlinear first order partial functional differential equations. The unknown function is the functional variable in the equation and the partial derivatives appear in a classical sense. A theorem on the local existence of a generalized solution is proved. The initial problem is transformed into a system of functional integral equations for an unknown function and for their partial derivatives with respect to spatial variables. The existence of solutions of this system is proved by using a method of successive approximations. A method of bicharacteristics and integral inequalities are applied.     

Maximum principle for optimal distributed control of viscous weakly dispersive Degasperis–Procesi equation

This paper is concerned with the optimal distributed control of the viscous weakly dispersive Degasperis–Procesi equation in nonlinear shallow water dynamics. It is well known that the Pontryagin maximum principle, which unifies calculus of variations and control theory of ordinary differential equations, sets up the theoretical basis of the modern optimal control theory along with the Bellman dynamic programming principle. In this paper, we commit ourselves to infinite dimensional generalizations of the maximum principle and aim at the optimal control theory of partial differential equations. In contrast to the finite dimensional setting, the maximum principle for the infinite dimensional system does not generally hold as a necessary condition for optimal control. By the Dubovitskii and Milyutin functional analytical approach, we prove the Pontryagin maximum principle of the controlled viscous weakly dispersive Degasperis–Procesi equation. The necessary optimality condition is established for the problem in fixed final horizon case. Finally, a remark on how to utilize the obtained results is also made. Copyright © 2015 John Wiley & Sons, Ltd.     

Derivation of Stochastic Partial Differential Equations

Abstract

A procedure is explained for deriving stochastic partial differential equations from basic principles. A discrete stochastic model is first constructed. Then, a stochastic differential equation system is derived, which leads to a certain stochastic partial differential equation. To illustrate the procedure, a representative problem is first studied in detail. Exact solutions, available for the representative problem, show that the resulting stochastic partial differential equation is accurate. Next, stochastic partial differential equations are derived for a one-dimensional vibrating string, for energy-dependent neutron transport, and for cotton-fiber breakage. Several computational comparisons are made.     

Infinite Systems of Quasilinear Differential Difference Inequalities and Applications

The article deals with the initial boundary value problem for an infinite system of first order quasilinear functional differential equations. A comparison result concerning infinite systems of differential difference inequalities is proved. A function satisfying such inequalities is estimated by a solution of a suitable Cauchy problem for an ordinary functional differential system. The comparison result is used in an existence theorem and in the investigation of the stability of the numerical method of lines for the original problem. A theorem on the error estimate of the method is given. The infinite system of first order functional differential equations contains, as particular cases, equations with a deviated argument and integral differential equations of the Volterra type.     

On One Class of Systems of Differential Equations and on Retarded Equations

We establish a connection between solutions to a broad class of large systems of ordinary differential equations and solutions to retarded differential equations. We prove that solving the Cauchy problem for systems of ordinary differential equations reduces to solving the initial value problem for a retarded differential equation as the number of equations increases unboundedly. In particular, the class of systems under consideration contains a system of differential equations which arises in modeling of multiphase synthesis.     

On liapunov functional in theory of stability of systems with time-lag

It is well known, that in the theory of stability in differential equations, Liapunov's second method may be the most important. The center problem of Liapunov's second method is construction of Liapunov function for concrete problems. Beyond any doubt, construction of Liapunov functions is an art. In the case of functional differential equations, there were also many attempts to establish various kinds of Liapunov type theorems. Recently Burton [2] presented an excellent theorem using the Liapunov functional to solve the asymptotic stability of functional differential equation with bounded delay. However, the construction of such a Liapunov functional is still very hard for concrete problems. In this paper, by utilizing this theorem due to Burton, we construct concrete Liapunov functional for certain and nonlinear delay differential equations and derive new sufficient conditions for asymptotic stability. Those criteria improve the result of literature [1] and they are with simple forms, easily checked and applicable.This project is supported by the National Natural Science Foundation of China.     

Operator approach to the Cauchy-Kovalevskaya theorem

For operator differential equations in a Banach space, we present the conditions for initial data which are necessary and sufficient for the Cauchy problem to have a solution in the class of analytic, entire, or exponential-type entire vector functions. In the case where an operator differential equation is a system of partial differential equations, the sufficient condition obtained coincides with the well-known Cauchy-Kovalevskaya theorem on the solvability of the Cauchy problem in the class of analytic functions. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Matematychni Metody ta Fizyko-Mekhanichni Polya, Vol. 41, No. 2, pp. 7–12, April–June, 1998.     

Heat and mass transfer in MHD non-Darcian flow of a micropolar fluid over a stretching sheet embedded in a porous media with non-uniform heat source and thermal radiation

A mathematical analysis has been carried out to study magnetohydrodynamic boundary layer flow, heat and mass transfer characteristic on steady two-dimensional flow of a micropolar fluid over a stretching sheet embedded in a non-Darcian porous medium with uniform magnetic field. Momentum boundary layer equation takes into account of transverse magnetic field whereas energy equation takes into account of Ohmic dissipation due to transverse magnetic field, thermal radiation and non-uniform source effects. An analysis has been performed for heating process namely the prescribed wall heat flux (PHF case). The governing system of partial differential equations is first transformed into a system of non-linear ordinary differential equations using similarity transformation. The transformed equations are non-linear coupled differential equations which are then linearized by quasi-linearization method and solved very efficiently by finite-difference method. Favorable comparisons with previously published work on various special cases of the problem are obtained. The effects of various physical parameters on velocity, temperature, concentration distributions are presented graphically and in tabular form.