Non-fragile guaranteed cost fuzzy control for nonlinear first-order hyperbolic partial differential equation systems

This paper concerns the non-fragile guaranteed cost control for nonlinear first-order hyperbolic partial differential equations (PDEs), and the case of hyperbolic PDE systems with parameter uncertainties is also addressed. A Takagi–Sugeno (T–S) fuzzy hyperbolic PDE model is presented to exactly represent the nonlinear hyperbolic PDE system. Then, the state-feedback non-fragile controller distributed in space is designed by the parallel distributed compensation (PDC) method, and some sufficient conditions are derived in terms of spatial differential linear matrix inequalities (SDLMIs) such that the T–S fuzzy hyperbolic PDE system is asymptotically stable and the cost function keeps an upper bound. Moreover, for the nonlinear hyperbolic PDE system with parameter uncertainties, using the above-design approach, the robust non-fragile guaranteed cost control scheme is obtained. Furthermore, the finite-difference method is employed to solve the SDLMIs. Finally, a nonlinear hyperbolic PDE system is presented to illustrate the effectiveness and advantage of the developed design methodology.     

A Central Discontinuous Galerkin Method for Hamilton-Jacobi Equations

In this paper, a central discontinuous Galerkin method is proposed to solve for the viscosity solutions of Hamilton-Jacobi equations. Central discontinuous Galerkin methods were originally introduced for hyperbolic conservation laws. They combine the central scheme and the discontinuous Galerkin method and therefore carry many features of both methods. Since Hamilton-Jacobi equations in general are not in the divergence form, it is not straightforward to design a discontinuous Galerkin method to directly solve such equations. By recognizing and following a “weighted-residual” or “stabilization-based” formulation of central discontinuous Galerkin methods when applied to hyperbolic conservation laws, we design a high order numerical method for Hamilton-Jacobi equations. The L ² stability and the error estimate are established for the proposed method when the Hamiltonians are linear. The overall performance of the method in approximating the viscosity solutions of general Hamilton-Jacobi equations are demonstrated through extensive numerical experiments, which involve linear, nonlinear, smooth, nonsmooth, convex, or nonconvex Hamiltonians.     

Accurate numerical approximations to initial value problems with periodical solutions

An explicit fourth order Runge-Kutta Fehlberg method for the numerical solution of first order differential equations having oscillating solutions is developed in this paper. This method is constructed using a linear homogeneous test equation with phase-lag of order either six or eight and with dissipative order six. Both the schemes are used for the numerical solution of equations describing free and weakly forced oscillations and semidiscretized hyperbolic equations. The numerical results obtained show that the new method is much more accurate than other methods proposed recently.     

Operator-splitting methods for the 2D convective Cahn–Hilliard equation

In this work, we present operator-splitting methods for the two-dimensional nonlinear fourth-order convective Cahn–Hilliard equation with specified initial condition and periodic boundary conditions. The full problem is split into hyperbolic, nonlinear diffusion and linear fourth-order problems. We prove that the semi-discrete approximate solution obtained from the operator-splitting method converges to the weak solution. Numerical methods are then constructed to solve each sub equations sequentially. The hyperbolic conservation law is solved by efficient finite volume methods and dimensional splitting method, while the one-dimensional hyperbolic conservation laws are solved using front tracking algorithm. The front tracking method is based on the exact solution and hence has no stability restriction on the size of the time step. The nonlinear diffusion problem is solved by a linearized implicit finite volume method, which is unconditionally stable. The linear fourth-order equation is solved using a pseudo-spectral method, which is based on an exact solution. Finally, some numerical experiments are carried out to test the performance of the proposed numerical methods.     

Multirate Timestepping Methods for Hyperbolic Conservation Laws

This paper constructs multirate time discretizations for hyperbolic conservation laws that allow different timesteps to be used in different parts of the spatial domain. The proposed family of discretizations is second order accurate in time and has conservation and linear and nonlinear stability properties under local CFL conditions. Multirate timestepping avoids the necessity to take small global timesteps (restricted by the largest value of the Courant number on the grid) and therefore results in more efficient algorithms. Numerical results obtained for the advection and Burgers’ equations confirm the theoretical findings. This work was supported by the National Science Foundation through award NSF CCF-0515170.     

Note on a Fourth Order Finite Difference Scheme for the Wave Equation

The linear wave equation is one of the simplest partial differential equations. It has been used as a test equation of hyperbolic systems for different numerical schemes [Richtmyer and Morton (1967); Euvrard (1994); and Lax (1990]. In this short note, a Fourth order finite difference scheme for this equation is proposed and studied. Numerical simulations confirm our theoretical analyses of accuracy and stability condition. It will be interesting to extend the scheme to nonlinear hyperbolic systems.     

A new Wavelet Method for Variable‐Order Fractional Optimal Control Problems

In this paper, a new computational method based on the Legendre wavelets (LWs) is proposed for solving a class of variable‐order fractional optimal control problems (V‐FOCPs). To do this, a new operational matrix of variable‐order fractional integration (OMV‐FI) in the Riemann‐Liouville sense for the LWs is derived and used to obtain an approximate solution for the problem under study. Along the way the hat functions (HFs) are introduced and employed to derive a general procedure to compute this matrix. In the proposed method, the variable‐order fractional dynamical system is transformed to an equivalent variable‐order fractional integro‐differential dynamical system, at first. Then, the highest integer order of the derivative of the state variable and the control variable are expanded by the LWs with unknown coefficients. Next, the OMV‐FI in the the Riemann‐Liouville sense together with some properties of the LWs are employed to achieve a nonlinear algebraic equation in place of the performance index and a nonlinear system of algebraic equations in place of the dynamical system in terms of the unknown coefficients. Finally, the method of constrained extremum is applied which consists of adjoining the constraint equations derived from the given dynamical system to the performance index by a set of undetermined Lagrange multipliers. As a result, the necessary conditions of optimality are derived as a system of algebraic equations in the unknown coefficients of the state variable, control variable and Lagrange multipliers. Furthermore, the efficiency and accuracy of the proposed method are demonstrated for some concrete examples. The obtained results show that the proposed method is very efficient and accurate.     

On splitting-based numerical methods for nonlinear models of European options

We present a large class of nonlinear models of European options as parabolic equations with quasi-linear diffusion and fully nonlinear hyperbolic part. The main idea of the operator splitting method (OSM) is to couple known difference schemes for nonlinear hyperbolic equations with other ones for quasi-linear parabolic equations. We use flux limiter techniques, explicit–implicit difference schemes, Richardson extrapolation, etc. Theoretical analysis for illiquid market model is given. The numerical experiments show second-order accuracy for the numerical solution (the price) and Greeks Delta and Gamma, positivity and monotonicity preserving properties of the approximations.     

The compact CIP (cubic-interpolated pseudo-particle) method as a general hyperbolic solver

A new universal solver is proposed for general hyperbolic equations; multi-dimensional, linear and nonlinear equations with dissipative and dispersive terms. The scheme uses piecewise cubic polynomial interpolation inside meshes. The physical quantity and its spatial derivative are advanced in time according to the given equation. The scheme not only describes a sharp discontinuity with only one mesh but also reproduces the traveling wave train in the dispersive media. The extension to higher dimensions is straightforward.     

On two upwind finite-difference schemes for hyperbolic equations in non-conservative form

Several finite difference-schemes for approximating solutions of initial value problems associated with systems of linear hyperbolic differential equations are considered. Common features of the schemes is the approximation of the space-like derivatives according to the behavior of the characteristics (upwind schemes for hyperbolic equations). The analysis of standard properties (consistency, stability, convergence, dissipativity, phase error) of finite difference schemes is performed. In addition, extensions of certain upwind schemes to nonlinear equations, extensions to several space-like dimensions by splitting methods and two implicit finite difference schemes are considered.     

Convergence Acceleration for Hyperbolic Systems Using Semicirculant Approximations

The iterative solution of systems of equations arising from systems of hyperbolic, time-independent partial differential equations (PDEs) is studied. The PDEs are discretized using a finite volume or finite difference approximation on a structured grid. A convergence acceleration technique where a semicirculant approximation of the spatial difference operator is employed as preconditioner is considered. The spectrum of the preconditioned coefficient matrix is analyzed for a model problem. It is shown that, asymptotically, the time step for the forward Euler method could be chosen as a constant, which is independent of the number of grid points and the artificial viscosity parameter. By linearizing the Euler equations around an approximate solution, a system of linear PDEs with variable coefficients is formed. When utilizing the semicirculant (SC) preconditioner for this problem, which has properties very similar to the full nonlinear equations, numerical experiments show that the favorable convergence properties hold also here. We compare the results for the SC method to those of a multigrid (MG) scheme. The number of iterations and the arithmetic complexities are considered, and it is clear that the SC method is more efficient for the problems studied. Also, the MG scheme is sensitive to the amount of artificial dissipation added, while the SC method is not.     

Negative-Order Norm Estimates for Nonlinear Hyperbolic Conservation Laws

In this paper, we establish negative-order norm estimates for the accuracy of discontinuous Galerkin (DG) approximations to scalar nonlinear hyperbolic equations with smooth solutions. For these special solutions, we are able to extract this “hidden accuracy” through the use of a convolution kernel that is composed of a linear combination of B-splines. Previous investigations into extracting the superconvergence of DG methods using a convolution kernel have focused on linear hyperbolic equations. However, we now demonstrate that it is possible to extend the Smoothness-Increasing Accuracy-Conserving filter for scalar nonlinear hyperbolic equations. Furthermore, we provide theoretical error estimates for the DG solutions that show improvement to $(2k+m)$ -th order in the negative-order norm, where $m$ depends upon the chosen flux.     

基于双曲正切函数的二阶时变参数扩张状态观测器

当传统扩张状态观测器(ESO)的状态初值与系统的状态初值相差较大时,普遍存在微分峰值现象.为了消除这种现象,本文给出了用双曲正切非线性函数构造ESO的一般形式,并且用Lyapunov函数证明了二阶ESO的误差系统为渐近稳定.然后又利用双曲正切函数自身的饱和特性,设计出一种时变ESO,可以实现微分峰值的有效抑制.最后,把这种ESO的仿真结果与经典ESO的仿真结果进行对比,表明这里提出的ESO能够有效抑制微分峰值现象,并可以获得系统状态变量和非线性扰动的精确估计.     

Adaptive WENO Methods Based on Radial Basis Function Reconstruction

We explore the use of radial basis functions (RBF) in the weighted essentially non-oscillatory (WENO) reconstruction process used to solve hyperbolic conservation laws, resulting in a numerical method of arbitrarily high order to solve problems with discontinuous solutions. Thanks to the mesh-less property of the RBFs, the method is suitable for non-uniform grids and mesh adaptation. We focus on multiquadric radial basis functions and propose a simple strategy to choose the shape parameter to control the balance between achievable accuracy and the numerical stability. We also develop an original smoothness indicator which is independent of the RBF for the WENO reconstruction step. Moreover, we introduce type I and type II RBF-WENO methods by computing specific linear weights. The RBF-WENO method is used to solve linear and nonlinear problems for both scalar and systems of conservation laws, including Burgers equation, the Buckley–Leverett equation, and the Euler equations. Numerical results confirm the performance of the proposed method. We finally consider an effective conservative adaptive algorithm that captures moving shocks and rapidly varying solutions well. Numerical results on moving grids are presented for both Burgers equation and the more complex Euler equations.     

Time-splitting pseudo-spectral domain decomposition method for the soliton solutions of the one- and multi-dimensional nonlinear Schrödinger equations

In this paper, we study the simulation of nonlinear Schrödinger equation in one, two and three dimensions. The proposed method is based on a time-splitting method that decomposes the original problem into two parts, a linear equation and a nonlinear equation. The linear equation in one dimension is approximated with the Chebyshev pseudo-spectral collocation method in space variable and the Crank–Nicolson method in time; while the nonlinear equation with constant coefficients can be solved exactly. As the goal of the present paper is to study the nonlinear Schrödinger equation in the large finite domain, we propose a domain decomposition method. In comparison with the single-domain, the multi-domain methods can produce a sparse differentiation matrix with fewer memory space and less computations. In this study, we choose an overlapping multi-domain scheme. By applying the alternating direction implicit technique, we extend this efficient method to solve the nonlinear Schrödinger equation both in two and three dimensions, while for the solution at each time step, it only needs to solve a sequence of linear partial differential equations in one dimension, respectively. Several examples for one- and multi-dimensional nonlinear Schrödinger equations are presented to demonstrate high accuracy and capability of the proposed method. Some numerical experiments are reported which show that this scheme preserves the conservation laws of charge and energy.     

一类非线性系统的建模、辨识与控制研究

提出一种新型的双曲正切模型,这种模型是一种模糊模型,可以很容易由几条模型规则得出,同时此模型也是一和中神经网络模型,因此模型参数可以通过网络学习获得,而且这种模型可以看作是线性模型的扩展,因此许多线性控制理论的结果可用来分析闭环系统稳定性。最后给出了基于此模型的稳定H∞控制器的设计方法。仿真结果表明这了种模型的有效笥及其控制器设计方法的优良性能。     

On the application of the Cole-Hopf transformation to hyperbolic equations based on second-sound models

We point out and examine two nonlinear, hyperbolic equations, both of which arise in kinematic-wave theory, that can be solved exactly using a conditional application of the Cole-Hopf transformation. Both of these equations are based on flux relations that were originally proposed as models of thermal wave phenomena, also known as second-sound. We then show how this method can be extended and used to obtain a particular type of exact solution to a class of nonlinear, hyperbolic PDEs.     

An improved (G′/G)-expansion method for solving nonlinear evolution equations

An improved (G′/G)-expansion method is proposed to seek more general travelling wave solutions of nonlinear evolution equations. We choose the Zakharov–Kuznetsov–BBM (Benjamin–Bona–Mahony) equation and the (2+1)-dimensional dispersive long wave equations to illustrate the validity and advantages of the proposed method. As a result, many exact travelling wave solutions are obtained, which include soliton, hyperbolic function, trigonometric function and rational, solutions.     

The large discretization step method for time-dependent partial differential equations

A new method for the acceleration of linear and nonlinear time-dependent calculations is presented. It is based on the large discretization step (LDS, in short) approximation, defined in this work, which employs an extended system of low accuracy schemes to approximate a high accuracy discrete approximation to a time-dependent differential operator.These approximations are efficiently implemented in the LDS methods for linear and nonlinear hyperbolic equations, presented here. In these algorithms the high and low accuracy schemes are interpreted as the same discretization of a time-dependent operator on fine and coarse grids, respectively. Thus, a system of correction terms and corresponding equations are derived and solved on the coarse grid to yield the fine grid accuracy. These terms are initialized by visiting the fine grid once in many coarse grid time steps. The resulting methods are very general, simple to implement and may be used to accelerate many existing time marching schemes.The efficiency of the LDS algorithms is defined as the cost of computing the fine grid solution relative to the cost of obtaining the same accuracy with the LDS methods. The LDS method’s typical efficiency is 16 for two-dimensional problems and 28 for three-dimensional problems for both linear and nonlinear equations. For a particularly good discretization of a linear equation, an efficiency of 25 in two-dimensional and 66 in three-dimensional was obtained.