Continuous symmetries of Lagrangians and exact solutions of discrete equations

One of the difficulties encountered when studying physical theories in discrete space-time is that of describing the underlying continuous symmetries (like Lorentz, or Galilei invariance). One of the ways of addressing this difficulty is to consider point transformations acting simultaneously on difference equations and lattices. In a previous article we have classified ordinary difference schemes invariant under Lie groups of point transformations. The present article is devoted to an invariant Lagrangian formalism for scalar single-variable difference schemes. The formalism is used to obtain first integrals and explicit exact solutions of the schemes. Equations invariant under two- and three- dimensional groups of Lagrangian symmetries are considered.Comment: 31 pages, submitted to Journal of Mathematical Physic

Lie Symmetries and Exact Solutions of First Order Difference Schemes

We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted to the symmetries considered. The invariant difference schemes can be so chosen that their solutions coincide exactly with those of the original differential equation.Comment: Minor changes and journal-re

Hamilton-Jacobi equations for optimal control on multidimensional junctions

We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a union of half-planes which share a common straight line. This set will be named a junction. We define a notion of constrained viscosity solution of Hamilton-Jacobi equations on the junction and we propose a comparison principle whose proof is based on arguments from the optimal control theory.Comment: 37 pages and 2 figure

Global stabilization of a Korteweg-de Vries equation with saturating distributed control

This article deals with the design of saturated controls in the context of partial differential equations. It focuses on a Korteweg-de Vries equation, which is a nonlinear mathematical model of waves on shallow water surfaces. Two different types of saturated controls are considered. The well-posedness is proven applying a Banach fixed point theorem, using some estimates of this equation and some properties of the saturation function. The proof of the asymptotic stability of the closed-loop system is separated in two cases: i) when the control acts on all the domain, a Lyapunov function together with a sector condition describing the saturating input is used to conclude on the stability, ii) when the control is localized, we argue by contradiction. Some numerical simulations illustrate the stability of the closed-loop nonlinear partial differential equation. 1. Introduction. In recent decades, a great effort has been made to take into account input saturations in control designs (see e.g [39], [15] or more recently [17]). In most applications, actuators are limited due to some physical constraints and the control input has to be bounded. Neglecting the amplitude actuator limitation can be source of undesirable and catastrophic behaviors for the closed-loop system. The standard method to analyze the stability with such nonlinear controls follows a two steps design. First the design is carried out without taking into account the saturation. In a second step, a nonlinear analysis of the closed-loop system is made when adding the saturation. In this way, we often get local stabilization results. Tackling this particular nonlinearity in the case of finite dimensional systems is already a difficult problem. However, nowadays, numerous techniques are available (see e.g. [39, 41, 37]) and such systems can be analyzed with an appropriate Lyapunov function and a sector condition of the saturation map, as introduced in [39]. In the literature, there are few papers studying this topic in the infinite dimensional case. Among them, we can cite [18], [29], where a wave equation equipped with a saturated distributed actuator is studied, and [12], where a coupled PDE/ODE system modeling a switched power converter with a transmission line is considered. Due to some restrictions on the system, a saturated feedback has to be designed in the latter paper. There exist also some papers using the nonlinear semigroup theory and focusing on abstract systems ([20],[34],[36]). Let us note that in [36], [34] and [20], the study of a priori bounded controller is tackled using abstract nonlinear theory. To be more specific, for bounded ([36],[34]) and unbounded ([34]) control operators, some conditions are derived to deduce, from the asymptotic stability of an infinite-dimensional linear system in abstract form, the asymptotic stability when closing the loop with saturating controller. These articles use the nonlinear semigroup theory (see e.g. [24] or [1]). The Korteweg-de Vries equation (KdV for short)Comment: arXiv admin note: text overlap with arXiv:1609.0144

On the Linearization of Second-Order Differential and Difference Equations

This article complements recent results of the papers [J. Math. Phys. 41 (2000), 480; 45 (2004), 336] on the symmetry classification of second-order ordinary difference equations and meshes, as well as the Lagrangian formalism and Noether-type integration technique. It turned out that there exist nonlinear superposition principles for solutions of special second-order ordinary difference equations which possess Lie group symmetries. This superposition springs from the linearization of second-order ordinary difference equations by means of non-point transformations which act simultaneously on equations and meshes. These transformations become some sort of contact transformations in the continuous limit.Comment: Published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA

Local analytic regularity in the linearized Calder\'on problem

We consider the linearization of the Dirichlet-to-Neumann (DN) map as a function of the potential. We show that it is injective at a real analytic potential for measurements made at an open subset of analyticity of the boundary. More generally, we relate the analyticity up to the boundary of the variations of the potential to the analyticity of the symbols of the corresponding variations of the DN-map.Comment: A gap in the proof of Lemma 1.2 in v1 prompted us to remove that lemma, causing a superficial change in the formulation of the main resul

Analysis of a HMM time-discretization scheme for a system of Stochastic PDE's

We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by the Averaging Principle satisfied by this system, and fits to the framework of Heterogeneous Multiscale Methods.The slow and the fast components are approximated with two coupled numerical semi-implicit Euler schemes depending on two different timestep sizes. We derive bounds of the approximation error on the slow component in the strong sense - approximation of trajectories - and in the weak sense - approximation of the laws. The estimates generalize the results of \cite{E-L-V} in the case of infinite dimensional processes