Consensus-based control for a network of diffusion PDEs with boundary local interaction

In this paper the problem of driving the state of a network of identical agents, modeled by boundary-controlled heat equations, towards a common steady-state profile is addressed. Decentralized consensus protocols are proposed to address two distinct problems. The first problem is that of steering the states of all agents towards the same constant steady-state profile which corresponds to the spatial average of the agents initial condition. A linear local interaction rule addressing this requirement is given. The second problem deals with the case where the controlled boundaries of the agents dynamics are corrupted by additive persistent disturbances. To achieve synchronization between agents, while completely rejecting the effect of the boundary disturbances, a nonlinear sliding-mode based consensus protocol is proposed. Performance of the proposed local interaction rules are analyzed by applying a Lyapunov-based approach. Simulation results are presented to support the effectiveness of the proposed algorithms

Some numerical methods for solving stochastic impulse control in natural gas storage facilities

The valuation of gas storage facilities is characterized as a stochastic impulse control problem with finite horizon resulting in Hamilton-Jacobi-Bellman (HJB) equations for the value function. In this context the two catagories of solving schemes for optimal switching are discussed in a stochastic control framework. We reviewed some numerical methods which include approaches related to partial differential equations (PDEs), Markov chain approximation, nonparametric regression, quantization method and some practitioners’ methods. This paper considers optimal switching problem arising in valuation of gas storage contracts for leasing the storage facilities, and investigates the recent developments as well as their advantages and disadvantages of each scheme based on dynamic programming principle (DPP

Theoretical and numerical comparison of hyperelastic and hypoelastic formulations for Eulerian non-linear elastoplasticity

The aim of this paper is to compare a hyperelastic with a hypoelastic model describing the Eulerian dynamics of solids in the context of non-linear elastoplastic deformations. Specifically, we consider the well-known hypoelastic Wilkins model, which is compared against a hyperelastic model based on the work of Godunov and Romenski. First, we discuss some general conceptual differences between the two approaches. Second, a detailed study of both models is proposed, where differences are made evident at the aid of deriving a hypoelastic-type model corresponding to the hyperelastic model and a particular equation of state used in this paper. Third, using the same high order ADER Finite Volume and Discontinuous Galerkin methods on fixed and moving unstructured meshes for both models, a wide range of numerical benchmark test problems has been solved. The numerical solutions obtained for the two different models are directly compared with each other. For small elastic deformations, the two models produce very similar solutions that are close to each other. However, if large elastic or elastoplastic deformations occur, the solutions present larger differences.Comment: 14 figure

Numerical simulation of conservation laws with moving grid nodes: Application to tsunami wave modelling

In the present article we describe a few simple and efficient finite volume type schemes on moving grids in one spatial dimension combined with appropriate predictor-corrector method to achieve higher resolution. The underlying finite volume scheme is conservative and it is accurate up to the second order in space. The main novelty consists in the motion of the grid. This new dynamic aspect can be used to resolve better the areas with large solution gradients or any other special features. No interpolation procedure is employed, thus unnecessary solution smearing is avoided, and therefore, our method enjoys excellent conservation properties. The resulting grid is completely redistributed according the choice of the so-called monitor function. Several more or less universal choices of the monitor function are provided. Finally, the performance of the proposed algorithm is illustrated on several examples stemming from the simple linear advection to the simulation of complex shallow water waves. The exact well-balanced property is proven. We believe that the techniques described in our paper can be beneficially used to model tsunami wave propagation and run-up.Comment: 46 pages, 7 figures, 7 tables, 94 references. Accepted to Geosciences. Other author's papers can be downloaded at http://www.denys-dutykh.com

Some special solutions to the Hyperbolic NLS equation

The Hyperbolic Nonlinear Schrodinger equation (HypNLS) arises as a model for the dynamics of three-dimensional narrowband deep water gravity waves. In this study, the Petviashvili method is exploited to numerically compute bi-periodic time-harmonic solutions of the HypNLS equation. In physical space they represent non-localized standing waves. Non-trivial spatial patterns are revealed and an attempt is made to describe them using symbolic dynamics and the language of substitutions. Finally, the dynamics of a slightly perturbed standing wave is numerically investigated by means a highly acccurate Fourier solver.Comment: 33 pages, 10 figures, 70 references. Other author's papers can be found at http://www.denys-dutykh.com