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

Maximal Sensitive Dependence and the Optimal Path to Epidemic Extinction

Extinction of an epidemic or a species is a rare event that occurs due to a large, rare stochastic fluctuation. Although the extinction process is dynamically unstable, it follows an optimal path that maximizes the probability of extinction. We show that the optimal path is also directly related to the finite-time Lyapunov exponents of the underlying dynamical system in that the optimal path displays maximum sensitivity to initial conditions. We consider several stochastic epidemic models, and examine the extinction process in a dynamical systems framework. Using the dynamics of the finite-time Lyapunov exponents as a constructive tool, we demonstrate that the dynamical systems viewpoint of extinction evolves naturally toward the optimal path.Comment: 21 pages, 5 figures, Final revision to appear in Bulletin of Mathematical Biolog

Constrained Hyperbolic Divergence Cleaning for Smoothed Particle Magnetohydrodynamics

We present a constrained formulation of Dedner et al's hyperbolic/parabolic divergence cleaning scheme for enforcing the \nabla\dot B = 0 constraint in Smoothed Particle Magnetohydrodynamics (SPMHD) simulations. The constraint we impose is that energy removed must either be conserved or dissipated, such that the scheme is guaranteed to decrease the overall magnetic energy. This is shown to require use of conjugate numerical operators for evaluating \nabla\dot B and \nabla{\psi} in the SPMHD cleaning equations. The resulting scheme is shown to be stable at density jumps and free boundaries, in contrast to an earlier implementation by Price & Monaghan (2005). Optimal values of the damping parameter are found to be {\sigma} = 0.2-0.3 in 2D and {\sigma} = 0.8-1.2 in 3D. With these parameters, our constrained Hamiltonian formulation is found to provide an effective means of enforcing the divergence constraint in SPMHD, typically maintaining average values of h |\nabla\dot B| / |B| to 0.1-1%, up to an order of magnitude better than artificial resistivity without the associated dissipation in the physical field. Furthermore, when applied to realistic, 3D simulations we find an improvement of up to two orders of magnitude in momentum conservation with a corresponding improvement in numerical stability at essentially zero additional computational expense.Comment: 28 pages, 25 figures, accepted to J. Comput. Phys. Movies at http://www.youtube.com/playlist?list=PL215D649FD0BDA466 v2: fixed inverted figs 1,4,6, and several color bar

Arbitrary-Lagrangian-Eulerian discontinuous Galerkin schemes with a posteriori subcell finite volume limiting on moving unstructured meshes

We present a new family of high order accurate fully discrete one-step Discontinuous Galerkin (DG) finite element schemes on moving unstructured meshes for the solution of nonlinear hyperbolic PDE in multiple space dimensions, which may also include parabolic terms in order to model dissipative transport processes. High order piecewise polynomials are adopted to represent the discrete solution at each time level and within each spatial control volume of the computational grid, while high order of accuracy in time is achieved by the ADER approach. In our algorithm the spatial mesh configuration can be defined in two different ways: either by an isoparametric approach that generates curved control volumes, or by a piecewise linear decomposition of each spatial control volume into simplex sub-elements. Our numerical method belongs to the category of direct Arbitrary-Lagrangian-Eulerian (ALE) schemes, where a space-time conservation formulation of the governing PDE system is considered and which already takes into account the new grid geometry directly during the computation of the numerical fluxes. Our new Lagrangian-type DG scheme adopts the novel a posteriori sub-cell finite volume limiter method, in which the validity of the candidate solution produced in each cell by an unlimited ADER-DG scheme is verified against a set of physical and numerical detection criteria. Those cells which do not satisfy all of the above criteria are flagged as troubled cells and are recomputed with a second order TVD finite volume scheme. The numerical convergence rates of the new ALE ADER-DG schemes are studied up to fourth order in space and time and several test problems are simulated. Finally, an application inspired by Inertial Confinement Fusion (ICF) type flows is considered by solving the Euler equations and the PDE of viscous and resistive magnetohydrodynamics (VRMHD).Comment: 39 pages, 21 figure

High order direct Arbitrary-Lagrangian-Eulerian schemes on moving Voronoi meshes with topology changes

We present a new family of very high order accurate direct Arbitrary-Lagrangian-Eulerian (ALE) Finite Volume (FV) and Discontinuous Galerkin (DG) schemes for the solution of nonlinear hyperbolic PDE systems on moving 2D Voronoi meshes that are regenerated at each time step and which explicitly allow topology changes in time. The Voronoi tessellations are obtained from a set of generator points that move with the local fluid velocity. We employ an AREPO-type approach, which rapidly rebuilds a new high quality mesh rearranging the element shapes and neighbors in order to guarantee a robust mesh evolution even for vortex flows and very long simulation times. The old and new Voronoi elements associated to the same generator are connected to construct closed space--time control volumes, whose bottom and top faces may be polygons with a different number of sides. We also incorporate degenerate space--time sliver elements, needed to fill the space--time holes that arise because of topology changes. The final ALE FV-DG scheme is obtained by a redesign of the fully discrete direct ALE schemes of Boscheri and Dumbser, extended here to moving Voronoi meshes and space--time sliver elements. Our new numerical scheme is based on the integration over arbitrary shaped closed space--time control volumes combined with a fully-discrete space--time conservation formulation of the governing PDE system. In this way the discrete solution is conservative and satisfies the GCL by construction. Numerical convergence studies as well as a large set of benchmarks for hydrodynamics and magnetohydrodynamics (MHD) demonstrate the accuracy and robustness of the proposed method. Our numerical results clearly show that the new combination of very high order schemes with regenerated meshes with topology changes lead to substantial improvements compared to direct ALE methods on conforming meshes

Coupling techniques for nonlinear hyperbolic equations. IV. Multi-component coupling and multidimensional well-balanced schemes

This series of papers is devoted to the formulation and the approximation of coupling problems for nonlinear hyperbolic equations. The coupling across an interface in the physical space is formulated in term of an augmented system of partial differential equations. In an earlier work, this strategy allowed us to develop a regularization method based on a thick interface model in one space variable. In the present paper, we significantly extend this framework and, in addition, encompass equations in several space variables. This new formulation includes the coupling of several distinct conservation laws and allows for a possible covering in space. Our main contributions are, on one hand, the design and analysis of a well-balanced finite volume method on general triangulations and, on the other hand, a proof of convergence of this method toward entropy solutions, extending Coquel, Cockburn, and LeFloch's theory (restricted to a single conservation law without coupling). The core of our analysis is, first, the derivation of entropy inequalities as well as a discrete entropy dissipation estimate and, second, a proof of convergence toward the entropy solution of the coupling problem.Comment: 37 page