Piecewise smooth approximations of functions

A variational formulation for piecewise smooth approximation of functions which smooths out small discontinuities while retaining larger ones is analyzed. An elliptic approximation of the formulation is developed for practical applications to the segmentation problem in computer vision.This research was partially supported under ARO Grant, No. DAAL03-91-G-0041.     

Piecewise linear least squares approximations of Frobenius-Perron operators

We propose a piecewise linear numerical method based on least squares approximations for computing stationary density functions of Frobenius-Perron operators associated with piecewise C² and stretching mappings of the unit interval. We prove the weak convergence of the method for a class of Frobenius-Perron operators, and the numerical results show that it is also norm convergent and has a better convergence rate than the piecewise linear Markov approximation method.     

Terminal control problem for affine systems

We suggest a method for solving the terminal control problem for multidimensional affine systems that are not linearizable by feedback. We prove a sufficient condition for the existence of a solution and present a numerical procedure for its construction.     

Piecewise suboptimal control laws for differential games

This paper is concerned with optimal parameter selection in differential games. Necessary and sufficient conditions are derived for the existence of a saddle point for a general two-person zero-sum differential game when one or both the players use suboptimal control laws of specified form. The specified forms for the controls consist of weighted sums of the state variables, the weighting factors being products of known time-varying functions and of piecewise-constant functions to be determined in an optimal manner. The controls which are formed in this way are referred to as piecewise control laws. The time intervals associated with the piecewise control laws can be different for each player. The general results are applied to linear-quadratic games, and for this class of differential games, an additional development is given to obtain piecewise control law parameters that are independent of initial conditions, so that a saddle point with respect to the expected value of the performance index is obtained. Consideration has also been given to the problem of optimizing the gain change points. The results are applied to scalar and vector dynamic systems, and numerical solutions are presented.     

Lyapunov stability for impulsive control affine systems

This article studies several notions of Lyapunov stability for impulsive control affine systems in the setting of nonautonomous dynamical systems. It presents some relations between the stability of an impulsive control affine system and the stability of its adjacent control system. Stability of compact sets and their components are specially investigated. Lyapunov functionals are employed to characterize each type of stability of closed sets.     

Spline approximations for nonlinear hereditary control systems

A spline-based approximation scheme is discussed for optimal control problems governed by nonlinear nonautonomous delay differential equations. The approximating framework reduces the original control problem to a sequence of optimization problems governed by ordinary differential equations. Convergence proofs, which appeal directly to dissipative-type estimates for the underlying nonlinear operator, are given and numerical findings are summarized.This work was supported in part by the Air Force Office of Scientific Research under Contract No. AFOSR-76-3092D, in part by the National Science Foundation under Grants Nos. NSF-MCS-79-05774-05 and NSF-MCS-82-00883, and in part by the US Army Research Office under Contract No. ARO-DAAG29-79-C-0161. The results reported here are a portion of the author's doctoral dissertation written under the supervision of Professor H. T. Banks, Brown University. The author is indebted to Professor Banks for his many valuable comments and suggestions during the course of this work.Part of this research was completed while the author was a visitor at the Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, Hampton, Virginia.     

Viscosity and relaxation approximations for a hyperbolic-elliptic mixed type system

To a given system of conservation laws

we associate the system

which is of mixed type. Under certain conditions, convergence of this latter system for with is established without the need of stability criteria or hyperbolicity of the left-hand sides of the equations.

     

Local approximations of high order for control systems

Translated from Itogi Nauki i Tekhniki, Seriya Sovremennaya Matematika i ee Prilozheniya. Tematicheskiye Obzory. Vol. 16, Analiz-8, 1994.     

Residual-based a posteriori error control for Space-time finite element approximations of parabolic optimal control problems

In this paper we investigate a space-time finite element approximation of parabolic optimal control problems. The first order optimality conditions are transformed into an elliptic equation of fourth order in space and second order in time involving only the state or the adjoint state in the space-time domain. We derive a priori and a posteriori error estimates for the time discretization of the state and the adjoint state. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The asymptotic form of the Hermite-Padé approximations for a system of mittag-leffler functions

We use the Laplace method for investigation of asymptotic properties of the Hermite integrals. In particular, we find asymptotic form for diagonal Hermite-Padé approximations for a system of exponents. Analogous results are obtained for a system of degenerate hypergeometric functions. These theorems supplement the well-known results of F. Wielinnsky, A. I. Aptekarev and others.     

Approximability of nonlinear affine control systems

This paper focuses on a strong approximability property for nonlinear affine control systems. We consider control processes governed by ordinary differential equations (ODEs) and study an initial system and the associated generalized system. Our theoretical approach makes it possible to prove a strong approximability result for the above dynamical systems. The latter can be effectively applied to some classes of variable structure and hybrid control systems. In particular, this paper deals with applications of the strong approximability property obtained to the conventional sliding mode processes and to hybrid control systems with autonomous location transitions. We also take into consideration some optimal control problems for the above class of hybrid systems.     

Power-series approximations for the optimal feedback control of noisy nonlinear systems

Power-series methods are developed for designing approximately optimal state regulators for a nonlinear system subject to white Gaussian random disturbances. The performance index of the control is an ensemble average of a quadratic form. A perfect observation of the system state is assumed. When the system nonlinearity is small and it is characterized by a polynomial function of the state, a definite method is presented to construct a suboptimal feedback control of a power-series form in a small nonlinearity parameter. If the variance of noise is small, an alternative method is also applicable which yields a suboptimal control in a power series with respect to a variance parameter. A simple one-dimensional problem is examined to make comparison between controls of the two different forms.     

Inventory control as a discrete system control for the fixed-order quantity system

This paper shows how to model a problem to find optimal number of replenishments in the fixed-order quantity system as a basic problem of optimal control of the discrete system. The decision environment is deterministic and the time horizon is finite. A discrete system consists of the law of dynamics, control domain and performance criterion. It is primarily a simulation model of the inventory dynamics, but the performance criterion enables various order strategies to be compared. The dynamics of state variables depends on the inflow and outflow rates. This paper explicitly defines flow regulators for the four patterns of the inventory: discrete inflow – continuous/discrete outflow and continuous inflow – continuous/discrete outflow. It has been discussed how to use suggested model for variants of the fixed-order quantity system as the scenarios of the model. To find the optimal process, the simulation-based optimization is used.     

Piecewise spectral collocation method for system of Volterra integral equations

The main purpose of this paper is to investigate the piecewise spectral collocation method for system of Volterra integral equations. The provided convergence analysis shows that the presented method performs better than global spectral collocation method and piecewise polynomial collocation method. Numerical experiments are carried out to confirm these theoretical results.     

Construction of approximations for a stationary solution of a system of singular ordinary differential equations

We propose a procedure for the construction of successive approximations of a stationary solution of a system of nonlinear ordinary differential equations with a small parameter with the derivative. We present sufficient conditions for the convergence of constructed approximations to the required stationary solution.