Active Optimal Control of the KdV Equation Using the Variational Iteration Method

The optimal pointwise control of the KdV equation is investigated with an objective of minimizing a given performance measure. The performance measure is specified as a quadratic functional of the final state and velocity functions along with the energy due to open- and closed-loop controls. The minimization of the performance measure over the controls is subjected to the KdV equation with periodic boundary conditions and appropriate initial condition. In contrast to standard optimal control or variational methods, a direct control parameterization is used in this study which presents a distinct approach toward the solution of optimal control problems. The method is based on finite terms of Fourier series approximation of each time control variable with unknown Fourier coefficients and frequencies. He's variational iteration method for the nonlinear partial differential equations is applied to the problem and thus converting the optimal control of lumped parameter systems into a mathematical programming. A numerical simulation is provided to exemplify the proposed method

Multigrid methods for two-player zero-sum stochastic games

We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect information, which combines policy iteration and algebraic multigrid methods. This algorithm can be applied either to a true finite state space zero-sum two player game or to the discretization of an Isaacs equation. We present numerical tests on discretizations of Isaacs equations or variational inequalities. We also present a full multi-level policy iteration, similar to FMG, which allows to improve substantially the computation time for solving some variational inequalities.Comment: 31 page

Time-Fractional KdV Equation: Formulation and Solution using Variational Methods

In this work, the semi-inverse method has been used to derive the Lagrangian of the Korteweg-de Vries (KdV) equation. Then, the time operator of the Lagrangian of the KdV equation has been transformed into fractional domain in terms of the left-Riemann-Liouville fractional differential operator. The variational of the functional of this Lagrangian leads neatly to Euler-Lagrange equation. Via Agrawal's method, one can easily derive the time-fractional KdV equation from this Euler-Lagrange equation. Remarkably, the time-fractional term in the resulting KdV equation is obtained in Riesz fractional derivative in a direct manner. As a second step, the derived time-fractional KdV equation is solved using He's variational-iteration method. The calculations are carried out using initial condition depends on the nonlinear and dispersion coefficients of the KdV equation. We remark that more pronounced effects and deeper insight into the formation and properties of the resulting solitary wave by additionally considering the fractional order derivative beside the nonlinearity and dispersion terms.Comment: The paper has been rewritten, 12 pages, 3 figure

Optimal Perturbation Iteration Method for Bratu-Type Problems

In this paper, we introduce the new optimal perturbation iteration method based on the perturbation iteration algorithms for the approximate solutions of nonlinear differential equations of many types. The proposed method is illustrated by studying Bratu-type equations. Our results show that only a few terms are required to obtain an approximate solution which is more accurate and efficient than many other methods in the literature.Comment: 11 pages, 3 Figure