• Title/Summary/Keyword: Lipschitz Condition

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CONTINUOUS DEPENDENCE PROPERTIES ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATION

  • Fan, Sheng-Jun;Wu, Zhu-Wu;Zhu, Kai-Yong
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.427-435
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    • 2007
  • The existence theorem and continuous dependence property in $"L^2"$ sense for solutions of backward stochastic differential equation (shortly BSDE) with Lipschitz coefficients were respectively established by Pardoux-Peng and Peng in [1,2], Mao and Cao generalized the Pardoux-Peng's existence and uniqueness theorem to BSDE with non-Lipschitz coefficients in [3,4]. The present paper generalizes the Peng's continuous dependence property in $"L^2"$ sense to BSDE with Mao and Cao's conditions. Furthermore, this paper investigates the continuous dependence property in "almost surely" sense for BSDE with Mao and Cao's conditions, based on the comparison with the classical mathematical expectation.

Design of a Nonlinear Observer for Mechanical Systems with Unknown Inputs (미지 입력을 가진 기계 시스템을 위한 비선형 관측기 설계)

  • Song, Bongsob;Lee, Jimin
    • Journal of Institute of Control, Robotics and Systems
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    • v.22 no.6
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    • pp.411-416
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    • 2016
  • This paper presents the design methodology of an unknown input observer for Lipschitz nonlinear systems with unknown inputs in the framework of convex optimization. We use an unknown input observer (UIO) to consider both nonlinearity and disturbance. By deriving a sufficient condition for exponential stability in the linear matrix inequality (LMI) form, existence of a stabilizing observer gain matrix of UIO will be assured by checking whether the quadratic stability margin of the error dynamics is greater than the Lipschitz constant or not. If quadratic stability margin is less than a Lipschitz constant, the coordinate transformation may be used to reduce the Lipschitz constant in the new coordinates. Furthermore, to reduce the maximum singular value of the observer gain matrix elements, an object function to minimize it will be optimally designed by modifying its magnitude so that amplification of sensor measurement noise is minimized via multi-objective optimization algorithm. The performance of UIO is compared to a nonlinear observer (Luenberger-like) with an application to a flexible joint robot system considering a change of load and disturbance. Finally, it is validated via simulations that the estimated angular position and velocity provide true values even in the presence of unknown inputs.

RELATION BETWEEN DEMYANOV DIFFERENCE AND MINKOWSKI DIFFERENCE OF CONVEX COMPACT SUBSETS IN $R^2$

  • Song, Chun-Ling;Xia, Zun-Quan;Zhang, Li-Wei;Li, Shu-Yang
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.353-359
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    • 2007
  • A necessary and sufficient condition for Demyanov difference and Minkowski difference of compact convex subsets in $R^2$ being equal is given in this paper. Several examples are computed by Matlab to test our result. The necessary and sufficient condition makes us to compute Clarke subdifferential by quasidifferential for a special of Lipschitz functions.

CHARACTERIZATIONS FOR THE FOCK-TYPE SPACES

  • Cho, Hong Rae;Ha, Jeong Min;Nam, Kyesook
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.3
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    • pp.745-756
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    • 2019
  • We obtain Lipschitz type characterization and double integral characterization for Fock-type spaces with the norm $${\parallel}f{\parallel}^p_{F^p_{m,{\alpha},t}}\;=\;{\displaystyle\smashmargin{2}{\int\nolimits_{{\mathbb{C}}^n}}\;{\left|{f(z){e^{-{\alpha}}{\mid}z{\mid}^m}}\right|^p}\;{\frac{dV(z)}{(1+{\mid}z{\mid})^t}}$$, where ${\alpha}>0$, $t{\in}{\mathbb{R}}$, and $m{\in}\mathbb{N}$. The results of this paper are the extensions of the classical weighted Fock space $F^p_{2,{\alpha},t}$.

Design of Nonlinear Observer for Flexible Joint Manipulator with Nonlinear Stiffness Based on Acceleration (비선형강성의 유연관절로봇을 위한 가속도기반 비선형관측기 설계)

  • Lee, Seung-Joon;Kim, Hyungjong;Nam, Kyung-Tae;Kuc, Tai-Young
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.64 no.3
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    • pp.451-457
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    • 2015
  • In this paper, we consider the observer design problem that truly reflects the nonlinear stiffness of the manipulators. The two key ideas of our design are that (a) estimation error dynamics of the manipulator equipped with accelerometer dose not dependent on nonlinearities at the link part, when the measured signals are the motor position and the output of the accelerometer and (b) the nonlinear stiffness is indeed a Lipschitz function. In order to effectively compensate the nonlinear stiffness, the gain of the proposed observer is carefully chosen from the ARE(algebraic Riccati equations) which depend on Lipschitz constant. Comparative simulation result verifies the effectiveness of the proposed solution.

SOME PROPERTIES OF SUMMABLE IN MEASURE

  • Kim, Hwa-Joon
    • Journal of applied mathematics & informatics
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    • v.25 no.1_2
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    • pp.525-531
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    • 2007
  • We newly introduce the concept of summable in measure and investigate on some its properties. In addition to this, we consider a size of given series by means of we are giving Lebesgue measure to an associated series.

EXTENDING THE APPLICABILITY OF INEXACT GAUSS-NEWTON METHOD FOR SOLVING UNDERDETERMINED NONLINEAR LEAST SQUARES PROBLEMS

  • Argyros, Ioannis Konstantinos;Silva, Gilson do Nascimento
    • Journal of the Korean Mathematical Society
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    • v.56 no.2
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    • pp.311-327
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    • 2019
  • The aim of this paper is to extend the applicability of Gauss-Newton method for solving underdetermined nonlinear least squares problems in cases not covered before. The novelty of the paper is the introduction of a restricted convergence domain. We find a more precise location where the Gauss-Newton iterates lie than in earlier studies. Consequently the Lipschitz constants are at least as small as the ones used before. This way and under the same computational cost, we extend the local as well the semilocal convergence of Gauss-Newton method. The new developmentes are obtained under the same computational cost as in earlier studies, since the new Lipschitz constants are special cases of the constants used before. Numerical examples further justify the theoretical results.

Approximate Controllability for Semilinear Neutral Differential Systems in Hilbert Spaces

  • Jeong, Jin-Mun;Park, Ah-Ran;Son, Sang-Jin
    • Kyungpook Mathematical Journal
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    • v.61 no.3
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    • pp.559-581
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    • 2021
  • In this paper, we establish the existence of solutions and the approximate controllability for the semilinear neutral differential control system under natural assumptions such as the local Lipschitz continuity of nonlinear term. First, we deal with the regularity of solutions of the neutral control system using fractional powers of operators. We also consider the approximate controllability for the semilinear neutral control equation, with a control part in place of a forcing term, using conditions for the range of the controller without the inequality condition as in previous results.