• Title/Summary/Keyword: Equations

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INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES

  • Liang, Hong;Zhou, Jianjun
    • Bulletin of the Korean Mathematical Society
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    • v.57 no.2
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    • pp.311-330
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    • 2020
  • This paper investigates infinite horizon optimal control problems driven by a class of backward stochastic delay differential equations in Hilbert spaces. We first obtain a prior estimate for the solutions of state equations, by which the existence and uniqueness results are proved. Meanwhile, necessary and sufficient conditions for optimal control problems on an infinite horizon are derived by introducing time-advanced stochastic differential equations as adjoint equations. Finally, the theoretical results are applied to a linear-quadratic control problem.

Stability of Explicit Symplectic Partitioned Runge-Kutta Methods

  • Koto, Toshiyuki;Song, Eunjee
    • Journal of information and communication convergence engineering
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    • v.12 no.1
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    • pp.39-45
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    • 2014
  • A numerical method for solving Hamiltonian equations is said to be symplectic if it preserves the symplectic structure associated with the equations. Various symplectic methods are widely used in many fields of science and technology. A symplectic method preserves an approximate Hamiltonian perturbed from the original Hamiltonian. It theoretically supports the effectiveness of symplectic methods for long-term integration. Although it is also related to long-term integration, numerical stability of symplectic methods have received little attention. In this paper, we consider explicit symplectic methods defined for Hamiltonian equations with Hamiltonians of the special form, and study their numerical stability using the harmonic oscillator as a test equation. We propose a new stability criterion and clarify the stability of some existing methods that are visually based on the criterion. We also derive a new method that is better than the existing methods with respect to a Courant-Friedrichs-Lewy condition for hyperbolic equations; this new method is tested through a numerical experiment with a nonlinear wave equation.

NEW EXACT SOLUTIONS OF SOME NONLINEAR EVOLUTION EQUATIONS BY SUB-ODE METHOD

  • Lee, Youho;An, Jeong Hyang
    • Honam Mathematical Journal
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    • v.35 no.4
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    • pp.683-699
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    • 2013
  • In this paper, an improved ($\frac{G^{\prime}}{G}$)-expansion method is proposed for obtaining travelling wave solutions of nonlinear evolution equations. The proposed technique called ($\frac{F}{G}$)-expansion method is more powerful than the method ($\frac{G^{\prime}}{G}$)-expansion method. The efficiency of the method is demonstrated on a variety of nonlinear partial differential equations such as KdV equation, mKd equation and Boussinesq equations. As a result, more travelling wave solutions are obtained including not only all the known solutions but also the computation burden is greatly decreased compared with the existing method. The travelling wave solutions are expressed by the hyperbolic functions and the trigonometric functions. The result reveals that the proposed method is simple and effective, and can be used for many other nonlinear evolutions equations arising in mathematical physics.

A SYSTEM OF NONLINEAR PROJECTION EQUATIONS WITH PERTURBATION IN HILBERT SPACES

  • Zhou, Li-Wen;Cho, Yeol-Je;Huang, Nan-Jing
    • East Asian mathematical journal
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    • v.24 no.2
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    • pp.191-199
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    • 2008
  • In this paper, we introduce and studied a system of nonlinear projection equations with perturbation in Hilbert spaces. By using the fixed point theorem, we prove an existence of solution for this system of nonlinear projection equations. We construct an algorithm for approximating the solution of the system of nonlinear projection equations with perturbation and show that the iterative sequence generated by the algorithm converges to the solution of the system of nonlinear projection equations with perturbation under some suitable conditions.

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Power-flow Independent Modeling of Vehicle Powertrain (Power-flow에 독립적인 파워트레인 모델링)

  • 최기영;이승종
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2001.04a
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    • pp.267-270
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    • 2001
  • A lot of efforts have been made to analyze the performance of the vehicle equipped with automatic transmission through simulation. It might be necessary to understand the different types of transmissions, i.e., different power flows, for different models. If there is a module that can be applied to different types of automatic transmission, it could be helpful to transmission-related engineers. This study has started up from this idea. The common bond graph has been obtained from several types of the automatic transmission. The overall generalized equations and kinematic constraint equations have been derived using virtual power sources on common bond graph. They are used to derive state equations and constraints. These equations have been applied as an application to the vehicle equipped with two simple planetary gear set type of Ravigneaux gear type automatic transmission. The state equation, kinematic constraints, and dynamic constraints have been derived in every gear and shift operation using overall generalized equations and kinematic constraint equations. Simulations for constraint speed running, standing-start running, rolling-start running, and LA-4 mode have been conducted to analyze the performance of the vehicle powertrain using GVPS(Generalized Vehicle Powertrain Simulation) program wit pull down menus.

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Study on Aboveground Biomass of Pinus sylvesris var. mongolica Plantation Forest in Northeast China Based on Prediction Equations

  • Jia, Weiwei;Li, Lu;Li, Fengri
    • Journal of Forest and Environmental Science
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    • v.28 no.2
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    • pp.68-74
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    • 2012
  • A total of 45 Pinus sylvestnis var. mongolica trees from 9 plots in northeast China were destructively sampled to develop aboveground prediction equations for inventory application. Sampling plots covered a range of stand ages (12-47-years-old) and densities (450-3,840/ha). The distribution of aboveground biomass of whole-trees and tree component (stems, branches and leaves) of individual trees were studied and 4 equations were developed as functions of diameter at breast height (DBH), total height (HT). All the equations have good estimation effect with high prediction precision over 90%. Forest biomass was estimated based on the individual biomass prediction equations. It was found forest biomass of all organs increased with the increasing of stand age and density. And the period of 45-50 years was the suitable harvest time for Pinus sylvesris plantation.

The Equilibrium Solution and the Stability Analysis of Reynolds Stress Equations for a Homogeneous Turbulent Shear Flow (난류 균일전단유동에 대한 레이놀즈 응력 모형방정식의 평형해와 안정성 해석)

  • 이원근;정명균
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.3
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    • pp.820-833
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    • 1995
  • An analysis is performed to examine the equilibrium state and the stability of modeled Reynolds stress equations for homogeneous turbulent shear flows. The system of the governing equations consists of four coupled ordinary differential equations. The equilibrium states are found by the steady state solution of the governing equations. In order to investigate the stability of the system about its state in equilibrium, and eigenvalue problem is constructed. As a result, constraints for the coeffieients in the model equations are obtained by the stability condition of the equilibrium state as well as by their physically realizable bounds. It is observed that the models with pressure-strain rate correlation that are linear in the anisotropy tensor are stable and produce reasonable equilibrium tensor do not behave properly. Stability considerations about three most commonly used models are given in detail in the final section.

Computational Method for Dynamic Analysis of Constrained Mechanical Systems Using Partial Velocity Matrix Transformation

  • Park, Jung-Hun;Yoo, Hong-Hee;Hwang, Yo-Ha
    • Journal of Mechanical Science and Technology
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    • v.14 no.2
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    • pp.159-167
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    • 2000
  • A computational method for the dynamic analysis of a constrained mechanical system is presented in this paper. The partial velocity matrix, which is the null space of the Jacobian of the constraint equations, is used as the key ingredient for the derivation of reduced equations of motion. The acceleration constraint equations are solved simultaneously with the equations of motion. Thus, the total number of equations to be integrated is equivalent to that of the pseudo generalized coordinates, which denote all the variables employed to describe the configuration of the system of concern. Two well-known conventional methods are briefly introduced and compared with the present method. Three numerical examples are solved to demonstrate the solution accuracy, the computational efficiency, and the numerical stability of the present method.

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AN INITIAL VALUE METHOD FOR SINGULARLY PERTURBED SYSTEM OF REACTION-DIFFUSION TYPE DELAY DIFFERENTIAL EQUATIONS

  • Subburayan, V.;Ramanujam, N.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.17 no.4
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    • pp.221-237
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    • 2013
  • In this paper an asymptotic numerical method named as Initial Value Method (IVM) is suggested to solve the singularly perturbed weakly coupled system of reaction-diffusion type second order ordinary differential equations with negative shift (delay) terms. In this method, the original problem of solving the second order system of equations is reduced to solving eight first order singularly perturbed differential equations without delay and one system of difference equations. These singularly perturbed problems are solved by the second order hybrid finite difference scheme. An error estimate for this method is derived by using supremum norm and it is of almost second order. Numerical results are provided to illustrate the theoretical results.

Study on the Dynamic Characteristics of Composite Shells Subjected to an Electromagnetic Field (자기장을 받는 복합재료 원통쉘의 동적특성 연구)

  • Park, Sang-Yun;Kim, Sung-Kyun;Choi, Jong-Woon;Song, Oh-Seop
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2012.04a
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    • pp.748-754
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    • 2012
  • In this paper free vibration analysis of symmetric and cross-ply elastic laminated shells based on FSDT was performed through discretization of equations of motion and boundary condition. Model of laminated composite shells subjected to a combination of magnetic and thermal fields is developed. These coupled equations of motion are based on the electromagnetic equations (Faraday, Ampere, Ohm, and Lorenz equations) and thermal equations which are involved in constitutive equations. Dynamic characteristic of composite shells for change of magnetic fields is investigated.

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