A Numerical Slow Manifold Approach to Model Reduction for Optimal Control of Multiple Time Scale ODE

Time scale separation is a natural property of many control systems that can be ex- ploited, theoretically and numerically. We present a numerical scheme to solve optimal control problems with considerable time scale separation that is based on a model reduction approach that does not need the system to be explicitly stated in singularly perturbed form. We present examples that highlight the advantages and disadvantages of the method

Symmetry of Nodal Solutions for Singularly Perturbed Elliptic Problems on a Ball

In [40], it was shown that the following singularly perturbed Dirichlet problem \ep^2 \Delta u - u+ |u|^{p-1} u=0, \ \mbox{in} \ \Om,\] \[ u=0 \ \mbox{on} \ \partial \Om has a nodal solution u_\ep which has the least energy among all nodal solutions. Moreover, it is shown that u_\ep has exactly one local maximum point P_1^\ep with a positive value and one local minimum point P_2^\ep with a negative value and, as \ep \to 0, \varphi (P_1^\ep, P_2^\ep) \to \max_{ (P_1, P_2) \in \Om \times \Om } \varphi (P_1, P_2), where \varphi (P_1, P_2)= \min (\frac{|P_1-P_2}{2}, d(P_1, \partial \Om), d(P_2, \partial \Om)). The following question naturally arises: where is the {\bf nodal surface} \{ u_\ep (x)=0 \}? In this paper, we give an answer in the case of the unit ball \Om=B_1 (0). In particular, we show that for \epsilon sufficiently small, P_1^\ep, P_2^\ep and the origin must lie on a line. Without loss of generality, we may assume that this line is the x_1-axis. Then u_\ep must be even in x_j, j=2, ..., N, and odd in x_1. As a consequence, we show that \{ u_\ep (x)=0 \} = \{ x \in B_1 (0) | x_1=0 \}. Our proof is divided into two steps: first, by using the method of moving planes, we show that P_1^\ep, P_2^\ep and the origin must lie on the x_1-axis and u_\ep must be even in x_j, j=2, ..., N. Then, using the Liapunov-Schmidt reduction method, we prove the uniqueness of u_\ep (which implies the odd symmetry of u_\ep in x_1). Similar results are also proved for the problem with Neumann boundary conditions

Optimal control of multiscale systems using reduced-order models

We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal control computed from the reduced-order model to control the original, high-dimensional system? The strategy "first reduce, then optimize"--rather than "first optimize, then reduce"--is motivated by the fact that solving optimal control problems for high-dimensional multiscale systems is numerically challenging and often computationally prohibitive. We state sufficient and necessary conditions, under which the "first reduce, then control" strategy can be employed and discuss when it should be avoided. We further give numerical examples that illustrate the "first reduce, then optmize" approach and discuss possible pitfalls

Nonlinear zero-sum differential game analysis by singular perturbation methods

A class of nonlinear, zero-sum differential games, exhibiting time-scale separation properties, can be analyzed by singular-perturbation techniques. The merits of such an analysis, leading to an approximate game solution, as well as the 'well-posedness' of the formulation, are discussed. This approach is shown to be attractive for investigating pursuit-evasion problems; the original multidimensional differential game is decomposed to a 'simple pursuit' (free-stream) game and two independent (boundary-layer) optimal-control problems. Using multiple time-scale boundary-layer models results in a pair of uniformly valid zero-order composite feedback strategies. The dependence of suboptimal strategies on relative geometry and own-state measurements is demonstrated by a three dimensional, constant-speed example. For game analysis with realistic vehicle dynamics, the technique of forced singular perturbations and a variable modeling approach is proposed. Accuracy of the analysis is evaluated by comparison with the numerical solution of a time-optimal, variable-speed 'game of two cars' in the horizontal plane

A High-Order Method for Stiff Boundary Value Problems with Turning Points

This paper describes some high-order collocation-like methods for the numerical solution of stiff boundary-value problems with turning points. The presentation concentrates on the implementation of these methods in conjunction with the implementation of the a priori mesh construction algorithm introduced by Kreiss, Nichols and Brown [SIAM J. Numer. Anal., 23 (1986), pp. 325–368] for such problems. Numerical examples are given showing the high accuracy which can be obtained in solving the boundary value problem for singularly perturbed ordinary differential equations with turning points

Adaptive Pseudo-Transient-Continuation-Galerkin Methods for Semilinear Elliptic Partial Differential Equations

In this paper we investigate the application of pseudo-transient-continuation (PTC) schemes for the numerical solution of semilinear elliptic partial differential equations, with possible singular perturbations. We will outline a residual reduction analysis within the framework of general Hilbert spaces, and, subsequently, employ the PTC-methodology in the context of finite element discretizations of semilinear boundary value problems. Our approach combines both a prediction-type PTC-method (for infinite dimensional problems) and an adaptive finite element discretization (based on a robust a posteriori residual analysis), thereby leading to a fully adaptive PTC-Galerkin scheme. Numerical experiments underline the robustness and reliability of the proposed approach for different examples.Comment: arXiv admin note: text overlap with arXiv:1408.522

Fourth order compact finite difference method for solving singularly perturbed 1D reaction diffusion equations with dirichlet boundary conditions

A numerical method based on finite difference scheme with uniform mesh is presented for solving singularly perturbed two-point boundary value problems of 1D reaction-diffusion equations. First, the derivatives of the given differential equation is replaced by the finite difference approximations and then, solved by using fourth order compact finite difference method by taking uniform mesh. To demonstrate the efficiency of the method, numerical illustrations have been given. Graphs are also depicted in support of the numerical results. Both the theoretical and computational rate of convergence of the method have been examined and found to be in agreement. As it can be observed from the numerical results presented in tables and graphs, the present method approximates the exact solution very well.Keywords: Singular perturbation, Compact finite difference method, Reaction diffusion