Forward-backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem

In this paper, we use the solutions of forward-backward stochastic differential equations to get the optimal control for backward stochastic linear quadratic optimal control problem. And we also give the linear feedback regulator for the optimal control problem by using the solutions of a group of Riccati equations.     

A singular control approach to highly damped second-order abstract equations and applications

In this paper we restudy, by a radically different approach, the optimal quadratic cost problem for an abstract dynamics, which models a special class of second-order partial differential equations subject to high internal damping and acted upon by boundary control. A theory for this problem was recently derived in [LLP] and [T1] (see also [T2]) by a change of variable method and by a direct approach, respectively. Unlike [LLP] and [T1], the approach of the present paper is based on singular control theory, combined with regularity theory of the optimal pair from [T1]. This way, not only do we rederive the basic control-theoretic results of [LLP] and [T1]—the (first) synthesis of the optimal pair, and the (first) nonstandard algebraic Riccati equation for the (unique) Riccati operator which enters into the gain operator of the synthesis—but in addition, this method also yields new results—a second form of the synthesis of the optimal pair, and a second (still nonstandard) algebraic Riccati equation for the (still unique) Riccati operator of the synthesis. These results, which show new pathologies in the solution of the problem, are new even in the finite-dimensional case. This research was made possible by NATO Collaborative Research Grant SA.5-2-05 (CRG.940161) 274/94/JARC-501, whose support is gratefully acknowledged. The research of I. Lasiecka and R. Triggiani was supported also by the National Science Foundation under Grant NSF-DMS-92-04338. The research of L. Pandolfi was written with the programs of GNAFA-CNR. The main results of the present paper were announced in [LPT].     

Analysis and Computational Methods of Dirichlet Boundary Optimal Control Problems for 2D Boussinesq Equations

We study Dirichlet boundary optimal control problems for 2D Boussinesq equations. The existence of the solution of the optimization problem is proved and an optimality system of partial differential equations is derived from which optimal controls and states may be determined. Then, we present some computational methods to get the solution of the optimality system. The iterative algorithms are given explicitly. We also prove the convergence of the gradient algorithm.     

Noetherian Equations for Matrices

Let L|K be a finite Galois extension. Using central simple algebras we deal with the crossed representations of G = Gal(L|K) over L which are defined as mappings X of G into GL_n(L) satisfying X = X X. The last equation is the Noetherian equation in case n=1. Furtheron, more general crossed projective representations are considered which obey an equation X X = Xf_, where f_, L.     

Application of viscosity solutions of infinite-dimensional Hamilton-Jacobi-Bellman equations to some problems in distributed optimal control

We apply the recently developed Crandall and Lions theory of viscosity solutions for infinite-dimensional Hamilton-Jacobi equations to two problems in distributed control. The first problem is governed by differential-difference equations as dynamics, and the second problem is governed by a nonlinear divergence form parabolic equation. We prove a Pontryagin maximum principle in each case by deriving the Bellman equation and using the fact that the value function is a viscosity supersolution.This work was supported by the Air Force Office for Scientific Research, Grant No. AFOSR-86-0202. The author would like to thank R. Jensen for several helpful conversations regarding the problems discussed here. He would also like to thank M. Crandall for providing early preprints of his work in progress with P. L. Lions on infinite-dimensional problems.     

Burgers-BBM方程新的精确解

借助两个推广形式的Riccati方程组和Mathematica软件，求出了Burgers-BBM方程，BBM方程，KDV—Burgers方程的大量新的精确解，包括各种形式的孤立波解和三角函数周期解．     

Controllability of a class of heat equations with memory in one dimension

This paper addresses a study of the controllability for a class of heat equations with memory in one spacial dimension. Unlike the classical heat equation, a heat equation with memory in general is not null controllable. There always exists a set of initial values such that the property of the null controllability fails. Also, one does not know whether there are nontrivial initial values, which can be driven to zero with a boundary control. In this paper, we give a characterization of the set of such nontrivial initial values. On the other hand, if a moving control is imposed on this system with memory, we prove the null controllability of it in a suitable state space for any initial value. Copyright © 2016 John Wiley & Sons, Ltd.     

Feedback boundary stabilization of the three-dimensional incompressible Navier–Stokes equations

We study the local stabilization of the three-dimensional Navier–Stokes equations around an unstable stationary solution w, by means of a feedback boundary control. We first determine a feedback law for the linearized system around w. Next, we show that this feedback provides a local stabilization of the Navier–Stokes equations. To deal with the nonlinear term, the solutions to the closed loop system must be in H^{3/2+ε,3/4+ε/2}(Q), with 0<ε. In [V. Barbu, I. Lasiecka, R. Triggiani, Boundary stabilization of Navier–Stokes equations, Mem. Amer. Math. Soc. 852 (2006); V. Barbu, I. Lasiecka, R. Triggiani, Abstract settings for tangential boundary stabilization of Navier–Stokes equations by high- and low-gain feedback controllers, Nonlinear Anal. 64 (2006) 2704–2746], such a regularity is achieved with a feedback obtained by minimizing a functional involving a norm of the state variable strong enough. In that case, the feedback controller cannot be determined by a well posed Riccati equation. Here, we choose a functional involving a very weak norm of the state variable. The compatibility condition between the initial state and the feedback controller at t=0, is achieved by choosing a time varying control operator in a neighbourhood of t=0.     

Numerical treatment of a parabolic boundary-value control problem

The purpose of this paper is to present a method to compute optimal controls for a class of one-dimensional heat-diffusion processes. The approach used is in the spirit of the Ritz method and approximates the given problem with simpler tasks which are solved by means of algorithms based on the principles of semi-infinite programming. General convergence properties of the procedures are shown. Some illustrative numerical examples are also given.This research was supported by NSF Grant No. GK-31833 and by The Swedish Institute of Applied Mathematics, Stockholm, Sweden.     

Domain Decomposition,Optimal Control of Systems Governed by Partial Differential Equations,and Synthesis of Feedback Laws

We present an iterative domain decomposition method for the optimal control of systems governed by linear partial differential equations. The equations can be of elliptic, parabolic, or hyperbolic type. The space region supporting the partial differential equations is decomposed and the original global optimal control problem is reduced to a sequence of similar local optimal control problems set on the subdomains. The local problems communicate through transmission conditions, which take the form of carefully chosen boundary conditions on the interfaces between the subdomains. This domain decomposition method can be combined with any suitable numerical procedure to solve the local optimal control problems. We remark that it offers a good potential for using feedback laws (synthesis) in the case of time-dependent partial differential equations. A test problem for the wave equation is solved using this combination of synthesis and domain decomposition methods. Numerical results are presented and discussed. Details on discretization and implementation can be found in Ref. 1.     

Self-adjoint sub-classes of third and fourth-order evolution equations

In this work a class of self-adjoint quasilinear third-order evolution equations is determined. Some conservation laws of them are established and a generalization on a self-adjoint class of fourth-order evolution equations is presented.     

Existence of Solutions for Jacobian and Hessian Equations Under Smallness Assumptions

We discuss three types of problems. The first one involves Jacobian equations and the two others involve Hessian equations. We proceed by fixed point, obtaining the results under a smallness assumption.     

Successive approximation procedure for steady-state optimal control of bilinear systems

The optimum regulation problem of a bilinear system with a quadratic performance criterion is obtained in terms of a sequence of algebraic Lyapunov equations. The results are based on the method of successive approximations. The proof of convergence of the proposed scheme is given and the design procedure is illustrated by two examples.     

A new conservation theorem

A general theorem on conservation laws for arbitrary differential equations is proved. The theorem is valid also for any system of differential equations where the number of equations is equal to the number of dependent variables. The new theorem does not require existence of a Lagrangian and is based on a concept of an adjoint equation for non-linear equations suggested recently by the author. It is proved that the adjoint equation inherits all symmetries of the original equation. Accordingly, one can associate a conservation law with any group of Lie, Lie-Bäcklund or non-local symmetries and find conservation laws for differential equations without classical Lagrangians.     

On some dyadic models of the Euler equations

Katz and Pavlovic recently proposed a dyadic model of the Euler equations for which they proved finite time blow-up in the Sobolev norm. It is shown that their model can be reduced to a dyadic model of the inviscid Burgers equation. The inviscid Burgers equation exhibits finite time blow-up in , for , but its dyadic restriction is even more singular, exhibiting blow-up for any . Friedlander and Pavlovic developed a closely related model for which they also prove finite time blow-up in . Some inconsistent assumptions in the construction of their model are outlined. Finite time blow-up in the norm, for any , is proven for a class of models that includes all those models. An alternative shell model of the Navier-Stokes equations is discussed.

     

Taylor expansions of the value function associated with a bilinear optimal control problem

A general bilinear optimal control problem subject to an infinite-dimensional state equation is considered. Polynomial approximations of the associated value function are derived around the steady state by repeated formal differentiation of the Hamilton–Jacobi–Bellman equation. The terms of the approximations are described by multilinear forms, which can be obtained as solutions to generalized Lyapunov equations with recursively defined right-hand sides. They form the basis for defining a suboptimal feedback law. The approximation properties of this feedback law are investigated. An application to the optimal control of a Fokker–Planck equation is also provided.     

The generalized Beverton–Holt equation and the control of populations

This paper is devoted to the investigation of the positivity, stability and control of the solutions of a generalized Beverton–Holt equation arising in population dynamics which is potentially subject to bounded discontinuities at sampling instants due to the harvesting (i.e. fishing/hunting) quota and eventual independent consumption. Other generalizations are that the intrinsic growth rate and the environment carrying capacity gains are allowed to be time-varying sequences. The interpretation of the appearance of discontinuities in the solution is the presence of impulsive terms in the corresponding continuous-time differential equation. The parallel interpretation in ecology is that there are two different recruitment levels at each current sampling time due, firstly, to the evolution of the population driven by its intrinsic growth rate and the environment carrying capacity and, subsequently, a second level arises due to harvesting and independent consumption from the existing spawning stock of the population. The “left” recruitment level occurs immediately before each current sampling time while the “right” one occurs just after related to the sampling period size. By this reason, the mathematical formulation presented distinguishes between “left” and “right” sides of the sampling times. The control actions on the population stock and recruitment might be performed in a direct fashion either through the environment carrying capacity in close habitats gains or the harvesting quota in open air environments. Both actions may be combined in some open air habitats subject to some artificial control.