Approximate solution to a time optimal boundary control problem for the wave equation

The paper provides some examples of mutually dual unconstrained optimization problems originating from regularization problems for systems of linear equations and/or inequalities. The solution of each of these mutually dual problems can be found from the solution of the other problem by means of simple formulas. Since mutually dual problems have different dimensions, it is natural to solve the unconstrained optimization problem of the smaller dimension.     

An optimal control problem for the Hoff equation

The sufficient and necessary conditions are given for existence of an optimal control in the bending problem for an I-beam.     

Parameter-robust preconditioning for the optimal control of the wave equation

Numerical Algorithms - In this paper, we propose and analyze a new matching-type Schur complement preconditioner for solving the discretized first-order necessary optimality conditions that...     

Sufficient conditions for a minimum of the free-final-time optimal control problem

The sufficient conditions for a minimum of the free-final-time optimal control problem are the strengthened Legendre-Clebsch condition and the conjugate point condition. In this paper, a new approach for determining the location of the conjugate point is presented. The sweep method is used to solve the linear two-point boundary-value problem for the neighboring extremal path from a perturbed initial point to the final constraint manifold. The new approach is to solve for the final condition Lagrange multiplier perturbation and the final time perturbation simultaneously. Then, the resulting neighboring extremal control is used to write the second variation as a perfect square and obtain the conjugate point condition. Finally, two example problems are solved to illustrate the application of the sufficient conditions.     

A Gautschi time-stepping approach to optimal control of the wave equation

A Gautschi time-stepping scheme for optimal control of linear second order systems is proposed and analyzed. Convergence rates are proved and shown to be valid in numerical experiments. The temporal discretization is combined with finite element and spectral based spatial discretizations, which are compared among themselves.     

Bounded approximate synthesis of the optimal control for the wave equation

We consider the problem of optimal control for the wave equation. For the formulated problem, we find the optimal control in the form of a feedback in the case where the control reaches a restriction, construct an approximate control, and substantiate its correctness, i.e., prove that the proposed control realizes the minimum of the quality criterion. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 8, pp. 1094–1104, August, 2007.     

Variational perturbations of the minimum effort problem

This paper belongs to the class of works about perturbations of linear-quadratic control problems. Given a linear, bounded, surjective operatorL _o:BV, between Banach spaces, the problem of minimizing |u–|, B, among all the elementsu satisfying the constraintsL _o u=y, has unique solutions under suitable hypotheses onB.The same occurs if we consider a sequence of operatorsL _n :BV, which represent perturbations of theL _o-operator. Ifu _n (, y) andu _o(, y) are the minima of the perturbed problem and the original problems, respectively, convergence ofu _n tou _o is characterized by means of convergences ofL _n and their adjoint operators, in the case whenV ^l .A sufficiency criterion is given whenB andV are Hilbert spaces. Finally, we study an example problem governed by an ordinary differential equation, in which convergence of the minima is characterized in terms of control coefficients.This work was supported by CNR-GNAFA, Rome, Italy.     

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.     

An optimal control problem for two-dimensional Schrödinger equation

In this paper we consider an optimal control problem controlled by three functions which are in the coefficients of a two-dimensional Schrödinger equation. After proving the existence and uniqueness of the optimal solution, we get the Frechet differentiability of the cost functional using Hamilton-Pontryagin function. Then we state a necessary condition to an optimal solution in the variational inequality form using the gradient.     

An efficient computational method for the optimal control problem for the Burgers equation

Pointwise control of the viscous Burgers equation in one spatial dimension is studied with the objective of minimizing the distance between the final state function and target profile along with the energy of the control. An efficient computational method is proposed for solving such problems, which is based on special orthonormal functions that satisfy the associated boundary conditions. Employing these orthonormal functions as a basis of a modal expansion method, the solution space is limited to the smallest lower subspace that is sufficient to describe the original problem. Consequently, the Burgers equation is reduced to a set of a minimal number of ordinary nonlinear differential equations. Thus, by the modal expansion method, the optimal control of a distributed parameter system described by the Burgers equation is converted to the optimal control of lumped parameter dynamical systems in finite dimension. The time-variant control is approximated by a finite term of the Fourier series whose unknown coefficients and frequencies giving an optimal solution are sought, thereby converting the optimal control problem into a mathematical programming problem. The solution space obtained is based on control parameterization by using the Runge–Kutta method. The efficiency of the proposed method is examined using a numerical example for various target functions.     

Necessary conditions of the minimum in an impulse optimal control problem

The paper is devoted to studying the impulse optimal control problem with inequality-type state constraints and geometric control constraints defined by a measurable multivalued mapping. The author obtains necessary optimality conditions in the form of the Pontryagin maximum principle and nondegeneracy conditions for the latter. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 24, Dynamical Systems and Optimization, 2005.     

Sufficient conditions for a strong relative minimum in an optimal control problem

In this paper, on the basis of Young's method (Ref. 1), sufficient conditions for a strong relative minimum in an optimal control problem are given. Young's method generalizes geodesic coverings and the simplest Hilbert integral from the standard variational calculus. This paper carries Young's method over to nonparametric problems.     

An optimal control problem for the multidimensional diffusion equation with a generalized control variable

The present paper is concerned with an optimal control problem for then-dimensional diffusion equation with a sequence of Radon measures as generalized control variables. Suppose that a desired final state is not reachable. We enlarge the set of admissible controls and provide a solution to the corresponding moment problem for the diffusion equation, so that the previously chosen desired final state is actually reachable by the action of a generalized control. Then, we minimize an objective function in this extended space, which can be characterized as consisting of infinite sequences of Radon measures which satisfy some constraints. Then, we approximate the action of the optimal sequence by that of a control, and finally develop numerical methods to estimate these nearly optimal controls. Several numerical examples are presented to illustrate these ideas.     

Method of penalization for the state equation for an elliptical optimal control problem

We solve by finite difference method an optimal control problem of a system governed by a linear elliptic equation with pointwise control constraints and non-local state constraints. A discrete optimal control problem is approximated by a minimization problem with penalized state equation. We derive the error estimates for the distance between the exact and regularized solutions. We also prove the rate of convergence of block Gauss–Seidel iterative solution method for the penalized problem. We present and analyze the results of the numerical experiments.     

On an optimal control problem for a hyperbolic partial differential equation

Existence of solutions is proved for a minimum problem for a distributed-parameter control system described by a linear, hyperbolic partial differential equation. The cost function is an integral depending on boundary controls.This research was supported by the Consiglio Nazionale delle Ricerche, Rome, Italy.     

The Dirichlet problem for the wave equation

Summary We consider a vibrating string fixed at the ends for which the position is known at two different times. This corrisponds to a classical not well posed problem, theDirichlet problem for the wave equation, which we reconsider here in order to determine under what conditions it is possible to obtain useful information about the physical phenomenon. This problem is related to a functional equation from which the principal results can be deduced.

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Sunto Si riesamina un classico esempio di problema ? non ben posto ?, il problema diDirichlet corrispondente al modello fisico di una corda vibrante, fissa agli estremi e assumente posizioni note in due diversi istanti. Lo studio relativo all'esistenza ed unicità della soluzione è ricondotto a quello di una equazione funzionale ed è strettamente connesso a questioni di teoria dei numeri. Si esamina poi la dipendenza della soluzione dai dati e si discute il problema dal punto di vista delle sue applicazioni.

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This research was supported in part by the United States Air Force under contract No. AF 49 (638) 228 monitored by the Office of Scientific Research, Air Research and Development Command.     

On the optimal control problem for Schrödinger equation with complex potential

The existence and uniqueness for the solution of the problem of determining the v(x,t) potential in the Schrödinger equation from the measured final data ψ(x,T)=y(x) is investigated. For the objective functional , it is proven that the problem has at least one solution for α?0, and has a unique solution for α>0. The necessary condition for solvability the problem is stated as the variational principle.