A recursively feasible and convergent Sequential Convex Programming procedure to solve non-convex problems with linear equality constraints

A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven to converge to a locally optimal solution. Assuming that the first convex problem in the sequence is feasible, these properties are obtained by convexifying the non-convex cost and inequality constraints with inner-convex approximations. Additionally, a computationally efficient method is introduced to obtain inner-convex approximations based on Taylor series expansions. These Taylor-based inner-convex approximations provide the overall algorithm with a quadratic rate of convergence. The proposed method is capable of solving problems of practical interest in real-time. This is illustrated with a numerical simulation of an aerial vehicle trajectory optimization problem on commercial-of-the-shelf embedded computers

Singular Value Decomposition of Operators on Reproducing Kernel Hilbert Spaces

Reproducing kernel Hilbert spaces (RKHSs) play an important role in many statistics and machine learning applications ranging from support vector machines to Gaussian processes and kernel embeddings of distributions. Operators acting on such spaces are, for instance, required to embed conditional probability distributions in order to implement the kernel Bayes rule and build sequential data models. It was recently shown that transfer operators such as the Perron-Frobenius or Koopman operator can also be approximated in a similar fashion using covariance and cross-covariance operators and that eigenfunctions of these operators can be obtained by solving associated matrix eigenvalue problems. The goal of this paper is to provide a solid functional analytic foundation for the eigenvalue decomposition of RKHS operators and to extend the approach to the singular value decomposition. The results are illustrated with simple guiding examples

Minkowski and Galilei/Newton Fluid Dynamics: A Geometric 3+1 Spacetime Perspective

A kinetic theory of classical particles serves as a unified basis for developing a geometric $3+1$ spacetime perspective on fluid dynamics capable of embracing both Minkowski and Galilei/Newton spacetimes. Parallel treatment of these cases on as common a footing as possible reveals that the particle four-momentum is better regarded as comprising momentum and \textit{inertia} rather than momentum and energy; and consequently, that the object now known as the stress-energy or energy-momentum tensor is more properly understood as a stress-\textit{inertia} or \textit{inertia}-momentum tensor. In dealing with both fiducial and comoving frames as fluid dynamics requires, tensor decompositions in terms of the four-velocities of observers associated with these frames render use of coordinate-free geometric notation not only fully viable, but conceptually simplifying. A particle number four-vector, three-momentum $(1,1)$ tensor, and kinetic energy four-vector characterize a simple fluid and satisfy balance equations involving spacetime divergences on both Minkowski and Galilei/Newton spacetimes. Reduced to a fully $3+1$ form, these equations yield the familiar conservative formulations of special relativistic and non-relativistic hydrodynamics as partial differential equations in inertial coordinates, and in geometric form will provide a useful conceptual bridge to arbitrary-Lagrange-Euler and general relativistic formulations.Comment: Belated upload of version accepted by MDPI Fluids. Additional material in the Introduction; added several tables and an additional appendi

Dissipative hydrodynamics for viscous relativistic fluids

Explicit equations are given for describing the space-time evolution of non-ideal (viscous) relativistic fluids undergoing boost-invariant longitudinal and arbitrary transverse expansion. The equations are derived from the second-order Israel-Stewart approach which ensures causal evolution. Both azimuthally symmetric (1+1)-dimensional and non-symmetric (2+1)-dimensional transverse expansion are discussed. The latter provides the formal basis for the hydrodynamic computation of elliptic flow in relativistic heavy-ion collisions including dissipative effects.Comment: 12 pages, no figures. Submitted to Physical Review