The turnpike property in finite-dimensional nonlinear optimal control

Turnpike properties have been established long time ago in finite-dimensional optimal control problems arising in econometry. They refer to the fact that, under quite general assumptions, the optimal solutions of a given optimal control problem settled in large time consist approximately of three pieces, the first and the last of which being transient short-time arcs, and the middle piece being a long-time arc staying exponentially close to the optimal steady-state solution of an associated static optimal control problem. We provide in this paper a general version of a turnpike theorem, valuable for nonlinear dynamics without any specific assumption, and for very general terminal conditions. Not only the optimal trajectory is shown to remain exponentially close to a steady-state, but also the corresponding adjoint vector of the Pontryagin maximum principle. The exponential closedness is quantified with the use of appropriate normal forms of Riccati equations. We show then how the property on the adjoint vector can be adequately used in order to initialize successfully a numerical direct method, or a shooting method. In particular, we provide an appropriate variant of the usual shooting method in which we initialize the adjoint vector, not at the initial time, but at the middle of the trajectory

Turing conditions for pattern forming systems on evolving manifolds

The study of pattern-forming instabilities in reaction-diffusion systems on growing or otherwise time-dependent domains arises in a variety of settings, including applications in developmental biology, spatial ecology, and experimental chemistry. Analyzing such instabilities is complicated, as there is a strong dependence of any spatially homogeneous base states on time, and the resulting structure of the linearized perturbations used to determine the onset of instability is inherently non-autonomous. We obtain general conditions for the onset and structure of diffusion driven instabilities in reaction-diffusion systems on domains which evolve in time, in terms of the time-evolution of the Laplace-Beltrami spectrum for the domain and functions which specify the domain evolution. Our results give sufficient conditions for diffusive instabilities phrased in terms of differential inequalities which are both versatile and straightforward to implement, despite the generality of the studied problem. These conditions generalize a large number of results known in the literature, such as the algebraic inequalities commonly used as a sufficient criterion for the Turing instability on static domains, and approximate asymptotic results valid for specific types of growth, or specific domains. We demonstrate our general Turing conditions on a variety of domains with different evolution laws, and in particular show how insight can be gained even when the domain changes rapidly in time, or when the homogeneous state is oscillatory, such as in the case of Turing-Hopf instabilities. Extensions to higher-order spatial systems are also included as a way of demonstrating the generality of the approach

Mathematical computer programs: A compilation

Computer programs, routines, and subroutines for aiding engineers, scientists, and mathematicians in direct problem solving are presented. Also included is a group of items that affords the same users greater flexibility in the use of software

GEOSIM: A numerical model for geophysical fluid flow simulation

A numerical model which simulates geophysical fluid flow in a wide range of problems is described in detail, and comparisons of some of the model's results are made with previous experimental and numerical studies. The model is based upon the Boussinesq Navier-Stokes equations in spherical coordinates, which can be reduced to a cylindrical system when latitudinal walls are used near the pole and the ratio of latitudinal length to the radius of the sphere is small. The equations are approximated by finite differences in the meridional plane and spectral decomposition in the azimuthal direction. The user can specify a variety of boundary and initial conditions, and there are five different spectral truncation options. The results of five validation cases are presented: (1) the transition between axisymmetric flow and baroclinic wave flow in the side heated annulus; (2) the steady baroclinic wave of the side heated annulus; (3) the wave amplitude vacillation of the side heated annulus; (4) transition to baroclinic wave flow in a bottom heated annulus; and (5) the Spacelab Geophysical Fluid Flow Cell (spherical) experiment

Computed Chaos or Numerical Errors

Discrete numerical methods with finite time-steps represent a practical technique to solve initial-value problems involving nonlinear differential equations. These methods seem particularly useful to the study of chaos since no analytical chaotic solution is currently available. Using the well-known Lorenz equations as an example, it is demonstrated that numerically computed results and their associated statistical properties are time-step dependent. There are two reasons for this behavior. First, chaotic differential equations are unstable so that any small error is amplified exponentially near an unstable manifold. The more serious and lesser-known reason is that stable and unstable manifolds of singular points associated with differential equations can form virtual separatrices. The existence of a virtual separatrix presents the possibility of a computed trajectory actually jumping through it due to the finite time-steps of discrete numerical methods. Such behavior violates the uniqueness theory of differential equations and amplifies the numerical errors explosively. These reasons imply that, even if computed results are bounded, their independence on time-step should be established before accepting them as useful numerical approximations to the true solution of the differential equations. However, due to these exponential and explosive amplifications of numerical errors, no computed chaotic solutions of differential equations independent of integration-time step have been found. Thus, reports of computed non-periodic solutions of chaotic differential equations are simply consequences of unstably amplified truncation errors, and are not approximate solutions of the associated differential equations.Comment: pages 24, Figures

A Modular Sewing Kit for Entanglement Wedges

We relate the Riemann curvature of a holographic spacetime to an entanglement property of the dual CFT state: the Berry curvature of its modular Hamiltonians. The modular Berry connection encodes the relative bases of nearby CFT subregions while its bulk dual, restricted to the code subspace, relates the edge-mode frames of the corresponding entanglement wedges. At leading order in 1/N and for sufficiently smooth HRRT surfaces, the modular Berry connection simply sews together the orthonormal coordinate systems covering neighborhoods of HRRT surfaces. This geometric perspective on entanglement is a promising new tool for connecting the dynamics of entanglement and gravitation.Comment: 26 pages + Appendices, 4 figure

Chaotic oscillations in a nearly inviscid, axisymmetric capillary bridge at 2:1 parametric resonance

We consider the 2:1 internal resonances (such that Ω1>0 and Ω2 ≃ 2Ω1 are natural frequencies) that appear in a nearly inviscid, axisymmetric capillary bridge when the slenderness Λ is such that 0<Λ<π (to avoid the Rayleigh instability) and only the first eight capillary modes are considered. A normal form is derived that gives the slow evolution (in the viscous time scale) of the complex amplitudes of the eigenmodes associated with Ω1 and Ω2, and consists of two complex ODEs that are balances of terms accounting for inertia, damping, detuning from resonance, quadratic nonlinearity, and forcing. In order to obtain quantitatively good results, a two-term approximation is used for the damping rate. The coefficients of quadratic terms are seen to be nonzero if and only if the eigenmode associated with Ω2 is even. In that case the quadratic normal form possesses steady states (which correspond to mono- or bichromatic oscillations of the liquid bridge) and more complex periodic or chaotic attractors (corresponding to periodically or chaotically modulated oscillations). For illustration, several bifurcation diagrams are analyzed in some detail for an internal resonance that appears at Λ ≃ 2.23 and involves the fifth and eighth eigenmodes. If, instead, the eigenmode associated with Ω2 is odd, and only one of the eigenmodes associated with Ω1 and Ω2 is directly excited, then quadratic terms are absent in the normal form and the associated dynamics is seen to be fairly simple