


卷 57, 编号 5 (2017)
- 年: 2017
- 文章: 13
- URL: https://journal-vniispk.ru/0965-5425/issue/view/11138
Article
On the theory of singular optimal controls in dynamic systems with control delay
摘要
An optimal control problem with a control delay is considered, and a more broad class of singular (in classical sense) controls is investigated. Various sequences of necessary conditions for the optimality of singular controls in recurrent form are obtained. These optimality conditions include analogues of the Kelley, Kopp–Moyer, R. Gabasov, and equality-type conditions. In the proof of the main results, the variation of the control is defined using Legendre polynomials.



Bernoulli substitution in the Ramsey model: Optimal trajectories under control constraints
摘要
We consider a neoclassical (economic) growth model. A nonlinear Ramsey equation, modeling capital dynamics, in the case of Cobb-Douglas production function is reduced to the linear differential equation via a Bernoulli substitution. This considerably facilitates the search for a solution to the optimal growth problem with logarithmic preferences. The study deals with solving the corresponding infinite horizon optimal control problem. We consider a vector field of the Hamiltonian system in the Pontryagin maximum principle, taking into account control constraints. We prove the existence of two alternative steady states, depending on the constraints. A proposed algorithm for constructing growth trajectories combines methods of open-loop control and closed-loop regulatory control. For some levels of constraints and initial conditions, a closed-form solution is obtained. We also demonstrate the impact of technological change on the economic equilibrium dynamics. Results are supported by computer calculations.



Dynamics and variational inequalities
摘要
A terminal control problem with linear dynamics and a boundary condition given implicitly in the form of a solution of a variational inequality is considered. In the general control theory, this problem belongs to the class of stabilization problems. A saddle-point method of the extragradient type is proposed for its solution. The method is proved to converge with respect to all components of the solution, i.e., with respect to controls, phase and adjoint trajectories, and the finite-dimensional variables of the terminal problem.



The projection Galerkin method for solving the time-independent differential diffusion equation in a semi-infinite domain
摘要
Using the diffusion equation as an example, results of applying the projection Galerkin method for solving time-independent heat and mass transfer equations in a semi-infinite domain are presented. The convergence of the residual corresponding to the approximate solution of the timeindependent diffusion equation obtained by the projection method using the modified Laguerre functions is proved. Computational results for a two-dimensional toy problem are presented.



Computer difference scheme for a singularly perturbed elliptic convection–diffusion equation in the presence of perturbations
摘要
A grid approximation of a boundary value problem for a singularly perturbed elliptic convection–diffusion equation with a perturbation parameter ε, ε ∈ (0,1], multiplying the highest order derivatives is considered on a rectangle. The stability of a standard difference scheme based on monotone approximations of the problem on a uniform grid is analyzed, and the behavior of discrete solutions in the presence of perturbations is examined. With an increase in the number of grid nodes, this scheme does not converge -uniformly in the maximum norm, but only conditional convergence takes place. When the solution of the difference scheme converges, which occurs if N1-1N2-1 ≪ ε, where N1 and N2 are the numbers of grid intervals in x and y, respectively, the scheme is not -uniformly well-conditioned or ε-uniformly stable to data perturbations in the grid problem and to computer perturbations. For the standard difference scheme in the presence of data perturbations in the grid problem and/or computer perturbations, conditions imposed on the “parameters” of the difference scheme and of the computer (namely, on ε, N1,N2, admissible data perturbations in the grid problem, and admissible computer perturbations) are obtained that ensure the convergence of the perturbed solutions as N1,N2 → ∞, ε ∈ (0,1]. The difference schemes constructed in the presence of the indicated perturbations that converges as N1,N2 → ∞ for fixed ε, ε ∈ (0,1, is called a computer difference scheme. Schemes converging ε-uniformly and conditionally converging computer schemes are referred to as reliable schemes. Conditions on the data perturbations in the standard difference scheme and on computer perturbations are also obtained under which the convergence rate of the solution to the computer difference scheme has the same order as the solution of the standard difference scheme in the absence of perturbations. Due to this property of its solutions, the computer difference scheme can be effectively used in practical computations.



Inverse problem of determining the right-hand side in a degenerating parabolic equation with unbounded coefficients
摘要
Uniqueness and existence theorems for the solution of the inverse problem for a degenerating parabolic equation with unbounded coefficients on a plane in conditions of integral observations are proven. Estimates of the solution with constants explicitly expresses via the input data of the problem are obtained.



Time step selection for the numerical solution of boundary value problems for parabolic equations
摘要
An algorithm is proposed for selecting a time step for the numerical solution of boundary value problems for parabolic equations. The solution is found by applying unconditionally stable implicit schemes, while the time step is selected using the solution produced by an explicit scheme. Explicit computational formulas are based on truncation error estimation at a new time level. Numerical results for a model parabolic boundary value problem are presented, which demonstrate the performance of the time step selection algorithm.



Time-independent reaction–diffusion equation with a discontinuous reactive term
摘要
A two-dimensional singularly perturbed elliptic equation referred to in applications as the reaction–diffusion equation is considered. The nonlinearity describing the reaction is assumed to be discontinuous on a certain closed curve. On the basis of the generalized asymptotic comparison principle, the existence of smooth solution is proven and the accuracy of the asymptotic approximation is estimated.



Algorithms for solving inverse problems in the optics of layered media based on comparing the extrema of spectral characteristics
摘要
A new algorithm for determining the optical parameters of deposited multilayer optical coatings based on comparing the positions of the extrema of the optical characteristics of multilayer optical coatings is proposed. Two versions of this algorithm are compared. Using a series of numerical simulation experiments, the advantage of one of these versions is demonstrated. It is shown that this version decreases the influence of systematic errors in the spectral data.



Comparison of additional second-order terms in finite-difference Euler equations and regularized fluid dynamics equations
摘要
In recent years, an area of research in computational mathematics has emerged that is associated with the numerical solution of fluid flow problems based on regularized fluid dynamics equations involving additional terms with velocity, pressure, and body force. The inclusion of these functions in the additional terms has been physically substantiated only for pressure and body force. In this paper, the continuity equation obtained geometrically by Euler is shown to involve second-order terms in time that contain Jacobians of the velocity field and are consistent with some of the additional terms in the regularized fluid dynamics equations. The same Jacobians are contained in the inhomogeneous right-hand side of the wave equation and generate waves of pressure, density, and sound. Physical interpretations of the additional terms used in the regularized fluid dynamics equations are given.



Influence of the lateral wall velocity on three-dimensional disturbance development in plane Poiseuille–Couette flow
摘要
The linear stage of three-dimensional disturbance development in the Poiseuille–Couette flow in the case when both walls can move in the lateral direction is investigated by applying the asymptotic triple-deck theory. It is shown that the lateral wall velocity has no effect on the streamwise velocity of a wave packet. The packet does not bifurcate, but drifts in the lateral direction at the speed equal to the arithmetic mean of the walls’ speeds. Characteristic “ripples” in the lateral direction are observed at the stage of packet formation.



Sound field suppression in a waveguide equipped with a transverse packet resonator
摘要
Noise cancellation in a waveguide by applying a transverse packet resonator is studied. It is shown that this resonator expands the spectrum of suppressed frequencies in a narrow waveguide.



Upper bound for the length of functions over a finite field in the class of pseudopolynomials
摘要
An exclusive-OR sum of pseudoproducts (ESPP), or a pseudopolynomial over a finite field is a sum of products of linear functions. The length of an ESPP is defined as the number of its pairwise distinct summands. The length of a function f over this field in the class of ESPPs is the minimum length of an ESPP representing this function. The Shannon length function LkESPP(n) on the set of functions over a finite field of k elements in the class of ESPPs is considered; it is defined as the maximum length of a function of n variables over this field in the class of ESPPs. It is proved that LkESPP(n) = O(kn/n2).


