Approximations of thermoelastic and viscoelastic control systems

This paper deals with the development and analysis of well-posed models and computational algorithms for control of a class of partial differential equations that descrive the motions of thermo-viscoelastic structures. We first present an abstract “state space” framework and general well-posedness result that can be applied to a large class of thermo-elastic and thermo-viscoelastic models. This state space framework is used in the development of a computational scheme to be used in the solution of an LQR control problem. A detailed convergence proof is provided for the viscoelastic model, and several numerical results are presented to illustrate the theory and to analyze problems for which the theory is incomplete.     

A linearized theory of thermoviscoelasticity

A generalized linearized theory of thermoviscoelasticity, including the effect of heat formation, is presented. The linearized equations of motion, of state, and for the energy are given together with the linearized boundary conditions for large initial deformations. Attention is drawn to the fact that the equations which have been derived can be used for the solution of problems concerning the stability of viscoelastic bodies, the propagation of waves in viscoelastic materials which are subjected to deformation, and problems concerning the stress-deformed state of viscoelastic elements. The problem of the propagation of plane waves in viscoelastic materials which are subjected to deformation is considered as an example.Institute of Mechanics, Academy of Sciences of the Ukrainian SSR, Kiev. Translated from Mekhanika Polimerov, No. 2, pp. 214–221, March–April, 1972.     

An approximate method of solving dynamical problems of thermoviscoelasticity

A generalization of Whitham's asymptotic method is proposed for solving systems of integro-differential equations describing the dynamic behavior of bodies composed of nonlinear viscoelastic materials. The possibility of using this approach to solve coupled problems of thermoviscoelasticity is indicated. A number of examples are considered including the propagation of a harmonic disturbance in a rod of nonlinear viscoelastic material under isothermal conditions and the coupled problem of the high-frequency vibration of a rod of linear viscoelastic material, whose properties depend on temperature in accordance with the time-temperature superposition principle.Institute of Mechanics, Academy of Sciences of the Ukrainian SSR, Kiev. Translated from Mekhanika Polimerov, No. 1, pp. 58–65, January–February, 1973.     

Global classical solution of quasi-stationary Stefan free boundary problem

We consider an one-phase quasi-stationary Stefan problem (Hele–Shaw problem) in multidimensional case. Under some reasonable conditions we prove that the problem has a classical solution globally in time. The method can be used in two-phase problem as well. We also discuss asymptotic behavior of solution as t→+∞. The method developed here can be extended to a general class of free boundary problems.     

The Plemelj Formula of Higher Order Partial Derivatives of the Bochner-Martinelli Type Integral

In this paper, by using the technique of integral transformation, we obtain the Plemelj formulas with the Cauchy principal value and the Hadamard principal value of mixed higher order partial derivatives for integral of the Bochner-Martinelli type on a closed smooth manifold ∂D in Cⁿ. From the Plemelj formulas and using the theory of complex partial differential equation, we prove that the problem of higher order boundary value D^κΦ⁺(t) = D^κΦ⁻(t) + f(t) is equivalent to a complex linear higher order partial differential equation. Moreover, given a proper condition of the Cauchy boundary value problem, the problem of higher order boundary value has a unique branch complex harmonic solution satisfying Φ⁻(∞) = 0 in Cⁿ\∂D.     

On the worst scenario method: Application to a quasilinear elliptic 2D-problem with uncertain coefficients

We apply a theoretical framework for solving a class of worst scenario problems to a problem with a nonlinear partial differential equation. In contrast to the one-dimensional problem investigated by P. Harasim in Appl. Math. 53 (2008), No. 6, 583–598, the two-dimensional problem requires stronger assumptions restricting the admissible set to ensure the monotonicity of the nonlinear operator in the examined state problem, and, as a result, to show the existence and uniqueness of the state solution. The existence of the worst scenario is proved through the convergence of a sequence of approximate worst scenarios. Furthermore, it is shown that the Galerkin approximation of the state solution can be calculated by means of the Kachanov method as the limit of a sequence of solutions to linearized problems.     

On the Stabilization of a Solution of the Cauchy Problem for One Class of Integro-Differential Equations

We consider a solution of the Cauchy problem u(t, x), t > 0, x ∈ R ², for one class of integro-differential equations. These equations have the following specific feature: the matrix of the coefficients of higher derivatives is degenerate for all x. We establish conditions for the existence of the limit lim _t→∞ u(t, x) = v(x) and represent the solution of the Cauchy problem in explicit form in terms of the coefficients of the equation.__________Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, No. 12, pp. 1699 – 1706, December, 2004.     

On the reissner-naghdi elasticity relationships : PMM vol. 38, n 6, 1974, pp. 1063–1071

Shell theory equations are constructed by the method in [1] to the accuracy of quantities of the order of h_*^2+k, where and k = 2−4t for (h_* is the relative semithickness of the shell and t is the index of the state of stress variation). Without being within the framework of the Lovetype theory, the equations obtained are compared with the Reissner-Naghdi equations. [2, 3] in which the transverse shear is taken into account, and it is shown that from the asymptotic viewpoint these latter are inconsistent. It is also shown that if the shell resists shear weakly, then from the asymptotic viewpoint the Reissner-Naghdi theory is completely well founded.The three-dimensional equations of elasticity theory are reduced to two-dimensional equations in [1] by using an asymptotic method, i.e. all members of the same order relative to the small parameter h_* are taken into account at each stage of the calculations. It has been shown that without going outside the framework of the ordinary concepts of the Love-type theory of shells (in particular, without taking account of transverse shear), the shell theory equations can be constructed to the accuracy of quantities of the order of h^2−2t_*, but it is impossible to exceed this limit without a qualitative complication in the theory.     

Normality of the maximum principle for nonconvex constrained Bolza problems

We consider a Bolza optimal control problem with state constraints. It is well known that under some technical assumptions every strong local minimizer of this problem satisfies first order necessary optimality conditions in the form of a constrained maximum principle. In general, the maximum principle may be abnormal or even degenerate and so does not provide a sufficient information about optimal controls. In the recent literature some sufficient conditions were proposed to guarantee that at least one maximum principle is nondegenerate, cf. [A.V. Arutyanov, S.M. Aseev, Investigation of the degeneracy phenomenon of the maximum principle for optimal control problems with state constraints, SIAM J. Control Optim. 35 (1997) 930–952; F. Rampazzo, R.B. Vinter, A theorem on existence of neighbouring trajectories satisfying a state constraint, with applications to optimal control, IMA 16 (4) (1999) 335–351; F. Rampazzo, R.B. Vinter, Degenerate optimal control problems with state constraints, SIAM J. Control Optim. 39 (4) (2000) 989–1007]. Our aim is to show that actually conditions of a similar nature guarantee normality of every nondegenerate maximum principle. In particular we allow the initial condition to be fixed and the state constraints to be nonsmooth. To prove normality we use J. Yorke type linearization of control systems and show the existence of a solution to a linearized control system satisfying new state constraints defined, in turn, by linearization of the original set of constraints along an extremal trajectory.     

Instability,complexity, and evolution

In this paper, we consider a new class of random dynamical systems that contains, in particular, neural networks and complicated circuits. For these systems, we consider the viability problem: we suppose that the system survives only the system state is in a prescribed domain Π of the phase space. The approach developed here is based on some fundamental ideas proposed by A. Kolmogorov, R. Thom, M. Gromov, L. Valiant, L. Van Valen, and others. Under some conditions it is shown that almost all systems from this class with fixed parameters are unstable in the following sense: the probability P _t to leave Π within the time interval [0, t] tends to 1 as t → ∞. However, it is allowed to change these parameters sometimes (“evolutionary” case), then it may happen that P _t  < 1 − δ  < 1 for all t (“stable evolution”). Furthermore, we study the properties of such a stable evolution assuming that the system parameters are encoded by a dicsrete code. This allows us to apply complexity theory, coding, algorithms, etc. Evolution is a Markov process of modification of this code. Under some conditions we show that the stable evolution of unstable systems possesses the following general fundamental property: the relative Kolmogorov complexity of the code cannot be bounded by a constant as t → ∞. For circuit models, we define complexity characteristics of these circuits. We find that these complexities also have a tendency to increase during stable evolution. We give concrete examples of stable evolution. Bibliography: 80 titles. To the memory of A. N. Livshitz Published in Zapiski Nauchnykh Seminarov POMI, Vol. 360, 2008, pp. 31–69.     

Bayesian testing of nonparametric hypotheses and its application to global optimization

Random distribution functions are the basic tool for solving nonparametric decision-theoretic problems. In 1974, Doksum introduced the family of distributions neutral to the right, that is, distributions such thatF(t ₁),[F(t ₂)–F(t ₁)]/[1 –F(t ₁)],...,[F(t _k)–F(t _{k – 1})]/[1 –F(t _{k – 1})] are independent whenevert ₁ < ... <t _kIn practice, application of distributions neutral to the right has been prevented by the lack of a manageable analytical expression for probabilities of the typeP(F(t)<q) for fixedt andq. A subclass of such distributions can be provided which allows for a close expression of the characteristic function of log[1–F(t)], given the sample. Then, thea posteriori distribution ofF(t) is obtained by numerical evaluation of a Fourier integral. As an application, the global optimization problem is formulated as a problem of inference about the quantiles of the distributionF(y) of the random variableY=f(X), wheref is the objective function andX is a random point in the search domain.The author thanks J. Koronacki and R. Zielinski of the Polish Academy of Sciences for their valuable criticism during the final draft of the paper.     

Randomization in the first hitting time problem

In this paper, we consider the following inverse problem for the first hitting time distribution: given a Wiener process with a random initial state, probability distribution, F(t), and a linear boundary, b(t)=μt, find a distribution of the initial state such that the distribution of the first hitting time is F(t). This problem has important applications in credit risk modeling where the process represents the so-called distance to default of an obligor, the first hitting time represents a default event and the boundary separates the healthy states of the obligor from the default state. We show that randomization of the initial state of the process makes the problem analytically tractable.     

On the nonexistence of global solutions of some initial-boundary value problems for the Korteweg-de Vries equation

We consider the problem of finite-time blow-up of solutions of a class of initial-boundary value problems for the Korteweg-de Vries equation. By using the method of optimal test functions corresponding to the boundary conditions, we obtain blow-up conditions for local (with respect to t > 0) solutions and estimate the blow-up time.     

Permanence and global stability in a Lotka-Volterra predator-prey system with delays

Consider the permanence and global asymptotic stability of models governed by the following Lotka-Volterra-type system:

, with initial conditions

x_i(t) = φ_i(t) ≥ o, t ≤ t₀, and φ_i(t₀) > 0. 1 ≤ i ≤n

. We define x₀(t) = x_n+1(t)≡0 and suppose that φ_i(t), 1 ≤ i ≤ n, are bounded continuous functions on [t₀, + ∞) and γ_i, α_i, c_i > 0,γ_i,j ≥ 0, for all relevant i,j.Extending a technique of Saito, Hara and Ma[1] for n = 2 to the above system for n ≥ 2, we offer sufficient conditions for permanence and global asymptotic stability of the solutions which improve the well-known result of Gopalsamy.     

Separation of variables as a means of solving the mixed boundary-value problem of viscoelasticity

The quasistatic mixed boundary-value problem is considered for a viscoelastic body with constant Poisson's ratio. A method of reducing viscoelastic problems to the solution of a series of uniform elastic problems is described. The convergence of the method is proved. The method is illustrated with reference to the solution of a specific viscoelastic problem. Tabulated influence functions of the Abel type are used in the solutions.Moscow M. V. Lomonosov State University. Translated from Mekhanika Polimerov, No. 4, pp. 588–596, July–August, 1969.     

Theory of the hypersonic viscous shock layer at high Reynolds numbers and intensive injection of foreign gases : PMM vol. 38, n 6, 1974, pp. 1015–1024

The hypersonic flow around smooth blunted bodies in the presence of intensive injection from the surface of these is considered. Using the method of external and internal expansions the asymptotics of the Navier-Stokes equations is constructed for high Reynolds numbers determined by parameters of the oncoming stream and of the injected gas. The flow in the shock layer falls into three characteristic regions. In regions adjacent to the body surface and the shock wave the effects associated with molecular transport are insignificant, while in the intermediate region they predominate. In the derivation of solution in the first two regions the surface of contact discontinuity is substituted for the region of molecular transport (external problem). An analytic solution of the external problem is obtained for small values of parameters ₁ = ρ_∞/ρs^* and δ = ρ_ω^*1/2ν_ω^*/ρ_∞1/2ν_∞, in the form of corresponding series expansions in these parameters. Asymptotic formulas are presented for velocity profiles, temperatures, and constituent concentration across the shock layer and, also, the shape of the contact discontinuity and of shock wave separation. The derived solution is compared with numerical solutions obtained by other authors. The flow in the region of molecular transport is defined by equations of the boundary layer with asymptotic conditions at plus and minus infinity, determined by the external solution (internal problem). A numerical solution of the internal problem is obtained taking into consideration multicomponent diffusion and heat exchange. The problem of multicomponent gas flow in the shock layer close to the stagnation line was previously considered in [1] with the use of simplified Navier-6tokes equations.The supersonic flow of a homogeneous inviscid and non-heat-conducting gas around blunted bodies in the presence of subsonic injection was considered in [2–7] using Euler's equations. An analytic solution, based on the classic solution obtained by Hill for a spherical vortex, was derived in [2] for a sphere on the assumption of constant but different densities in the layers between the shock wave and the contact discontinuity and between the latter and the body. Certain results of a numerical solution of the problem of intensive injection at the surface of axisymmetric bodies of various forms, obtained by Godunov's method [3], are presented. Telenin's method was used in [4] for numerical investigation of flow around a sphere; the problem was solved in two formulations: in the first, flow parameters were determined for the whole of the shock layer, while in the second this was done for the sutface of contact discontinuity, which was not known prior to the solution of the problem, with the pressure specified by Newton's formula and flow parameters determined only in the layer of injected gases. The flow with injection over blunted cones was numerically investigated in [5] by the approximate method proposed by Maslen. The flow in the shock layer in the neighborhood of the stagnation line was considered in [6, 8], and intensive injection was investigated by methods of the boundary layer theory in [8–12].     

Decay properties for the solutions of a partial differential equation with memory

Decay properties in energy norm for solutions of a class of partial differential equations with memory are studied by means of frequency domain methods. Our results are optimal for this class, as we are able to characterize polynomial as well as exponential decay rates. The results apply to models for viscoelastic materials. An extension to a semilinearly perturbed problem is also included. Received: 9 July 2008, Revised: 16 September 2008     

Asymptotic behavior of the central path for a special class of degenerate SDP problems

This paper studies the asymptotic behavior of the central path (X(ν),S(ν),y(ν)) as ν↓0 for a class of degenerate semidefinite programming (SDP) problems, namely those that do not have strictly complementary primal-dual optimal solutions and whose “degenerate diagonal blocks” of the central path are assumed to satisfy We establish the convergence of the central path towards a primal-dual optimal solution, which is characterized as being the unique optimal solution of a certain log-barrier problem. A characterization of the class of SDP problems which satisfy our assumptions are also provided. It is shown that the re-parametrization t>0→(X(t⁴),S(t⁴),y(t⁴)) of the central path is analytic at t=0. The limiting behavior of the derivative of the central path is also investigated and it is shown that the order of convergence of the central path towards its limit point is Finally, we apply our results to the convex quadratically constrained convex programming (CQCCP) problem and characterize the class of CQCCP problems which can be formulated as SDPs satisfying the assumptions of this paper. In particular, we show that CQCCP problems with either a strictly convex objective function or at least one strictly convex constraint function lie in this class.This author was supported in part by CAPES and PRONEX-Otimização (FAPERJ/CNPq).This author was supported in part by FUNAPE/UFG, CAPES, PADCT-CNPq and PRONEX-Otimização (FAPERJ/CNPq).This author was supported in part by NSF Grants CCR-9902010, CCR-0203113 and INT-9910084 and ONR grant N00014-03-1-0401.Mathematics Subject Classification (1991): 90C20, 90C22, 90C25, 90C30, 90C33, 90C45, 90C51     

Mixture Dynamics and Regime Switching Diffusions with Application to Option Pricing

In this paper we present a class of regime switching diffusion models described by a pair $(X(t), Y(t)) \in \mathbb{R}^n \times {\cal S}In this paper we present a class of regime switching diffusion models described by a pair (X(t), Y(t)) ? \mathbbRⁿ ×S(X(t), Y(t)) \in \mathbb{R}^n \times {\cal S}, S = {1,2,?, N }{\cal S} = \{1,2,\ldots, N \}, Y(t) being a Markov chain, for which the marginal probability of the diffusive component X(t) is a given mixture. Our main motivation is to extend to a multivariate setting the class of mixture models proposed by Brigo and Mercurio in a series of papers. Furthermore, a simple algorithm is available for simulating paths through a thinning mechanism. The application to option pricing is considered by proposing a mixture version for the Margrabe Option formula and the Heston stochastic volatility formula for a plain vanilla.     

On positive solutions of some nonlinear fourth-order beam equations

The existence, uniqueness and multiplicity of positive solutions of the following boundary value problem is considered:

u⁽⁴⁾(t)−λf(t,u(t))=0, for 0<t<1,u(0)=u(1)=u″(0)=u″(1)=0,

where λ>0 is a constant, f :[0,1]×[0,+∞)→[0,+∞) is continuous.