Sufficient Optimality Conditions, Hamilton-Jacobi Equation, and Dynamic Programming

2004 ◽  
pp. 235-245 ◽  
Author(s):  
Andrei A. Agrachev ◽  
Yuri L. Sachkov
Keyword(s):  
Dynamic Programming ◽  
Optimality Conditions ◽  
Jacobi Equation ◽  
Sufficient Optimality Conditions ◽  
Hamilton Jacobi Equation

Dynamic programming and feedback analysis of the two dimensional tidal dynamics system

2020 ◽  
Vol 26 ◽  
pp. 109
Author(s):  
Manil T. Mohan
Keyword(s):  
Optimal Control ◽  
Dynamic Programming ◽  
Jacobi Equation ◽  
Value Function ◽  
Two Dimensional ◽  
Tidal Dynamics ◽  
Infinite Dimensional ◽  
Bellman Principle ◽  
The Value Function ◽  
Hamilton Jacobi Equation

In this work, we consider the controlled two dimensional tidal dynamics equations in bounded domains. A distributed optimal control problem is formulated as the minimization of a suitable cost functional subject to the controlled 2D tidal dynamics equations. The existence of an optimal control is shown and the dynamic programming method for the optimal control of 2D tidal dynamics system is also described. We show that the feedback control can be obtained from the solution of an infinite dimensional Hamilton-Jacobi equation. The non-differentiability and lack of smoothness of the value function forced us to use the method of viscosity solutions to obtain a solution of the infinite dimensional Hamilton-Jacobi equation. The Bellman principle of optimality for the value function is also obtained. We show that a viscosity solution to the Hamilton-Jacobi equation can be used to derive the Pontryagin maximum principle, which give us the first order necessary conditions of optimality. Finally, we characterize the optimal control using the adjoint variable.

Optimal control of higher order differential inclusions with functional constraints

2020 ◽  
Vol 26 ◽  
pp. 37 ◽  
Author(s):  
Elimhan N. Mahmudov
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Differential Inclusion ◽  
Differential Inclusions ◽  
Higher Order ◽  
Second Order ◽  
Sufficient Optimality Conditions ◽  
Functional Constraints ◽  
Complementary Slackness ◽  
Complementary Slackness Conditions

The present paper studies the Mayer problem with higher order evolution differential inclusions and functional constraints of optimal control theory (PFC); to this end first we use an interesting auxiliary problem with second order discrete-time and discrete approximate inclusions (PFD). Are proved necessary and sufficient conditions incorporating the Euler–Lagrange inclusion, the Hamiltonian inclusion, the transversality and complementary slackness conditions. The basic concept of obtaining optimal conditions is locally adjoint mappings and equivalence results. Then combining these results and passing to the limit in the discrete approximations we establish new sufficient optimality conditions for second order continuous-time evolution inclusions. This approach and results make a bridge between optimal control problem with higher order differential inclusion (PFC) and constrained mathematical programming problems in finite-dimensional spaces. Formulation of the transversality and complementary slackness conditions for second order differential inclusions play a substantial role in the next investigations without which it is hardly ever possible to get any optimality conditions; consequently, these results are generalized to the problem with an arbitrary higher order differential inclusion. Furthermore, application of these results is demonstrated by solving some semilinear problem with second and third order differential inclusions.

Center of Mass Theorem and the Separation of Variables for Two-Body System on a Three-Dimensional Sphere

2020 ◽  
Vol 23 (3) ◽  
pp. 306-311
Author(s):  
Yu. Kurochkin ◽  
Dz. Shoukavy ◽  
I. Boyarina
Keyword(s):  
Constant Curvature ◽  
Jacobi Equation ◽  
Separation Of Variables ◽  
Center Of Mass ◽  
Three Dimensional ◽  
Relative Distance ◽  
Dimensional Sphere ◽  
Body System ◽  
Spaces Of Constant Curvature ◽  
Hamilton Jacobi Equation

The immobility of the center of mass in spaces of constant curvature is postulated based on its definition obtained in [1]. The system of two particles which interact through a potential depending only on the distance between particles on a three-dimensional sphere is considered. The Hamilton-Jacobi equation is formulated and its solutions and trajectory equations are found. It was established that the reduced mass of the system depends on the relative distance.

Hamiltonian Mechanics

2017 ◽  
Author(s):  
Jennifer Coopersmith
Keyword(s):  
Angular Momentum ◽  
Jacobi Equation ◽  
Modern Theory ◽  
Hamiltonian Mechanics ◽  
Lagrangian Mechanics ◽  
Canonical Transformations ◽  
Canonical Variables ◽  
Light Waves ◽  
Hamilton Jacobi Equation ◽  
Common Action

Hamilton’s genius was to understand what were the true variables of mechanics (the “p − q,” conjugate coordinates, or canonical variables), and this led to Hamilton’s Mechanics which could obtain qualitative answers to a wider ranger of problems than Lagrangian Mechanics. It is explained how Hamilton’s canonical equations arise, why the Hamiltonian is the “central conception of all modern theory” (quote of Schrödinger’s), what the “p − q” variables are, and what phase space is. It is also explained how the famous conservation theorems arise (for energy, linear momentum, and angular momentum), and the connection with symmetry. The Hamilton-Jacobi Equation is derived using infinitesimal canonical transformations (ICTs), and predicts wavefronts of “common action” spreading out in (configuration) space. An analogy can be made with geometrical optics and Huygen’s Principle for the spreading out of light waves. It is shown how Hamilton’s Mechanics can lead into quantum mechanics.

scholarly journals Classification of extinction profiles for a one-dimensional diffusive Hamilton–Jacobi equation with critical absorption

2018 ◽  
Vol 148 (3) ◽  
pp. 559-574
Author(s):  
Razvan Gabriel Iagar ◽  
Philippe Laurençot
Keyword(s):  
Differential Equation ◽  
Ordinary Differential Equation ◽  
Jacobi Equation ◽  
Threshold Value ◽  
Monotonicity Property ◽  
Fast Diffusion ◽  
Extinction Time ◽  
One Step ◽  
Hamilton Jacobi Equation

A classification of the behaviour of the solutions f(·, a) to the ordinary differential equation (|f′|p-2f′)′ + f - |f′|p-1 = 0 in (0,∞) with initial condition f(0, a) = a and f′(0, a) = 0 is provided, according to the value of the parameter a > 0 when the exponent p takes values in (1, 2). There is a threshold value a* that separates different behaviours of f(·, a): if a > a*, then f(·, a) vanishes at least once in (0,∞) and takes negative values, while f(·, a) is positive in (0,∞) and decays algebraically to zero as r→∞ if a ∊ (0, a*). At the threshold value, f(·, a*) is also positive in (0,∞) but decays exponentially fast to zero as r→∞. The proof of these results relies on a transformation to a first-order ordinary differential equation and a monotonicity property with respect to a > 0. This classification is one step in the description of the dynamics near the extinction time of a diffusive Hamilton–Jacobi equation with critical gradient absorption and fast diffusion.

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