arXiv subjects
Publications and source records attributed to Delfim F. M. Torres.
We study a system of nonlinear partial differential equations resulting from the traditional modelling of oil engineering within the framework of the mechanics of a continuous medium. Existence and regularity of the optimal solutions for this system is established.
Optimal control problems are usually addressed with the help of the famous Pontryagin Maximum Principle (PMP) which gives a generalization of the classical Euler-Lagrange and Weierstrass necessary optimality conditions of the calculus of variations. Success in applying the PMP permits to obtain candidates for a local minimum. In 1967 a direct method, which permits to obtain global minimizers directly, without using necessary conditions, was introduced by Leitmann. Leitmann's approach is connected, as showed by Carlson in 2002, with "Caratheodory's royal road of the Calculus of variations". Here we propose a related but different direct approach to problems of the calculus of variations and optimal control, which permit to obtain global minima directly, without recourse to needle variations and necessary conditions. Our method is inspired by the classical Noether's theorem and its recent extensions to optimal control. We make use of the variational symmetries of the problem, considering parameter-invariance transformations and substituting the original problem by a parameter-family of optimal control problems. Parameters are then fixed in order to make the problem trivial, in some sense. Finally, by applying the inverse of the chosen invariance-transformation, we get the global minimizer for the original problem. The proposed method is illustrated, by solving concrete problems, and compared with Leitmann's approach.
We extend Noether's symmetry theorem to the fractional Riemann-Liouville integral functionals of the calculus of variations recently introduced by El-Nabulsi.
Newton's problem of minimal resistance is one of the first problems of optimal control: it was proposed, and its solution given, by Isaac Newton in his masterful Principia Mathematica, in 1686. The problem consists of determining, in dimension three, the shape of an axis-symmetric body, with assigned radius and height, which offers minimum resistance when it is moving in a resistant medium. The problem has a very rich history and is well documented in the literature. Of course, at first glance, one suspects that the two dimensional case should be well known. Nevertheless, we have looked into numerous references and ask at least as many experts on the problem, and we have not been able to identify a single source. Solution was always plausible to everyone who thought about the problem, and writing it down was always thought not to be worthwhile. Here we show that this is not the case: the two-dimensional problem is more rich than the classical one, being, in some sense, more interesting. Novelties include: (i) while in the classical three-dimensional problem only the restricted case makes sense (without restriction on the monotonicity of admissible functions the problem doesn't admit a local minimum), we prove that in dimension two the unrestricted problem is also well-posed when the ratio height versus radius of base is greater than a given quantity; (ii) while in three dimensions the (restricted) problem has a unique solution, we show that in the restricted two-dimensional problem the minimizer is not always unique - when the height of the body is less or equal than its base radius, there exists infinitely many minimizing functions.
We report on the possibilities of using the method of normal fundamental systems for solving some problems of oscillation theory. Large elastic dynamical systems with continuous and discrete parameters are considered, which have many different engineering applications. Intensive oscillations in such systems are possible, but not desirable. Therefore, it is very important to obtain conditions for which oscillations take or not-take place. Mathematically, one needs to search for the solutions of partial differential equations satisfying both boundary and conjugation conditions. In this paper we overview the methodology of normal fundamental systems for the study of such oscillation problems, which provide an efficient and reliable computational method. The obtained results permit to analyze the influence of different system parameters on oscillations as well as to compute the optimal feedback parameters for the active vibration control of the systems.
Dynamics of the hybrid systems of aerial cable-ways is investigated. The eigenvalue problems are considered for such hybrid systems with different assumptions. An overview of different methods for eigenvalue problems is given. In the research, the method of the normal fundamental systems is applied, which turns out to be very effective for the considered problems. Changes of dynamical characteristics of the systems depending on the controlled parameter are studied.
We use a dual mesh numerical method to study a non-local parabolic problem arising from the well-known thermistor problem.
We use a computer algebra system to compute, in an efficient way, optimal control variational symmetries up to a gauge term. The symmetries are then used to obtain families of Noether's first integrals, possibly in the presence of nonconservative external forces. As an application, we obtain eight independent first integrals for the sub-Riemannian nilpotent problem (2,3,5,8).
We begin by reporting on some recent results of the authors (Frederico and Torres, 2006), concerning the use of the fractional Euler-Lagrange notion to prove a Noether-like theorem for the problems of the calculus of variations with fractional derivatives. We then obtain, following the Lagrange multiplier technique used in (Agrawal, 2004), a new version of Noether's theorem to fractional optimal control systems.
In this paper we prove existence and uniqueness of solutions to a nonlocal parabolic problem which generalizes the electric heating problem of a conducting body.
We extend Noether's theorem to dynamical optimal control systems being under the action of nonconservative forces. A systematic way of calculating conservation laws for nonconservative optimal control problems is given. As a corollary, the conserved quantities previously obtained in the literature for nonconservative problems of mechanics and the calculus of variations are derived.
The fundamental problem of calculus of variations is considered when solutions are differentiable curves on locally convex spaces. Such problems admit an extension of the Euler-Lagrange equations [Orlov 2002] for continuously normally differentiable Lagrangians. Here, we formulate a Legendre condition and an extension of the classical theorem of Emmy Noether, thus obtaining first integrals for problems of the calculus of variations on locally convex spaces.
We obtain a method to compute effective first integrals by combining Noether's principle with the Kozlov-Kolesnikov integrability theorem. A sufficient condition for the integrability by quadratures of optimal control problems with controls taking values on open sets is obtained. We illustrate our approach on some problems taken from the literature. An alternative proof of the integrability of the sub-Riemannian nilpotent Lie group of type (2,3,5) is also given.
We present analytic computational tools that permit us to identify, in an automatic way, conservation laws in optimal control. The central result we use is the famous Noether's theorem, a classical theory developed by Emmy Noether in 1918, in the context of the calculus of variations and mathematical physics, and which was extended recently to the more general context of optimal control. We show how a Computer Algebra System can be very helpful in finding the symmetries and corresponding conservation laws in optimal control theory, thus making useful in practice the theoretical results recently obtained in the literature. A Maple implementation is provided and several illustrative examples given.
We have found an inconsistency in our previous version of the paper "Generalized splines in R^n and optimal control". We give a new-time-dependent definition of spline curves in R^n which results from solving a non-autonomous linear quadratic optimal control problem (P) where the matrix B(t) is assumed to be rectangular with maximum rank. Nevertheless, our results are only valid if B(t) is a square (nonsingular) matrix. This was pointed out to us by Andrey Sarychev. We have proceeded with the necessary corrections. %%%%%%%%%%%%%%%%%% We give a new time-dependent definition of spline curves in R^n, which extends a recent definition of vector-valued splines introduced by Rodrigues and Silva Leite for the time-independent case. Previous results are based on a variational approach, with lengthy arguments, which do not cover the non-autonomous situation. We show that the previous results are a consequence of the Pontryagin maximum principle, and are easily generalized using the methods of optimal control. Main result asserts that vector-valued splines are related to the Pontryagin extremals of a non-autonomous linear-quadratic optimal control problem.
We study the problem of minimal resistance for a body moving with constant velocity in a rarefied medium of chaotically moving point particles, in Euclidean space R^d. The particles distribution over velocities is radially symmetric. Under some additional assumptions on the distribution function, the complete classification of bodies of least resistance is made. In the case of three and more dimensions there are two kinds of solutions: a body similar to the solution of classical Newton's problem and a union of two such bodies ``glued together'' by rear parts of their surfaces. In the two-dimensional case there are solutions of five different types: (a) a trapezium; (b) an isosceles triangle; (c) the union of a triangle and a trapezium with common base; (d) the union of two isosceles triangles with common base; (e) the union of two triangles and a trapezium. The cases (a)--(d) are realized for any distribution of particles over velocities, and the case (e) is only realized for some distributions. Two limit cases are considered, where the average velocity of particles is big and where it is small as compared to the body's velocity. Finally, using the obtained analytical results, we study numerically a particular case: the problem of body's motion in a rarefied homogeneous monatomic ideal gas of positive temperature in R^2 and in R^3.
The mathematical model of a real flexible elastic system with distributed and discrete parameters is considered. It is a partial differential equation with non-classical boundary conditions. Complexity of the boundary conditions results in the impossibility to find exact analytical solutions. To address the problem, we use the asymptotical method of small parameter together with the numerical method of normal fundamental systems of solutions. These methods allow us to investigate vibrations, and a technique for determination of complex eigenvalues of the considered boundary value problem is developed. The conditions, at which vibration processes of different character take place, are defined. Dependence of the vibration frequencies on physical parameters of the hybrid system is studied. We show that introduction of different feedbacks into the system allow one to control the frequency spectrum, in which excitation of vibrations is possible.
We prove a Noether-type symmetry theorem for invariant optimal control problems with unrestricted controls. The result establishes weak conservation laws along all the minimizers of the problems, including those minimizers which do not satisfy the Pontryagin Maximum Principle.