Necessary and sufficient conditions for optimal control of quasilinear partial differential systems

First-order necessary and sufficient conditions are obtained for the following quasilinear distributed-parameter optimal control problem: $$max\left\{ {J(u) = \int_\Omega {F(x,u,t) d\omega + } \int_{\partial \Omega } {G(x,t) \cdot d\sigma } } \right\},$$ subject to the partial differential equation $$A(t)x = f(x,u,t),$$ wheret,u,G are vectors andx,F are scalars. Use is made of then-dimensional Green's theorem and the adjoint problem of the equation. The second integral in the objective function is a generalized surface integral. Use of then-dimensional Green's theorem allows simple generalization of single-parameter methods. Sufficiency is proved under a concavity assumption for the maximized Hamiltonian $$H^\circ (x,\lambda ,t) = \max \{ H(x,u,\lambda ,t):u\varepsilon K\} $$ .     

Time-optimal control under state-dependent control restraints

We consider the control system $$\dot x = Ax + Bu,$$ subject to the state-dependent control restraint $$u(t) \in \Omega \cap (\mathcal{H}{\text{ + }}Cx(t)\} ,$$ where Ω is a compact convex set, ? is a subspace, andC is a matrix. The existence of time-optimal maximal controls is proven. A natural application of this result is in solving time-optimal problems under the control restraintu(t)∈Ω and the requirement that the outputy=Sx be maintained at zero during the transfer, whereS is a given matrix. An example is provided.     

Necessary conditions for optimality in the identification of elliptic systems with parameter constraints

We consider the problems of dientifying the parametersa _ij (x), b _i (x), c(x) in a 2nd order, linear, uniformly elliptic equation, $$\begin{gathered} - \partial _i (a_{ij} (x)\partial _j u) + b_i (x)\partial _i u + c(x)u = f(x),in\Omega , \hfill \\ \partial _v u|_{\partial \Omega } = \phi (s),s \in \partial \Omega , \hfill \\ \end{gathered} $$ on the basis of measurement data $$u(s) = z(s),s \in B \subset \partial \Omega ,$$ with an equality constraint and inequality constraints on the parameters. The cost functionals are one-sided Gâteaux differentiable with respect to the state variables and the parameters. Using the Duboviskii-Milyutin lemma, we get maximum principles for the identification problems, which are necessary conditions for the existence of optimal parameters.     

Uniqueness and stability of solutions for Cauchy problem of nonlinear diffusion equations

The uniqueness of solutions for Cauchy problem of the form $$\frac{{\partial u}}{{\partial t}} = \Delta A(u) + \sum\limits_{i = 1}^N {\frac{{\partial b^i (u)}}{{\partial x_i }} + c(u)} $$ is studied. It is proved that ifu ∈BVx and A(u) is strictly increasing, the solution is unique.     

Nonlinear elliptic equations of order 2m and subdifferentials

LetA be an operator of the calculus of variations of order 2m onW ^m,p (Ω) andj a normal convex integrand. Forf ∈L ^p (Ω), the equation $$\mathcal{A}u + \partial j(x,u) \ni f, in \Omega , u - \phi \in W_0^{m,p} (\Omega ),$$ may have no strong solutions whenm>1, even ifj is independent ofx and φ=0. However, we obtain existence results whenj is everywhere finite and $$\int_\Omega {j(x,\phi ) dx< + \infty ,} $$ by the study of the subdifferential of the function $$\upsilon \mapsto \int_\Omega {j(x,\upsilon + \phi ) dx on W_0^{m,p} (\Omega ).} $$      

Well-posedness of a semilinear heat equation with weak initial data

This article mainly consists of two parts. In the first part the initial value problem (IVP) of the semilinear heat equation $$\begin{gathered} \partial _t u - \Delta u = \left| u \right|^{k - 1} u, on \mathbb{R}^n x(0,\infty ), k \geqslant 2 \hfill \\ u(x,0) = u_0 (x), x \in \mathbb{R}^n \hfill \\ \end{gathered} $$ with initial data in $\dot L_{r,p} $ is studied. We prove the well-posedness when $$1< p< \infty , \frac{2}{{k(k - 1)}}< \frac{n}{p} \leqslant \frac{2}{{k - 1}}, and r =< \frac{n}{p} - \frac{2}{{k - 1}}( \leqslant 0)$$ and construct non-unique solutions for $$1< p< \frac{{n(k - 1)}}{2}< k + 1, and r< \frac{n}{p} - \frac{2}{{k - 1}}.$$ In the second part the well-posedness of the avove IVP for k=2 with μ₀?H ^s (? ⁿ ) is proved if $$ - 1< s, for n = 1, \frac{n}{2} - 2< s, for n \geqslant 2.$$ and this result is then extended for more general nonlinear terms and initial data. By taking special values of r, p, s, and u₀, these well-posedness results reduce to some of those previously obtained by other authors [4, 14].     

An integral equation and a representation for a Green's function

The final step in the mathematical solution of many problems in mathematical physics and engineering is the solution of a linear, two-point boundary-value problem such as $$\begin{gathered} \ddot u - q(t)u = - g(t), 0< t< x \hfill \\ (0) = 0, \dot u(x) = 0 \hfill \\ \end{gathered} $$ Such problems frequently arise in a variational context. In terms of the Green's functionG, the solution is $$u(t) = \int_0^x {G(t, y, x)g(y) dy} $$ It is shown that the Green's function may be represented in the form $$G(t,y,x) = m(t,y) - \int_y^x {q(s)m(t, s) m(y, s)} ds, 0< t< y< x$$ wherem satisfies the Fredholm integral equation $$m(t,x) = k(t,x) - \int_0^x k (t,y) q(y) m(y, x) dy, 0< t< x$$ and the kernelk is $$k(t, y) = min(t, y)$$      

Conventional penalty optimization methods

In a recent study, the effects of large penalty constants on Ritz penalty methods based on finite-element approximations used in the solution of the control of a system governed by the diffusion equation were established. The problem involves the selection of the inputu(x, t) so as to minimize the cost $$J(u) = \int_0^1 {\int_0^1 {\left\{ {u^2 (x,t) + z^2 (x,t)} \right\}dx dt,} } $$ subject to the constraint $$\partial z/\partial t = \partial ^2 z/\partial x^2 + u(x,t), 0 \leqslant x,t \leqslant 1,$$ with boundary conditions $$z(0,t) = z(1,t) = 0, 0 \leqslant t \leqslant 1,$$ and the initial state $$z(x,0) = z_0 (x), 0 \leqslant x \leqslant 1.$$ Our results verify that the Ritz penalty method exhibits good convergence properties, although the estimates for the convergence rate are cumbersome. In this paper, a conceptually simple procedure based on the conventional penalty method is presented. Some significant advantages of the method is presented. Some significant advantages of the method are the following. It allows easy estimation of its convergence rate. Furthermore, the multiplier method can be used to accelerate the rate of convergence of the method without essentially allowing the penalty constants to tend to infinity; thus, in this way, it is possible to retain the good convergence properties, an important feature which is often glossed over. The paper provides a clear mathematical analysis of how these advantages can be exploited and illustrated with numerical examples.     

О РАцИОНАльНых сОстА ВльУЩИх МЕРОМОРФНых ФУНкцИИ И Их пРОИжВОД Ных

LetG be an arbitrary domain in \(\bar C\) ,f a function meromorphic inG, $$M_f \mathop = \limits^{def} \mathop {\lim \sup }\limits_{G \mathrel\backepsilon z \to \partial G} \left| {f(z)} \right|< \infty ,$$ andR the sum of the principal parts in the Laurent expansions off with respect to all its poles inG. We set $$f_G (z) = R(z) - \alpha ,{\mathbf{ }}where{\mathbf{ }}\alpha = \mathop {\lim }\limits_{z \to \infty } (f(z) - R(z))$$ in case ∞?G, andα=0 in case ∞?G. It is proved that $$\left\| {f_G } \right\|_{C(\partial G)} \leqq 50(\deg f_G )M_f ,{\mathbf{ }}\left\| {f'_G } \right\|_{L_1 (\partial G)} \leqq 50(\deg f_G )V(\partial G)M_f ,$$ where $$V(\partial G) = \sup \left\{ {\left\| {r'} \right\|_{L_1 (\partial G)} :r(z) = a/(z - b),{\mathbf{ }}\left\| r \right\|_{G(\partial G)} \leqq 1} \right\}.$$      

Singularly perturbed nonlinear Dirichlet problems involving critical growth

We consider the following singularly perturbed nonlinear elliptic problem: $$\begin{array}{ll}-\varepsilon^{2}\Delta u + u=f(u),\; u > 0\, {\rm on}\, \Omega,\; u = 0\, {\rm on}\, \partial \Omega,\end{array}$$ where Ω is a bounded domain in ${\mathbb{R}^N (N \ge 3)}$ with a boundary ${\partial \Omega \in C^2}$ and the nonlinearity f is of critical growth. In this paper, we construct a solution ${u_\varepsilon}$ of the above problem which exhibits one spike near a maximum point of the distance function from the boundary ?Ω under a critical growth condition on f. Our result complements the study made in [9] in the sense that, in that paper, only the subcritical growth was considered.     

A stable Nyström interpolant for some Mellin convolution equations

We consider the numerical solution of second kind integral equations of the form $$u(y) - \int\limits_0^1 {k(y/x)\frac{{u(x)}}{x}dx = f(y), 0 \le y \le 1,} $$ for some given kernelk(t). These equations, usually indicated as of Mellin type, arise in a variety of applications. In particular, we examine a Nyström interpolant based on the following product quadrature rule: $$\int\limits_0^1 {k(y/x)\frac{{u(x)}}{x}dx \approx \sum\limits_{i = 0}^n {w_{ni} (y)u(x_{mi} ).} } $$ This rule is obtained by interpolatingu(x) by the Lagrange polynomial associated with the set of Gauss-Radau nodes {x _ni}. Under certain assumptions on the kernelk(t), we are able to prove the stability of our interpolant and derive convergence estimates.     

Chebyshev's inequalities for functions monotone in the mean

LetR be the reals ≥ 0. LetF be the set of mapsf: {1, 2, ?,n} →R. Choosew ∈ F withw _i = w(i) > 0. PutW _i = w₁ + ? + w_i. Givenf ∈ F, define \(\bar f\) ∈F by $$\bar f\left( i \right) = \frac{{\left\{ {w_i f\left( 1 \right) + \ldots + w_i f\left( i \right)} \right\}}}{{W_i }}.$$ Callf mean increasing if \(\bar f\) is increasing. Letf ₁, ?, f_t be mean decreasing andf _t+1,?: f_t+u be mean increasing. Put $$k = W_n^u \min \left\{ {w_i^{u - 1} W_i^{t - u} } \right\}.$$ Then $$k\mathop \sum \limits_{i = 1}^n w_i f_1 \left( i \right) \ldots f_{t + u} \left( i \right) \leqslant \mathop \prod \limits_{j = 1}^{t + u} (\mathop \sum \limits_{i = 1}^n w_i f_1 (i)).$$      

Existence and uniqueness of a regular solution of the Cauchy-Dirichlet problem for a class of doubly nonlinear parabolic equations

The class of equations of the type (1) $$\partial u/\partial t - div\overrightarrow a (u,\nabla u) = f,$$ such that (2) $$\begin{array}{l} \overrightarrow a (u,p) \cdot p \ge v_0 |u|^l |p|^m - \Phi _0 (u), \\ |\overrightarrow a (u,p)| \le \mu _1 |u|^l |p|^{m - 1} + \Phi _1 (u) \\ \end{array}$$ with some m ∈ (1,2), l≥0, and Φ _i (u)≥0 is studied. Similar equations arise in the study of turbulent filtration of gas or liquid through porous media. Existence and uniqueness in some class of Hölder continuous generalized solutions of the Cauchy-Dirichlet problem for equations of the type (1), (2), is proved. Bibliography: 9 titles.     

A maximum principle for time-lag control problems with bounded state

A maximum principle is obtained for control problems involving a constant time lag τ in both the control and state variables. The problem considered is that of minimizing $$I(x) = \int_{t^0 }^{t^1 } {L (t,x(t), x(t - \tau ), u(t), u(t - \tau )) dt} $$ subject to the constraints 1 $$\begin{gathered} \dot x(t) = f(t,x(t),x(t - \tau ),u(t),u(t - \tau )), \hfill \\ x(t) = \phi (t), u(t) = \eta (t), t^0 - \tau \leqslant t \leqslant t^0 , \hfill \\ \end{gathered} $$ 1 $$\psi _\alpha (t,x(t),x(t - \tau )) \leqslant 0,\alpha = 1, \ldots ,m,$$ 1 $$x^i (t^1 ) = X^i ,i = 1, \ldots ,n$$ . The results are obtained using the method of Hestenes.     

A counterexample to the strong subadditivity of extremal plurisubharmonic functions

A simple example is given which shows that one way have $$h_E (z^0 ) + h_F (z^0 ) > h_{E \cup F} (z^0 ) + h_{E \cap F} (z^0 )$$ for some pointz ⁰∈ω, where $$h_E (z) = \sup \{ u(z):u \in PSH (\Omega ),u \leqslant 0 on E,u \leqslant 1 in \Omega \} ,z \in \Omega ,$$ is the extremal function often studied in complex analysis.     

On the permutability of Backlund transformations

Let(?)=B_ηu:2(q-(?))+(⊿((?)-2q))+(2q_x+(?)_x))η=0,2(r-(?)+(⊿(2(?)-r)+(r_x+2(?)_x))η=0,u=(q,r)~Tbe the Backlund transformation (BT) of the hierarchy of AKNS equations,where η is a parameterand Δ=integral from -∞ to x (qr-(?))dx′.It is shown in this paper the infinitesimal BT B_(η+ε)B_η~(-1) admits thefollowing expansionB_(η+ε)B_η~(-1)u=u+εsum from n=0 to ∞ β_n(JL~(n+1)u)η~n,β_n=1+(-1)~n2~(-n-1),where L is the recurrence operator of the hierarchy and ε is an infinitesimal parameter.Thisexpansion implies the equivalence between the permutabiliy of BTs and the involution in pairs ofconserved densities.     

On convergence and stability of difference schemes for nonlinear schrödinger type equations

The first and the second boundary value problems for a system of nonlinear equations of Schrödinger type $$\frac{{\partial u}}{{\partial t}} = A\frac{{\partial u}}{{\partial x}} + iB\frac{{\partial ^2 u}}{{\partial x^2 }} + f\left( {u, u*} \right)$$ are investigated. HereA andB are real and real positive definite, respectively, constant diagonal matrices, f is a polynomial complex vector function. We do not try to get rid of the addend A?u/?x. Using a new type ofa priori estimates, convergence and stability of difference schemes of Crank-Nicolson type for these problems in W ₂ ¹ norm are proved. No restrictions on the ratio of time and space grid steps are assumed.     

On the approximation by de la Vallée Poussin sums and interpolatory polynomials in Lipschitz norms

ПустьM ^m,α - множество 2π-п ериодических функци йf с конечной нормой $$||f||_{p,m,\alpha } = \sum\limits_{k = 1}^m {||f^{(k)} ||_{_p } + \mathop {\sup }\limits_{h \ne 0} |h|^{ - \alpha } ||} f^{(m)} (o + h) - f^{(m)} (o)||_{p,} $$ где1 ≦ p ≦ ∞, 0≦α≦1. Рассмотр им средние Bалле Пуссе на $$(\sigma _{n,1} f)(x) = \frac{1}{\pi }\int\limits_0^{2x} {f(u)K_{n,1} (x - u)du} $$ и $$(L_{n,1} f)(x) = \frac{2}{{2n + 1}}\sum\limits_{k = 1}^{2n} {f(x_k )K_{n,1} } (x - x_k ),$$ де0≦l≦n и x _k=2kπ/(2n+1). В работе по лучены оценки для вел ичин \(||f - \sigma _{n,1} f||_{p,r,\beta } \) и $$||f - L_{n,1} f||_{p,r,\beta } (r + \beta \leqq m + \alpha ).$$      

Partial regularity for quasilinear nonuniformly elliptic systems of the general type

We establish the partial C^1,α-regularity of weak solutions of nonhomogeneous nonuniformly elliptic systems of the type $$ - \frac{\partial }{{\partial x_\alpha }}A_\alpha ^i (x,u,u_x ) = B^i (x,u,u_x ),{\text{ }}i = 1,...,n$$ . The system of Euler equations of the variational problem of finding a minimum of the integral $\int\limits_\Omega {\mathcal{F}(u_x )dx} $ with an integrand of the type $$\mathcal{F}(p) = a|p|^2 + b|p|^m + \sqrt {1 + \det ^2 p,} {\text{ }}a > 0,{\text{ }}b > 0$$ , for b large enough, is a typical example of systems under consideration. Bibliography: 11 titles.     

On the uniqueness of solutions of a certain characteristic Cauchy problem

The question of uniqueness of solutions of the global Cauchy problem (1)–(2) below is discussed. We assume that there exists a complex constant c such that the modified equation $$\frac{{\partial ^2 u}}{{\partial t^2 }} = c_{\left| \alpha \right| \leqq 2} \sum a_\alpha (x) D_x^\alpha u$$ becomes hyperbolic. Under this and some other additional conditions (See Condition A in §2) we prove the uniqueness of solutions of the Cauchy problem within the class of functions u(t, x) such that $$|u(t,x)| \leqq C exp(a|x|^2 ) ,$$ C and a being positive constants