Hereditary optimal control problems: Numerical method based upon a padé approximation

In this paper, we consider a particular approximation scheme which can be used to solve hereditary optimal control problems. These problems are characterized by variables with a time-delayed argumentx(t – ). In our approximation scheme, we first replace the variable with an augmented statey(t) x(t - ). The two-sided Laplace transform ofy(t) is a product of the Laplace transform ofx(t) and an exponential factor. This factor is approximated by a first-order Padé approximation, and a differential relation fory(t) can be found. The transformed problem, without any time-delayed argument, can then be solved using a gradient algorithm in the usual way. Four problems are solved to illustrate the validity and usefulness of this technique.This research was supported in part by the National Aeronautics and Space Administration under NASA Grant NCC-2-106.     

Properties of noninteger moments in a first passage time problem

We calculate the moments t ^q , whereq is not necessarily an integer, of the first passage time to trapping for a simple diffusion problem in one dimension. If a characteristic length of the system isL and t _q ~L (q) asL, then we show that there is a phase transition atq=q _c such that whenq<q _c ,(g)=0, and forq>q _c , (q) is a linear function ofq. These analytical results can be used to explain results for large moments for diffusion on a hierarchic structure. We also show how to calculate noninteger moments in terms of characteristic functions.     

Gradient extremals and valley floor bifurcations on potential energy surfaces

Gradient extremals are curves in configuration space denned by the condition that the gradient of the potential energy is an eigenvector of the Hessian matrix. Solutions of a corresponding equation go along a valley floor or along a crest of a ridge, if the norm of the gradient is a minimum, and along a cirque or a cliff or a flank of one of the two if the gradient norm is a maximum. Properties of gradient extremals are discussed for simple 2D model surfaces including the problem of valley bifurcations.     

Dynamic optimization problems with bounded terminal conditions

Bounded terminal conditions of nonlinear optimization problems are converted to equality terminal conditions via the Valentine's device. In so doing, additional unknown parameters are introduced into the problem. The transformed problems can still be easily solved using the sequential gradient-restoration algorithm (SGRA) via a simple augmentation of the unknown parameter vector . Three example problems with bounded terminal conditions are solved to verify this technique.This research was supported in part by the National Aeronautics and Space Administration under NASA Grant No. NCC 2-106.     

On the statistical mechanics of the traveling salesman problem

We consider the statistical mechanics of the traveling salesman problem (TSP) and develop some representations to study it. In one representation the mean field theory has a simple form and brings out some of the essential features of the problem. It shows that the system has spontaneous symmetry breaking at any nonzero temperature. In general the phase progressively changes as one decreases the temperature. At low temperatures the mean field theory solution is very sensitive to any small perturbations, due to the divergence of some local susceptibilities. This critical region extends down to zero temperature. We perform the quenched average for a nonmetric TSP in the second representation and the resulting problem is more complicated than the infinite-range spin-glass problem, suggesting that the free energy landscape may be more complex. The role played by frustration in this problem appears explicitly through the localization property of a random matrix, which resembles the tight binding matrix of an electron in a random lattice.     

Complex and tropical counts via positive characteristic

We study two classical families of enumerative problems: inflection lines of plane curves and theta-hyperplanes of canonical curves. In these problems the complex counts and the tropical counts disagree. Each problem suggests a prime with special behavior. On the one hand, we analyze the reduction modulo these special primes, and we prove that the complex solutions coalesce in uniform clusters. On the other hand, we observe that the counts in special characteristic and in tropical geometry match.     

含有陡峭势阱和凹凸非线性项的Kirchhoff型问题的多重正解*

在这篇文章中, 作者研究涉及凹凸非线性项的Kirchhoff型问题-(a + b ∫R3|▽u|²dx) Δu + λV (x)u = μf(x)|u|^q?2u + |u|^p?2u, x ∈ R³,u ∈ H¹(R³),其中a,b > 0 是常数, λ, μ > 0 是参数, 1 < q < 2, 4 < p < 6 且 V 是一个非负连续位势. 在f(x) 和 V 的合适条件下,此问题正解的存在性和集中性能够通过Nehari 流形和Ekeland 变分原理得到.     

On Two-point Boundary Value Problems for Second-order Difference Equation

In this paper, we aim to investigate the difference equation \begin{align*} \Delta^{2}y(t-1)+|y(t)|=0, \ \ \ \ \ t\in[1,T]_{\mathbb{Z}} \end{align*} with different boundary conditions $y(0)=0$ or $\Delta y(0)=0$ and $y(T+1)=B$ or $\Delta y(T)=B$,\ where\ $T\geq 1$ is an integer and $B\in\mathbb{R}$. We will show that how the values of $T$ and $B$ influence the existence and uniqueness of the solutions to the about problem. In details, for the different problems, the $TB$-plane explicitly divided into different parts according to the number of the solutions to the above problems. These parts of $TB$-plane for the value of $T$ and $B$ guarantee the uniqueness, the existence and the nonexistence of solutions respectively.     

Lack of dissipativity is not symplecticness

We show that, when numerically integrating Hamiltonian problems, nondissipative numerical methods do not in general share the advantages possessed by symplectic integrators. Here a numerical method is called nondissipative if, when applied with a small stepsize to the test equationdy/dt = iy, real, has amplification factors of unit modulus. We construct a fourth order, nondissipative, explicit Runge-Kutta-Nyström procedure with small error constants. Numerical experiments show that this scheme does not perform efficiently in the numerical integration of Hamiltonian problems.This research has been supported by project DGICYT PB92-254.     

Stochastic on-line knapsack problems

Different classes of on-line algorithms are developed and analyzed for the solution of {0, 1} and relaxed stochastic knapsack problems, in which both profit and size coefficients are random variables. In particular, a linear time on-line algorithm is proposed for which the expected difference between the optimum and the approximate solution value isO(log^3/2 n). An(1) lower bound on the expected difference between the optimum and the solution found by any on-line algorithm is also shown to hold.Corresponding author.Partially supported by the Basic Research Action of the European Communities under Contract 3075 (Alcom).Partially supported by research project Models and Algorithms for Optimization of the Italian Ministry of University and Scientific and Technological Research (MURST 40%).