scholarly journals Differential Games for Fractional-Order Systems: Hamilton–Jacobi–Bellman–Isaacs Equation and Optimal Feedback Strategies

Mathematics ◽  
2021 ◽  
Vol 9 (14) ◽  
pp. 1667
Author(s):  
Mikhail I. Gomoyunov
Keyword(s):  
Cauchy Problem ◽  
Differential Game ◽  
Natural Boundary Condition ◽  
Caputo Fractional Derivatives ◽  
Isaacs Equation ◽  
Smooth Case ◽  
The Cauchy Problem ◽  
Feedback Strategies ◽  
Hamilton Jacobi Bellman ◽  
Derivatives Of

The paper deals with a two-person zero-sum differential game for a dynamical system described by differential equations with the Caputo fractional derivatives of an order α∈(0,1) and a Bolza-type cost functional. A relationship between the differential game and the Cauchy problem for the corresponding Hamilton–Jacobi–Bellman–Isaacs equation with fractional coinvariant derivatives of the order α and the natural boundary condition is established. An emphasis is given to construction of optimal positional (feedback) strategies of the players. First, a smooth case is studied when the considered Cauchy problem is assumed to have a sufficiently smooth solution. After that, to cope with a general non-smooth case, a generalized minimax solution of this problem is involved.

Hodograph Method for Solving the Problem of Shallow Water Under a Solid Lid

2021 ◽  
pp. 15-24
Author(s):  
Tatiana F. Dolgikh
Keyword(s):  
Cauchy Problem ◽  
Green Function ◽  
Differential Equations ◽  
Shallow Water ◽  
Ordinary Differential Equations ◽  
Riemann Invariants ◽  
Hodograph Method ◽  
First Order ◽  
The Cauchy Problem ◽  
Derivatives Of

One of the mathematical models describing the behavior of two horizontally infinite adjoining layers of an ideal incompressible liquid under a solid cover moving at different speeds is investigated. At a large difference in the layer velocities, the Kelvin-Helmholtz instability occurs, which leads to a distortion of the interface. At the initial point in time, the interface is not necessarily flat. From a mathematical point of view, the behavior of the liquid layers is described by a system of four quasilinear equations, either hyperbolic or elliptic, in partial derivatives of the first order. Some type shallow water equations are used to construct the model. In the simple version of the model considered in this paper, in the spatially one-dimensional case, the unknowns are the boundary between the liquid layers h(x,t) and the difference in their velocities γ(x,t). The main attention is paid to the case of elliptic equations when |h|<1 and γ>1. An evolutionary Cauchy problem with arbitrary sufficiently smooth initial data is set for the system of equations. The explicit dependence of the Riemann invariants on the initial variables of the problem is indicated. To solve the Cauchy problem formulated in terms of Riemann invariants, a variant of the hodograph method based on a certain conservation law is used. This method allows us to convert a system of two quasilinear partial differential equations of the first order to a single linear partial differential equation of the second order with variable coefficients. For a linear equation, the Riemann-Green function is specified, which is used to construct a two-parameter implicit solution to the original problem. The explicit solution of the problem is constructed on the level lines (isochrons) of the implicit solution by solving a certain Cauchy problem for a system of ordinary differential equations. As a result, the original Cauchy problem in partial derivatives of the first order is transformed to the Cauchy problem for a system of ordinary differential equations, which is solved by numerical methods. Due to the bulkiness of the expression for the Riemann-Green function, some asymptotic approximation of the problem is considered, and the results of calculations, and their analysis are presented.

scholarly journals ON A NONLOCAL PROBLEM FOR PARTIAL DIFFERENTIAL EQUATIONS OF PARABOLIC TYPE

2020 ◽  
Vol 8 (2) ◽  
pp. 24-39
Author(s):  
V. Gorodetskiy ◽  
R. Kolisnyk ◽  
O. Martynyuk
Keyword(s):  
Cauchy Problem ◽  
Fundamental Solution ◽  
Parabolic Type ◽  
Generalized Functions ◽  
Initial Condition ◽  
Partial Derivatives ◽  
Time Problem ◽  
The Cauchy Problem ◽  
Space Of Generalized Functions ◽  
Derivatives Of

Spaces of $S$ type, introduced by I.Gelfand and G.Shilov, as well as spaces of type $S'$, topologically conjugate with them, are natural sets of the initial data of the Cauchy problem for broad classes of equations with partial derivatives of finite and infinite orders, in which the solutions are integer functions over spatial variables. Functions from spaces of $S$ type on the real axis together with all their derivatives at $|x|\to \infty$ decrease faster than $\exp\{-a|x|^{1/\alpha}\}$, $\alpha > 0$, $a > 0$, $x\in \mathbb{R}$. The paper investigates a nonlocal multipoint by time problem for equations with partial derivatives of parabolic type in the case when the initial condition is given in a certain space of generalized functions of the ultradistribution type ($S'$ type). Moreover, results close to the Cauchy problem known in theory for such equations with an initial condition in the corresponding spaces of generalized functions of $S'$ type were obtained. The properties of the fundamental solution of a nonlocal multipoint by time problem are investigated, the correct solvability of the problem is proved, the image of the solution in the form of a convolution of the fundamental solution with the initial generalized function, which is an element of the space of generalized functions of $S'$ type.

scholarly journals Mathematical Modeling of Linear Fractional Oscillators

Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 1879 ◽  
Author(s):  
Roman Parovik
Keyword(s):  
Cauchy Problem ◽  
Fractional Derivatives ◽  
Model Equation ◽  
Initial Conditions ◽  
Memory Function ◽  
Analytical Formula ◽  
Forced Oscillations ◽  
Caputo Fractional Derivatives ◽  
Specific Test ◽  
The Cauchy Problem

In this work, based on Newton’s second law, taking into account heredity, an equation is derived for a linear hereditary oscillator (LHO). Then, by choosing a power-law memory function, the transition to a model equation with Gerasimov–Caputo fractional derivatives is carried out. For the resulting model equation, local initial conditions are set (the Cauchy problem). Numerical methods for solving the Cauchy problem using an explicit non-local finite-difference scheme (ENFDS) and the Adams–Bashforth–Moulton (ABM) method are considered. An analysis of the errors of the methods is carried out on specific test examples. It is shown that the ABM method is more accurate and converges faster to an exact solution than the ENFDS method. Forced oscillations of linear fractional oscillators (LFO) are investigated. Using the ABM method, the amplitude–frequency characteristics (AFC) were constructed, which were compared with the AFC obtained by the analytical formula. The Q-factor of the LFO is investigated. It is shown that the orders of fractional derivatives are responsible for the intensity of energy dissipation in fractional vibrational systems. Specific mathematical models of LFOs are considered: a fractional analogue of the harmonic oscillator, fractional oscillators of Mathieu and Airy. Oscillograms and phase trajectories were constructed using the ABM method for various values of the parameters included in the model equation. The interpretation of the simulation results is carried out.

scholarly journals TheH1(R)Space Global Weak Solutions to the Weakly Dissipative Camassa-Holm Equation

2012 ◽  
Vol 2012 ◽  
pp. 1-21 ◽  
Author(s):  
Zhaowei Sheng ◽  
Shaoyong Lai ◽  
Yuan Ma ◽  
Xuanjun Luo
Keyword(s):  
Cauchy Problem ◽  
Weak Solutions ◽  
Space Variable ◽  
Global Weak Solutions ◽  
Initial Value ◽  
Dissipative Term ◽  
First Order ◽  
Holm Equation ◽  
The Cauchy Problem ◽  
Derivatives Of

The existence of global weak solutions to the Cauchy problem for a generalized Camassa-Holm equation with a dissipative term is investigated in the spaceC([0,∞)×R)∩L∞([0,∞);H1(R))provided that its initial valueu0(x)belongs to the spaceH1(R). A one-sided super bound estimate and a space-time higher-norm estimate on the first-order derivatives of the solution with respect to the space variable are derived.

scholarly journals On the exact and approximate solutions of several differential equations with variational derivatives of the first and second orders

2020 ◽  
Vol 56 (1) ◽  
pp. 51-71
Author(s):  
M. V. Ignatenko ◽  
L. A. Yanovich
Keyword(s):  
Differential Equation ◽  
Cauchy Problem ◽  
Approximate Solution ◽  
Differential Equations ◽  
Interpolation Problem ◽  
Approximate Solutions ◽  
Hyperbolic Type ◽  
The Cauchy Problem ◽  
Variational Derivatives ◽  
Derivatives Of

In this paper, we consider the problem of the exact and approximate solutions of certain differential equations with variational derivatives of the first and second orders. Some information about the variational derivatives and explicit formulas for the exact solutions of the simplest equations with the first variational derivatives are given. An interpolation method for solving ordinary differential equations with variational derivatives is demonstrated. The general scheme of an approximate solution of the Cauchy problem for nonlinear differential equations with variational derivatives of the first order, based on the use of the operator interpolation apparatus, is presented. The exact solution of the differential equation of the hyperbolic type with variational derivatives, similar to the classical Dalamber solution, is obtained. The Hermite interpolation problem with the conditions of coincidence in the nodes of the interpolated and interpolation functionals, as well as their variational derivatives of the first and second orders, is considered for functionals defined on the sets of differentiable functions. The found explicit representation of the solution of the given interpolation problem is based on an arbitrary Chebyshev system of functions. This solution is generalized for the case of interpolation of functionals on one out of two variables and applied to construct an approximate solution of the Cauchy problem for the differential equation of the hyperbolic type with variational derivatives. The description of the material is illustrated by numerous examples.

scholarly journals PROPERTIES OF INTEGRALS WHICH HAVE THE TYPE OF DERIVATIVES OF VOLUME POTENTIALS FOR DEGENERATED $\overrightarrow{2\lowercase{b}}$ - PARABOLIC EQUATION OF KOLMOGOROV TYPE

2021 ◽  
Vol 9 (2) ◽  
pp. 7-21
Author(s):  
V. Dron' ◽  
I. Medyns'kyi
Keyword(s):  
Cauchy Problem ◽  
Parabolic Equation ◽  
Homogeneous Equation ◽  
Hölder Spaces ◽  
Kolmogorov Type ◽  
Estimates Of Solutions ◽  
The Cauchy Problem ◽  
The Given ◽  
Holder Spaces ◽  
Derivatives Of

In weight Holder spaces it is studied the smoothness of integrals, which have the structure and properties of derivatives of volume potentials which generated by fundamental solution of the Cauchy problem for degenerated $\overrightarrow{2b}$-parabolic equation of Kolmogorov type. The coefficients in this equation depend only on the time variable. Special distances and norms are used for constructing of the weight Holder spaces. The results of the paper can be used for establishing of the correct solvability of the Cauchy problem and estimates of solutions of the given non-homogeneous equation in corresponding weight Holder spaces.

scholarly journals Properties of integrals which have the type of derivatives of volume potentials for one ultraparabolic arbitrary order equation

2019 ◽  
Vol 11 (2) ◽  
pp. 268-280
Author(s):  
V.S. Dron' ◽  
S.D. Ivasyshen ◽  
I.P. Medyns'kyi
Keyword(s):  
Cauchy Problem ◽  
Arbitrary Order ◽  
Homogeneous Equation ◽  
Fundamental Solutions ◽  
Order Equation ◽  
Hölder Spaces ◽  
The Cauchy Problem ◽  
Weighted Hölder Spaces ◽  
Holder Spaces ◽  
Derivatives Of

In weighted Hölder spaces it is studied the smoothness of integrals, which have the structure and properties of derivatives of volume potentials which generated by fundamental solutions of the Cauchy problem for one ultraparabolic arbitrary order equation of the Kolmogorov type. The coefficients in this equation depend only on the time variable. Special distances and norms are used for constructing of the weighted Hölder spaces. The results of the paper can be used for establishing of the correct solvability of the Cauchy problem and estimates of solutions of the given non-homogeneous equation in corresponding weighted Hölder spaces.

scholarly journals PROPAGATION OF SINGULARITIES IN THE SOLUTIONS TO THE BOLTZMANN EQUATION NEAR EQUILIBRIUM

2008 ◽  
Vol 18 (07) ◽  
pp. 1093-1114 ◽  
Author(s):  
RENJUN DUAN ◽  
MENG-RONG LI ◽  
TONG YANG
Keyword(s):  
Cauchy Problem ◽  
Boltzmann Equation ◽  
Initial Data ◽  
Cross Section ◽  
The Other ◽  
Spatially Inhomogeneous ◽  
The Cauchy Problem ◽  
Spatially Inhomogeneous Boltzmann Equation ◽  
Propagation Of Singularities ◽  
Derivatives Of

This paper is about the propagation of the singularities in the solutions to the Cauchy problem of the spatially inhomogeneous Boltzmann equation with angular cutoff assumption. It is motivated by the work of Boudin–Desvillettes on the propagation of singularities in solutions near vacuum. It shows that for the solution near a global Maxwellian, singularities in the initial data propagate like the free transportation. Precisely, the solution is the sum of two parts in which one keeps the singularities of the initial data and the other one is regular with locally bounded derivatives of fractional order in some Sobolev space. In addition, the dependence of the regularity on the cross-section is also given.

scholarly journals On the solution sets to differential inclusions on an unbounded interval

2000 ◽  
Vol 43 (3) ◽  
pp. 475-484 ◽  
Author(s):  
Vasile Staicu
Keyword(s):  
Cauchy Problem ◽  
Differential Inclusions ◽  
Solution Sets ◽  
Unbounded Interval ◽  
The Cauchy Problem ◽  
Image Position ◽  
Derivatives Of

AbstractWe prove that for F: [0,∞) × ℝn → K (ℝn) a Lipschitzian multifunction with compact values, the set of derivatives of solutions of the Cauchy problemis a retract of

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