The optimal control problem for nonlinear interconnected large-scale dynamic systems is considered. A successive approximation approach for designing the optimal controller is proposed with respect to quadratic perfor...The optimal control problem for nonlinear interconnected large-scale dynamic systems is considered. A successive approximation approach for designing the optimal controller is proposed with respect to quadratic performance indexes. By using the approach, the high order, coupling,nonlinear two-point boundary value (TPBV) problem is transformed into a sequence of linear decoupling TPBV problems. It is proven that the TPBV problem sequence uniformly converges to the optimal control for nonlinear interconnected large-scale systems. A suboptimal control law is obtained by using a finite iterative result of the optimal control sequence.展开更多
The Hermitian and skew-Hermitian splitting （HSS） method is an unconditionally convergent iteration method for solving large sparse non-Hermitian positive definite system of linear equations. By making use of the HSS...The Hermitian and skew-Hermitian splitting （HSS） method is an unconditionally convergent iteration method for solving large sparse non-Hermitian positive definite system of linear equations. By making use of the HSS iteration as the inner solver for the Newton method, we establish a class of Newton-HSS methods for solving large sparse systems of nonlinear equations with positive definite Jacobian matrices at the solution points. For this class of inexact Newton methods, two types of local convergence theorems are proved under proper conditions, and numerical results are given to examine their feasibility and effectiveness. In addition, the advantages of the Newton-HSS methods over the Newton-USOR, the Newton-GMRES and the Newton-GCG methods are shown through solving systems of nonlinear equations arising from the finite difference discretization of a two-dimensional convection-diffusion equation perturbed by a nonlinear term. The numerical implemen- tations also show that as preconditioners for the Newton-GMRES and the Newton-GCG methods the HSS iteration outperforms the USOR iteration in both computing time and iteration step.展开更多
Inexact Newton methods are constructed by combining Newton＇s method with another iterative method that is used to solve the Newton equations inexactly. In this paper, we establish two semilocal convergence theorems f...Inexact Newton methods are constructed by combining Newton＇s method with another iterative method that is used to solve the Newton equations inexactly. In this paper, we establish two semilocal convergence theorems for the inexact Newton methods. When these two theorems are specified to Newton＇s method, we obtain a different Newton-Kantorovich theorem about Newton＇s method. When the iterative method for solving the Newton equations is specified to be the splitting method, we get two estimates about the iteration steps for the special inexact Newton methods.展开更多
Based on a new efficient identification technique of active constraints introduced in this paper, a new sequential systems of linear equations （SSLE） algorithm generating feasible iterates is proposed for solving no...Based on a new efficient identification technique of active constraints introduced in this paper, a new sequential systems of linear equations （SSLE） algorithm generating feasible iterates is proposed for solving nonlinear optimization problems with inequality constraints. In this paper, we introduce a new technique for constructing the system of linear equations, which recurs to a perturbation for the gradients of the constraint functions. At each iteration of the new algorithm, a feasible descent direction is obtained by solving only one system of linear equations without doing convex combination. To ensure the global convergence and avoid the Maratos effect, the algorithm needs to solve two additional reduced systems of linear equations with the same coefficient matrix after finite iterations. The proposed algorithm is proved to be globally and superlinearly convergent under some mild conditions. What distinguishes this algorithm from the previous feasible SSLE algorithms is that an improving direction is obtained easily and the computation cost of generating a new iterate is reduced. Finally, a preliminary implementation has been tested.展开更多
The mathematical models for dynamic distributed parameter systems are given by systems of partial differential equations. With nonlinear material properties, the corresponding finite element (FE) models are large syst...The mathematical models for dynamic distributed parameter systems are given by systems of partial differential equations. With nonlinear material properties, the corresponding finite element (FE) models are large systems of nonlinear ordinary differential equations. However, in most cases, the actual dynamics of interest involve only a few of the variables, for which model reduction strategies based on system theoretical concepts can be immensely useful. This paper considers the problem of controlling a three dimensional profile on nontrivial geometries. Dynamic model is obtained by discretizing the domain using FE method. A nonlinear control law is proposed which transfers any arbitrary initial temperature profile to another arbitrary desired one. The large dynamic model is reduced using proper orthogonal decomposition (POD). Finally, the stability of the control law is proved through Lyapunov analysis. Results of numerical implementation are presented and possible further extensions are identified.展开更多
In solving application problems, many largesscale nonlinear systems of equations result in sparse Jacobian matrices. Such nonlinear systems are called sparse nonlinear systems. The irregularity of the locations of non...In solving application problems, many largesscale nonlinear systems of equations result in sparse Jacobian matrices. Such nonlinear systems are called sparse nonlinear systems. The irregularity of the locations of nonzero elements of a general sparse matrix makes it very difficult to generally map sparse matrix computations to multiprocessors for parallel processing in a well balanced manner. To overcome this difficulty, we define a new storage scheme for general sparse matrices in this paper. With the new storage scheme, we develop parallel algorithms to solve large-scale general sparse systems of equations by interval Newton/Generalized bisection methods which reliably find all numerical solutions within a given domain.In Section 1, we provide an introduction to the addressed problem and the interval Newton's methods. In Section 2, some currently used storage schemes for sparse sys-terns are reviewed. In Section 3, new index schemes to store general sparse matrices are reported. In Section 4, we present a parallel algorithm to evaluate a general sparse Jarobian matrix. In Section 5, we present a parallel algorithm to solve the correspond-ing interval linear 8ystem by the all-row preconditioned scheme. Conclusions and future work are discussed in Section 6.展开更多
In this paper two classes of equivalence transform methods for solving ordinary differential equations are proposed. One class of method is the equivalence integral transform method for special differential algebraic ...In this paper two classes of equivalence transform methods for solving ordinary differential equations are proposed. One class of method is the equivalence integral transform method for special differential algebraic problems. The advantage of this class of method is such that the amount of work calculating one integration with parameters becomes that of two interpolations, when the system of nonlinear equations is solved on the right hand side function. The other class of method is the equivalence substitution method for avoiding calculating derivative on the right hand side function. In order to avoid calculation derivatives, two equivalence substitution methods are proposed here. The application instances of some special effect of the equivalence substitution methods are given.展开更多
The initial alignment error equation of an INS (Inertial Navigation System) with large initial azimuth error has been derived and nonlinear characteristics are included. When azimuth error is fairly small, the nonline...The initial alignment error equation of an INS (Inertial Navigation System) with large initial azimuth error has been derived and nonlinear characteristics are included. When azimuth error is fairly small, the nonlinear equation can be reduced to a linear one. Extended Kalman filter, iterated filter and second order filter formulas are derived for the nonlinear state equation with linear measurement equation. Simulations results show that the accuracy of azimuth error estimation using extended Kalman filter is better than that of using standard Kalman filter while the iterated filter and second order filter can give even better estimation accuracy.展开更多
This paper presents a system representation that can be applied to the description of the interaction between systems connected through common boundaries. The systems consist of partial differential equations that are...This paper presents a system representation that can be applied to the description of the interaction between systems connected through common boundaries. The systems consist of partial differential equations that are first order with respect to time, but spatially higher order. The representation is derived from the instantaneous multisymplectic Hamiltonian formalism;therefore, it possesses the physical consistency with respect to energy. In the interconnection, particular pairs of control inputs and observing outputs, called port variables, defined on the boundaries are used. The port variables are systematically introduced from the representation.展开更多
基金Supported by National Natural Science Foundation of P. R. China (60074001)the Natural Science Foundation of Shandong Province (Y2000G02)
文摘The optimal control problem for nonlinear interconnected large-scale dynamic systems is considered. A successive approximation approach for designing the optimal controller is proposed with respect to quadratic performance indexes. By using the approach, the high order, coupling,nonlinear two-point boundary value (TPBV) problem is transformed into a sequence of linear decoupling TPBV problems. It is proven that the TPBV problem sequence uniformly converges to the optimal control for nonlinear interconnected large-scale systems. A suboptimal control law is obtained by using a finite iterative result of the optimal control sequence.
基金supported by the National Basic Research Program (No. 2005CB321702)the China Outstanding Young Scientist Foundation (No. 10525102)the National Natural Science Foundation (No.10471146, No. 10571059 and No. 10571060), P.R. China
文摘The Hermitian and skew-Hermitian splitting （HSS） method is an unconditionally convergent iteration method for solving large sparse non-Hermitian positive definite system of linear equations. By making use of the HSS iteration as the inner solver for the Newton method, we establish a class of Newton-HSS methods for solving large sparse systems of nonlinear equations with positive definite Jacobian matrices at the solution points. For this class of inexact Newton methods, two types of local convergence theorems are proved under proper conditions, and numerical results are given to examine their feasibility and effectiveness. In addition, the advantages of the Newton-HSS methods over the Newton-USOR, the Newton-GMRES and the Newton-GCG methods are shown through solving systems of nonlinear equations arising from the finite difference discretization of a two-dimensional convection-diffusion equation perturbed by a nonlinear term. The numerical implemen- tations also show that as preconditioners for the Newton-GMRES and the Newton-GCG methods the HSS iteration outperforms the USOR iteration in both computing time and iteration step.
基金Supported by State Key Laboratory of Scientific/Engineering Computing,Chinese Academy of Sciencesthe National Natural Science Foundation of China (10571059,10571060).
文摘Inexact Newton methods are constructed by combining Newton＇s method with another iterative method that is used to solve the Newton equations inexactly. In this paper, we establish two semilocal convergence theorems for the inexact Newton methods. When these two theorems are specified to Newton＇s method, we obtain a different Newton-Kantorovich theorem about Newton＇s method. When the iterative method for solving the Newton equations is specified to be the splitting method, we get two estimates about the iteration steps for the special inexact Newton methods.
基金Supported by National Natural Science Foundation of China (Grant No. 10771040)Guangxi Science Foundation (Grant No. 0832052)Guangxi University for Nationalities Youth Foundation (Grant No. 2007QN24)
文摘Based on a new efficient identification technique of active constraints introduced in this paper, a new sequential systems of linear equations （SSLE） algorithm generating feasible iterates is proposed for solving nonlinear optimization problems with inequality constraints. In this paper, we introduce a new technique for constructing the system of linear equations, which recurs to a perturbation for the gradients of the constraint functions. At each iteration of the new algorithm, a feasible descent direction is obtained by solving only one system of linear equations without doing convex combination. To ensure the global convergence and avoid the Maratos effect, the algorithm needs to solve two additional reduced systems of linear equations with the same coefficient matrix after finite iterations. The proposed algorithm is proved to be globally and superlinearly convergent under some mild conditions. What distinguishes this algorithm from the previous feasible SSLE algorithms is that an improving direction is obtained easily and the computation cost of generating a new iterate is reduced. Finally, a preliminary implementation has been tested.
文摘The mathematical models for dynamic distributed parameter systems are given by systems of partial differential equations. With nonlinear material properties, the corresponding finite element (FE) models are large systems of nonlinear ordinary differential equations. However, in most cases, the actual dynamics of interest involve only a few of the variables, for which model reduction strategies based on system theoretical concepts can be immensely useful. This paper considers the problem of controlling a three dimensional profile on nontrivial geometries. Dynamic model is obtained by discretizing the domain using FE method. A nonlinear control law is proposed which transfers any arbitrary initial temperature profile to another arbitrary desired one. The large dynamic model is reduced using proper orthogonal decomposition (POD). Finally, the stability of the control law is proved through Lyapunov analysis. Results of numerical implementation are presented and possible further extensions are identified.
文摘In solving application problems, many largesscale nonlinear systems of equations result in sparse Jacobian matrices. Such nonlinear systems are called sparse nonlinear systems. The irregularity of the locations of nonzero elements of a general sparse matrix makes it very difficult to generally map sparse matrix computations to multiprocessors for parallel processing in a well balanced manner. To overcome this difficulty, we define a new storage scheme for general sparse matrices in this paper. With the new storage scheme, we develop parallel algorithms to solve large-scale general sparse systems of equations by interval Newton/Generalized bisection methods which reliably find all numerical solutions within a given domain.In Section 1, we provide an introduction to the addressed problem and the interval Newton's methods. In Section 2, some currently used storage schemes for sparse sys-terns are reviewed. In Section 3, new index schemes to store general sparse matrices are reported. In Section 4, we present a parallel algorithm to evaluate a general sparse Jarobian matrix. In Section 5, we present a parallel algorithm to solve the correspond-ing interval linear 8ystem by the all-row preconditioned scheme. Conclusions and future work are discussed in Section 6.
基金The project was supported by the National Natural Science Faundation of China
文摘In this paper two classes of equivalence transform methods for solving ordinary differential equations are proposed. One class of method is the equivalence integral transform method for special differential algebraic problems. The advantage of this class of method is such that the amount of work calculating one integration with parameters becomes that of two interpolations, when the system of nonlinear equations is solved on the right hand side function. The other class of method is the equivalence substitution method for avoiding calculating derivative on the right hand side function. In order to avoid calculation derivatives, two equivalence substitution methods are proposed here. The application instances of some special effect of the equivalence substitution methods are given.
基金supported by the National Natural Science Foundation of China(61370136)the Hainan Province Science and Technology Cooperation Fund Project(KJHZ2015-36)the Hainan Province Introduced and Integrated Demonstration Projects(YJJC20130009)
文摘The initial alignment error equation of an INS (Inertial Navigation System) with large initial azimuth error has been derived and nonlinear characteristics are included. When azimuth error is fairly small, the nonlinear equation can be reduced to a linear one. Extended Kalman filter, iterated filter and second order filter formulas are derived for the nonlinear state equation with linear measurement equation. Simulations results show that the accuracy of azimuth error estimation using extended Kalman filter is better than that of using standard Kalman filter while the iterated filter and second order filter can give even better estimation accuracy.
文摘This paper presents a system representation that can be applied to the description of the interaction between systems connected through common boundaries. The systems consist of partial differential equations that are first order with respect to time, but spatially higher order. The representation is derived from the instantaneous multisymplectic Hamiltonian formalism;therefore, it possesses the physical consistency with respect to energy. In the interconnection, particular pairs of control inputs and observing outputs, called port variables, defined on the boundaries are used. The port variables are systematically introduced from the representation.
