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Том 301, № Suppl 1 (2018)

Article

Stability Properties of the Value Function in an Infinite Horizon Optimal Control Problem

Bagno A., Tarasyev A.

Аннотация

Properties of the value function are examined in an infinite horizon optimal control problem with an integrand index appearing in the quality functional with a discount factor. The properties are analyzed in the case when the payoff functional of the control system includes a quality index represented by an unbounded function. An upper estimate is given for the growth rate of the value function. Necessary and sufficient conditions are obtained to ensure that the value function satisfies the infinitesimal stability properties. The question of coincidence of the value function with the generalized minimax solution of the Hamilton–Jacobi–Bellman–Isaacs equation is discussed. The uniqueness of the corresponding minimax solution is shown. The growth asymptotic behavior of the value function is described for the logarithmic, power, and exponential quality functionals, which arise in economic and financial modeling. The obtained results can be used to construct grid approximation methods for the value function as the generalized minimax solution of the Hamilton–Jacobi–Bellman–Isaacs equation. These methods are effective tools in the modeling of economic growth processes.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):1-14
pages 1-14 views

Asymptotics of the Velocity Potential of an Ideal Fluid Flowing around a Thin Body

Ershov A., Krutova Y.

Аннотация

We consider the Neumann problem outside a small neighborhood of a planar disk in the three-dimensional space. The surface of this neighborhood is assumed to be smooth, and its thickness is characterized by a small parameter ε. A uniform asymptotic expansion of the solution of this problem with respect to ε is constructed by the matching method. Since the problem turned out to be bisingular, an additional inner asymptotic expansion in the so-called stretched variables is constructed near the edge of the disk. A physical interpretation of the solution of this boundary value problem is the velocity potential of a laminar flow of an ideal fluid around a thin body, which is the neighborhood of the disk. It is assumed that this flow has unit velocity at a large distance from the disk, which is equivalent to the following condition for the potential: u(x1, x2, x3, ε) = x3+O(r−2) as r → ∞, where r is the distance to the origin. The boundary condition of this problem is the impermeability of the surface of the body: ∂u/∂n = 0 at the boundary. After subtracting x3 from the solution u(x1, x2, x3, ε), we get a boundary value problem for the potential ũ(x1, x2, x3, ε) of the perturbed motion. Since the integral of the function ∂ũ/∂n over the surface of the body is zero, we have ũ(x1, x2, x3, ε) = O(r−2) as r → ∞. Hence, all the coefficients of the outer asymptotic expansion with respect to ε have the same behavior at infinity. However, these coefficients have growing singularities at the approach to the edge of the disk, which implies the bisingularity of the problem.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):15-31
pages 15-31 views

External Estimates for Reachable Sets of a Control System with Uncertainty and Combined Nonlinearity

Filippova T.

Аннотация

The problem of estimating the trajectory tubes of a nonlinear control dynamic system with uncertainty in the initial data is studied. It is assumed that the dynamic system has a special structure in which the nonlinear terms are defined by quadratic forms in the state coordinates and the values of uncertain initial states and admissible controls are subject to ellipsoidal constraints. The matrix of the linear terms in the velocities of the system is not known exactly; it belongs to a given compact set in the corresponding space. Thus, the dynamics of the system is complicated by the presence of bilinear components in the righthand sides of the differential equations of the system. We consider a complicated case and generalize the author’s earlier results. More exactly, we assume the simultaneous presence in the dynamics of the system of bilinear functions and quadratic forms (without the assumption of their positive definiteness) and we also take into account the uncertainty in the initial data and the impact of the control actions, which may also be treated here as undefined additive disturbances. The presence of all these factors greatly complicates the study of the problem and requires an adequate analysis, which constitutes the main purpose of this study. The paper presents algorithms for estimating the reachable sets of a nonlinear control system of this type. The results are illustrated by examples.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):32-43
pages 32-43 views

On the Numerical Solution of Differential Games for Neutral-Type Linear Systems

Gomoyunov M., Lukoyanov N.

Аннотация

The paper deals with a zero-sum differential game, in which the dynamics of a conflict-controlled system is described by linear functional differential equations of neutral type and the quality index is the sum of two terms: the first term evaluates the history of motion of the system realized up to the terminal time, and the second term is an integral–quadratic evaluation of the corresponding control realizations of the players. To calculate the value and construct optimal control laws in this differential game, we propose an approach based on solving a suitable auxiliary differential game, in which the motion of a conflict-controlled system is described by ordinary differential equations and the quality index evaluates the motion at the terminal time only. To find the value and the saddle point in the auxiliary differential game, we apply the so-called method of upper convex hulls, which leads to an effective solution in the case under consideration due to the specific structure of the quality index and the geometric constraints on the control actions of the players. The efficiency of the approach is illustrated by an example, and the results of numerical simulations are presented. The constructed optimal control laws are compared with the optimal control procedures with finitedimensional approximating guides, which were developed by the authors earlier.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):44-56
pages 44-56 views

Construction of the Solvability Set in Differential Games with Simple Motion and Nonconvex Terminal Set

Kamneva L., Patsko V.

Аннотация

We consider planar zero-sum differential games with simple motion, fixed terminal time, and polygonal terminal set. The geometric constraint on the control of each player is a convex polygonal set or a line segment. In the case of a convex terminal set, an explicit formula is known for the solvability set (a level set of the value function, maximal u-stable bridge, viability set). The algorithm corresponding to this formula is based on the set operations of algebraic sum and geometric difference (the Minkowski difference). We propose an algorithm for the exact construction of the solvability set in the case of a nonconvex polygonal terminal set. The algorithm does not involve the additional partition of the time interval and the recovery of intermediate solvability sets at additional instants. A list of half-spaces in the three-dimensional space of time and state coordinates is formed and processed by a finite recursion. The list is based on the polygonal terminal set with the use of normals to the polygonal constraints on the controls of the players.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):57-71
pages 57-71 views

Asymptotics of a Solution of a Three-Dimensional Nonlinear Wave Equation near a Butterfly Catastrophe Point

Khachai O.

Аннотация

The solution of the three-dimensional nonlinear wave equation −UTT + UXX + UYY + UZZ = f(εT, εX, εY, εZ, U) by means of the method of matched asymptotic expansions is considered. Here ε is a small positive parameter and the right-hand side is a smoothly changing source term of the equation. A formal asymptotic expansion of the solution of the equation is constructed in terms of the inner scale near a typical butterfly catastrophe point. It is assumed that there exists a standard outer asymptotic expansion of this solution suitable outside a small neighborhood of the catastrophe point. We study a nonlinear second-order ordinary differential equation (ODE) for the leading term of the inner asymptotic expansion depending on three parameters: uxx = u5tu3zu2yux. This equation describes the appearance of a step-like contrast structure near the catastrophe point. We briefly describe the procedure for deriving this ODE. For a bounded set of values of the parameters, we obtain a uniform asymptotics at infinity of a solution of the ODE that satisfies the matching conditions. We use numerical methods to show the possibility of locating a shock layer outside a neighborhood of zero in the inner scale. The integral curves found numerically are presented.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):72-87
pages 72-87 views

Autoresonance in a Model of a Terahertz Wave Generator

Kiselev O., Novokshenov V.

Аннотация

We study a model of an electromagnetic wave generator based on a system of coupled Josephson junctions. The model is a chain of coupled sine-Gordon equations for the phases of the electric field in the junctions under dissipation and constant pumping. We find conditions for a resonant field excitation under various parameters of the system. It turns out that the chain of sine-Gordon equations evokes an autoresonance with a certain dependence of the frequency on the magnitude of the Josephson pumping current. We construct an asymptotic expansion for a solution of the chain under a large resonant frequency. The leading terms of the expansion for the phases of the electric field are linear in time, which is typical of an autoresonance in a system of coupled oscillators. The key role here is played by the main resonance equation, which defines the mode of the resonant excitation of the chain. This equation is the equation of a mathematical pendulum with periodically changing mass. A class of solutions of this equation is studied in detail, and classes of separatrix solutions corresponding to the zero velocity of the pendulum are described. It is proved that there exists a separatrix π-kink type solution on which the autoresonance mode is realized in the original chain of sine- Gordon equations.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):88-102
pages 88-102 views

On the Solution of a System of Hamilton–Jacobi Equations of Special Form

Kolpakova E.

Аннотация

The paper is concerned with the investigation of a system of first-order Hamilton–Jacobi equations. We consider a strongly coupled hierarchical system: the first equation is independent of the second, and the Hamiltonian of the second equation depends on the gradient of the solution of the first equation. The system can be solved sequentially. The solution of the first equation is understood in the sense of the theory of minimax (viscosity) solutions and can be obtained with the help of the Lax–Hopf formula. The substitution of the solution of the first equation in the second Hamilton–Jacobi equation results in a Hamilton–Jacobi equation with discontinuous Hamiltonian. This equation is solved with the use of the idea of M-solutions proposed by A. I. Subbotin, and the solution is chosen from the class of multivalued mappings. Thus, the solution of the original system of Hamilton–Jacobi equations is the direct product of a single-valued and multivalued mappings, which satisfy the first and second equations in the minimax and M-solution sense, respectively. In the case when the solution of the first equation is nondifferentiable only along one Rankine–Hugoniot line, existence and uniqueness theorems are proved. A representative formula for the solution of the system is obtained in terms of Cauchy characteristics. The properties of the solution and their dependence on the parameters of the problem are investigated.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):103-114
pages 103-114 views

Variational Problems with Unilateral Pointwise Functional Constraints in Variable Domains

Kovalevsky A.

Аннотация

We consider a sequence of convex integral functionals Fs: W1,ps) → ℝ and a sequence of weakly lower semicontinuous and generally nonintegral functionals Gs: W1,ps) → ℝ, where {Ωs} is a sequence of domains in ℝn contained in a bounded domain Ω ⊂ ℝn (n ≥ 2) and p > 1. Along with this, we consider a sequence of closed convex sets Vs = {vW1,ps): vKs(v) a.e. in Ωs}, where Ks is a mapping from the space W1,ps) to the set of all functions defined on Ωs. We establish conditions under which minimizers and minimum values of the functionals Fs + Gs on the sets Vs converge to a minimizer and the minimum value of a functional on the set V = {vW1,p(Ω): vK(v) a.e. in Ω}, where K is a mapping from the space W1,p(Ω) to the set of all functions defined on Ω. These conditions include, in particular, the strong connectedness of the spaces W1,ps) with the space W1,p(Ω), the condition of exhaustion of the domain Ω by the domains Ωs, the Γ-convergence of the sequence {Fs} to a functional F: W1,p(Ω) → ℝ, and a certain convergence of the sequence {Gs} to a functional G: W1,p(Ω) → ℝ. We also assume some conditions characterizing both the internal properties of the mappings Ks and their relation to the mapping K. In particular, these conditions admit the study of variational problems with irregular varying unilateral obstacles and with varying constraints combining the pointwise dependence and the functional dependence of the integral form.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):115-131
pages 115-131 views

A Nonlinear Identification Problem

Nikol’skii M.

Аннотация

We consider a nonlinear dynamic system with an unknown vector parameter in its description. An observer can calculate the phase vector of this system on the interval [0, T] with an error not exceeding a small number h > 0 in absolute value. This information on the dynamics of the system should be used to find the unknown vector. We obtain constructive sufficient conditions under which it is possible to restore the unknown vector with decreasing error as the value of h tends to zero. It turns out that one can use only discrete measurements of the output of the system.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):132-136
pages 132-136 views

Construction of Strongly Time-Consistent Subcores in Differential Games with Prescribed Duration

Petrosyan L., Pankratova Y.

Аннотация

A new strongly time-consistent (dynamically stable) optimality principle is proposed in a cooperative differential game. This is done by constructing a special subset of the core of the game. It is proposed to consider this subset as a new optimality principle. The construction is based on the introduction of a function \(\hat V\) that dominates the values of the classical characteristic function in coalitions. Suppose that V (S, \(\bar x\) (τ), Tτ) is the value of the classical characteristic function computed in the subgame with initial conditions \(\bar x\) (τ), Tτ on the cooperative trajectory. Define

\(\hat V\left( {S;{X_0},T - {t_0}} \right) = \mathop {\max }\limits_{{t_0} \leqslant \tau \leqslant T} \frac{{V\left( {S;{x^ * }\left( \tau \right),T - \tau } \right)}}{{V\left( {N;{X^ * }\left( \tau \right),T - \tau } \right)}}V\left( {N;{x_0},T - {t_0}} \right)\)
Using this function, we construct an analog of the classical core. It is proved that the constructed core is a subset of the classical core; thus, we can consider it as a new optimality principle. It is also proved that the newly constructed optimality principle is strongly time-consistent.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):137-144
pages 137-144 views

On the Problem of the Flow of an Ideal Gas around Bodies

Rubina L., Ul’yanov O.

Аннотация

For Euler equations describing a steady motion of an ideal polytropic gas, we consider the problem of a flow around a body with known surface in the class of twice continuously differentiable functions. We use approaches of the geometric method developed by the authors. In the first part of the paper, the problem of a flow around a given body is solved in a special class of flows for which the continuity equation holds identically. We show that the class of solutions is nonempty and obtain one exact solution. In the second part of the paper, we consider the general case of stationary flows of an ideal polytropic gas. The Euler equations are reduced to a system of ordinary differential equations, for which we obtain an exact solution for a given pressure on the body. Examples illustrating the properties of the obtained exact solutions are considered. It is shown that such solutions make it possible to find points of a smooth surface of a body where blowups or strong or weak discontinuities occur.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):145-154
pages 145-154 views

One Approach to the Comparison of Error Bounds at a Point and on a Set in the Solution of Ill-Posed Problems

Tanana V.

Аннотация

The approximate solution of ill-posed problems by the regularization method always involves the issue of estimating the error. It is a common practice to use uniform bounds on the whole class of well-posedness in terms of the modulus of continuity of the inverse operator on this class. Local error bounds, which are also called error bounds at a point, have been studied much less. Since the solution of a real-life ill-posed problem is unique, an error bound obtained on the whole class of well-posedness roughens to a great extent the true error bound. In the present paper, we study the difference between error bounds on the class of well-posedness and error bounds at a point for a special class of ill-posed problems. Assuming that the exact solution is a piecewise smooth function, we prove that an error bound at a point is infinitely smaller than the exact bound on the class of well-posedness.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):155-163
pages 155-163 views

Weak Invariance of a Cylindrical Set with Smooth Boundary with Respect to a Control System

Uspenskii A.

Аннотация

We consider the problem of constructing resolving sets for a differential game or an optimal control problem based on information on the dynamics of the system, control resources, and boundary conditions. The construction of largest possible sets with such properties (the maximal stable bridge in a differential game or the controllability set in a control problem) is a nontrivial problem due to their complicated geometry; in particular, the boundaries may be nonconvex and nonsmooth. In practical engineering tasks, which permit some tolerance and deviations, it is often admissible to construct a resolving set that is not maximal. The constructed set may possess certain characteristics that would make the formation of control actions easier. For example, the set may have convex sections or a smooth boundary. In this context, we study the property of stability (weak invariance) for one class of sets in the space of positions of a differential game. Using the notion of stability defect of a set introduced by V.N. Ushakov, we derive a criterion of weak invariance with respect to a conflict control dynamic system for cylindrical sets. In a particular case of a linear control system, we obtain easily verified sufficient conditions of weak invariance for cylindrical sets with ellipsoidal sections. The proof of the conditions is based on constructions and facts of subdifferential calculation. An illustrating example is given.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):164-172
pages 164-172 views

Two-Stage Method of Construction of Regularizing Algorithms for Nonlinear Ill-Posed Problems

Vasin V., Skurydina A.

Аннотация

For an equation with a nonlinear differentiable operator acting in a Hilbert space, we study a two-stage method of construction of a regularizing algorithm. First, we use the Lavrentiev regularization scheme. Then we apply to the regularized equation either Newton’s method or nonlinear analogs of α-processes: the minimum error method, the minimum residual method, and the steepest descent method. For these processes, we establish the linear convergence rate and the Fejér property of iterations. Two cases are considered: when the operator of the problem is monotone and when the operator is finite-dimensional and its derivative has nonnegative spectrum. For the two-stage method with a monotone operator, we give an error bound, which has optimal order on the class of sourcewise representable solutions. In the second case, the error of the method is estimated by means of the residual. The proposed methods and their modified analogs are implemented numerically for three-dimensional inverse problems of gravimetry and magnetometry. The results of the numerical experiment are discussed.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):173-190
pages 173-190 views

Two-Parameter Asymptotics in a Bisingular Cauchy Problem for a Parabolic Equation

Zakharov S.

Аннотация

The Cauchy problem for a quasilinear parabolic equation with a small parameter ε at the highest derivative is considered. The initial function, which has the form of a smoothed step, depends on a “stretched” variable x/ρ, where ρ is another small parameter. This problem statement is of interest for applications as a model of propagation of nonlinear waves in physical systems in the presence of small dissipation. In the case corresponding to a compression wave, asymptotic solutions of the problem are constructed in the parameters ε and ρ independently tending to zero. It is assumed that ε/ρ → 0. Far from the line of discontinuity of the limit solution, asymptotic solutions are constructed in the form of series in powers of ε and ρ. In a small domain of linear approximation, an asymptotic solution is constructed in the form of a series in powers of the ratio ρ/ε. The coefficients of the inner expansion are determined from a recursive chain of initial value problems. The asymptotics of these coefficients at infinity is studied. The time of reconstruction of the scale of the internal space variable is determined.

Proceedings of the Steklov Institute of Mathematics. 2018;301(Suppl 1):191-200
pages 191-200 views