A pointwise constrained version of the Liapunov convexity theorem for vectorial linear first-order control systems

We generalize the Liapunov convexity theorem's version for vectorial control systems driven by linear ODEs of first-order p = 1 , in any dimension d ∈ N , by including a pointwise state-constraint. More precisely, given a x ‾ ( ⋅ ) ∈ W p , 1 ( [ a , b ] , R d ) solving the convexified p-th order differential inclusion L p x ‾ ( t ) ∈ co { u 0 ( t ) , u 1 ( t ) , … , u m ( t ) } a.e., consider the general problem consisting in finding bang-bang solutions (i.e. L p x ˆ ( t ) ∈ { u 0 ( t ) , u 1 ( t ) , … , u m ( t ) } a.e.) under the same boundary-data, x ˆ ( k ) ( a ) = x ‾ ( k ) ( a ) & x ˆ ( k ) ( b ) = x ‾ ( k ) ( b ) ( k = 0 , 1 , … , p − 1 ); but restricted, moreover, by a pointwise state constraint of the type 〈 x ˆ ( t ) , ω 〉 ≤ 〈 x ‾ ( t ) , ω 〉 ∀ t ∈ [ a , b ] (e.g. ω = ( 1 , 0 , … , 0 ) yielding x ˆ 1 ( t ) ≤ x ‾ 1 ( t ) ). Previous results in the scalar d = 1 case were the pioneering Amar & Cellina paper (dealing with L p x ( ⋅ ) = x ′ ( ⋅ ) ), followed by Cerf & Mariconda results, who solved the general case of linear differential operators L p of order p ≥ 2 with C 0 ( [ a , b ] ) -coefficients. This paper is dedicated to: focus on the missing case p = 1 , i.e. using L p x ( ⋅ ) = x ′ ( ⋅ ) + A ( ⋅ ) x ( ⋅ ) ; generalize the dimension of x ( ⋅ ) , from the scalar case d = 1 to the vectorial d ∈ N case; weaken the coefficients, from continuous to integrable, so that A ( ⋅ ) now becomes a d × d -integrable matrix; and allow the directional vector ω to become a moving AC function ω ( ⋅ ) . Previous vectorial results had constant ω, no matrix (i.e. A ( ⋅ ) ≡ 0 ) and considered: constant control-vertices (Amar & Mariconda) and, more recently, integrable control-vertices (ourselves).

Analysis of optimal control problems for the incompressible MHD equations and implementation in a finite element multiphysics code

This thesis deals with the study of optimal control problems for the incompressible Magnetohydrodynamics (MHD) equations. Particular attention to these problems arises from several applications in science and engineering, such as fission nuclear reactors with liquid metal coolant and aluminum casting in metallurgy. In such applications it is of great interest to achieve the control on the fluid state variables through the action of the magnetic Lorentz force. In this thesis we investigate a class of boundary optimal control problems, in which the flow is controlled through the boundary conditions of the magnetic field. Due to their complexity, these problems present various challenges in the definition of an adequate solution approach, both from a theoretical and from a computational point of view. In this thesis we propose a new boundary control approach, based on lifting functions of the boundary conditions, which yields both theoretical and numerical advantages. With the introduction of lifting functions, boundary control problems can be formulated as extended distributed problems. We consider a systematic mathematical formulation of these problems in terms of the minimization of a cost functional constrained by the MHD equations. The existence of a solution to the flow equations and to the optimal control problem are shown. The Lagrange multiplier technique is used to derive an optimality system from which candidate solutions for the control problem can be obtained. In order to achieve the numerical solution of this system, a finite element approximation is considered for the discretization together with an appropriate gradient-type algorithm. A finite element object-oriented library has been developed to obtain a parallel and multigrid computational implementation of the optimality system based on a multiphysics approach. Numerical results of two- and three-dimensional computations show that a possible minimum for the control problem can be computed in a robust and accurate manner.

Boundary value problems for third-order linear PDEs in time-dependent domains

We present the extension of a methodology to solve moving boundary value problems from the second-order case to the case of the third-order linear evolution PDE qt + qxxx = 0. This extension is the crucial step needed to generalize this methodology to PDEs of arbitrary order. The methodology is based on the derivation of inversion formulae for a class of integral transforms that generalize the Fourier transform and on the analysis of the global relation associated with the PDE. The study of this relation and its inversion using the appropriate generalized transform are the main elements of the proof of our results.

Two-point boundary value problems for linear evolution equations

We study boundary value problems for a linear evolution equation with spatial derivatives of arbitrary order, on the domain 0 < x < L, 0 < t < T, with L and T positive nite constants. We present a general method for identifying well-posed problems, as well as for constructing an explicit representation of the solution of such problems. This representation has explicit x and t dependence, and it consists of an integral in the k-complex plane and of a discrete sum. As illustrative examples we solve some two-point boundary value problems for the equations iqt + qxx = 0 and qt + qxxx = 0.

Iterated deferred correction for linear two-point boundary value problems

An analysis of iterated deferred correction based on various classes of implicit Runge-Kutta formulae is given. Out of different possibilities considered, it is shown that those based purely on Lobatto formulae have the best stability. The enhanced stability of Lobatto schemes is very important for the efficient integration of excessively stiff boundary value problems and this is demonstrated by means of some numerical results.

Application of Petrov-Galerkin methods to transient boundary value problems in chemical engineering: adsorption with steep gradients in bidisperse solids

Petrov-Galerkin methods are known to be versatile techniques for the solution of a wide variety of convection-dispersion transport problems, including those involving steep gradients. but have hitherto received little attention by chemical engineers. We illustrate the technique by means of the well-known problem of simultaneous diffusion and adsorption in a spherical sorbent pellet comprised of spherical, non-overlapping microparticles of uniform size and investigate the uptake dynamics. Solutions to adsorption problems exhibit steep gradients when macropore diffusion controls or micropore diffusion controls, and the application of classical numerical methods to such problems can present difficulties. In this paper, a semi-discrete Petrov-Galerkin finite element method for numerically solving adsorption problems with steep gradients in bidisperse solids is presented. The numerical solution was found to match the analytical solution when the adsorption isotherm is linear and the diffusivities are constant. Computed results for the Langmuir isotherm and non-constant diffusivity in microparticle are numerically evaluated for comparison with results of a fitted-mesh collocation method, which was proposed by Liu and Bhatia (Comput. Chem. Engng. 23 (1999) 933-943). The new method is simple, highly efficient, and well-suited to a variety of adsorption and desorption problems involving steep gradients. (C) 2001 Elsevier Science Ltd. All rights reserved.

Factorization of elliptic boundary value problems by invariant embedding and application to overdetermined problems

Dissertação para obtenção do Grau de Doutor em Matemática

Moving boundary value problems for the wave equation

We study certain boundary value problems for the one-dimensional wave equation posed in a time-dependent domain. The approach we propose is based on a general transform method for solving boundary value problems for integrable nonlinear PDE in two variables, that has been applied extensively to the study of linear parabolic and elliptic equations. Here we analyse the wave equation as a simple illustrative example to discuss the particular features of this method in the context of linear hyperbolic PDEs, which have not been studied before in this framework.

Well-posed boundary value problems for integrable evolution equations on a finite interval

We consider boundary value problems posed on an interval [0,L] for an arbitrary linear evolution equation in one space dimension with spatial derivatives of order n. We characterize a class of such problems that admit a unique solution and are well posed in this sense. Such well-posed boundary value problems are obtained by prescribing N conditions at x=0 and n–N conditions at x=L, where N depends on n and on the sign of the highest-degree coefficient n in the dispersion relation of the equation. For the problems in this class, we give a spectrally decomposed integral representation of the solution; moreover, we show that these are the only problems that admit such a representation. These results can be used to establish the well-posedness, at least locally in time, of some physically relevant nonlinear evolution equations in one space dimension.

Initial boundary value problems for the nonlinear Schrödinger equation

A new spectral method for solving initial boundary value problems for linear and integrable nonlinear partial differential equations in two independent variables is applied to the nonlinear Schrödinger equation and to its linearized version in the domain {x≥l(t), t≥0}. We show that there exist two cases: (a) if l″(t)<0, then the solution of the linear or nonlinear equations can be obtained by solving the respective scalar or matrix Riemann-Hilbert problem, which is defined on a time-dependent contour; (b) if l″(t)>0, then the Riemann-Hilbert problem is replaced by a respective scalar or matrix problem on a time-independent domain. In both cases, the solution is expressed in a spectrally decomposed form.

Well-posed two-point initial-boundary value problems with arbitrary boundary conditions

We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series. The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.

Numerical Methods for Stiff Two-Point Boundary Value Problems

We consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate smoothness conditions, a priori estimates are obtained. Problems with turning points can be treated with this theory, and we discuss this in detail. We give robust difference approximations and present error estimates for these schemes. In particular we give a detailed description of how to transform a general system to essentially diagonally dominant form and then stretch the independent variable so that the system will satisfy the correct smoothness conditions. Numerical examples are presented for both linear and nonlinear problems.