Download or read book The Maximum Principle written by Patrizia Pucci and published by Springer Science & Business Media. This book was released on 2007-12-23 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Maximum principles are bedrock results in the theory of second order elliptic equations. This principle, simple enough in essence, lends itself to a quite remarkable number of subtle uses when combined appropriately with other notions. Intended for a wide audience, the book provides a clear and comprehensive explanation of the various maximum principles available in elliptic theory, from their beginning for linear equations to recent work on nonlinear and singular equations.
Download or read book An Introduction to Maximum Principles and Symmetry in Elliptic Problems written by L. E. Fraenkel and published by Cambridge University Press. This book was released on 2000-02-25 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced text, originally published in 2000, on differential equations, with plentiful supply of exercises all with detailed hints.
Download or read book A Primer on Pontryagin s Principle in Optimal Control written by I. Michael Ross and published by . This book was released on 2015-03-03 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: EDITORIAL REVIEW: This book provides a guided tour in introducing optimal control theory from a practitioner's point of view. As in the first edition, Ross takes the contrarian view that it is not necessary to prove Pontryagin's Principle before using it. Using the same philosophy, the second edition expands the ideas over four chapters: In Chapter 1, basic principles related to problem formulation via a structured approach are introduced: What is a state variable? What is a control variable? What is state space? And so on. In Chapter 2, Pontryagin's Principle is introduced using intuitive ideas from everyday life: Like the process of "measuring" a sandwich and how it relates to costates. A vast number of illustrations are used to explain the concepts without going into the minutia of obscure mathematics. Mnemonics are introduced to help a beginner remember the collection of conditions that constitute Pontryagin's Principle. In Chapter 3, several examples are worked out in detail to illustrate a step-by-step process in applying Pontryagin's Principle. Included in this example is Kalman's linear-quadratic optimal control problem. In Chapter 4, a large number of problems from applied mathematics to management science are solved to illustrate how Pontryagin's Principle is used across the disciplines. Included in this chapter are test problems and solutions. The style of the book is easygoing and engaging. The classical calculus of variations is an unnecessary prerequisite for understanding optimal control theory. Ross uses original references to weave an entertaining historical account of various events. Students, particularly beginners, will embark on a minimum-time trajectory to applying Pontryagin's Principle.
Download or read book Optimal Control Theory written by Suresh P. Sethi and published by Taylor & Francis US. This book was released on 2006 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as a foundation for the book, which the authors have applied to business management problems developed from their research and classroom instruction. Sethi and Thompson have provided management science and economics communities with a thoroughly revised edition of their classic text on Optimal Control Theory. The new edition has been completely refined with careful attention to the text and graphic material presentation. Chapters cover a range of topics including finance, production and inventory problems, marketing problems, machine maintenance and replacement, problems of optimal consumption of natural resources, and applications of control theory to economics. The book contains new results that were not available when the first edition was published, as well as an expansion of the material on stochastic optimal control theory.
Download or read book Maximum Principles in Differential Equations written by Murray H. Protter and published by . This book was released on 1967 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimality Conditions Abnormal and Degenerate Problems written by Aram Arutyunov and published by Springer Science & Business Media. This book was released on 2000-10-31 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to one of the main questions of the theory of extremal problems, namely, to necessary and sufficient extremality conditions. The book consists of four parts. First, the abstract minimization problem with constraints is studied. The next chapter is devoted to one of the most important classes of extremal problems, the optimal control problem. Next, one of the main objects of the calculus of variations is studied, the integral quadratic form. Finally, local properties of smooth nonlinear mappings in a neighborhood of an abnormal point will be discussed. Audience: The book is intended for researchers interested in optimization problems. The book may also be useful for advanced students and postgraduate students.
Download or read book Geometric Control Theory written by Velimir Jurdjevic and published by Cambridge University Press. This book was released on 1997 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Geometric control theory is concerned with the evolution of systems subject to physical laws but having some degree of freedom through which motion is to be controlled. This book describes the mathematical theory inspired by the irreversible nature of time evolving events. The first part of the book deals with the issue of being able to steer the system from any point of departure to any desired destination. The second part deals with optimal control, the question of finding the best possible course. An overlap with mathematical physics is demonstrated by the Maximum principle, a fundamental principle of optimality arising from geometric control, which is applied to time-evolving systems governed by physics as well as to man-made systems governed by controls. Applications are drawn from geometry, mechanics, and control of dynamical systems. The geometric language in which the results are expressed allows clear visual interpretations and makes the book accessible to physicists and engineers as well as to mathematicians.
Download or read book Optimal Control of a Double Integrator written by Arturo Locatelli and published by Springer. This book was released on 2016-07-26 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introductory yet rigorous treatment of Pontryagin’s Maximum Principle and its application to optimal control problems when simple and complex constraints act on state and control variables, the two classes of variable in such problems. The achievements resulting from first-order variational methods are illustrated with reference to a large number of problems that, almost universally, relate to a particular second-order, linear and time-invariant dynamical system, referred to as the double integrator. The book is ideal for students who have some knowledge of the basics of system and control theory and possess the calculus background typically taught in undergraduate curricula in engineering. Optimal control theory, of which the Maximum Principle must be considered a cornerstone, has been very popular ever since the late 1950s. However, the possibly excessive initial enthusiasm engendered by its perceived capability to solve any kind of problem gave way to its equally unjustified rejection when it came to be considered as a purely abstract concept with no real utility. In recent years it has been recognized that the truth lies somewhere between these two extremes, and optimal control has found its (appropriate yet limited) place within any curriculum in which system and control theory plays a significant role.
Download or read book Calculus of Variations and Optimal Control Theory written by Daniel Liberzon and published by Princeton University Press. This book was released on 2012 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control
Download or read book Principles of Optimal Control Theory written by R. Gamkrelidze and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the late 1950's, the group of Soviet mathematicians consisting of L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mishchenko made fundamental contributions to optimal control theory. Much of their work was collected in their monograph, The Mathematical Theory of Optimal Processes. Subsequently, Professor Gamkrelidze made further important contributions to the theory of necessary conditions for problems of optimal control and general optimization problems. In the present monograph, Professor Gamkrelidze presents his current view of the fundamentals of optimal control theory. It is intended for use in a one-semester graduate course or advanced undergraduate course. We are now making these ideas available in English to all those interested in optimal control theory. West Lafayette, Indiana, USA Leonard D. Berkovitz Translation Editor Vll Preface This book is based on lectures I gave at the Tbilisi State University during the fall of 1974. It contains, in essence, the principles of general control theory and proofs of the maximum principle and basic existence theorems of optimal control theory. Although the proofs of the basic theorems presented here are far from being the shortest, I think they are fully justified from the conceptual view point. In any case, the notions we introduce and the methods developed have one unquestionable advantage -they are constantly used throughout control theory, and not only for the proofs of the theorems presented in this book.
Download or read book The Heat Equation written by D. V. Widder and published by Academic Press. This book was released on 1976-01-22 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Heat Equation
Download or read book Second Order Equations of Elliptic and Parabolic Type written by E. M. Landis and published by American Mathematical Soc.. This book was released on 1997-12-02 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most books on elliptic and parabolic equations emphasize existence and uniqueness of solutions. By contrast, this book focuses on the qualitative properties of solutions. In addition to the discussion of classical results for equations with smooth coefficients (Schauder estimates and the solvability of the Dirichlet problem for elliptic equations; the Dirichlet problem for the heat equation), the book describes properties of solutions to second order elliptic and parabolic equations with measurable coefficients near the boundary and at infinity. The book presents a fine elementary introduction to the theory of elliptic and parabolic equations of second order. The precise and clear exposition is suitable for graduate students as well as for research mathematicians who want to get acquainted with this area of the theory of partial differential equations.
Download or read book Maximum Principles for the Hill s Equation written by Alberto Cabada and published by Academic Press. This book was released on 2017-10-27 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: Maximum Principles for the Hill's Equation focuses on the application of these methods to nonlinear equations with singularities (e.g. Brillouin-bem focusing equation, Ermakov-Pinney,...) and for problems with parametric dependence. The authors discuss the properties of the related Green's functions coupled with different boundary value conditions. In addition, they establish the equations' relationship with the spectral theory developed for the homogeneous case, and discuss stability and constant sign solutions. Finally, reviews of present classical and recent results made by the authors and by other key authors are included. - Evaluates classical topics in the Hill's equation that are crucial for understanding modern physical models and non-linear applications - Describes explicit and effective conditions on maximum and anti-maximum principles - Collates information from disparate sources in one self-contained volume, with extensive referencing throughout
Download or read book The Action Principle and Partial Differential Equations written by Demetrios Christodoulou and published by Princeton University Press. This book was released on 2000-01-17 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces new methods in the theory of partial differential equations derivable from a Lagrangian. These methods constitute, in part, an extension to partial differential equations of the methods of symplectic geometry and Hamilton-Jacobi theory for Lagrangian systems of ordinary differential equations. A distinguishing characteristic of this approach is that one considers, at once, entire families of solutions of the Euler-Lagrange equations, rather than restricting attention to single solutions at a time. The second part of the book develops a general theory of integral identities, the theory of "compatible currents," which extends the work of E. Noether. Finally, the third part introduces a new general definition of hyperbolicity, based on a quadratic form associated with the Lagrangian, which overcomes the obstacles arising from singularities of the characteristic variety that were encountered in previous approaches. On the basis of the new definition, the domain-of-dependence theorem and stability properties of solutions are derived. Applications to continuum mechanics are discussed throughout the book. The last chapter is devoted to the electrodynamics of nonlinear continuous media.
Download or read book Functional Analysis Calculus of Variations and Optimal Control written by Francis Clarke and published by Springer Science & Business Media. This book was released on 2013-02-06 with total page 589 pages. Available in PDF, EPUB and Kindle. Book excerpt: Functional analysis owes much of its early impetus to problems that arise in the calculus of variations. In turn, the methods developed there have been applied to optimal control, an area that also requires new tools, such as nonsmooth analysis. This self-contained textbook gives a complete course on all these topics. It is written by a leading specialist who is also a noted expositor. This book provides a thorough introduction to functional analysis and includes many novel elements as well as the standard topics. A short course on nonsmooth analysis and geometry completes the first half of the book whilst the second half concerns the calculus of variations and optimal control. The author provides a comprehensive course on these subjects, from their inception through to the present. A notable feature is the inclusion of recent, unifying developments on regularity, multiplier rules, and the Pontryagin maximum principle, which appear here for the first time in a textbook. Other major themes include existence and Hamilton-Jacobi methods. The many substantial examples, and the more than three hundred exercises, treat such topics as viscosity solutions, nonsmooth Lagrangians, the logarithmic Sobolev inequality, periodic trajectories, and systems theory. They also touch lightly upon several fields of application: mechanics, economics, resources, finance, control engineering. Functional Analysis, Calculus of Variations and Optimal Control is intended to support several different courses at the first-year or second-year graduate level, on functional analysis, on the calculus of variations and optimal control, or on some combination. For this reason, it has been organized with customization in mind. The text also has considerable value as a reference. Besides its advanced results in the calculus of variations and optimal control, its polished presentation of certain other topics (for example convex analysis, measurable selections, metric regularity, and nonsmooth analysis) will be appreciated by researchers in these and related fields.
Download or read book Complex Analysis written by Theodore W. Gamelin and published by Springer Science & Business Media. This book was released on 2013-11-01 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to complex analysis for students with some knowledge of complex numbers from high school. It contains sixteen chapters, the first eleven of which are aimed at an upper division undergraduate audience. The remaining five chapters are designed to complete the coverage of all background necessary for passing PhD qualifying exams in complex analysis. Topics studied include Julia sets and the Mandelbrot set, Dirichlet series and the prime number theorem, and the uniformization theorem for Riemann surfaces, with emphasis placed on the three geometries: spherical, euclidean, and hyperbolic. Throughout, exercises range from the very simple to the challenging. The book is based on lectures given by the author at several universities, including UCLA, Brown University, La Plata, Buenos Aires, and the Universidad Autonomo de Valencia, Spain.
Download or read book Partial Differential Equations written by Walter A. Strauss and published by John Wiley & Sons. This book was released on 2007-12-21 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.
