• Title/Summary/Keyword: Equations of state

Search Result 1,474, Processing Time 0.03 seconds

ALGORITHMS FOR SOLVING MATRIX POLYNOMIAL EQUATIONS OF SPECIAL FORM

  • Dulov, E.V.
    • Journal of applied mathematics & informatics
    • /
    • v.7 no.1
    • /
    • pp.41-60
    • /
    • 2000
  • In this paper we consider a series of algorithms for calculating radicals of matrix polynomial equations. A particular aspect of this problem arise in author's work. concerning parameter identification of linear dynamic stochastic system. Special attention is given of searching the solution of an equation in a neighbourhood of some initial approximation. The offered approaches and algorithms allow us to receive fast and quite exact solution. We give some recommendations for application of given algorithms.

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

  • Liang, Hong;Zhou, Jianjun
    • Bulletin of the Korean Mathematical Society
    • /
    • v.57 no.2
    • /
    • pp.311-330
    • /
    • 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.

OPTIMAL CONTROL PROBLEMS FOR SEMILINEAR EVOLUTION EQUATIONS

  • Jeong, Jin-Mun;Kim, Jin-Ran;Roh, Hyun-Hee
    • Journal of the Korean Mathematical Society
    • /
    • v.45 no.3
    • /
    • pp.757-769
    • /
    • 2008
  • This paper deals with the existence of optimal controls and maximal principles for semilinear evolution equations with the nonlinear term satisfying Lipschitz continuity. We also present the necessary conditions of optimality which are described by the adjoint state corresponding to the linear equations without a condition of differentiability for nonlinear term.

A LOCAL-GLOBAL VERSION OF A STEPSIZE CONTROL FOR RUNGE-KUTTA METHODS

  • Kulikov, G.Yu
    • Journal of applied mathematics & informatics
    • /
    • v.7 no.2
    • /
    • pp.409-438
    • /
    • 2000
  • In this paper we develop a new procedure to control stepsize for Runge- Kutta methods applied to both ordinary differential equations and semi-explicit index 1 differential-algebraic equation In contrast to the standard approach, the error control mechanism presented here is based on monitoring and controlling both the local and global errors of Runge- Kutta formulas. As a result, Runge-Kutta methods with the local-global stepsize control solve differential of differential-algebraic equations with any prescribe accuracy (up to round-off errors)

OPTIMAL PROBLEM FOR RETARDED SEMILINEAR DIFFERENTIAL EQUATIONS

  • Park, Dong-Gun;Jeong, Jin-Mun;Kang, Weon-Kee
    • Journal of the Korean Mathematical Society
    • /
    • v.36 no.2
    • /
    • pp.317-332
    • /
    • 1999
  • In this paper we deal with the optimal control problem for the semilinear functional differential equations with unbounded delays. We will also establish the regularity for solutions of the given system. By using the penalty function method we derive the optimal conditions for optimality of an admissible state-control pairs.

  • PDF

NUMERICAL METHODS SOLVING THE SEMI-EXPLICIT DIFFERENTIAL-ALGEBRAIC EQUATIONS BY IMPLICIT MULTISTEP FIXED STEP SIZE METHODS

  • Kulikov, G.Yu.
    • Journal of applied mathematics & informatics
    • /
    • v.4 no.2
    • /
    • pp.341-378
    • /
    • 1997
  • We consider three classes of numerical methods for solv-ing the semi-explicit differential-algebraic equations of index 1 and higher. These methods use implicit multistep fixed stepsize methods and several iterative processes including simple iteration, full a2nd modified Newton iteration. For these methods we prove convergence theorems and derive error estimates. We consider different ways of choosing initial approximations for these iterative methods and in-vestigate their efficiency in theory and practice.

MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS

  • Lu, Wen;Ren, Yong
    • Bulletin of the Korean Mathematical Society
    • /
    • v.54 no.1
    • /
    • pp.17-28
    • /
    • 2017
  • In this paper, we deal with a class of mean-field backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We obtain the existence and uniqueness theorem and a comparison theorem for solutions of one-dimensional mean-field BSDEs under Lipschitz condition.

Power System Equilibrium Optimization (EOPT) with a Nonlinear Interior Point Method (비선형 내점법을 이용한 전력계통 평형점 최적화 (EOPT))

  • Song, Hwa-Chang;Dosano, Jose Rodel
    • Proceedings of the KIEE Conference
    • /
    • 2006.07a
    • /
    • pp.8-9
    • /
    • 2006
  • This paper presents a new methodology to calculate an optimal solution of equilibrium to power system differential algebraic equations. It employs a nonlinear interior point method for solving the optimization formulation, which includes dynamic equations representing two-axis synchronous generator models with AVR and speed governing control, algebraic equations, and steady-state nonlinear loads. Equilibrium optimization (EOPT) is useful for diverse purposes in power system analysis and control with consideration of the system frequency constraint.

  • PDF

Non-linear Vibration of Rectangular Plates (직사각형 평판의 비선형 진동)

  • Chang, Seo-Il;Lee, Jang-Moo
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
    • /
    • 1994.10a
    • /
    • pp.35-39
    • /
    • 1994
  • One of the important characteristics of the response of nonlinear systems is the existence of subharmonic resonances. When some conditions in parameter space are satisfied. It is possible even in the presence of damping for a periodically excited nonlinear system to possess a response which is the combination of a contribution at the excitation frequency and a component at the system natural frequency. The system natural frequency being a submultiple of the excitation frequency implies that the resulting response is a subharmonic oscillation. In general, there also co-exists, for the system, a response at the excitation frequency, and initial conditions determine which of the steady-state responses is achieved in an experiment or a numerical simulation. In single-degree-of-freedom systems with harmonic excitation, depending on the type of the nonlinearity, e.g., cubic or quadratic the frequency of subharmonic response is respectively, one-third or one-half of that of the excitation frequency. Although subharmonic resonance is one of the principal characteristics of a nonlinear system the subharmonic responses of structures in the presence of internal resonances have been studied very rarely. In this work, we consider subharmonic responses in the two-mode approximation of the plate equations. It is assumed that the two modes are in one-to-one internal resonance. Constant and periodic steady-state solutions of the averaged equations are studied. Finally, the results of direct time integration of the original equations of motion are presented and compared with those obtained from the averaged equations.

  • PDF