Description of the attainable sets of one-dimensional differential inclusions

The role played by the attainable set of a differential inclusion, in the study of dynamic control systems and fuzzy differential equations, is widely acknowledged. A procedure for estimating the attainable set is rather complicated compared to the numerical methods for differential equations. This article addresses an alternative approach, based on an optimal control tool, to obtain a description of the attainable sets of differential inclusions. In particular, we obtain an exact delineation of the attainable set for a large class of nonlinear differential inclusions.

STRUCTURE AND BIFURCATION OF PULLBACK ATTRACTORS IN A NON-AUTONOMOUS CHAFEE-INFANTE EQUATION

The Chafee-Infante equation is one of the canonical infinite-dimensional dynamical systems for which a complete description of the global attractor is available. In this paper we study the structure of the pullback attractor for a non-autonomous version of this equation, u(t) = u(xx) + lambda(xx) - lambda u beta(t)u(3), and investigate the bifurcations that this attractor undergoes as A is varied. We are able to describe these in some detail, despite the fact that our model is truly non-autonomous; i.e., we do not restrict to 'small perturbations' of the autonomous case.

A Stochastic Control Approach to a Parabolic Equation, Reciprocal Processes

2000 Mathematics Subject Classi cation: 49L60, 60J60, 93E20.

Credit risk & forward price models

Doutoramento em Gestão

Differential evolution based 3-D guidance law for a realistic interceptor model

This paper presents a novel, soft computing based solution to a complex optimal control or dynamic optimization problem that requires the solution to be available in real-time. The complexities in this problem of optimal guidance of interceptors launched with high initial heading errors include the more involved physics of a three dimensional missile-target engagement, and those posed by the assumption of a realistic dynamic model such as time-varying missile speed, thrust, drag and mass, besides gravity, and upper bound on the lateral acceleration. The classic, pure proportional navigation law is augmented with a polynomial function of the heading error, and the values of the coefficients of the polynomial are determined using differential evolution (DE). The performance of the proposed DE enhanced guidance law is compared against the existing conventional laws in the literature, on the criteria of time and energy optimality, peak lateral acceleration demanded, terminal speed and robustness to unanticipated target maneuvers, to illustrate the superiority of the proposed law. (C) 2013 Elsevier B. V. All rights reserved.

On the Cesari fixed point method in a Banach space

In a paper published in 1961, L. Cesari [1] introduces a method which extends certain earlier existence theorems of Cesari and Hale ([2] to [6]) for perturbation problems to strictly nonlinear problems. Various authors ([1], [7] to [15]) have now applied this method to nonlinear ordinary and partial differential equations. The basic idea of the method is to use the contraction principle to reduce an infinite-dimensional fixed point problem to a finite-dimensional problem which may be attacked using the methods of fixed point indexes.

The following is my formulation of the Cesari fixed point method:

Let B be a Banach space and let S be a finite-dimensional linear subspace of B. Let P be a projection of B onto S and suppose Г≤B such that pГ is compact and such that for every x in PГ, P^-1x∩Г is closed. Let W be a continuous mapping from Г into B. The Cesari method gives sufficient conditions for the existence of a fixed point of W in Г.

Let I denote the identity mapping in B. Clearly y = Wy for some y in Г if and only if both of the following conditions hold:

(i) Py = PWy.

(ii) y = (P + (I - P)W)y.

Definition. The Cesari fixed paint method applies to (Г, W, P) if and only if the following three conditions are satisfied:

(1) For each x in PГ, P + (I - P)W is a contraction from P^-1x∩Г into itself. Let y(x) be that element (uniqueness follows from the contraction principle) of P^-1x∩Г which satisfies the equation y(x) = Py(x) + (I-P)Wy(x).

(2) The function y just defined is continuous from PГ into B.

(3) There are no fixed points of PWy on the boundary of PГ, so that the (finite- dimensional) fixed point index i(PWy, int PГ) is defined.

Definition. If the Cesari fixed point method applies to (Г, W, P) then define i(Г, W, P) to be the index i(PWy, int PГ).

The three theorems of this thesis can now be easily stated.

Theorem 1 (Cesari). If i(Г, W, P) is defined and i(Г, W, P) ≠0, then there is a fixed point of W in Г.

Theorem 2. Let the Cesari fixed point method apply to both (Г, W, P₁) and (Г, W, P₂). Assume that P₂P₁=P₁P₂=P₁ and assume that either of the following two conditions holds:

(1) For every b in B and every z in the range of P₂, we have that ‖b=P₂b‖ ≤ ‖b-z‖

(2)P₂Г is convex.

Then i(Г, W, P₁) = i(Г, W, P₂).

Theorem 3. If Ω is a bounded open set and W is a compact operator defined on Ω so that the (infinite-dimensional) Leray-Schauder index i_LS(W, Ω) is defined, and if the Cesari fixed point method applies to (Ω, W, P), then i(Ω, W, P) = i_LS(W, Ω).

Theorems 2 and 3 are proved using mainly a homotopy theorem and a reduction theorem for the finite-dimensional and the Leray-Schauder indexes. These and other properties of indexes will be listed before the theorem in which they are used.

Dynamics of a class of ODEs more general than almost periodic

A temporally global solution, if it exists, of a nonautonomous ordinary differential equation need not be periodic, almost periodic or almost automorphic when the forcing term is periodic, almost periodic or almost automorphic, respectively. An alternative class of functions extending periodic and almost periodic functions which has the property that a bounded temporally global solution solution of a nonautonomous ordinary differential equation belongs to this class when the forcing term does is introduced here. Specifically, the class of functions consists of uniformly continuous functions, defined on the real line and taking values in a Banach space, which have pre-compact ranges. Besides periodic and almost periodic functions, this class also includes many nonrecurrent functions. Assuming a hyperbolic structure for the unperturbed linear equation and certain properties for the linear and nonlinear parts, the existence of a special bounded entire solution, as well the existence of stable and unstable manifolds of this solution are established. Moreover, it is shown that this solution and these manifolds inherit the temporal behaviour of the vector field equation. In the stable case it is shown that this special solution is the pullback attractor of the system. A class of infinite dimensional examples involving a linear operator consisting of a time independent part which generates a C(0)-semigroup plus a small time dependent part is presented and applied to systems of coupled heat and beam equations. (C) 2010 Elsevier Ltd. All rights reserved.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Differential forms on Carnot groups

The main goal of this thesis is to understand and link together some of the early works by Michel Rumin and Pierre Julg. The work is centered around the so-called Rumin complex, which is a construction in subRiemannian geometry. A Carnot manifold is a manifold endowed with a horizontal distribution. If further a metric is given, one gets a subRiemannian manifold. Such data arise in different contexts, such as: - formulation of the second principle of thermodynamics; - optimal control; - propagation of singularities for sums of squares of vector fields; - real hypersurfaces in complex manifolds; - ideal boundaries of rank one symmetric spaces; - asymptotic geometry of nilpotent groups; - modelization of human vision. Differential forms on a Carnot manifold have weights, which produces a filtered complex. In view of applications to nilpotent groups, Rumin has defined a substitute for the de Rham complex, adapted to this filtration. The presence of a filtered complex also suggests the use of the formal machinery of spectral sequences in the study of cohomology. The goal was indeed to understand the link between Rumin's operator and the differentials which appear in the various spectral sequences we have worked with: - the weight spectral sequence; - a special spectral sequence introduced by Julg and called by him Forman's spectral sequence; - Forman's spectral sequence (which turns out to be unrelated to the previous one). We will see that in general Rumin's operator depends on choices. However, in some special cases, it does not because it has an alternative interpretation as a differential in a natural spectral sequence. After defining Carnot groups and analysing their main properties, we will introduce the concept of weights of forms which will produce a splitting on the exterior differential operator d. We shall see how the Rumin complex arises from this splitting and proceed to carry out the complete computations in some key examples. From the third chapter onwards we will focus on Julg's paper, describing his new filtration and its relationship with the weight spectral sequence. We will study the connection between the spectral sequences and Rumin's complex in the n-dimensional Heisenberg group and the 7-dimensional quaternionic Heisenberg group and then generalize the result to Carnot groups using the weight filtration. Finally, we shall explain why Julg required the independence of choices in some special Rumin operators, introducing the Szego map and describing its main properties.

Optimization problems for controlled mechanical systems : bridging the gap between theory and application

Mechanical control systems have become a part of our everyday life. Systems such as automobiles, robot manipulators, mobile robots, satellites, buildings with active vibration controllers and air conditioning systems, make life easier and safer, as well as help us explore the world we live in and exploit it’s available resources. In this chapter, we examine a specific example of a mechanical control system; the Autonomous Underwater Vehicle (AUV). Our contribution to the advancement of AUV research is in the area of guidance and control. We present innovative techniques to design and implement control strategies that consider the optimization of time and/or energy consumption. Recent advances in robotics, control theory, portable energy sources and automation increase our ability to create more intelligent robots, and allows us to conduct more explorations by use of autonomous vehicles. This facilitates access to higher risk areas, longer time underwater, and more efficient exploration as compared to human occupied vehicles. The use of underwater vehicles is expanding in every area of ocean science. Such vehicles are used by oceanographers, archaeologists, geologists, ocean engineers, and many others. These vehicles are designed to be agile, versatile and robust, and thus, their usage has gone from novelty to necessity for any ocean expedition.

Optimal coordination of overcurrent relays in distribution systems with distributed generators based on differential evolution algorithm

Distributed generators (DGs) are defined as generators that are connected to a distribution network. The direction of the power flow and short-circuit current in a network could be changed compared with one without DGs. The conventional protective relay scheme does not meet the requirement in this emerging situation. As the number and capacity of DGs in the distribution network increase, the problem of coordinating protective relays becomes more challenging. Given this background, the protective relay coordination problem in distribution systems is investigated, with directional overcurrent relays taken as an example, and formulated as a mixed integer nonlinear programming problem. A mathematical model describing this problem is first developed, and the well-developed differential evolution algorithm is then used to solve it. Finally, a sample system is used to demonstrate the feasiblity and efficiency of the developed method.

An account of chronological developments in control of distributed parameter systems

Control systems arising in many engineering fields are often of distributed parameter type, which are modeled by partial differential equations. Decades of research have lead to a great deal of literature on distributed parameter systems scattered in a wide spectrum.Extensions of popular finite-dimensional techniques to infinite-dimensional systems as well as innovative infinite-dimensional specific control design approaches have been proposed. A comprehensive account of all the developments would probably require several volumes and is perhaps a very difficult task. In this paper, however, an attempt has been made to give a brief yet reasonably representative account of many of these developments in a chronological order. To make it accessible to a wide audience, mathematical descriptions have been completely avoided with the assumption that an interested reader can always find the mathematical details in the relevant references.

An online-implementable differential evolution tuned all-aspect guidance law

This paper proposes a differential evolution based method of improving the performance of conventional guidance laws at high heading errors, without resorting to techniques from optimal control theory, which are complicated and suffer from several limitations. The basic guidance law is augmented with a term that is a polynomial function of the heading error. The values of the coefficients of the polynomial are found by applying the differential evolution algorithm. The results are compared with the basic guidance law, and the all-aspect proportional navigation laws in the literature. A scheme for online implementation of the proposed law for application in practice is also given. (c) 2010 Elsevier Ltd. All rights reserved.