Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged It$\ddot{\rm o}$ equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.

Fourth order accurate compact scheme with group velocity control (GVC)

For solving complex flow field with multi-scale structure higher order accurate schemes are preferred. Among high order schemes the compact schemes have higher resolving efficiency. When the compact and upwind compact schemes are used to solve aerodynamic problems there are numerical oscillations near the shocks. The reason of oscillation production is because of non-uniform group velocity of wave packets in numerical solutions. For improvement of resolution of the shock a parameter function is introduced in compact scheme to control the group velocity. The newly developed method is simple. It has higher accuracy and less stencil of grid points.

Scheme Construction with Numerical Flux Residual Correction (NFRC) and Group Velocity Control (GVC)

For simulating multi-scale complex flow fields like turbulent flows, the high order accurate schemes are preferred. In this paper, a scheme construction with numerical flux residual correction (NFRC) is presented. Any order accurate difference approximation can be obtained with the NFRC. To improve the resolution of the shock, the constructed schemes are modified with group velocity control (GVC) and weighted group velocity control (WGVC). The method of scheme construction is simple, and it is used to solve practical problems.