Author: Werner Kratz
Publisher: Wiley-VCH
ISBN:
Category : Mathematics
Languages : en
Pages : 304
Book Description
This monograph is intended to provide classical and recent results on quadratic functionals. On the one hand it contains the well-known facts on the second variation from the calculus of variations, including Jacobi-type conditions, and on the other hand new aspects in control theory, in particular the notion of strong observability and its relation to the optimal linear regulator. The main object described is a general theory of self-adjoint eigenvalue problems for linear Hamiltonian systems, which includes Morse's oscillation theory and his extensions of Sturmian theory. The dependence on the eigenvalue parameter may be nonlinear. The treatment is based on a novel approach via field theory, in particular Picone's identity. The central features needed for the method are recent results on Riccati matrix differential equations and on monotone matrix-valued functions. Applications of the theory yield classical and new results in such areas as, for example, linear control theory, variational analysis (Rayleigh's principle), or Sturm-Liouville eigenvalue problems. The book is self-contained, and accessible to mathematics or science students entering the graduate level.
Quadratic Functionals in Variational Analysis and Control Theory
Author: Werner Kratz
Publisher: Wiley-VCH
ISBN:
Category : Mathematics
Languages : en
Pages : 304
Book Description
This monograph is intended to provide classical and recent results on quadratic functionals. On the one hand it contains the well-known facts on the second variation from the calculus of variations, including Jacobi-type conditions, and on the other hand new aspects in control theory, in particular the notion of strong observability and its relation to the optimal linear regulator. The main object described is a general theory of self-adjoint eigenvalue problems for linear Hamiltonian systems, which includes Morse's oscillation theory and his extensions of Sturmian theory. The dependence on the eigenvalue parameter may be nonlinear. The treatment is based on a novel approach via field theory, in particular Picone's identity. The central features needed for the method are recent results on Riccati matrix differential equations and on monotone matrix-valued functions. Applications of the theory yield classical and new results in such areas as, for example, linear control theory, variational analysis (Rayleigh's principle), or Sturm-Liouville eigenvalue problems. The book is self-contained, and accessible to mathematics or science students entering the graduate level.
Publisher: Wiley-VCH
ISBN:
Category : Mathematics
Languages : en
Pages : 304
Book Description
This monograph is intended to provide classical and recent results on quadratic functionals. On the one hand it contains the well-known facts on the second variation from the calculus of variations, including Jacobi-type conditions, and on the other hand new aspects in control theory, in particular the notion of strong observability and its relation to the optimal linear regulator. The main object described is a general theory of self-adjoint eigenvalue problems for linear Hamiltonian systems, which includes Morse's oscillation theory and his extensions of Sturmian theory. The dependence on the eigenvalue parameter may be nonlinear. The treatment is based on a novel approach via field theory, in particular Picone's identity. The central features needed for the method are recent results on Riccati matrix differential equations and on monotone matrix-valued functions. Applications of the theory yield classical and new results in such areas as, for example, linear control theory, variational analysis (Rayleigh's principle), or Sturm-Liouville eigenvalue problems. The book is self-contained, and accessible to mathematics or science students entering the graduate level.
Variational Analysis
Author: R. Tyrrell Rockafellar
Publisher: Springer Science & Business Media
ISBN: 3642024319
Category : Mathematics
Languages : en
Pages : 747
Book Description
From its origins in the minimization of integral functionals, the notion of variations has evolved greatly in connection with applications in optimization, equilibrium, and control. This book develops a unified framework and provides a detailed exposition of variational geometry and subdifferential calculus in their current forms beyond classical and convex analysis. Also covered are set-convergence, set-valued mappings, epi-convergence, duality, and normal integrands.
Publisher: Springer Science & Business Media
ISBN: 3642024319
Category : Mathematics
Languages : en
Pages : 747
Book Description
From its origins in the minimization of integral functionals, the notion of variations has evolved greatly in connection with applications in optimization, equilibrium, and control. This book develops a unified framework and provides a detailed exposition of variational geometry and subdifferential calculus in their current forms beyond classical and convex analysis. Also covered are set-convergence, set-valued mappings, epi-convergence, duality, and normal integrands.
Variational Calculus, Optimal Control, and Applications
Author: Rolf Klötzler
Publisher: Springer Science & Business Media
ISBN: 9783764359065
Category : Mathematics
Languages : en
Pages : 370
Book Description
On the Convexification of Optimal Control Problems of Flight Dynamics.- Restricted Optimal Transportation Flows.- Relaxation Gaps in Optimal Control Processes with State Constraints.- Optimal Shape Design for Elliptic Hemivariational Inequalities in Nonlinear Elasticity.- A Discretization for Control Problems with optimality test.- Smooth and Nonsmooth Optimal Lipschitz Control - a Model Problem.- Suboptimality Theorems in Optimal Control.- A Second Order Sufficient Condition for Optimality in Nonlinear Control - the Conjugate Point Approach.- Extremal Problems for Elliptic Systems.- Existence Results for Some Nonconvex Optimization Problems Governed by Nonlinear Processes.- Multiobjective Optimal Control Problems.- Existence Principles and the Theory of Extremal Problems.- Hamilton-Jacobi-Bellman Equations and Optimal Control.- Output Target Control and Uncertain Infinite-Dimensional Systems.- Sensitivity Analysis of Stiff and Non-stiff Initial-value Problems.- Algorithm of Real-Time Minimization of Control Norm for Incompletely Determined Linear Control Systems.- Set-valued Calculus and Dynamic Programming in Problems of Feedback Control.- Strong Observability of Time-dependent Linear Systems.- Sensitivity Analysis and Real-Time Control of Nonlinear Optimal Control Systems via Nonlinear Programming Methods.- Accelerating Multiple Shooting for State-constrained Trajectory Optimization Problems.- SQP Methods and their Application to Numerical Optimal Control.- Predictor-Corrector Continuation Method for Optimal Control Problems.- Time Invariant Global Stabilization of a Mobile Robot.- Competitive Running on a Hilly Track.- Convex Domains of Given Diameter with Greatest Volume.- Isoperimetric and Isodiametric Area-minimal Plane Convex Figures.- Minimizing the Noise of an Aircraft during Landing Approach.- Real-Time Computation of Strategies of Differential Games with Applications to Collision Avoidance.- The Use of Screening for the Control of an Endemic Disease.- Optimal Control of Sloshing Liquids.- Free Surface Waves in a Wave Tank.- Efficient Convexification of Flight Path Optimization Problems.- Determining the Controllability Region for the Re-entry of an Apollo-type Spacecraft.
Publisher: Springer Science & Business Media
ISBN: 9783764359065
Category : Mathematics
Languages : en
Pages : 370
Book Description
On the Convexification of Optimal Control Problems of Flight Dynamics.- Restricted Optimal Transportation Flows.- Relaxation Gaps in Optimal Control Processes with State Constraints.- Optimal Shape Design for Elliptic Hemivariational Inequalities in Nonlinear Elasticity.- A Discretization for Control Problems with optimality test.- Smooth and Nonsmooth Optimal Lipschitz Control - a Model Problem.- Suboptimality Theorems in Optimal Control.- A Second Order Sufficient Condition for Optimality in Nonlinear Control - the Conjugate Point Approach.- Extremal Problems for Elliptic Systems.- Existence Results for Some Nonconvex Optimization Problems Governed by Nonlinear Processes.- Multiobjective Optimal Control Problems.- Existence Principles and the Theory of Extremal Problems.- Hamilton-Jacobi-Bellman Equations and Optimal Control.- Output Target Control and Uncertain Infinite-Dimensional Systems.- Sensitivity Analysis of Stiff and Non-stiff Initial-value Problems.- Algorithm of Real-Time Minimization of Control Norm for Incompletely Determined Linear Control Systems.- Set-valued Calculus and Dynamic Programming in Problems of Feedback Control.- Strong Observability of Time-dependent Linear Systems.- Sensitivity Analysis and Real-Time Control of Nonlinear Optimal Control Systems via Nonlinear Programming Methods.- Accelerating Multiple Shooting for State-constrained Trajectory Optimization Problems.- SQP Methods and their Application to Numerical Optimal Control.- Predictor-Corrector Continuation Method for Optimal Control Problems.- Time Invariant Global Stabilization of a Mobile Robot.- Competitive Running on a Hilly Track.- Convex Domains of Given Diameter with Greatest Volume.- Isoperimetric and Isodiametric Area-minimal Plane Convex Figures.- Minimizing the Noise of an Aircraft during Landing Approach.- Real-Time Computation of Strategies of Differential Games with Applications to Collision Avoidance.- The Use of Screening for the Control of an Endemic Disease.- Optimal Control of Sloshing Liquids.- Free Surface Waves in a Wave Tank.- Efficient Convexification of Flight Path Optimization Problems.- Determining the Controllability Region for the Re-entry of an Apollo-type Spacecraft.
Discrete Dynamics And Difference Equations - Proceedings Of The Twelfth International Conference On Difference Equations And Applications
Author: Saber N Elaydi
Publisher: World Scientific
ISBN: 9814466654
Category : Mathematics
Languages : en
Pages : 438
Book Description
This volume holds a collection of articles based on the talks presented at ICDEA 2007 in Lisbon, Portugal.The volume encompasses current topics on stability and bifurcation, chaos, mathematical biology, iteration theory, nonautonomous systems, and stochastic dynamical systems.
Publisher: World Scientific
ISBN: 9814466654
Category : Mathematics
Languages : en
Pages : 438
Book Description
This volume holds a collection of articles based on the talks presented at ICDEA 2007 in Lisbon, Portugal.The volume encompasses current topics on stability and bifurcation, chaos, mathematical biology, iteration theory, nonautonomous systems, and stochastic dynamical systems.
Variational Analysis
Author: Marston Morse
Publisher: Courier Corporation
ISBN: 0486153223
Category : Mathematics
Languages : en
Pages : 276
Book Description
This text presents extended separation, comparison, and oscillation theorems that replace classical analysis. Its analysis of related quadratic functionals shows how critical extremals can substitute for minimizing extremals. 1973 edition.
Publisher: Courier Corporation
ISBN: 0486153223
Category : Mathematics
Languages : en
Pages : 276
Book Description
This text presents extended separation, comparison, and oscillation theorems that replace classical analysis. Its analysis of related quadratic functionals shows how critical extremals can substitute for minimizing extremals. 1973 edition.
Nonautonomous Linear Hamiltonian Systems: Oscillation, Spectral Theory and Control
Author: Russell Johnson
Publisher: Springer
ISBN: 3319290258
Category : Mathematics
Languages : en
Pages : 515
Book Description
This monograph contains an in-depth analysis of the dynamics given by a linear Hamiltonian system of general dimension with nonautonomous bounded and uniformly continuous coefficients, without other initial assumptions on time-recurrence. Particular attention is given to the oscillation properties of the solutions as well as to a spectral theory appropriate for such systems. The book contains extensions of results which are well known when the coefficients are autonomous or periodic, as well as in the nonautonomous two-dimensional case. However, a substantial part of the theory presented here is new even in those much simpler situations. The authors make systematic use of basic facts concerning Lagrange planes and symplectic matrices, and apply some fundamental methods of topological dynamics and ergodic theory. Among the tools used in the analysis, which include Lyapunov exponents, Weyl matrices, exponential dichotomy, and weak disconjugacy, a fundamental role is played by the rotation number for linear Hamiltonian systems of general dimension. The properties of all these objects form the basis for the study of several themes concerning linear-quadratic control problems, including the linear regulator property, the Kalman-Bucy filter, the infinite-horizon optimization problem, the nonautonomous version of the Yakubovich Frequency Theorem, and dissipativity in the Willems sense. The book will be useful for graduate students and researchers interested in nonautonomous differential equations; dynamical systems and ergodic theory; spectral theory of differential operators; and control theory.
Publisher: Springer
ISBN: 3319290258
Category : Mathematics
Languages : en
Pages : 515
Book Description
This monograph contains an in-depth analysis of the dynamics given by a linear Hamiltonian system of general dimension with nonautonomous bounded and uniformly continuous coefficients, without other initial assumptions on time-recurrence. Particular attention is given to the oscillation properties of the solutions as well as to a spectral theory appropriate for such systems. The book contains extensions of results which are well known when the coefficients are autonomous or periodic, as well as in the nonautonomous two-dimensional case. However, a substantial part of the theory presented here is new even in those much simpler situations. The authors make systematic use of basic facts concerning Lagrange planes and symplectic matrices, and apply some fundamental methods of topological dynamics and ergodic theory. Among the tools used in the analysis, which include Lyapunov exponents, Weyl matrices, exponential dichotomy, and weak disconjugacy, a fundamental role is played by the rotation number for linear Hamiltonian systems of general dimension. The properties of all these objects form the basis for the study of several themes concerning linear-quadratic control problems, including the linear regulator property, the Kalman-Bucy filter, the infinite-horizon optimization problem, the nonautonomous version of the Yakubovich Frequency Theorem, and dissipativity in the Willems sense. The book will be useful for graduate students and researchers interested in nonautonomous differential equations; dynamical systems and ergodic theory; spectral theory of differential operators; and control theory.
Discrete Oscillation Theory
Author: Ravi P. Agarwal
Publisher: Hindawi Publishing Corporation
ISBN: 9775945194
Category : Difference Equations
Languages : en
Pages : 977
Book Description
This book is devoted to a rapidly developing branch of the qualitative theory of difference equations with or without delays. It presents the theory of oscillation of difference equations, exhibiting classical as well as very recent results in that area. While there are several books on difference equations and also on oscillation theory for ordinary differential equations, there is until now no book devoted solely to oscillation theory for difference equations. This book is filling the gap, and it can easily be used as an encyclopedia and reference tool for discrete oscillation theory. In nine chapters, the book covers a wide range of subjects, including oscillation theory for second-order linear difference equations, systems of difference equations, half-linear difference equations, nonlinear difference equations, neutral difference equations, delay difference equations, and differential equations with piecewise constant arguments. This book summarizes almost 300 recent research papers and hence covers all aspects of discrete oscillation theory that have been discussed in recent journal articles. The presented theory is illustrated with 121 examples throughout the book. Each chapter concludes with a section that is devoted to notes and bibliographical and historical remarks. The book is addressed to a wide audience of specialists such as mathematicians, engineers, biologists, and physicists. Besides serving as a reference tool for researchers in difference equations, this book can also be easily used as a textbook for undergraduate or graduate classes. It is written at a level easy to understand for college students who have had courses in calculus.
Publisher: Hindawi Publishing Corporation
ISBN: 9775945194
Category : Difference Equations
Languages : en
Pages : 977
Book Description
This book is devoted to a rapidly developing branch of the qualitative theory of difference equations with or without delays. It presents the theory of oscillation of difference equations, exhibiting classical as well as very recent results in that area. While there are several books on difference equations and also on oscillation theory for ordinary differential equations, there is until now no book devoted solely to oscillation theory for difference equations. This book is filling the gap, and it can easily be used as an encyclopedia and reference tool for discrete oscillation theory. In nine chapters, the book covers a wide range of subjects, including oscillation theory for second-order linear difference equations, systems of difference equations, half-linear difference equations, nonlinear difference equations, neutral difference equations, delay difference equations, and differential equations with piecewise constant arguments. This book summarizes almost 300 recent research papers and hence covers all aspects of discrete oscillation theory that have been discussed in recent journal articles. The presented theory is illustrated with 121 examples throughout the book. Each chapter concludes with a section that is devoted to notes and bibliographical and historical remarks. The book is addressed to a wide audience of specialists such as mathematicians, engineers, biologists, and physicists. Besides serving as a reference tool for researchers in difference equations, this book can also be easily used as a textbook for undergraduate or graduate classes. It is written at a level easy to understand for college students who have had courses in calculus.
Stochastic and Infinite Dimensional Analysis
Author: Christopher C. Bernido
Publisher: Birkhäuser
ISBN: 3319072455
Category : Mathematics
Languages : en
Pages : 304
Book Description
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
Publisher: Birkhäuser
ISBN: 3319072455
Category : Mathematics
Languages : en
Pages : 304
Book Description
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
Calculus Of Variations And Functional Analysis, The: With Optimal Control And Applications In Mechanics
Author: Leonid P Lebedev
Publisher: World Scientific
ISBN: 9814485179
Category : Technology & Engineering
Languages : en
Pages : 435
Book Description
This is a book for those who want to understand the main ideas in the theory of optimal problems. It provides a good introduction to classical topics (under the heading of “the calculus of variations”) and more modern topics (under the heading of “optimal control”). It employs the language and terminology of functional analysis to discuss and justify the setup of problems that are of great importance in applications. The book is concise and self-contained, and should be suitable for readers with a standard undergraduate background in engineering mathematics.
Publisher: World Scientific
ISBN: 9814485179
Category : Technology & Engineering
Languages : en
Pages : 435
Book Description
This is a book for those who want to understand the main ideas in the theory of optimal problems. It provides a good introduction to classical topics (under the heading of “the calculus of variations”) and more modern topics (under the heading of “optimal control”). It employs the language and terminology of functional analysis to discuss and justify the setup of problems that are of great importance in applications. The book is concise and self-contained, and should be suitable for readers with a standard undergraduate background in engineering mathematics.
Lyapunov Inequalities and Applications
Author: Ravi P. Agarwal
Publisher: Springer Nature
ISBN: 3030690296
Category : Mathematics
Languages : en
Pages : 616
Book Description
This book provides an extensive survey on Lyapunov-type inequalities. It summarizes and puts order into a vast literature available on the subject, and sketches recent developments in this topic. In an elegant and didactic way, this work presents the concepts underlying Lyapunov-type inequalities, covering how they developed and what kind of problems they address. This survey starts by introducing basic applications of Lyapunov’s inequalities. It then advances towards even-order, odd-order, and higher-order boundary value problems; Lyapunov and Hartman-type inequalities; systems of linear, nonlinear, and quasi-linear differential equations; recent developments in Lyapunov-type inequalities; partial differential equations; linear difference equations; and Lyapunov-type inequalities for linear, half-linear, and nonlinear dynamic equations on time scales, as well as linear Hamiltonian dynamic systems. Senior undergraduate students and graduate students of mathematics, engineering, and science will benefit most from this book, as well as researchers in the areas of ordinary differential equations, partial differential equations, difference equations, and dynamic equations. Some background in calculus, ordinary and partial differential equations, and difference equations is recommended for full enjoyment of the content.
Publisher: Springer Nature
ISBN: 3030690296
Category : Mathematics
Languages : en
Pages : 616
Book Description
This book provides an extensive survey on Lyapunov-type inequalities. It summarizes and puts order into a vast literature available on the subject, and sketches recent developments in this topic. In an elegant and didactic way, this work presents the concepts underlying Lyapunov-type inequalities, covering how they developed and what kind of problems they address. This survey starts by introducing basic applications of Lyapunov’s inequalities. It then advances towards even-order, odd-order, and higher-order boundary value problems; Lyapunov and Hartman-type inequalities; systems of linear, nonlinear, and quasi-linear differential equations; recent developments in Lyapunov-type inequalities; partial differential equations; linear difference equations; and Lyapunov-type inequalities for linear, half-linear, and nonlinear dynamic equations on time scales, as well as linear Hamiltonian dynamic systems. Senior undergraduate students and graduate students of mathematics, engineering, and science will benefit most from this book, as well as researchers in the areas of ordinary differential equations, partial differential equations, difference equations, and dynamic equations. Some background in calculus, ordinary and partial differential equations, and difference equations is recommended for full enjoyment of the content.