Time-domain optimization of input signals for distributed-parameter systems identification

The problem of the optimum signal choice for the purpose of distributed-parameter systems identification is considered. In contrast to earlier contributions to this topic, the time-domain approach leads to a nonconvex optimization problem. This difficulty is overcome by introducing an auxiliary convex problem, which is proved to have the same solution as the initial one. This approach allows one to obtain necessary and sufficient optimality conditions for the initial problem, which are then used to find analytical solutions for a wide class of systems. The so-calledD-Optimality criterion is used here, together with constraints on the signal energy.The author expresses his sincere thanks to the anonymous referees for their helpful comments and suggestions.     

Revuz Measures, Energy Functionals and Capacities Under Girsanov Transform Induced by α-Excessive Function

The author investigates the relationships of some potential objects for a right Markov process and the same objects for the Girsanov transformed process induced byα-excessive function including Revuz measures, energy functionals, capacities and Lévy systems in this paper.     

Shock waves for compressible navier-stokes equations are stable

It is shown that shock waves for the compressible Navier-Stokes equations are nonlinearly stable. A perturbation of a shock wave tends to the shock wave, properly translated in phase, as time tends to infinity. Through the consideration of conservation of mass, momentum and energy we obtain an a priori estimate of the amount of translation of the shock wave and the strength of the linear and nonlinear diffusion waves that arise due to the perturbation. Our techniques include the energy method for parabolic-hyperbolic systems, the decomposition of waves, and the energy-characteristic method for viscous conservation laws introduced earlier by the author.     

Über die verallgemeinerte Form der Lagrangeschen Gleichungen,welche auch die Behandlung von nicht-holonomen mechanischen Systemen gestattet

Summary A generalized form of the equations of motion of a rheonomic-holonomic mechanical system is proved. As special cases the equations ofNielsen andTzenoff are obtained. By a method of the last author the form ofAppell's equations is derived, in which the kinetic energy, but not the energy of acceleration, appears. The generalized equations can be extended to the case of non-holonomical systems.     

Sharp energy estimates for nonlinearly locally damped PDEs via observability for the associated undamped system

We consider the problem of sharp energy decay rates for nonlinearly damped abstract infinite-dimensional systems. Direct methods for nonlinear stabilization generally rely on multiplier techniques, and thus are valid under restrictive geometric conditions compared to the optimal geometric optics condition of Bardos et al. (1992) [10]. We prove sharp, simple and quasi-optimal energy decay rates through an indirect method, namely an observability estimate for the corresponding undamped system. One of the main advantage of these results is that they allow to combine optimal geometric conditions, as for instance that of Bardos et al. (1992) [10] and the optimal-weight convexity method of the first author (Alabau-Boussouira, 2010 [6], Alabau-Boussouira, 2005 [2]) to deduce very simple and quasi-optimal energy decay rates for nonlinearly locally damped systems. We also show that using arguments based on Russell's principle (Russell, 1978 [24]), one can deduce sharp energy decay rates from the exponential stabilization of the linearly damped system. Our results extend to nonlinearly damped systems, those of Haraux (1989) [14] and Ammari and Tucsnak (2001) [9] which concern linearly damped systems.     

Optimal processes in smooth-convex minimization problems

The paper elaborates a general method for studying smooth-convex conditional minimization problems that allows one to obtain necessary conditions for solutions of these problems in the case where the image of the mapping corresponding to the constraints of the problem considered can be of infinite codimension. On the basis of the elaborated method, the author proves necessary optimality conditions in the form of an analog of the Pontryagin maximum principle in various classes of quasilinear optimal control problems with mixed constraints; moreover, the author succeeds in preserving a unified approach to obtaining necessary optimality conditions for control systems without delays, as well as for systems with incommensurable delays in state coordinates and control parameters. The obtained necessary optimality conditions are of a constructive character, which allows one to construct optimal processes in practical problems (from biology, economics, social sciences, electric technology, metallurgy, etc.), in which it is necessary to take into account an interrelation between the control parameters and the state coordinates of the control object considered. The result referring to systems with aftereffect allows one to successfully study many-branch product processes, in particular, processes with constraints of the “bottle-neck” type, which were considered by R. Bellman, and also those modern problems of flight dynamics, space navigation, building, etc. in which, along with mixed constraints, it is necessary to take into account the delay effect. The author suggests a general scheme for studying optimal process with free right endpoint based on the application of the obtained necessary optimality conditions, which allows one to find optimal processes in those control systems in which no singular cases arise. The author gives an effective procedure for studying the singular case (the procedure for calculating a singular control in quasilinear systems with mixed constraints. Using the obtained necessary optimality conditions, the author constructs optimal processes in concrete control systems. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 42, Optimal Control, 2006.     

构造自然数算术系统的一种新方法

用公理化方法来定义非空集上的二元关系〈，使得〈与该集合构成全序集，在全序集中给出最小元素原理的定义，再构造一个含有最小元素原理的适当公理系统来重新给出自然数的公理化定义，然后从构造的自然数公理系统中严格推导出一些基本命题，最后根据这些基本命题来完成对自然数算术系统的精确刻画，从而得到一种具体构造自然算术系统的新方法。     

Note on the nonexceptionality of Brunovský's counterexample

When dealing with the time-optimal problem for linear control systems, there may be a difference between optimal open-loop control and corresponding synthesized feedback control, since in the latter case one is led to allow for generalized (Filippov) solutions. In this note, it is shown that the set of two-dimensional linear control systems with a convex polyhedron as control domain, which exhibit such paradoxical behavior (completely characterized by Brunovský), has a nonempty interior, in a natural and appropriately defined topology on the space of all such linear control systems.This work was done while the author was visiting the Department of Mechanical Engineering, University of California, Berkeley, California, supported by a fellowship of the Italian CNR (Consiglio Nazionale delle Ricerche). While keeping full responsibility for the present work, the author wishes to thank Professor G. Leitmann for his invaluable suggestions, comments, and encouragement.     

非线性系统有理首次积分的不存在性和部分存在性

该文的目的是给出一般非线性系统存在和部分存在有理首次积分的判别准则. 作者给出系统存在有理首次积分的必要条件, 在此基础上进一步给出系统不存在其它有理首次积分(在函数独立的意义下)的判定准则.     

关于一类复微分-差分方程组的解

作者主要研究了一类复微分-差分方程组的有限级整函数解,得到了一有趣的结果,将复微分(或差分)方程中相关结果推广至复微分-差分方程组中.     

Smooth control systems of constant rank and linearizable systems

An exposition of the results of the author and A. A. Agrachev concerning systems of constant rank and bang-bang theorems for these systems. The author also presents a survey of results on the linearization of smooth systems and points out the relationship between systems which are linearizable by smooth feedback and systems of constant rank.Translated from Itogi Nauki i Tekhniki, Seriya Sovremennye Problemy Matematiki, Noveishie Dostizheniya, Vol. 35, pp. 135–178, 1989.     

Hamilton系统的连续有限元法

利用常微分方程的连续有限元法,对非线性Hamilton系统证明了连续一次、二次有限元法分别是2阶和3阶的拟辛格式,且保持能量守恒;连续有限元法是辛算法对线性Hamilton系统,且保持能量守恒．在数值计算上探讨了辛性质和能量守恒性,与已有的辛算法进行对比,结果与理论相吻合．     

Aftermath of the Chernobyl Catastrophe from the Point of View of the Security Concept

The paper deals with uncertainty relations for time and energy operators, and the aftermath of the Chernobyl catastrophe is considered as an example. The mathematical approach developed by Holevo is analyzed, which allows us to assign the corresponding observables to non-self-adjoint operators and to establish uncertainty relations for nonstandard canonical conjugate pairs.

Relations for calculating the minimal time interval in which the energy jump can be discovered are given. Based on the intensity parameter introduced by the author, which is related to a special statistics called Gentile statistics and to the polylogarithm function, properties of stable chemical elements, such as time fluctuations and the jump of specific energy in the transition from the Bose—Einstein distribution to the Fermi—Dirac distribution, are mathematically described with regard to experimental data. The obtained data are arranged in a table for 255 stable chemical elements.

The mathematical approach developed by the author of the present paper allows one to describe the “antipode” (in a certain sense) of the standard thermodynamics, i.e., the thermodynamics of nuclear matter. This field of nuclear physics is very important for the study of properties of radioactive elements and, accordingly, from the standpoint of ensuring nuclear safety.

     

Synergy analysis of collaborative supply chain management in energy systems using multi-period MILP

Energy, a fundamental entity of modern life, is usually produced using fossil fuels as the primary raw material. A consequence of burning fossil fuels is the emission of environmentally harmful substances. Energy production systems generate steam and electricity that are served to different customers to satisfy their energy requirement. The improvement of economical and environmental performance of energy production systems is a major issue due to central role of energy in every industrial activity. A systematic approach to identify the synergy among different energy systems is addressed in this paper. The multi-period and discrete-continuous nature of the energy production systems including investment costs are modeled using MILP. The proposed approach is applied on two examples that are simplified versions of an industrial problem. It is shown that the approach presented in this paper is very effective in identifying the synergy among different companies to improve their economical and environmental performance significantly.     

Stochastic Stability of Some Mechanical Systems

We discuss the behavior, for large values of time, of two linear stochastic mechanical systems. The systems are similar mathematically in that they contain a white noise in their parameters. The initial data may be random as well but are independent of white noise. The expected energy is calculated in both cases. It is well known that for free nonstochastic mechanical systems with viscous damping, the energy approaches zero as time increases. We check that this behavior takes place for the stochastic systems under consideration in the case when the initial data are random but the parameters are not. When the parameters contain a random noise the expected energy may be infinite, approach zero, remain bounded, or increase with no bound. This regime is similar to but more interesting than the known regime for the solutions of differential equations with time dependent periodic coefficients that describes the behavior of a mechanical system with characteristics that are periodic functions of time. We give necessary and sufficient conditions for stability of both systems in terms of the structure of the set of roots of an auxiliary equation.     

Heuristic reliability optimization by tabu search

A new heuristic algorithm, based on the tabu search methodology, is proposed for constrained redundancy optimization in series and in complex systems. It has the advantage of not being blocked as soon as a local optimum is found. Results given by the new method are compared with those of previous heuristics on a series of examples.We are grateful to R. Bulfin for making the code for reliability optimization of series systems he wrote with C.-Y. Liu available to us.Work of the first author was supported by NSERC Grant No. GP0105574, FCAR Grant No. 92EQ1048 and AFOSR Grant No. 90-0008 to Rutgers University.Work of the second author was partly supported by AFOSR Grant No. 90-0008 to Rutgers University while he was a graduate student.     

Spreading Speeds of Time-Dependent Partially Degenerate Reaction-Diffusion Systems*

This paper is concerned with the spreading speeds of time dependent partially degenerate reaction-diffusion systems with monostable nonlinearity. By using the principal Lyapunov exponent theory, the author first proves the existence, uniqueness and stability of spatially homogeneous entire positive solution for time dependent partially degenerate reaction-diffusion system. Then the author shows that such system has a finite spreading speed interval in any direction and there is a spreading speed...     

Combinatorial and robust optimisation models and algorithms for railway applications

The following is a summary of the author??s Ph.D. thesis supervised by Alberto Caprara and Paolo Toth and defended on April 16, 2009?at the Università di Bologna. The thesis is written in English and is available from the author upon request. Railway systems represent a challenging area for operations research, especially when highly-complex and data-intensive applications, such as large-scale transportation networks, are at stake. One of the main issues concerns imperfect information. The classic notion of Robust Optimisation, as a way to represent and handle mathematically systems with not precisely known data, did not prove to be successfully applicable in the railway setting. For this reason a new paradigm has been defined recently in Liebchen et?al. (2007): Recoverable robustness. Here we present our research on recoverable robust optimisation models for two important railway problems: Train platforming and Rolling stock planning.     

A look-ahead algorithm for the solution of general Hankel systems

Summary The solution of systems of linear equations with Hankel coefficient matrices can be computed with onlyO(n ²) arithmetic operations, as compared toO(n ³) operations for the general cases. However, the classical Hankel solvers require the nonsingularity of all leading principal submatrices of the Hankel matrix. The known extensions of these algorithms to general Hankel systems can handle only exactly singular submatrices, but not ill-conditioned ones, and hence they are numerically unstable. In this paper, a stable procedure for solving general nonsingular Hankel systems is presented, using a look-ahead technique to skip over singular or ill-conditioned submatrices. The proposed approach is based on a look-ahead variant of the nonsymmetric Lanczos process that was recently developed by Freund, Gutknecht, and Nachtigal. We first derive a somewhat more general formulation of this look-ahead Lanczos algorithm in terms of formally orthogonal polynomials, which then yields the look-ahead Hankel solver as a special case. We prove some general properties of the resulting look-ahead algorithm for formally orthogonal polynomials. These results are then utilized in the implementation of the Hankel solver. We report some numerical experiments for Hankel systems with ill-conditioned submatrices.The research of the first author was supported by DARPA via Cooperative Agreement NCC 2-387 between NASA and the Universities Space Research Association (USRA).The research of the second author was supported in part by NSF grant DRC-8412314 and Cooperative Agreement NCC 2-387 between NASA and the Universities Space Research Association (USRA).     

关于非线性Davey-Stewartson方程的散射理论

本文讨论具有三个非线性项的Davey-Stewartson方程的散射算子在整个能量空间H~1中存在。