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S. A. Belbas

Publications and source records attributed to S. A. Belbas.

At least 19 recordsLinked to original sources
arXiv2024

Hamiltonian formalism for optimal control of nonlinear loaded integro-PDEs

We formulate nonlinear nonlocal integro-PDE with memory, biloaded (boundary integrals load the ambient space, and the ambient space loads the boundary), and the associated optimal control problems. We derive part of the necessary conditions for optimality in the form of Hamilton-Euler-Lagrange loaded integro-PDEs. In the process, we introduce an agglomeration of new differential operators. Our results have relevance to optimal amelioration of flooded areas, remediation of sites of contaminated groundwater, and active control methods for optimally extinguishing forest fires.

math.OC↗
arXiv2021

Linear-quadratic control of Volterra integral systems and extensions

We study linear-quadratic optimal control problems for Voterra systems, and problems that are linear-quadratic in the control but generally nonlinear in the state. In the case of linear-quadratic Volterra control, we obtain sharp necessary and sufficient conditions for optimality. For problems that are linear-quadratic in the control only, we obtain a novel form of necessary conditions in the form of double Volterra equation; we prove the solvability of such equations.

math.OC↗
arXiv2019

Game theory with integral equations as state dynamics

We formulate and analyze game-theoretic problems for systems governed by integral equations. For Volterra integral equations, we obtain and prove necessary and sufficient conditions for linear-quadratic problems, and for problems that are linear-quadratic in the control. Also, we obtain necessary conditions for one type of pursuit-evasion Volterra games.

math.OC↗
arXiv2019

Optimal control of second-order integral equations

We analyze optimal control problems for multiple Fredholm and Volterra integral equations. These are non Pontryaginian optimal control problems, i.e. an extremum principle of Pontryagin type does not hold. We obtain first order necessary conditions for optimality, and second order necessary and sufficient conditions. We illustrate with applications to first order and second order Volterra bilinear control problems.

math.OC↗
arXiv2016

Solvable cases of optimal control problems for integral equations

We present a number of cases of optimal control of Volterra and Fredholm integral equations that are solvable in the sense that the problem can be reduced to a solvable integral equation. This is conceptually analogous to the role of the Riccati differential system in the optimal control of ordinary differential equations.

math.OC↗
arXiv2012

Floquet theory for integral and integro-differential equations

We study the extension of Hill's method of infinite determinants to the case of integro-differential equations with periodic coefficients and kernels. We develop the analytical theory of such methods, and we obtain certain qualitative properties of the equations that determine the boundaries between regions of dynamic stability and dynamic instability.

math.CA↗
arXiv2010

Numerical Solution of Multiple Nonlinear Volterra Integral Equations

We analyze a discretization method for solving nonlinear integral equations that contain multiple integrals. These equations include integral equations with a Volterra series, instead of a single integral term, on one side of the equation. We prove existence and uniqueness of solutions, and convergence and estimates of the order of convergence for the numerical methods of solution.

math.NA↗
arXiv2009

Proofs of certain properties of irrational roots

We give two elementary proofs, at a level understandable by students with only pre-calculus knowledge of Algebra, of the well known fact that an irreducible irrational n-th root of a positive rational number cannot be solution of a polynomial of degree less than n with rational coefficients. We also state and prove a few simple consequences.

math.HO↗
arXiv2008

Numerical solution of a certain type of integral equations on the real half-line

We develop a numerical method for solving a system of nonlinear integral equations involving two integral terms: at the current time t, one integral is taken from 0 to t, and a different integral is taken from t to infinity. We prove the convergence and the rate of convergence of our method. The discretization results in an infinite-dimensional nonlinear system, and we also prove results on the approximation of the solution of the infinite-dimensional system by solution of finite truncations.

math.NA↗
arXiv2008

A hysteresis model for two-dimensional input signals

We formulate and analyze a new model of vector hysteresis for the case of two-dimensional input signals. We prove certain properties of this model and we present the solutions to two identification problems connected with our model.

math.CA↗
arXiv2007

Optimal control of Goursat-Volterra systems

We analyze an optimal control problem for systems of integral equations of Volterra type with two independent variables. These systems generalize both, the hyperbolic control problems for systems of Goursat-Darboux type, and the optimal control of ordinary (i.e. with one independent variable) Volterra integral equations. We prove extremal principles akin to Pontryagin's maximum principle.

math.OC↗
arXiv2006

An approximation scheme for optimal control of Volterra integral equations

We present and analyze a new method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential equations. The resulting approximating problems can then be solved by dynamic programming methods for ODE controlled systems. Other, straightforward versions of dynamic programming, are not applicable to Volterra integral equations. We also derive the connection between our version of dynamic programming and the Hamiltonian equations for Volterra controlled systems.

math.OC↗
arXiv2006

A new method for optimal control of Volterra integral equations

We formulate and analyze a new method for solving optimal control problems for systems governed by Volterra integral equations. Our method utilizes discretization of the original Volterra controlled system and a novel type of dynamic programming jn which the Hamilton-Jacobi function is parametrized by the control function (rather than the state, as in the case of ordinary dynamic programming). We also derive estimates for the computational cost of our method.

math.OC↗
arXiv2005

Optimal control of Goursat-Darboux systems in domains with curvilinear boundaries

We derive necessary conditions for optimality in control problems governed by hyperbolic partial differential equations in Goursat-Darboux form. The conditions consist of a set of Hamiltonian equations in Goursat form, side conditions for the Hamiltonian equations, and an extremum principle akin to Pontryagin's maximum principle. The novel ingredient is that the domain over which the optimal control problem is posed is not rectangular. The non-rectangular nature of the domain affects the optimality conditions in a substantial way.

math.OC↗
arXiv2005

A hybrid Volterra-type equation with two types of impulses

We formulate and analyze a hybrid system model that involves Volterra integral operators with multiple integrals and two types of impulsive terms. We give a constructive proof, via an iteration method, of existence and uniqueness of solutions.

math.CA↗
arXiv2005

On series solutions of Volterra equations

We derive formulae for the calculation of Taylor coefficients of solutions to systems of Volterra integral equations, both linear and nonlinear, either without singularities or with singularities of Abel type and logarithmic type. We also obtain solutions to certain systems of Volterra equations of the first kind. In all cases except the case of logarithmic singularities, we obtain recursive formulae for the calculation of the Taylor coefficients. In certain cases, we give proofs of convergence and rigorous estimates of the radius of convergence.

math.GM↗