On the Optimal Control Problem for a Linear Stochastic System with an Unstable State Matrix Unbounded at Infinity
We consider a control problem over an infinite time horizon with a linear stochastic system with an unstable asymptotically unbounded state matrix. We extend the notion of anti-stability of a matrix to the case of non-exponential anti-stability, and introduce an antistability rate function as a characteristic of the rate of growth for the norm of the corresponding fundamental matrix. We show that the linear stable feedback control law is optimal with respect to the criterion of the adjusted extended long-run average. The designed criterion explicitly includes information about the rate of anti-stability and the parameters of the disturbances. We also analyze optimality conditions.
Sergei P. Kurdyumov (1928–2004) and his distinguished contribution in the development of the modern interdisciplinary theory and methodology of study of complex self- organizing systems, i.e. synergetics, is under consideration in the article. The matter of a mathematical model of evolutionary dynamics of complex systems elaborated by him is demonstrated. The nonlinear equation of heat conductivity serves as a basis of the model. Under certain conditions, it describes dynamics of development of structures of different complexity in the blow-up regime. Methods of calculation of two-dimentional structures which are described by automodel solutions are considered; and their classification is given. The automodel problem is a boundary problem aiming to find eigen-values and eigen-functions for a nonlinear equation of elliptical type on a plane. Proceeding from the analysis of the model, a principle of coevolution was formulated by S.P. Kurdyumov. This is the principle of integration of simple structures into a complex one. Three notions of great significance follow from the principle, and namely: the notion of connection of space and time, the notion of complexity and its nature and the notion evolutionary cycles and switching over different regimes as a necessary mechanism of maintenance of «life» of complex structures. Approaches of possible application of this model for understanding of dynamics of complex social, demographic and geopolitical systems are viewed as well.
This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents state-of-the art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.
The content of the model of evolution of complex systems developed by Sergey P. Kurdyumov is under consideration in the article. Some key ideas, which were put forward by him, constitute nowadays a foundation for development of a methodology for studying complex self-developing systems of different nature. The model is based on four concepts: the relationship of space and time, complexity and its nature, nonlinearity, blow-up regimes. Self-organization and rapid, avalanche-like growth of complexity, evolutionary cycles and regimes switching occur as a necessary mechanism for maintaining “life” of complex structures. The methodology allows us to understand the nonlinear dynamics of evolutionary processes in systems of very different nature and to show the possibility of controlling them and creating the desired futures. Special attention is paid to considering possible applications of this model for understanding the dynamics of complex social, demographic and geopolitical systems.
Nowadays, production control problems has been widely studied and a lot of valuable approaches have been implemented. Some work addresses the problem of tracking the uncertain demand in case of uncertain production speeds. The uncertainties are described by deterministic inequalities and the performance is analyzed in from of the worst-case scenario. First, simple mathematical models are introduced and the control problem is formulated. In continuous-time, the cumulative output of a manufacturing machine is the integral of the production speed over time. At the same time, the production speed is bounded from below and above, and hence the manufacturing process can be modeled as an integrator with saturated input. Since the cumulative demand (which is the reference signal to track) is a growing function of time, it is natural to consider control policies that involve integration of the mismatch between the current output and current demand. In the simplest consideration it results in models similar to a double integrator closed by saturated linear feedback with an extra input that models disturbances of a different nature. This model is analyzed and particular attention is devoted to the integrator windup phenomenon: lack of global stability of the system solutions that correspond to the same input signal.
The evolutionary model elaborated by Sergei P. Kurdyumov is considered in the article. Some key ideas put forward by him constitute a basis for development of the methodology of sudy of complex selforganizing systems, called also synergetics. Four important theoretical notions form a fundament of this evolutionary model: connection between space and time, complexity and its nature, blow-up regimes, in which self-organization and rapid, avalanche-like growth of complexity occur, evolutionary cycles and switching of different regimes as a necessary mechanism for maintenance of “life” of complex structures. The methodology allows to understand the nature of innovative shifts in nature and society and to show a possibility of management of innovative processes and of construction of desirable future. Some approaches for possible application of this model for understanding of dynamics of complex social, demographic and geopolitical system are discussed.
The task of designing the control actions for a heavy water reactor under uncertainty changes its parameters considered in the key differential game. The possibility of representing nonlinear dynamics of the object in the form of a system with parameters depending on the state (State Dependent Coefficients) and quadratic functional qualities allow you to go from having to solve a scalar partial differential equation (the Hamilton-Jacobi-Bellman) to the Riccati equation with parameters depending on the state. Feasible solution obtained by applying the min-max method. The results of mathematical modeling system in the shutdown of a nuclear reactor.
The work is devoted to fundamental aspects of the classical molecular dynamics method, which was developed half a century ago as a means of solving computational problems in statistical physics and has now become one of the most important numerical methods in the theory of condensed state. At the same time, the molecular dynamics method based on solving the equations of motion for a multiparticle system proved to be directly related to the basic concepts of classical statistical physics, in particular, to the problem of the occurrence of irreversibility. This paper analyzes the dynamic and stochastic properties of molecular dynamics systems connected with the local instability of trajectories and the errors of the numerical integration. The probabilistic nature of classical statistics is discussed. We propose a concept explaining the finite dynamic memory time and the emergence of irreversibility in real systems.
A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.