Numerical solution of eigenvalue problems for Hamiltonian systems

This paper discusses the numerical solution of eigenvalue problems for Hamiltonian systems of ordinary differential equations. Two new codes are presented which incorporate the algorithms described here; to the best of the author’s knowledge, these are the first codes capable of solving numerically such general eigenvalue problems. One of these implements a new new method of solving a differential equation whose solution is a unitary matrix. Both codes are fully documented and are written inPfort-verifiedFortran 77, and will be available in netlib/aicm/sl11f and netlib/aicm/sl12f.     

Quasipotentials for simple noisy maps with complicated dynamics

The theory of nonequilibrium potentials or quasipotentials is a physically motivated approach to small random perturbations of dynamical systems, leading to exponential estimates of invariant probabilities and mean first exit times. In the present article we develop the mathematical foundation of this theory for discrete-time systems, following and extending the work of Freidlin and Wentzell, and Kifer. We discuss strategies for calculating and estimating quasipotentials and show their application to one-dimensionalS-unimodal maps. The method proves to be especially suited for describing the noise scaling behavior of invariant probabilities, e.g., for the map occurring as the limit of the Feigenbaum period-doubling sequence. We show that the method allows statements about the scaling behavior in the case of localized noise, too, which does not originally lie within the scope of the quasipotential formalism.     

A graph theory approach to subcontracting, machine duplication and intercell moves in cellular manufacturing

We address in this paper the problem of finding an optimal strategy for dealing with bottleneck machines and bottleneck parts in the cell formation process in group technology. Three types of economic decisions are considered: subcontracting, machine duplication and intercell moves. The problem is formulated as a minimum weighted node covering problem in a hypergraph, and we show that it can be solved in polynomial time by finding a maximum weighted stable set in a bipartite graph. We extend this result to cellular manufacturing systems in which the sequence of operations of each part is known in advance.     

Constrained control for uncertain linear systems

The linear state feedback synthesis problem for uncertain linear systems with state and control constraints is considered. We assume that the uncertainties are present in both the state and input matrices and they are bounded. The main goal is to find a linear control law assuring that both state and input constraints are fulfilled at each time. The problem is solved by confining the state within a compact and convex positively invariant set contained in the allowable state region.It is shown that, if the controls, the state, and the uncertainties are subject to linear inequality constraints and if a candidate compact and convex polyhedral set is assigned, a feedback matrix assuring that this region is positively invariant for the closed-loop system is found as a solution of a set of linear inequalities for both continuous and discrete time design problems.These results are extended to the case in which additive disturbances are present. The relationship between positive invariance and system stability is investigated and conditions for the existence of positively invariant regions of the polyhedral type are given.The author is grateful to Drs. Vito Cerone and Roberto Tempo for their comments.     

Pseudo-billiards

A new class of Hamiltonian dynamical systems with two degrees of freedom and kinetic energy of the form T = c₁|p₁| + c₂|p₂| (called “pseudo-billiards”) is studied. For any kind of interaction, the canonical equations can always be integrated on sequential time intervals; i.e. in principle all the trajectories can be found explicitly.

Depending on the potential, a dynamical system of this class can either be completely integrable or behave just as a usual non-integrable Hamiltonian system with two degrees of freedom: in its phase space there exist invariant tori, stochastic layers, domains of global chaos, etc. Pseudo-billiard models of both the types are considered.

If a potential of a pseudo-billiard system has critical points (equilibria), then trajectories close to these points (“loops”) can exist; they can be treated as images of self-localized objects with finite duration. Such a model (with quartic potential) is also studied.     

Entire radial solutions of elliptic systems and inequalities of the mean curvature type

In this paper we study first nonexistence of radial entire solutions of elliptic systems of the mean curvature type with a singular or degenerate diffusion depending on the solution u. In particular we extend a previous result given in [R. Filippucci, Nonexistence of radial entire solutions of elliptic systems, J. Differential Equations 188 (2003) 353-389]. Moreover, in the scalar case we obtain nonexistence of all entire solutions, radial or not, of differential inequalities involving again operators of the mean curvature type and a diffusion term. We prove that in the scalar case, nonexistence of entire solutions is due to the explosion of the derivative of every nonglobal radial solution in the right extremum of the maximal interval of existence, while in that point the solution is bounded. This behavior is qualitatively different with respect to what happens for the m-Laplacian operator, studied in [R. Filippucci, Nonexistence of radial entire solutions of elliptic systems, J. Differential Equations 188 (2003) 353-389], where nonexistence of entire solutions is due, even in the vectorial case, to the explosion in norm of the solution at a finite point. Our nonexistence theorems for inequalities extend previous results given by Naito and Usami in [Y. Naito, H. Usami, Entire solutions of the inequality div(A(|Du|)Du)?f(u), Math. Z. 225 (1997) 167-175] and Ghergu and Radulescu in [M. Ghergu, V. Radulescu, Existence and nonexistence of entire solutions to the logistic differential equation, Abstr. Appl. Anal. 17 (2003) 995-1003].     

Regularization of singular systems of linear algebraic equations by shifts

Regularization of singular systems of linear algebraic equations by shifts is examined. New equivalent conditions for the shift regularizability of such systems are derived.     

Direct Shooting Method for the Numerical Solution of Higher-Index DAE Optimal Control Problems

A method for the numerical solution of state-constrained optimal control problems subject to higher-index differential-algebraic equation (DAE) systems is introduced. For a broad and important class of DAE systems (semiexplicit systems with algebraic variables of different index), a direct multiple shooting method is developed. The multiple shooting method is based on the discretization of the optimal control problem and its transformation into a finite-dimensional nonlinear programming problem (NLP). Special attention is turned to the mandatory calculation of consistent initial values at the multiple shooting nodes within the iterative solution process of (NLP). Two different methods are proposed. The projection method guarantees consistency within each iteration, whereas the relaxation method achieves consistency only at an optimal solution. An illustrative example completes this article.