Certifying spatially uniform behavior in reaction–diffusion PDE and compartmental ODE systems

We present a condition that guarantees spatial uniformity for the asymptotic behavior of the solutions of a reaction–diffusion PDE with Neumann boundary conditions. This condition makes use of the Jacobian matrix of the reaction terms and the second Neumann eigenvalue of the Laplacian operator on the given spatial domain, and eliminates the global Lipschitz assumptions commonly used in mathematical biology literature. We then derive numerical procedures that employ linear matrix inequalities to certify this condition, and illustrate these procedures on models of several biochemical reaction networks. Finally, we present an analog of this PDE result for the synchronization of a network of identical ODE models coupled by diffusion terms. From a systems biology perspective, the main contribution of the paper is to blend analytical and numerical tools from nonlinear systems and control theory to derive a relaxed and verifiable condition for spatial uniformity of biological processes.     

Input-output properties of the Page-Hinkley detector

We consider the stochastic input-output properties of a simple non-linear dynamical system, the so-called Page-Hinkley detector, playing a key role in change detection, and also in queuing theory. We show that for L-mixing inputs with negative expectation the output process of this system is L-mixing. The result is applied to get an upper bound for the false alarm rate. The proof is then adapted to get a similar result for the case of random i.i.d. inputs. Possible extensions and open problems are given in the discussion.     

A team algorithm for robust stability analysis and control design of uncertain time‐varying linear systems using piecewise quadratic Lyapunov functions

A team algorithm based on piecewise quadratic simultaneous Lyapunov functions for robust stability analysis and control design of uncertain time‐varying linear systems is introduced. The objective is to use robust stability criteria that are less conservative than the usual quadratic stability criterion. The use of piecewise quadratic Lyapunov functions leads to a non‐convex optimization problem, which is decomposed into a convex subproblem in a selected subset of decision variables, and a lower‐dimensional non‐convex subproblem in the remaining decision variables. A team algorithm that combines genetic algorithms (GA) for the non‐convex subproblem and interior‐point methods for the solution of linear matrix inequalities (LMI), which form the convex subproblem, is proposed. Numerical examples are given, showing the advantages of the proposed method. Copyright © 2001 John Wiley & Sons, Ltd.     

Numerical Schemes for Variational Inequalities Arising in International Asset Pricing

This paper introduces a valuation model of international pricing in the presence of political risk. Shipments between countries are charged with shipping costs and the country specific production processes are modelled as diffusion processes. The political risk is modelled as a continous time jump process that affects the drift of the returns in the politically unstable countries. The valuation model gives rise to a singular stochastic control problem that is analyzed numerically. The fundamental tools come from the theory of viscosity solutions of the associated Hamilton–Jacobi–Bellman equation which turns out to be a system of integral-differential Variational Inequalities with gradient constraints.     

非线性等式与不等式问题的信赖域算法

５１．引言 本文讨论如下非线性等式与不等式问题的求解问题：其中,吐。）是＊”＋Ｂ的连续可微函数． 非线性问题（１．１）广泛出现于优化问题、互补问题及变分不等式等应用数学领域中,因而对其算法的研究也是计算数学的一个重要部分．许多作者考察了该问题的求解,如Ｄｅｎｎｉｓ和Ｓｃｈｎａｂｅ［６］, Ｐｓｈｅｎｉｃｈｌｌｙｉ［９］, Ｒｏｂｉｎｓｏｎ［１０１等人讨论了该问题的牛顿法求解,梯度法求解,Ｂｕｒｋｅ和 Ｈａｎ［‘］讨论了高斯一牛顿法求解． Ｄｅｎｎｉｓ在［５］中首次采用了信赖域算法的求解,［５］中通过引…     

An LMI approach to constrained optimization with homogeneous forms

This paper considers the problem of determining the minimum Euclidean distance of a point from a polynomial surface in . It is well known that this problem is in general non-convex. The main purpose of the paper is to investigate to what extent linear matrix inequality (LMI) techniques can be exploited for solving this problem. The first result of the paper shows that a lower bound to the global minimum can be achieved via the solution of a one-parameter family of linear matrix inequalities (LMIs). It is also pointed out that for some classes of problems the solution of a single LMI problem provides the lower bound. The second result concerns the tightness of the bound. It is shown that optimality of the lower bound amounts to solving a system of linear equations. An application example is finally presented to show the features of the approach.     

LMI characterization of the strong delay-independent stability of linear delay systems via quadratic Lyapunov–Krasovskii functionals

In this note is proposed an analogue for linear delay systems of the characterization of asymptotic stability of the rational systems by the solvability of associated Lyapunov equation. It is shown that strong delay-independent stability of delay system is equivalent to the feasibility of certain linear matrix inequality (LMI), related to quadratic Lyapunov–Krasovskii functionals.     

一类大时滞网络控制系统的H_∞鲁棒控制

研究一类大时滞不确定网络控制系统的输出反馈H∞鲁棒控制问题。将具有随机大时滞的网络控制系统模型化为具有不确定系数的离散时间系统模型,然后利用构造的Lyapunov函数和线性矩阵不等式,证明并给出了输出反馈H∞鲁棒控制问题有解的充分条件。所设计的控制器使系统具有鲁棒性,能满足所给H∞范数指标。最后通过算例验证结果的有效性。     

一类加权种群系统边界控制的最优条件

文章讨论了一类与年龄相关且具有加权总规模的非线性时变种群系统边界控制为最优的必要条件,得到了由积分-偏微分方程和变分不等式组成的最优性组.