Algorithm for shadowing the solution of a parabolic equation on an infinite time interval

For a parabolic equation, we consider the problem of constructing a feedback control synthesis algorithm ensuring that the solution of a given equation shadows the solution of another equation with unknown right-hand side. We suggest a noise-immune algorithm based on the extremal shift method well known in guaranteed control theory.     

On a modification of the extremal shift method for a second-order differential equation in a Hilbert space

A problem of tracking a solution of a second-order differential equation in a Hilbert space by a solution of another equation is considered. It is assumed that the first (reference) equation is subject to the action of an unknown control, which is unbounded in time. In the case when the current states of both equations are observed with small errors, a solution algorithm stable with respect to informational noises and computational inaccuracies is designed. The algorithm is based on N.N. Krasovskii’s extremal shift method known in the theory of guaranteed control.     

Tracking of solutions to parabolic equations with memory in a general class of controls

We consider a control problem for a parabolic equation with memory. It consists in constructing an algorithm for finding a feedback control which enables one to track a solution of the given equation with an unknown right-hand side. For this problem we propose two noise-resistant solution algorithms based on the method of extremal shift. The first algorithm is applicable in the case of continuous measurements of phase states, whereas the second one presumes discrete measurements.     

On an input recovery problem in a linear delay system

We consider the problem of recovering the input of a linear differential equation with delay and propose a solution algorithm that is stable to perturbations. The algorithm is based on the extremal shift principle known in the theory of guaranteed control.     

On the solvability of a singular integral equation with a non-Carleman shift

We consider a singular integral equation with a non-Carleman shift on an interval. We prove the unique solvability of this equation in weighted Hölder classes under certain restrictions on the coefficients. We show that the solution of the equation can be written in quadratures.     

On synthesis in a differential game

The control problem is considered with minimization of the guaranteed result for a system described by an ordinary differential equation in the presence of uncontrolled noise. The concepts and formulation of the problem in /1/ are used. It is shown that, when forming the optimal control by the method of programmed stochastic synthesis /1–3/, the extremal shift at the accompanying point /1, 4/ can be reduced to extremal shift agianst the gradient of the appropriate function. This explains the connection between the programmed stochastic synthesis and the generalized Hamilton-Jacobi equation /5, 6/ in the theory of differential games.     

On tracking solutions of parabolic equations

We consider a control problem for a parabolic equation. It consists in constructing an algorithm for finding a feedback control such that a solution of a given equation should track a solution of another equation generated by an unknown right-hand side. We propose two noise-resistant solution algorithms for the indicated problem. They are based on the method of extremal shift well-known in the guaranteed control theory. The first algorithm is applicable in the case of “continuous” measurements of phase states, whereas the second one implies discrete measurements.     

On a Kipriyanov problem for a singular ultrahyperbolic equation

We obtain a differential equation for the spherical means generated by a multidimensional generalized shift of an arbitrary smooth “even” function. We study the Asgeirsson property of solutions of a singular ultrahyperbolic equation that includes singular differential operators Δ _B acting in Euclidean spaces, in general, of distinct dimensions. We represent the structure of a “radial” solution of the considered equation. A theorem similar to the Asgeirsson inverse theorem is proved.     

Estimation of the optimal shift for the discrete Helmholtz operator preconditioned with a shifted Laplacian

Shifted Laplace preconditioners have attracted considerable attention as a technique to speed up convergence of iterative solution methods for the Helmholtz equation. In this paper we present an approach to determine a near-optimal value for the shift. We illustrate our results with a geophysical test problem. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Differentiation of the functional in a parametric optimization problem for a coefficient of a semilinear elliptic equation

We study parametric optimization with respect to an integral criterion of the higher coefficient and the right-hand side of a second-order semilinear elliptic equation with the Dirichlet boundary condition. We obtain formulas for the first partial derivatives of the objective functional with respect to the control parameters. The total preservation (preservation for the entire set of control parameters) of the unique solvability of the boundary value problem for this equation is proved based on the theory of monotone operators.     

On a certain problem on feedback control for a parabolic equation with memory

A game control problem for a parabolic differential equation with memory is considered. An algorithm for its solution based on Krasovskii’s method of extreme shift and the method of stable paths is proposed.     

Nonlocal problem for an equation of mixed type in a domain whose elliptic part is a half-strip

For the Gellerstedt equation, we study a problem with shift in a domain whose elliptic part is an infinite half-strip. By using generalized fractional differentiation operators, we specify a linear combination that relates the value of the solution on characteristics of the equation with the value of the solution and its derivative on the parabolic degeneration line. We prove the unique solvability of this problem.     

On a shifted LR transformation derived from the discrete hungry Toda equation

The discrete hungry Toda (dhToda) equation is known as an integrable system which is derived from the study of the numbered box and ball system. In the authors’ paper (Fukuda et al., in Phys Lett A 375, 303–308, 2010), we associate the dhToda equation with a sequence of LR transformations for a totally nonnegative (TN) matrix, and then, in another paper (Fukuda et al. in Annal Math Pura Appl, 2011), based on the dhToda equation, we design an algorithm for computing the eigenvalues of the TN matrix. In this paper, in order to accelerate the convergence speed, we first introduce the shift of origin into the LR transformations associated with the dhToda equation, then derive a recursion formula for generating the shifted LR transformations.We next present a shift strategy for avoiding the breakdown of the shifted LR transformations. We finally clarify the asymptotic convergence and show that the sequence of TN matrices generated by the shifted LR transformations converges to a lower triangular matrix, exposing the eigenvalues of the original TN matrix. The asymptotic convergence is also verified through some numerical examples.     

On a boundary value problem with shift for an equation of mixed type in an unbounded domain

We study the unique solvability of a problem with shift for an equation of mixed type in an unbounded domain. We prove the uniqueness theorem under inequality-type constraints for known functions for various orders of the fractional differentiation operators in the boundary condition. The existence of a solution is proved by reduction to a Fredholm equation of the second kind, whose unconditional solvability follows from the uniqueness of the solution of the problem.     

A combination of the Tricomi problem and a boundary-value problem with a shift for the Gellerstedt equation

We study a problem whose statement combines the Tricomi problem and the problem with a shift considered by V. I. Zhegalov and A. M. Nakhushev for the Gellerstedt equation with a singular coefficient. We prove its solvability by the method of integral equations, and we do the uniqueness of the solution with the help of the extremum principle.     

Fractional diffusion-type equations with exponential and logarithmic differential operators

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi et al. (2001)): the first equation considered here is obtained by adding an exponential differential (or shift) operator expressed in terms of the Riesz–Feller derivative. We prove that this produces a random component in the time-argument of the corresponding stable process, which is represented by the so-called Poisson process with drift. Analogously, if we add, to the space-fractional diffusion equation, a logarithmic differential operator involving the Riesz-derivative, we obtain, as a solution, the transition semigroup of a stable process subordinated by an independent gamma subordinator with drift. Finally, we show that an extension of the space-fractional diffusion equation, containing both the fractional shift operator and the Feller integral, is satisfied by the transition density of the process obtained by time-changing the stable process with an independent linear birth process with drift.     

The tracking of the trajectory of a dynamical system

The problem of tracking the trajectory of a dynamical system, described by a vector differential equation, is considered. An algorithm for solving this problem, based on the Krasovskii extremal shift method, well-known in position control theory, is proposed.     

Uniqueness of solution of production control problem in a manufacturing system with degenerate demand

This paper studies the production inventory problem of minimizing the expected discounted present value of production cost control in a manufacturing system with degenerate stochastic demand. We establish the existence of a unique solution of the Hamilton-Jacobi-Bellman (HJB) equation associated with this problem. The optimal control is given by a solution to the corresponding HJB equation.     

Spectral properties of boundary-value problem with a shift for wave equation

We consider a differential operator determined by wave equation with potential in characteristic triangle, and boundary-value conditions with shift on the characteristics, and with oblique derivative on non-characteristic part of a boundary. We obtain condition for validity of the Volterra property, and show completeness of the root functions in the rest cases. We study basis property for the system of root functions under assumption that the potential depends on a single variable.     

Approximation of optimal feedback control: a dynamic programming approach

We consider the general continuous time finite-dimensional deterministic system under a finite horizon cost functional. Our aim is to calculate approximate solutions to the optimal feedback control. First we apply the dynamic programming principle to obtain the evolutive Hamilton–Jacobi–Bellman (HJB) equation satisfied by the value function of the optimal control problem. We then propose two schemes to solve the equation numerically. One is in terms of the time difference approximation and the other the time-space approximation. For each scheme, we prove that (a) the algorithm is convergent, that is, the solution of the discrete scheme converges to the viscosity solution of the HJB equation, and (b) the optimal control of the discrete system determined by the corresponding dynamic programming is a minimizing sequence of the optimal feedback control of the continuous counterpart. An example is presented for the time-space algorithm; the results illustrate that the scheme is effective.