Finite-dimensional compensators for the H/sup ∞/-optimal control of infinite-dimensional system via a Galerkin-type approximation

Author(s):  
MingQing Xiao ◽  
T. Basar
2007 ◽  
Vol 17 (05) ◽  
pp. 1673-1685 ◽  
Author(s):  
BIXIANG WANG

In this paper, we study the dynamical behavior of nonautonomous, almost-periodic discrete FitzHugh–Nagumo system defined on infinite lattices. We prove that the nonautonomous infinite-dimensional system has a uniform attractor which attracts all solutions uniformly with respect to the translations of external terms. We also establish the upper semicontinuity of uniform attractors when the infinite-dimensional system is approached by a family of finite-dimensional systems. This paper is based on a uniform tail method, which shows that, for large time, the tails of solutions are uniformly small with respect to bounded initial data as well as the translations of external terms. The uniform tail estimates play a crucial role for proving the uniform asymptotic compactness of the system and the upper semicontinuity of attractors.


2020 ◽  
Vol 37 (4) ◽  
pp. 1367-1399
Author(s):  
Pierre APKARIAN ◽  
Dominikus NOLL

Abstract We discuss boundary control of a wave equation with a non-linear anti-damping boundary condition. We design structured finite-dimensional $H_{\infty }$-output feedback controllers that stabilize the infinite-dimensional system exponentially in closed loop. The method is applied to control torsional vibrations in drilling systems with the goal to avoid slip-stick.


2000 ◽  
Vol 20 (1) ◽  
pp. 109-143 ◽  
Author(s):  
TORSTEN FISCHER ◽  
HANS HENRIK RUGH

We consider analytically coupled circle maps (uniformly expanding and analytic) on the ${\mathbb Z}^d$-lattice with exponentially decaying interaction. We introduce Banach spaces for the infinite-dimensional system that include measures whose finite-dimensional marginals have analytic, exponentially bounded densities. Using residue calculus and ‘cluster expansion’-like techniques we define transfer operators on these Banach spaces. We get a unique (in the considered Banach spaces) probability measure that exhibits exponential decay of correlations.


2001 ◽  
Vol 432 ◽  
pp. 167-200 ◽  
Author(s):  
ODD M. FALTINSEN ◽  
ALEXANDER N. TIMOKHA

Two-dimensional nonlinear sloshing of an incompressible fluid with irrotational flow in a rectangular tank is analysed by a modal theory. Infinite tank roof height and no overturning waves are assumed. The modal theory is based on an infinite-dimensional system of nonlinear ordinary differential equations coupling generalized coordinates of the free surface and fluid motion associated with the amplitude response of natural modes. This modal system is asymptotically reduced to an infinite-dimensional system of ordinary differential equations with fifth-order polynomial nonlinearity by assuming sufficiently small fluid motion relative to fluid depth and tank breadth. When introducing inter-modal ordering, the system can be detuned and truncated to describe resonant sloshing in different domains of the excitation period. Resonant sloshing due to surge and pitch sinusoidal excitation of the primary mode is considered. By assuming that each mode has only one main harmonic an adaptive procedure is proposed to describe direct and secondary resonant responses when Moiseyev-like relations do not agree with experiments, i.e. when the excitation amplitude is not very small, and the fluid depth is close to the critical depth or small. Adaptive procedures have been established for a wide range of excitation periods as long as the mean fluid depth h is larger than 0.24 times the tank breadth l. Steady-state results for wave elevation, horizontal force and pitch moment are experimentally validated except when heavy roof impact occurs. The analysis of small depth requires that many modes have primary order and that each mode may have more than one main harmonic. This is illustrated by an example for h/l = 0.173, where the previous model by Faltinsen et al. (2000) failed. The new model agrees well with experiments.


2019 ◽  
Vol 25 (1) ◽  
pp. 37-60
Author(s):  
Antoon Pelsser ◽  
Kossi Gnameho

Abstract Backward stochastic differential equations (BSDEs) appear in many problems in stochastic optimal control theory, mathematical finance, insurance and economics. This work deals with the numerical approximation of the class of Markovian BSDEs where the terminal condition is a functional of a Brownian motion. Using Hermite martingales, we show that the problem of solving a BSDE is identical to solving a countable infinite-dimensional system of ordinary differential equations (ODEs). The family of ODEs belongs to the class of stiff ODEs, where the associated functional is one-sided Lipschitz. On this basis, we derive a numerical scheme and provide numerical applications.


Automatica ◽  
2010 ◽  
Vol 46 (10) ◽  
pp. 1616-1625 ◽  
Author(s):  
Karim Ramdani ◽  
Marius Tucsnak ◽  
George Weiss

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