A rapidly converging domain decomposition algorithm for a time delayed parabolic problem with mixed type boundary conditions exhibiting boundary layers.

[EN]A rapidly converging domain decomposition algorithm is introduced for a time delayed parabolic problem with mixed type boundary conditions exhibiting boundary layers. Firstly, a space-time decomposition of the original problem is considered. Subsequently, an iterative process is proposed, wherein the exchange of information to neighboring subdomains is accomplished through the utilization of piecewise-linear interpolation. It is shown that the algorithm provides uniformly convergent numerical approximations to the solution. Our analysis utilizes some novel auxiliary problems, barrier functions, and a new maximum principle result. More importantly, we showed that only one iteration is needed for small values of the perturbation parameter

Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte

The solution of some differential equations by nonstandard finite difference method

Thesis (Master)--Izmir Institute of Technology, Mathematics, Izmir, 2005Includes bibliographical references (leaves: 55-57)Text in English; Abstract: Turkish and Englishix, 66 leavesIn this thesis, the nonstandard finite difference method is applied to construct thenew finite difference equations for the first order nonlinear dynamic equation, second order singularly perturbed convection diffusion equation and nonlinear reaction diffusion partial differential equation The new discrete representation for the first order nonlinear dynamic equation allows us to obtain stable solutions for all step-sizes.For singularly perturbed convection diffusion equation, the error analysis reveals that the nonstandard finite difference representation gives the better results for any values of the perturbation parameters. Finally, the new discretization for the last equation is obtained.The lemma related to the positivity and boundedness conditions required for the nonstandard finite difference scheme is stated. Numerical simulations for all differential equarions are illustrated based on the parameters we considered

Simultaneous identification, tracking control and disturbance rejection of uncertain nonlinear dynamics systems: A unified neural approach

Previous works of traditional zeroing neural networks (or termed Zhang neural networks, ZNN) show great success for solving specific time-variant problems of known systems in an ideal environment. However, it is still a challenging issue for the ZNN to effectively solve time-variant problems for uncertain systems without the prior knowledge. Simultaneously, the involvement of external disturbances in the neural network model makes it even hard for time-variant problem solving due to the intensively computational burden and low accuracy. In this paper, a unified neural approach of simultaneous identification, tracking control and disturbance rejection in the framework of the ZNN is proposed to address the time-variant tracking control of uncertain nonlinear dynamics systems (UNDS). The neural network model derived by the proposed approach captures hidden relations between inputs and outputs of the UNDS. The proposed model shows outstanding tracking performance even under the influences of uncertainties and disturbances. Then, the continuous-time model is discretized via Euler forward formula (EFF). The corresponding discrete algorithm and block diagram are also presented for the convenience of implementation. Theoretical analyses on the convergence property and discretization accuracy are presented to verify the performance of the neural network model. Finally, numerical studies, robot applications, performance comparisons and tests demonstrate the effectiveness and advantages of the proposed neural network model for the time-variant tracking control of UNDS

Robust H

A new version of delay-dependent bounded real lemma for singular systems with state delay is established by parameterized Lyapunov-Krasovskii functional approach. In order to avoid generating nonconvex problem formulations in control design, a strategy that introduces slack matrices and decouples the system matrices from the Lyapunov-Krasovskii parameter matrices is used. Examples are provided to demonstrate that the results in this paper are less conservative than the existing corresponding ones in the literature

Limit Hamilton–Jacobi–Isaacs Equations for Singularly Perturbed Zero-Sum Differential Games

AbstractA singularly perturbed zero-sum differential game with full information is considered. Upper and lower value functions of this game are shown to have limits as the singular perturbations parameter tends to zero. These limits are established to coincide with viscosity solutions of some Hamilton–Jacobi type equations. A special case and two examples are considered to illustrate the general results

Reach Set Approximation through Decomposition with Low-dimensional Sets and High-dimensional Matrices

Approximating the set of reachable states of a dynamical system is an algorithmic yet mathematically rigorous way to reason about its safety. Although progress has been made in the development of efficient algorithms for affine dynamical systems, available algorithms still lack scalability to ensure their wide adoption in the industrial setting. While modern linear algebra packages are efficient for matrices with tens of thousands of dimensions, set-based image computations are limited to a few hundred. We propose to decompose reach set computations such that set operations are performed in low dimensions, while matrix operations like exponentiation are carried out in the full dimension. Our method is applicable both in dense- and discrete-time settings. For a set of standard benchmarks, it shows a speed-up of up to two orders of magnitude compared to the respective state-of-the art tools, with only modest losses in accuracy. For the dense-time case, we show an experiment with more than 10.000 variables, roughly two orders of magnitude higher than possible with previous approaches

Numerical Treatment of Non-Linear singular pertubation problems

Magister Scientiae - MScThis thesis deals with the design and implementation of some novel numerical methods for non-linear singular pertubations problems (NSPPs). It provide a survey of asymptotic and numerical methods for some NSPPs in the past decade. By considering two test problems, rigorous asymptotic analysis is carried out. Based on this analysis, suitable numerical methods are designed, analyzed and implemented in order to have some relevant results of physical importance. Since the asymptotic analysis provides only qualitative information, the focus is more on the numerical analysis of the problem which provides the quantitative information.South Afric

A boundary integral formalism for stochastic ray tracing in billiards

Determining the flow of rays or non-interacting particles driven by a force or velocity field is fundamental to modelling many physical processes. These include particle flows arising in fluid mechanics and ray flows arising in the geometrical optics limit of linear wave equations. In many practical applications, the driving field is not known exactly and the dynamics are determined only up to a degree of uncertainty. This paper presents a boundary integral framework for propagating flows including uncertainties, which is shown to systematically interpolate between a deterministic and a completely random description of the trajectory propagation. A simple but efficient discretisation approach is applied to model uncertain billiard dynamics in an integrable rectangular domain