Riccati-type equations, generalised WZNW equations, and multidimensional Toda systems

We associate to an arbitrary Z-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati equations. The multidimensional extension of these equations is given. The generalisation of the associated Redheffer-Reid differential systems appears in a natural way. The connection between the Toda systems and the Riccati-type equations in lower and higher dimensions is established. Within this context the integrability problem for those equations is studied. As an illustration, some examples of the integrable multidimensional Riccati-type equations related to the maximally nonabelian Toda systems are given.

H-infinity control design for time-delay linear systems: a rational transfer function based approach

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Variational method for excited states from supersymmetric techniques

We suggest a method for constructing trial eigenfunctions for excited states to be used in the variational method. This method is a generalization of the one that uses a superpotential to obtain the trial functions for the ground state. The construction of an effective hierarchy of Hamiltonians is used to determine excited variational energies. The first four eigenvalues for a quartic double-well potential are calculated for several values of the potential parameter. The results are in very good agreement with the eigenvalues obtained by numerical integration.

The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

State Dependent Riccati Equation (SDRE) control method applied in cancellation of a parametric resonance in a magnetically levitated body

Here, a simplified dynamical model of a magnetically levitated body is considered. The origin of an inertial Cartesian reference frame is set at the pivot point of the pendulum on the levitated body in its static equilibrium state (ie, the gap between the magnet on the base and the magnet on the body, in this state). The governing equations of motion has been derived and the characteristic feature of the strategy is the exploitation of the nonlinear effect of the inertial force associated, with the motion of a pendulum-type vibration absorber driven, by an appropriate control torque [4]. In the present paper, we analyzed the nonlinear dynamics of problem, discussed the energy transfer between the main system and the pendulum in time, and developed State Dependent Riccati Equation (SDRE) control design to reducing the unstable oscillatory movement of the magnetically levitated body to a stable fixed point. The simulations results showed the effectiveness of the (SDRE) control design. Copyright © 2011 by ASME.

Prediction equations to estimate the demand of energy and crude protein for maintenance, gain and egg production for laying Japanese quails

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Stability of multistep second derivative methods for integro-differential equations

The stability of multistep second derivative methods for integro-differential equations is examined through a test equation which allows for the construction of the associated characteristic polynomial and its region of stability (roots in the unit circle) at a proper parameter space. (c) 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Stability of neutral functional differential equations in terms of measures

In this paper we investigate the relationships between different concepts of stability in measure for the solutions of an autonomous or periodic neutral functional differential equation.

On retarded differential equations with impulses

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Position-dependent effective mass Dirac equations with PT-symmetric and non-PT-symmetric potentials

We present a new procedure to construct the one-dimensional non-Hermitian imaginary potential with a real energy spectrum in the context of the position-dependent effective mass Dirac equation with the vector-coupling scheme in 1 + 1 dimensions. In the first example, we consider a case for which the mass distribution combines linear and inversely linear forms, the Dirac problem with a PT-symmetric potential is mapped into the exactly solvable Schrodinger-like equation problem with the isotonic oscillator by using the local scaling of the wavefunction. In the second example, we take a mass distribution with smooth step shape, the Dirac problem with a non-PT-symmetric imaginary potential is mapped into the exactly solvable Schrodinger-like equation problem with the Rosen-Morse potential. The real relativistic energy levels and corresponding wavefunctions for the bound states are obtained in terms of the supersymmetric quantum mechanics approach and the function analysis method.

A study of a numerical solution of the steady two dimensions Navier-Stokes equations in a constricted channel problem by a compact fourth order method

We present a numerical solution for the steady 2D Navier-Stokes equations using a fourth order compact-type method. The geometry of the problem is a constricted symmetric channel, where the boundary can be varied, via a parameter, from a smooth constriction to one possessing a very sharp but smooth corner allowing us to analyse the behaviour of the errors when the solution is smooth or near singular. The set of non-linear equations is solved by the Newton method. Results have been obtained for Reynolds number up to 500. Estimates of the errors incurred have shown that the results are accurate and better than those of the corresponding second order method. (C) 2002 Elsevier B.V. All rights reserved.

On exact boundary controllability for linearly coupled wave equations

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Dynamics at infinity and other global dynamical aspects of Shimizu-Morioka equations

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)