A generalization of Vinograd's theorem for dynamical systems

The theory of dynamical systems has been expanded by the introduction of local dynamical systems [10, 4, 9] and local semidynamical systems [1]. Using integral curves of autonomous ordinary differential equations to illustrate these generalizations, we find that, roughly, the integral curves form a local dynamical system if solutions exist and are unique without requiring existence for all time, and the integral curves form a local semidynamical system if solutions exist and are unique in the positive sense but need not exist for all positive time. In addition to autonomous ordinary differential equations, the enlarged theory of dynamical systems has applications to nonautonomous ordinary differential equations, certain partial differential equations, functional differential equations, and Volterra Integral equations [9, 1, 2, 8], respectively. All of these have metric phase spaces. Since many dynamic considerations are invariant to reparameterizations, it is of interest to known when a local dynamical (or semidynamical) system can be reparameterized to yield a “global” dynamical (or semidynamical) system. For autonomous ordinary differential equations, Vinograd [7] has shown that the local dynamical system on an open subset ofRⁿ formed by integral curves is isomorphic (in the sense of Nemytskii and Stepanov) to a global dynamical system. In an extensive study of isomorphisms, Ura [12] has expanded the Gottschalk-Hedlund notion of an isomorphism and restated Vinograd's result in terms of a reparameterization. In this paper we study the problem of finding a global dynamical (or semidynamical) system which is isomorphic to a given local system. A necessary and sufficient condition is found which is then used to show that the Vinograd result holds on metric spaces.     

一类非线性控制系统解的渐近性质

主要目的是研究一类非线性控制系统解的渐近性质。通过建立沿着解的无穷积分和借助于积分形式的LaSalle不变原理,得到了关于系统解的二分性和全局渐近性的判别准则。改进和进一步发展了Айсагалиев所得到的研究方法与结论。     

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.     

Topological conjugation and asymptotic stability in impulsive semidynamical systems

We prove several results concerning topological conjugation of two impulsive semidynamical systems. In particular, we prove that the homeomorphism which defines the topological conjugation takes impulsive points to impulsive points; it also preserves limit sets, prolongational limit sets and properties as the minimality of positive impulsive orbits as well as stability and invariance with respect to the impulsive system. We also present the concepts of attraction and asymptotic stability in this setting and prove some related results.     

LaSalle''''s Theorem for Stochastic Differential Equations

In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao's work.     

Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature

Abstract

Thanks to the Stroock and Varadhan “Support Theorem” and under convenient regularity assumptions, stochastic viability problems are equivalent to invariance problems for control systems (also called tychastic viability), as it has been singled out by Doss in 1977 for instance. By the way, it is in this framework of invariance under control systems that problems of stochastic viability in mathematical finance are studied. The Invariance Theorem for control systems characterizes invariance through first‐order tangential and/or normal conditions whereas the stochastic invariance theorem characterizes invariance under second‐order tangential conditions. Doss's Theorem states that these first‐order normal conditions are equivalent to second‐order normal conditions that we expect for invariance under stochastic differential equations for smooth subsets. We extend this result to any subset by defining in an adequate way the concept of contingent curvature of a set and contingent epi‐Hessian of a function, related to the contingent curvature of its epigraph. This allows us to go one step further by characterizing functions the epigraphs of which are invariant under systems of stochastic differential equations. We shall show that they are (generalized) solutions to either a system of first‐order Hamilton‐Jacobi equations or to an equivalent system of second‐order Hamilton‐Jacobi equations.     

Stabilization of infinite-dimensional undamped second order systems by using a parallel compensator

In this paper stabilization of infinite-dimensional undamped second-order systems is considered in the case where the input and output operators are collocated. The systems have an infinitenumber of poles and zeros on the imaginary axis. In the casewhere only position feedback is available, a parallel compensatoris effective. The stabilizer is constructed by a P-controllerfor the augmented system which consists of the controlled systemand a parallel compensator. The asymptotic stability of theaugmented system is proved by LaSalle's invariance principleunder compactness of the resolvent.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

Generalization of the Bernoulli ODE

In this note, we propose a generalization of the famous Bernoulli differential equation by introducing a class of nonlinear first-order ordinary differential equations (ODEs). We provide a family of solutions for this introduced class of ODEs and also we present some examples in order to illustrate the applications of our result.     

Improvements of LaSalle's Theorem

In this paper,we improve LaSalle's invariance theorem based on Li'swork(Li Yong,Asymptotic stability and ultimate boundedness,Northeast.Math.J.,6(1)(1990),53-59)by relaxing the restrictions,which make the theorem moreeasy to apply.In addition,we also improve LaSalle's theorem for stochastic differ-ential equation established by Mao(Mao Xuerong,Stochastic versions of the LaSalletheorem,J.Differential Equations,153(1999),175-195).     

Taylor series method for dynamical systems with control: Convergence and error estimates

To optimize a complicated function constructed from a solution of a system of ordinary differential equations (ODEs), it is very important to be able to approximate a solution of a system of ODEs very precisely. The precision delivered by the standard Runge-Kutta methods often is insufficient, resulting in a “noisy function” to optimize. We consider an initial-value problem for a system of ordinary differential equations having polynomial right-hand sides with respect to all dependent variables. First we show how to reduce a wide class of ODEs to such polynomial systems. Using the estimates for the Taylor series method, we construct a new “aggregative” Taylor series method and derive guaranteed a priori step-size and error estimates for Runge-Kutta methods of order r. Then we compare the 8,13-Prince-Dormand’s, Taylor series, and aggregative Taylor series methods using seven benchmark systems of equations, including van der Pol’s equations, the “brusselator,” equations of Jacobi’s elliptic functions, and linear and nonlinear stiff systems of equations. The numerical experiments show that the Taylor series method achieves the best precision, while the aggregative Taylor series method achieves the best computational time. The final section of this paper is devoted to a comparative study of the above numerical integration methods for systems of ODEs describing the optimal flight of a spacecraft from the Earth to the Moon. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 24, Dynamical Systems and Optimization, 2005.     

Computational bounds on polynomial differential equations

In this paper we study from a computational perspective some properties of the solutions of polynomial ordinary differential equations.We consider elementary (in the sense of Analysis) discrete-time dynamical systems satisfying certain criteria of robustness. We show that those systems can be simulated with elementary and robust continuous-time dynamical systems which can be expanded into fully polynomial ordinary differential equations in Q[π]. This sets a computational lower bound on polynomial ODEs since the former class is large enough to include the dynamics of arbitrary Turing machines.We also apply the previous methods to show that the problem of determining whether the maximal interval of definition of an initial-value problem defined with polynomial ODEs is bounded or not is in general undecidable, even if the parameters of the system are computable and comparable and if the degree of the corresponding polynomial is at most 56.Combined with earlier results on the computability of solutions of polynomial ODEs, one can conclude that there is from a computational point of view a close connection between these systems and Turing machines.     

Attractors for Multi-valued Non-autonomous Dynamical Systems: Relationship,Characterization and Robustness

In this paper we study cocycle attractors, pullback attractors and uniform attractors for multi-valued non-autonomous dynamical systems. We first consider the relationship between the three attractors and find that, under suitable conditions, they imply each other. Then, for generalized dynamical systems, we find that these attractors can be characterized by complete trajectories, which implies that the uniform attractor is lifted invariant, though it has no standard invariance by definition. Finally, we study both upper and lower semi-continuity of these attractors. A weak equi-attraction method is introduced to study the lower semi-continuity, and we show with an example the advantages of this method. A reaction-diffusion system and a scalar ordinary differential inclusion are studied as applications.     

Classification of scalar third order ordinary differential equations linearizable via generalized contact transformations

Whereas Lie had linearized scalar second order ordinary differential equations (ODEs) by point transformations, and later Chern had extended to the third order by using contact transformation, till recently no work had been done for higher order (or systems) of ODEs. Lie had found a unique class defined by the number of infinitesimal symmetry generators but the more general ODEs were not so classified. Recently, classifications of higher order and systems of ODEs were provided. In this paper we relate contact symmetries of scalar ODEs with point symmetries of reduced systems. We define a new type of transformation that builds upon this relation and obtain equivalence classes of scalar third order ODEs linearizable via these transformations. Four equivalence classes of such equations are seen to exist.     

The Waveform Relaxation method for systems of differential/algebraic equations

This paper reports efforts towards establishing a parallel numerical algorithm known as Waveform Relaxation (WR) for simulating large systems of differential/algebraic equations. The WR algorithm was established as a relaxation based iterative method for the numerical integration of systems of ODEs over a finite time interval. In the WR approach, the system is broken into subsystems which are solved independently, with each subsystem using the previous iterate waveform as “guesses” about the behavior of the state variables in other subsystems. Waveforms are then exchanged between subsystems, and the subsystems are then resolved repeatedly with this improved information about the other subsystems until convergence is achieved.

In this paper, a WR algorithm is introduced for the simulation of generalized high-index DAE systems. As with ODEs, DAE systems often exhibit a multirate behavior in which the states vary as differing speeds. This can be exploited by partitioning the system into subsystems as in the WR for ODEs. One additional benefit of partitioning the DAE system into subsystems is that some of the resulting subsystems may be of lower index and, therefore, do not suffer from the numerical complications that high-index systems do. These lower index subsystems may therefore be solved by less specialized simulations. This increases the efficiency of the simulation since only a portion of the problem must be solved with specially tailored code. In addition, this paper established solvability requirements and convergence theorems for varying index DAE systems for WR simulation.     

Uniform invariance principle of discontinuous systems with parameter variation

An extension of the invariance principle for a class of discontinuous righthand sides systems with parameter variation in the Filippov sense is proposed. This extension allows the derivative of an auxiliary function V, also called a Lyapunov-like function, along the solutions of the discontinuous system to be positive on some sets. The uniform estimates of attractors and basin of attractions with respect to parameters are also obtained. To this end, we use locally Lipschitz continuous and regular Lyapunov functions, as well as Filippov theory. The obtained results settled in the general context of differential inclusions, and through a uniform version of the LaSalle invariance principle. An illustrative example shows the potential of the theoretical results in providing information on the asymptotic behavior of discontinuous systems.     

Multi‐dimensional Lotka–Volterra systems for carcinogenesis mutations

In the paper we consider three classes of models describing carcinogenesis mutations. Every considered model is described by the system of (n+1) equations, and in each class three models are studied: the first is expressed as a system of ordinary differential equations (ODEs), the second—as a system of reaction–diffusion equations (RDEs) with the same kinetics as the first one and with the Neumann boundary conditions, while the third is also described by the system of RDEs but with the Dirichlet boundary conditions. The models are formulated on the basis of the Lotka–Volterra systems (food chains and competition systems) and in the case of RDEs the linear diffusion is considered. The differences between studied classes of models are expressed by the kinetic functions, namely by the form of kinetic function for the last variable, which reflects the dynamics of malignant cells (that is the last stage of mutations). In the first class the models are described by the typical food chain with favourable unbounded environment for the last stage, in the second one—the last equation expresses competition between the pre‐malignant and malignant cells and the environment is also unbounded, while for the third one—it is expressed by predation term but the environment is unfavourable. The properties of the systems in each class are studied and compared. It occurs that the behaviour of solutions to the systems of ODEs and RDEs with the Neumann boundary conditions is similar in each class; i.e. it does not depend on diffusion coefficients, but strongly depends on the class of models. On the other hand, in the case of the Dirichlet boundary conditions this behaviour is related to the magnitude of diffusion coefficients. For sufficiently large diffusion coefficients it is similar independently of the class of models, i.e. the trivial solution that is unstable for zero diffusion gains stability. Copyright © 2009 John Wiley & Sons, Ltd.     

Generalized conditional symmetries of evolution equations

We analyze the relationship of generalized conditional symmetries of evolution equations to the formal compatibility and passivity of systems of differential equations as well as to systems of vector fields in involution. Earlier results on the connection between generalized conditional invariance and generalized reduction of evolution equations are revisited. This leads to a no-go theorem on determining equations for operators of generalized conditional symmetry. It is also shown that up to certain equivalences there exists a one-to-one correspondence between generalized conditional symmetries of an evolution equation and parametric families of its solutions.     

On a certain method for the approximation of attractors

Dissipative semidynamical systems in the metric space X of all possible bounded closed subsets of a metric space X are considered. The obtained results are applied for the construction of a method of approximation of the attractor of an arbitrary semidynamical system in X in the case when the action of this system is only approximately known.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 188, pp. 87–104, 1991.     

Similarity analysis of modified shallow water equations and evolution of weak waves

In this paper, we obtain exact solutions to the nonlinear system of partial differential equations (PDEs), describing the one dimensional modified shallow water equations, using invariance group properties of the governing system. Lie group of point symmetries with commuting infinitesimal operators, are presented. The symmetry generators are used for constructing similarity variables which lead the governing system of PDEs to system of ordinary differential equations (ODEs); in some cases, it is possible to solve these equations exactly. A particular solution to the governing system, which exhibits space-time dependence, is used to study the evolutionary behavior of weak discontinuities.