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Hamilton Jacobi Equations And State Constraints Problems
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Author :University of Minnesota. Institute for Mathematics and Its Applications Publisher : ISBN 13 : Total Pages :69 pages Book Rating :4.:/5 (123 download)
Book Synopsis Hamilton-Jacobi Equations and State-constraints Problems by : University of Minnesota. Institute for Mathematics and Its Applications
Download or read book Hamilton-Jacobi Equations and State-constraints Problems written by University of Minnesota. Institute for Mathematics and Its Applications and published by . This book was released on 1987 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis On Modern Approaches of Hamilton-Jacobi Equations and Control Problems with Discontinuities by : Guy Barles
Download or read book On Modern Approaches of Hamilton-Jacobi Equations and Control Problems with Discontinuities written by Guy Barles and published by Springer Nature. This book was released on 2024-01-30 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents the most recent developments in the study of Hamilton-Jacobi Equations and control problems with discontinuities, mainly from the viewpoint of partial differential equations. Two main cases are investigated in detail: the case of codimension 1 discontinuities and the stratified case in which the discontinuities can be of any codimensions. In both, connections with deterministic control problems are carefully studied, and numerous examples and applications are illustrated throughout the text. After an initial section that provides a “toolbox” containing key results which will be used throughout the text, Parts II and III completely describe several recently introduced approaches to treat problems involving either codimension 1 discontinuities or networks. The remaining sections are concerned with stratified problems either in the whole space R^N or in bounded or unbounded domains with state-constraints. In particular, the use of stratified solutions to treat problems with boundary conditions, where both the boundary may be non-smooth and the data may present discontinuities, is developed. Many applications to concrete problems are explored throughout the text – such as Kolmogorov-Petrovsky-Piskunov (KPP) type problems, large deviations, level-sets approach, large time behavior, and homogenization – and several key open problems are presented. This monograph will be of interest to graduate students and researchers working in deterministic control problems and Hamilton-Jacobi Equations, network problems, or scalar conservation laws.
Book Synopsis Constrained Hamilton-Jacobi Equations and Further Applications Via Optimal Control Theory by : Yeon Eung Kim
Download or read book Constrained Hamilton-Jacobi Equations and Further Applications Via Optimal Control Theory written by Yeon Eung Kim and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this dissertation, two research directions are presented. The first direction is on the study of the constrained Hamilton-Jacobi equation \begin{equation*} \begin{cases} u_t=H(Du)+R(x, I(t)) & \text{in }\R^n \times (0,\infty), \\ \sup_{\R^n} u(\cdot, t)=0 & \text{on }[0,\infty), \end{cases} \end{equation*} with initial conditions $I(0)=I_0>0$, $u(x,0)=u_0(x)$ on $\R^n$. Here $(u, I)$ is a pair of unknowns and a Hamiltonian $H$ and a reaction term $R$ are given. Moreover, $I(t)$ is an unknown constraint (Lagrange multiplier) that constrains the supremum of $u$ to be always zero. We construct a solution in the viscosity setting using the fixed point argument when the reaction term $R(x, I)$ is strictly decreasing in $I$. We also discuss both uniqueness and nonuniqueness. For uniqueness, a certain structural assumption on $R(x, I)$ is needed. We also provide an example with infinitely many solutions when the reaction term is not strictly decreasing in $I$. Furthermore, the uniqueness of a pair $(u, I)$ is achieved for one-dimensional case using the optimal control formula. The second direction is based on joint work with H. Tran and S. Tu is concerned with rate of convergence of viscosity solutions to state-constraint Hamilton-Jacobi equations defined in nested domains. In particular, we consider a sequence of balls $\{ B_k\}_{k \in \N}$ in $\R^n$ for the domain where a ball centered at the origin with radius $k$ is denoted by $B_k$. We obtain rate of convergence of $u_k$ which is a solution to the state-constraint problem in $B_k$, to $u$ which is a solution to the corresponding problem in $\R^n$ using the optimal control formula. The rate we obtain is indeed optimal.
Book Synopsis Hamilton-Jacobi Equations by : Hung V. Tran
Download or read book Hamilton-Jacobi Equations written by Hung V. Tran and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an extensive survey of many important topics in the theory of Hamilton–Jacobi equations with particular emphasis on modern approaches and viewpoints. Firstly, the basic well-posedness theory of viscosity solutions for first-order Hamilton–Jacobi equations is covered. Then, the homogenization theory, a very active research topic since the late 1980s but not covered in any standard textbook, is discussed in depth. Afterwards, dynamical properties of solutions, the Aubry–Mather theory, and weak Kolmogorov–Arnold–Moser (KAM) theory are studied. Both dynamical and PDE approaches are introduced to investigate these theories. Connections between homogenization, dynamical aspects, and the optimal rate of convergence in homogenization theory are given as well. The book is self-contained and is useful for a course or for references. It can also serve as a gentle introductory reference to the homogenization theory.
Book Synopsis Hamilton-Jacobi Approach for State-Constrained Differential Games and Numerical Learning Methods for Optimal Control Problems by : Nidhal Gammoudi
Download or read book Hamilton-Jacobi Approach for State-Constrained Differential Games and Numerical Learning Methods for Optimal Control Problems written by Nidhal Gammoudi and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis will focus on the study of a theoretical and numerical approach for the multi-objective control problems with state constraints. Multi-objective optimization is an important approach for modelling complex problems in order to analyse the balance between different criteria to minimize. Here, the approach that will be used is based on the theory of Hamilton-Jacobi equations. The goal is to introduce a new methodology to study the properties and compute the Pareto front for multi-objective problems using the value function of an optimal control problem.
Book Synopsis Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations by : Martino Bardi
Download or read book Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2009-05-21 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: This softcover book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games. It will be of interest to scientists involved in the theory of optimal control of deterministic linear and nonlinear systems. The work may be used by graduate students and researchers in control theory both as an introductory textbook and as an up-to-date reference book.
Book Synopsis Hamilton-Jacobi-Bellman Equations by : Dante Kalise
Download or read book Hamilton-Jacobi-Bellman Equations written by Dante Kalise and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-08-06 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal feedback control arises in different areas such as aerospace engineering, chemical processing, resource economics, etc. In this context, the application of dynamic programming techniques leads to the solution of fully nonlinear Hamilton-Jacobi-Bellman equations. This book presents the state of the art in the numerical approximation of Hamilton-Jacobi-Bellman equations, including post-processing of Galerkin methods, high-order methods, boundary treatment in semi-Lagrangian schemes, reduced basis methods, comparison principles for viscosity solutions, max-plus methods, and the numerical approximation of Monge-Ampère equations. This book also features applications in the simulation of adaptive controllers and the control of nonlinear delay differential equations. Contents From a monotone probabilistic scheme to a probabilistic max-plus algorithm for solving Hamilton–Jacobi–Bellman equations Improving policies for Hamilton–Jacobi–Bellman equations by postprocessing Viability approach to simulation of an adaptive controller Galerkin approximations for the optimal control of nonlinear delay differential equations Efficient higher order time discretization schemes for Hamilton–Jacobi–Bellman equations based on diagonally implicit symplectic Runge–Kutta methods Numerical solution of the simple Monge–Ampere equation with nonconvex Dirichlet data on nonconvex domains On the notion of boundary conditions in comparison principles for viscosity solutions Boundary mesh refinement for semi-Lagrangian schemes A reduced basis method for the Hamilton–Jacobi–Bellman equation within the European Union Emission Trading Scheme
Book Synopsis Large-Scale Scientific Computing by : Ivan Lirkov
Download or read book Large-Scale Scientific Computing written by Ivan Lirkov and published by Springer. This book was released on 2020-02-14 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes revised papers from the 12th International Conference on Large-Scale Scientific Computing, LSSC 2019, held in Sozopol, Bulgaria, in June 2019. The 70 papers presented in this volume were carefully reviewed and selected from 81 submissions. The book also contains two invited talks. The papers were organized in topical sections named as follows: control and optimization of dynamical systems; meshfree and particle methods; fractional diffusion problems: numerical methods, algorithms and applications; pore scale flow and transport simulation; tensors based algorithms and structures in optimization and applications; HPC and big data: algorithms and applications; large-scale models: numerical methods, parallel computations and applications; monte carlo algorithms: innovative applications in conjunctions with other methods; application of metaheuristics to large-scale problems; large scale machine learning: multiscale algorithms and performance guarantees; and contributed papers.
Book Synopsis Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control by : Piermarco Cannarsa
Download or read book Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control written by Piermarco Cannarsa and published by Springer Science & Business Media. This book was released on 2004-09-14 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: * A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems, by leading experts in the field * A central role in the present work is reserved for the study of singularities * Graduate students and researchers in optimal control, the calculus of variations, and PDEs will find this book useful as a reference work on modern dynamic programming for nonlinear control systems
Book Synopsis Separation of Variables in the Special Diagonal Hamilton-Jacobi Equation by : David L. Blanchard
Download or read book Separation of Variables in the Special Diagonal Hamilton-Jacobi Equation written by David L. Blanchard and published by . This book was released on 1973 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Variational Calculus, Optimal Control and Applications by : Leonhard Bittner
Download or read book Variational Calculus, Optimal Control and Applications written by Leonhard Bittner and published by Birkhäuser. This book was released on 2012-12-06 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 12th conference on "Variational Calculus, Optimal Control and Applications" took place September 23-27, 1996, in Trassenheide on the Baltic Sea island of Use dom. Seventy mathematicians from ten countries participated. The preceding eleven conferences, too, were held in places of natural beauty throughout West Pomerania; the first time, in 1972, in Zinnowitz, which is in the immediate area of Trassenheide. The conferences were founded, and led ten times, by Professor Bittner (Greifswald) and Professor KlCitzler (Leipzig), who both celebrated their 65th birthdays in 1996. The 12th conference in Trassenheide, was, therefore, also dedicated to L. Bittner and R. Klotzler. Both scientists made a lasting impression on control theory in the former GDR. Originally, the conferences served to promote the exchange of research results. In the first years, most of the lectures were theoretical, but in the last few conferences practical applications have been given more attention. Besides their pioneering theoretical works, both honorees have also always dealt with applications problems. L. Bittner has, for example, examined optimal control of nuclear reactors and associated safety aspects. Since 1992 he has been working on applications in optimal control in flight dynamics. R. Klotzler recently applied his results on optimal autobahn planning to the south tangent in Leipzig. The contributions published in these proceedings reflect the trend to practical problems; starting points are often questions from flight dynamics.
Book Synopsis Some Asymptotic Problems on the Theory of Viscosity Solutions of Hamilton-Jacobi Equations by : Son Nguyen Thai Tu
Download or read book Some Asymptotic Problems on the Theory of Viscosity Solutions of Hamilton-Jacobi Equations written by Son Nguyen Thai Tu and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Viscosity solutions arise naturally in many fields of study from engineering, physics, and operations research to economics. The study of viscosity solutions on its own has uncovered many new and interesting research problems, including the study of the asymptotic behavior of solutions with respect to the changing of parameters. In this dissertation, I present some new problems following the line of the asymptotic behavior of solutions. Each of the problems is related to the other through the old underlying theme of optimal control theory, yet presents many new problems on their own that are yet to be studied.The first direction is on homogenization of Hamilton-Jacobi equations. Using deep analysis of the dynamics of minimizers corresponding to the solution, I established in [113] the optimal rate of convergence under the multi-scale setting in one dimension, which could not be obtained by the previous pure PDEs technique. The second direction concerns various asymptotic problems for equations with state-constraint. In [75], my co-authors and I established some first quantitative results on the rate of convergence of the solution to the Hamilton-Jacobi equations with state-constraint on a nested domain setting. Utilizing the weak KAM theory, in [114], I established qualitatively various convergence results for the vanishing discount procedure with changing domains together with a new description of the regularity of the additive eigenvalues with respect to domain perturbation. Lastly, in [61], my co-author and I established the rate of convergence for the vanishing viscosity procedure, concerning the viscous state-constraint viscosity (large) solution that blows on the boundary of the underlying domain. This is the first-rate established for blow-up solutions in the literature as far as we know.
Book Synopsis Numerical Methods for Optimal Control Problems with State Constraints by : Radoslaw Pytlak
Download or read book Numerical Methods for Optimal Control Problems with State Constraints written by Radoslaw Pytlak and published by Springer. This book was released on 2006-11-14 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.
Book Synopsis A Student's Guide to Lagrangians and Hamiltonians by : Patrick Hamill
Download or read book A Student's Guide to Lagrangians and Hamiltonians written by Patrick Hamill and published by Cambridge University Press. This book was released on 2014 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: A concise treatment of variational techniques, focussing on Lagrangian and Hamiltonian systems, ideal for physics, engineering and mathematics students.
Book Synopsis Semicontinuous Solutions of Hamilton-Jacobi-Bellman Equations with State Constraints by : Hélène Frankowska
Download or read book Semicontinuous Solutions of Hamilton-Jacobi-Bellman Equations with State Constraints written by Hélène Frankowska and published by . This book was released on 1998 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic and Differential Games by : Martino Bardi
Download or read book Stochastic and Differential Games written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.
Book Synopsis Dynamical and Geometric Aspects of Hamilton-Jacobi and Linearized Monge-Ampère Equations by : Hiroyoshi Mitake
Download or read book Dynamical and Geometric Aspects of Hamilton-Jacobi and Linearized Monge-Ampère Equations written by Hiroyoshi Mitake and published by Springer. This book was released on 2017-06-14 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of two parts, the first part of this volume is an essentially self-contained exposition of the geometric aspects of local and global regularity theory for the Monge–Ampère and linearized Monge–Ampère equations. As an application, we solve the second boundary value problem of the prescribed affine mean curvature equation, which can be viewed as a coupling of the latter two equations. Of interest in its own right, the linearized Monge–Ampère equation also has deep connections and applications in analysis, fluid mechanics and geometry, including the semi-geostrophic equations in atmospheric flows, the affine maximal surface equation in affine geometry and the problem of finding Kahler metrics of constant scalar curvature in complex geometry. Among other topics, the second part provides a thorough exposition of the large time behavior and discounted approximation of Hamilton–Jacobi equations, which have received much attention in the last two decades, and a new approach to the subject, the nonlinear adjoint method, is introduced. The appendix offers a short introduction to the theory of viscosity solutions of first-order Hamilton–Jacobi equations.
