State observability of elastic string vibrations under the boundary conditions of the first kind

We solve state observation problems for string vibrations, i.e., problems in which the initial conditions generating the observed string vibrations should be reconstructed from a given string state at two distinct time instants. The observed vibrations are described by the boundary value problem for the wave equation with homogeneous boundary conditions of the first kind. The observation problem is considered for classical and L ₂-generalized solutions of this boundary value problem.     

Real-time calculation of the current state estimates for a class of delay systems

The linear optimal observation problem is examined for one type of nonstationary delay system with an uncertainty in the initial state. A fast implementation of the dual method is proposed for calculating estimates of the initial state. This implementation is based on the quasi-reduction of the fundamental matrix of solutions to the mathematical model of delay systems. It is shown that an iteration step of the dual method only requires that auxiliary systems of ordinary differential equations be integrated on small time intervals. An algorithm is described for the real-time calculation of current state estimates. The results are illustrated by the optimal observation problem for a third-order stationary delay system.     

Connection between the Fokker-Planck-Kolmogorov and nonlinear Langevin equations

We recall the general proof of the statement that the behavior of every holonomic nonrelativistic system can be described in terms of the Langevin equation in Euclidean (imaginary) time such that for certain initial conditions, the different stochastic correlators (after averaging over the stochastic force) coincide with the quantum mechanical correlators. The Fokker-Planck-Kolmogorov (FPK) equation that follows from this Langevin equation is equivalent to the Schrödinger equation in Euclidean time if the Hamiltonian is Hermitian, the dynamics are described by potential forces, the vacuum state is normalizable, and there is an energy gap between the vacuum state and the first excited state. These conditions are necessary for proving the limit and ergodic theorems. For three solvable models with nonlinear Langevin equations, we prove that the corresponding Schrödinger equations satisfy all the above conditions and lead to local linear FPK equations with the derivative order not exceeding two. We also briefly discuss several subtle mathematical questions of stochastic calculus.     

Minimax observers of full and reduced order

We consider the problem of optimal observation of unmeasurable variables in linear dynamical systems with the use of observers of full and reduced order. For the observation performance characteristic to be minimized, we take the initial perturbation damping level in the observation error equation defined as the maximum ratio of the L ₂-norm of the error to the Euclidean norm of the corresponding initial state. Conditions for the existence of such minimax observers and their synthesis are stated in the form of linear matrix inequalities.     

Stabilization of a one‐dimensional wave equation with variable coefficient under non‐collocated control and delayed observation

In this paper, we consider stabilization of a 1‐dimensional wave equation with variable coefficient where non‐collocated boundary observation suffers from an arbitrary time delay. Since input and output are non‐collocated with each other, it is more complex to design the observer system. After showing well‐posedness of the open‐loop system, the observer and predictor systems are constructed to give the estimated state feedback controller. Different from the partial differential equation with constant coefficients, the variable coefficient causes mathematical difficulties of the stabilization problem. By the approach of Riesz basis property, it is shown that the closed‐loop system is stable exponentially. Numerical simulations demonstrate the effect of the stable controller. This paper is devoted to the wave equation with variable coefficients generalized of that with constant coefficients for delayed observation and non‐collocated control.     

Existence and uniqueness for a nonlinear parabolic/Hamilton–Jacobi coupled system describing the dynamics of dislocation densities

We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a 1D system of a parabolic equation and a first order Hamilton–Jacobi equation that are coupled together. We examine an associated Dirichlet boundary value problem. We prove the existence and uniqueness of a viscosity solution among those assuming a lower-bound on their gradient for all time including the initial time. Moreover, we show the existence of a viscosity solution when we have no such restriction on the initial data. We also state a result of existence and uniqueness of entropy solution for the initial value problem of the system obtained by spatial derivation. The uniqueness of this entropy solution holds in the class of bounded-from-below solutions. In order to prove our results on the bounded domain, we use an “extension and restriction” method, and we exploit a relation between scalar conservation laws and Hamilton–Jacobi equations, mainly to get our gradient estimates.     

Hair-triggered instability of radial steady states, spread and extinction in semilinear heat equations

We first study the initial value problem for a general semilinear heat equation. We prove that every bounded nonconstant radial steady state is unstable if the spatial dimension is low (n?10) or if the steady state is flat enough at infinity: the solution of the heat equation either becomes unbounded as t approaches the lifespan, or eventually stays above or below another bounded radial steady state, depending on if the initial value is above or below the first steady state; moreover, the second steady state must be a constant if n?10.Using this instability result, we then prove that every nonconstant radial steady state of the generalized Fisher equation is a hair-trigger for two kinds of dynamical behavior: extinction and spreading. We also prove more criteria on initial values for these types of behavior. Similar results for a reaction-diffusion system modeling an isothermal autocatalytic chemical reaction are also obtained.     

Persistence of travelling wave solutions of a fourth order diffusion system

In this paper the extended Burgers–Huxley equation with the fourth-order derivative is considered. First, the convergence to the uniform steady state is proved, which means the solution of the equation with positive initial data will remain positive for time t sufficiently large. Then, the persistence of the travelling wave solution for the extended equation on the unbounded domain is investigated. We have proved that this solution will persist under small perturbation of the equation.     

Deterministic optimal control,given only a partial observation of the initial state

The deterministic linear-system, quadratic-cost optimal control problem is considered when the only state information available is a partial linear observation of the initial statex ₀. Thus, it is only known that the initial condition belongs to a particular linear variety. A control function is found which is optimal, in the sense (roughly) that (i) it can be computed using available information aboutx ₀ and (ii) no other control function which can be found using that information gives lower cost than it does for every initial condition that could have given rise to the information. The optimal control can be found easily from the conventional Riccati equation of optimal control. Applications are considered in the presence of unknown exponential disturbances and to the case with a sequence of partial state observations.     

Decorrelation of Total Mass Via Energy

The main result of this small note is a quantified version of the assertion that if u and v solve two nonlinear stochastic heat equations, and if the mutual energy between the initial states of the two stochastic PDEs is small, then the total masses of the two systems are nearly uncorrelated for a very long time. One of the consequences of this fact is that a stochastic heat equation with regular coefficients is a finite system if and only if the initial state is integrable.     

On the Global Solution of a 3‐D MHD System with Initial Data near Equilibrium

In this paper, we prove the global existence of smooth solutions to the three‐dimensional incompressible magnetohydrodynamical system with initial data close enough to the equilibrium state, (e₃,0). Compared with previous works by Lin, Xu, and Zhang and by Xu and Zhang, here we present a new Lagrangian formulation of the system, which is a damped wave equation and which is nondegenerate only in the direction of the initial magnetic field. Furthermore, we remove the admissible condition on the initial magnetic field, which was required in the earlier works. By using the Frobenius theorem and anisotropic Littlewood‐Paley theory for the Lagrangian formulation of the system, we achieve the global L¹‐in‐time Lipschitz estimate of the velocity field, which allows us to conclude the global existence of solutions to this system. In the case when the initial magnetic field is a constant vector, the large‐time decay rate of the solution is also obtained.© 2016 Wiley Periodicals, Inc.     

Hierarchic control of a linear heat equation with missing data

The paper is devoted to the Stackelberg control of a linear parabolic equation with missing initial condition. The strategy involves two controls called follower and leader. The objective of the follower is to bring the state to a desired state while the leader has to bring the system to rest at the final time. The results are obtained by means of Fenchel–Legendre transform and appropriate Carleman inequalities.     

On the thermodynamic foundations of the theory of local-gradient mechanicothermodiffusion systems

In the context of the continuous-thermodynamic approach we generalize the Gibbs equation and obtain the initial relations of local-gradient mechanicothermodiffusion. We state the relation between the thermodynamic flows and forces in the form of functionals. We find influence functions that cause expansion of the phase space that determines the thermodynamic potentials by the gradients of the intensive parameters of the equilibrium state of the system. It is shown that such influence functions are connected with the undamped memory of the body of the action at the initial time. Translated fromMatematychni Metody ta Fizyko-Mekhanichni, Polya, Vol. 41, No. 1, 1998, pp. 62–72.     

Cell polarisation model: The 1D case

We study the dynamics of a one-dimensional non-linear and non-local drift-diffusion equation set in the half-line, with the coupling involving the trace value on the boundary. The initial mass M of the density determines the behaviour of the equation: attraction to self-similar profile, to a steady state of finite time, blow-up for supercritical mass. Using the logarithmic Sobolev and the HWI inequalities we obtain a rate of convergence for the sub-critical and critical mass cases. Moreover, we prove a comparison principle on the equation obtained after space integration. This concentration-comparison principle allows proving blow-up of solutions for large initial data without any monotonicity assumption on the initial data.     

Null controllability of viscous Hamilton–Jacobi equations

We study the problem of null controllability for viscous Hamilton–Jacobi equations in bounded domains of the Euclidean space in any space dimension and with controls localized in an arbitrary open nonempty subset of the domain where the equation holds. We prove the null controllability of the system in the sense that, every bounded (and in some cases uniformly continuous) initial datum can be driven to the null state in a sufficiently large time. The proof combines decay properties of the solutions of the uncontrolled system and local null controllability results for small data obtained by means of Carleman inequalities. We also show that there exists a waiting time so that the time of control needs to be large enough, as a function of the norm of the initial data, for the controllability property to hold. We give sharp asymptotic lower and upper bounds on this waiting time both as the size of the data tends to zero and infinity. These results also establish a limit on the growth of nonlinearities that can be controlled uniformly on a time independent of the initial data.     

Open-Loop Viable Control Under Uncertain Initial State Information

We consider the problem of open-loop viable control of a nonlinear system in Rⁿ in the case of a nonexactly known initial state. We characterize the family of those initial sets for which the problem is solvable. The characterization employs the notion of a contingent field to a given collection of sets introduced in the paper. It also involves an appropriate set-dynamic equation that describes the evolution of the state estimation within a prescribed collection of sets. An extension of the classical concept of viability kernel with respect to this set-dynamic equation is the key tool. We present an approximation scheme for the viability kernel which is numerically realizable in the case of low dimension and simple collections of sets chosen for state estimation (balls, ellipsoids, polyhedrons, etc.). As an application, we consider a viability differential game, where the uncertainty may enter also in the dynamics of the system as an input which is not known in advance. The control is then sought as a nonanticipative strategy depending on the uncertain input.     

Compressible Limit of the Nonlinear Schr¨odinger Equation with Different-Degree Small Parameter Nonlinearities

The authors study the compressible limit of the nonlinear Schrödinger equation with different-degree small parameter nonlinearities in small time for initial data with Sobolev regularity before the formation of singularities in the limit system. On the one hand, the existence and uniqueness of the classical solution are proved for the dispersive perturbation of the quasi-linear symmetric system corresponding to the initial value problem of the above nonlinear Schrödinger equation. On the other hand, in the limit system, it is shown that the density converges to the solution of the compressible Euler equation and the validity of the WKB expansion is justified.     

Observabilité et contrôlabilité exacte indirecte interne par un contrôle localement distribué de systèmes d'équations couplées

We study the observability and the exact controllability of a weakly coupled system with an internal locally control acting on only one equation. We show that, for sufficiently large time, the observation of the velocity of the first component of the solution on a neighborhood of a part of the boundary allows us to get back a weakened energy of initial data of the second component, this if the coupling parameter is sufficiently small, but non-vanishing. This result leads to a uniqueness theorem and, by the HUM method, we prove that the total system is exactly controllable.     

Optimal control for systems described by hyperbolic equations with strong nonlinearity

An optimization control problem for a hyperbolic equation is considered. The system is nonlinear with respect to the state derivative. The regularization technique for the state equation is applied. The necessary conditions of optimality for the regularized control problem are proved. It uses the extended differentiability of the control-state mapping for the regularized equation. The convergence of the regularization method is proved. Thus the optimal control for the regularized problem with a small enough regularization parameter can be chosen as an approximate solution of the initial optimization problem.     

Two-end observability of elastic vibrations in distributed and lumped parameter systems

The boundary observation problems (initial state reconstruction) of vibrations in objects with distributed and lumped parameters are solved. The vibrations in an object with distributed parameters are described by boundary value problems with boundary conditions of various types. An object with lumped parameters is described by a second-order ordinary differential equation.