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Determination of the initial stress tensor from deformation of underground opening in excavation process

Josef Malík, Alexej Kolcun (2022)

Applications of Mathematics

A method for the detection of the initial stress tensor is proposed. The method is based on measuring distances between pairs of points located on the wall of underground opening in the excavation process. This methods is based on solving twelve auxiliary problems in the theory of elasticity with force boundary conditions, which is done using the least squares method. The optimal location of the pairs of points on the wall of underground openings is studied. The pairs must be located so that the...

Determination of the initial stress tensor from deformation of underground opening -- theoretical background and applications

Malík, Josef, Kolcun, Alexej (2023)

Programs and Algorithms of Numerical Mathematics

In this paper a method for the detection of initial stress tensor is proposed. The method is based on measuring distances between some pairs of points located on the wall of underground opening in the excavation process. This methods is based on the solution of eighteen auxiliary problems in the theory of elasticity with force boundary conditions. The optimal location of the pairs of points on the wall of underground work is studied. The pairs must be located so that the condition number of a certain...

Determining the domain of attraction of hybrid non–linear systems using maximal Lyapunov functions

Szabolcs Rozgonyi, Katalin M. Hangos, Gábor Szederkényi (2010)

Kybernetika

In this article a method is presented to find systematically the domain of attraction (DOA) of hybrid non-linear systems. It has already been shown that there exists a sequence of special kind of Lyapunov functions V n in a rational functional form approximating a maximal Lyapunov function V M that can be used to find an estimation for the DOA. Based on this idea, an improved method has been developed and implemented in a Mathematica-package to find such Lyapunov functions V n for a class of hybrid (piecewise...

Deterministic Markov Nash equilibria for potential discrete-time stochastic games

Alejandra Fonseca-Morales (2022)

Kybernetika

In this paper, we study the problem of finding deterministic (also known as feedback or closed-loop) Markov Nash equilibria for a class of discrete-time stochastic games. In order to establish our results, we develop a potential game approach based on the dynamic programming technique. The identified potential stochastic games have Borel state and action spaces and possibly unbounded nondifferentiable cost-per-stage functions. In particular, the team (or coordination) stochastic games and the stochastic...

Deterministic optimal policies for Markov control processes with pathwise constraints

Armando F. Mendoza-Pérez, Onésimo Hernández-Lerma (2012)

Applicationes Mathematicae

This paper deals with discrete-time Markov control processes in Borel spaces with unbounded rewards. Under suitable hypotheses, we show that a randomized stationary policy is optimal for a certain expected constrained problem (ECP) if and only if it is optimal for the corresponding pathwise constrained problem (pathwise CP). Moreover, we show that a certain parametric family of unconstrained optimality equations yields convergence properties that lead to an approximation scheme which allows us to...

Deterministic state-constrained optimal control problems without controllability assumptions

Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidani (2011)

ESAIM: Control, Optimisation and Calculus of Variations

In the present paper, we consider nonlinear optimal control problems with constraints on the state of the system. We are interested in the characterization of the value function without any controllability assumption. In the unconstrained case, it is possible to derive a characterization of the value function by means of a Hamilton-Jacobi-Bellman (HJB) equation. This equation expresses the behavior of the value function along the trajectories arriving or starting from any position x. In the constrained...

Deterministic state-constrained optimal control problems without controllability assumptions

Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidani (2011)

ESAIM: Control, Optimisation and Calculus of Variations

In the present paper, we consider nonlinear optimal control problems with constraints on the state of the system. We are interested in the characterization of the value function without any controllability assumption. In the unconstrained case, it is possible to derive a characterization of the value function by means of a Hamilton-Jacobi-Bellman (HJB) equation. This equation expresses the behavior of the value function along the trajectories arriving or starting from any position x. In...

Differentiability of perturbed semigroups and delay semigroups

Charles J. K. Batty (2007)

Banach Center Publications

Suppose that A generates a C₀-semigroup T on a Banach space X. In 1953 R. S. Phillips showed that, for each bounded operator B on X, the perturbation A+B of A generates a C₀-semigroup on X, and he considered whether certain classes of semigroups are stable under such perturbations. This study was extended in 1968 by A. Pazy who identified a condition on the resolvent of A which is sufficient for the perturbed semigroups to be immediately differentiable. However, M. Renardy showed in 1995 that immediate...

Differentiability of the Feynman-Kac semigroup and a control application

Giuseppe Da Prato, Jerzy Zabczyk (1997)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

The Hamilton-Jacobi-Bellman equation corresponding to a large class of distributed control problems is reduced to a linear parabolic equation having a regular solution. A formula for the first derivative is obtained.

Differential equations driven by rough signals.

Terry J. Lyons (1998)

Revista Matemática Iberoamericana

This paper aims to provide a systematic approach to the treatment of differential equations of the typedyt = Σi fi(yt) dxti where the driving signal xt is a rough path. Such equations are very common and occur particularly frequently in probability where the driving signal might be a vector valued Brownian motion, semi-martingale or similar process.However, our approach is deterministic, is totally independent of probability and permits much rougher paths than the Brownian paths usually discussed....

Differential flatness and defect: an overview

Michel Fliess, Jean Lévine, Philippe Martin, Pierre Rouchon (1995)

Banach Center Publications

We introduce flat systems, which are equivalent to linear ones via a special type of feedback called endogenous. Their physical properties are subsumed by a linearizing output and they might be regarded as providing another nonlinear extension of Kalman's controllability. The distance to flatness is measured by a non-negative integer, the defect. We utilize differential algebra which suits well to the fact that, in accordance with Willems' standpoint, flatness and defect are best defined without...

Differential games of partial information forward-backward doubly SDE and applications

Eddie C. M. Hui, Hua Xiao (2014)

ESAIM: Control, Optimisation and Calculus of Variations

This paper addresses a new differential game problem with forward-backward doubly stochastic differential equations. There are two distinguishing features. One is that our game systems are initial coupled, rather than terminal coupled. The other is that the admissible control is required to be adapted to a subset of the information generated by the underlying Brownian motions. We establish a necessary condition and a sufficient condition for an equilibrium point of nonzero-sum games and a saddle...

Currently displaying 81 – 100 of 194