Existence of Solutions for a Class of Caputo Fractional q-Difference Inclusion on Multifunctions by Computational Results

In this paper, we study a class of fractional q-differential inclusion of order 0 < q < 1 under L1-Caratheodory with convex-compact valued properties on multifunctions. By the use of existence of fixed point for closed valued contractive multifunction on a complete metric space which has been proved by Covitz and Nadler, we provide the existence of solutions for the inclusion problem via some conditions. Also, we give a couple of examples to elaborate our results and to present the obtained results by some numerical computations.

Realistic Models of Financial Market and Structural Stability

The main aim of this article is to show the role of structural stability in financial modelling; that is, a specific “no-arbitrage” property is unaffected by small perturbations of the model’s dynamics. We prove that under the structural stability assumption, given a convex compact-valued multifunction, there exists a stochastic transition kernel with supports coinciding with this multifunction and one that is strong Feller in the strict sense. We also demonstrate preservation of structural stability for sufficiently small deviations of transition kernels for different probability metrics.

Multiple Capture in a Group Pursuit Problem with Fractional Derivatives and Phase Restrictions

The problem of conflict interaction between a group of pursuers and an evader in a finite-dimensional Euclidean space is considered. All participants have equal opportunities. The dynamics of all players are described by a system of differential equations with fractional derivatives in the form D(α)zi=azi+ui−v,ui,v∈V, where D(α)f is a Caputo derivative of order α of the function f. Additionally, it is assumed that in the process of the game the evader does not move out of a convex polyhedral cone. The set of admissible controls V is a strictly convex compact and a is a real number. The goal of the group of pursuers is to capture of the evader by no less than m different pursuers (the instants of capture may or may not coincide). The target sets are the origin. For such a conflict-controlled process, we derive conditions on its parameters and initial state, which are sufficient for the trajectories of the players to meet at a certain instant of time for any counteractions of the evader. The method of resolving functions is used to solve the problem, which is used in differential games of pursuit by a group of pursuers of one evader.

Extremals for a series of sub-Finsler problems with 2-dimensional control via convex trigonometry

We consider a series of optimal control problems with 2-dimensional control lying in an arbitrary convex compact set Ω. The considered problems are well studied for the case when Ω is a unit disc, but barely studied for arbitrary Ω. We derive extremals to these problems in general case by using machinery of convex trigonometry, which allows us to do this identically and independently on the shape of Ω. The paper describes geodesics in (i) the Finsler problem on the Lobachevsky hyperbolic plane; (ii) left-invariant sub-Finsler problems on all unimodular 3D Lie groups (SU(2), SL(2), SE(2), SH(2)); (iii) the problem of rolling ball on a plane with distance function given by Ω; (iv) a series of "yacht problems" generalizing Euler's elastic problem, Markov-Dubins problem, Reeds-Shepp problem and a new sub-Riemannian problem on SE(2); and (v) the plane dynamic motion problem.

EVALUATION OF THE PURSUIT TIME IN DIFFERENTIAL GAMES OF MANY PLAYERS ON A CONVEX COMPACT

The paper is devoted to the study of the problem of constructing a pursuit strategy in simple differential games of many persons with phase constraints in the state of the players, in the sense of getting into a certain neighborhood of the evader. The game takes place in -dimensional Euclidean space on a convex compact set. The pursuit problem is considered when the number of pursuing players is , that is, less than , in the sense of — captures. A structure for constructing pursuit controls is proposed, which will ensure the completion of the game in a finite time. An upper bound is obtained for the game time for the completion of the pursuit. An auxiliary problem of simple pursuit on a unit cube in the first orthant is considered, and strategies of pursuing players are constructed to complete the game with special initial positions. The results obtained are used to solve differential games with arbitrary initial positions. For this task, a structure for constructing a pursuit strategy is proposed that will ensure the completion of the game in a finite time. The generalization of the problem in the sense of complicating the obstacle is also considered. A more general problem of simple pursuit on a cube of arbitrary size in the first orthant is considered. With the help of the proposed strategies, the possibilities of completing the pursuit are proved and an estimate of the time is obtained. As a consequence of this result, lower and upper bounds are obtained for the pursuit time in a game with ball-type obstacles. Estimates are obtained for the pursuit time when the compact set is an arbitrarily convex set. The concept of a convex set in a direction relative to a section, which is not necessarily convex, is defined. And in it the problem of simple pursuit in a differential game of many players is studied and the possibilities of completing the pursuit using the proposed strategy are shown. The time of completion of the pursuit of the given game is estimated from above.

Existence results for a nonlinear fractional differential inclusion

In this paper, we establish some existence results for higher-order nonlinear fractional differential inclusions with multi-strip conditions, when the right-hand side is convex-compact as well as nonconvexcompact values. First, we use the nonlinear alternative of Leray-Schauder type for multivalued maps. We investigate the next result by using the well-known Covitz and Nadler?s fixed point theorem for multivalued contractions. The results are illustrated by two examples.

On estimation of Hausdorff deviation of convex polygons in $\mathbb{R}^2$ from their differences with disks

We study a problem concerning the estimation of the Hausdorff deviation of convex polygons in $\mathbb R^2$ from their geometric difference with circles of sufficiently small radius. Problems with such a subject, in which not only convex polygons but also convex compacts in the Euclidean space $\mathbb R^n$ are considered, arise in various fields of mathematics and, in particular, in the theory of differential games, control theory, convex analysis. Estimates of Hausdorff deviations of convex compact sets in $\mathbb R^n$ in their geometric difference with closed balls in $\mathbb R^n$ are presented in the works of L.S. Pontryagin, his staff and colleagues. These estimates are very important in deriving an estimate for the mismatch of the alternating Pontryagin’s integral in linear differential games of pursuit and alternating sums. Similar estimates turn out to be useful in deriving an estimate for the mismatch of the attainability sets of nonlinear control systems in $\mathbb R^n$ and the sets approximating them. The paper considers a specific convex heptagon in $\mathbb R^2$. To study the geometry of this heptagon, we introduce the concept of a wedge in $\mathbb R^2$. On the basis of this notion, we obtain an upper bound for the Hausdorff deviation of a heptagon from its geometric difference with the disc in $\mathbb R^2$ of sufficiently small radius.

Finite-dimensional iteratively regularized processes with an a posteriori stopping for solving irregular nonlinear operator equations

We construct and study a class of numerically implementable iteratively regularized Gauss–Newton type methods for approximate solution of irregular nonlinear operator equations in Hilbert space. The methods include a general finite-dimensional approximation for equations under consideration and cover the projection, collocation and quadrature discretization schemes. Using an a posteriori stopping rule for the iterative processes and the standard source condition on the solution, we establish accuracy estimates for the approximations generated by the methods. We also investigate projected versions of the processes which take into account a priori information about a convex compact containing the solution. An iteratively regularized quadrature process is applied to an inverse 2D problem of gravimetry.