Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control

Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control PDF

Author: Boris S. Mordukhovich

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 256

ISBN-13: 1461384893

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This IMA Volume in Mathematics and its Applications NONSMOOTH ANALYSIS AND GEOMETRIC METHODS IN DETERMINISTIC OPTIMAL CONTROL is based on the proceedings of a workshop that was an integral part of the 1992-93 IMA program on "Control Theory. " The purpose of this workshop was to concentrate on powerful mathematical techniques that have been de veloped in deterministic optimal control theory after the basic foundations of the theory (existence theorems, maximum principle, dynamic program ming, sufficiency theorems for sufficiently smooth fields of extremals) were laid out in the 1960s. These advanced techniques make it possible to derive much more detailed information about the structure of solutions than could be obtained in the past, and they support new algorithmic approaches to the calculation of such solutions. We thank Boris S. Mordukhovich and Hector J. Sussmann for organiz ing the workshop and editing the proceedings. We also take this oppor tunity to thank the National Science Foundation and the Army Research Office, whose financial support made the workshop possible. A vner Friedman Willard Miller, Jr. v PREFACE This volume contains the proceedings of the workshop on Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control held at the Institute for Mathematics and its Applications on February 8-17, 1993 during a special year devoted to Control Theory and its Applications. The workshop-whose organizing committee consisted of V. J urdjevic, B. S. Mordukhovich, R. T. Rockafellar, and H. J.

Stochastic Dynamic Macroeconomics

Stochastic Dynamic Macroeconomics PDF

Author: Gang Gong

Publisher: Oxford University Press

Published: 2006-01-19

Total Pages: 213

ISBN-13: 0195301625

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This is a book on stochastic dynamic macroeconomics from a Keynesian perspective. It shows that including Keynesian features in intertemporal models considerably contributes to resolve major puzzles arising in the context of the Dynamic General Equilibrium (DGE) model. It also demonstrates that including microeconomic intertemporal behavior of economic agents in macroeconomics is not inconsistent with Keynesian economics.

Online Optimization of Large Scale Systems

Online Optimization of Large Scale Systems PDF

Author: Martin Grötschel

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 789

ISBN-13: 3662043319

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In its thousands of years of history, mathematics has made an extraordinary ca reer. It started from rules for bookkeeping and computation of areas to become the language of science. Its potential for decision support was fully recognized in the twentieth century only, vitally aided by the evolution of computing and communi cation technology. Mathematical optimization, in particular, has developed into a powerful machinery to help planners. Whether costs are to be reduced, profits to be maximized, or scarce resources to be used wisely, optimization methods are available to guide decision making. Opti mization is particularly strong if precise models of real phenomena and data of high quality are at hand - often yielding reliable automated control and decision proce dures. But what, if the models are soft and not all data are around? Can mathematics help as well? This book addresses such issues, e. g. , problems of the following type: - An elevator cannot know all transportation requests in advance. In which order should it serve the passengers? - Wing profiles of aircrafts influence the fuel consumption. Is it possible to con tinuously adapt the shape of a wing during the flight under rapidly changing conditions? - Robots are designed to accomplish specific tasks as efficiently as possible. But what if a robot navigates in an unknown environment? - Energy demand changes quickly and is not easily predictable over time. Some types of power plants can only react slowly.

Geometric Optimal Control

Geometric Optimal Control PDF

Author: Heinz Schättler

Publisher: Springer Science & Business Media

Published: 2012-06-26

Total Pages: 652

ISBN-13: 1461438349

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This book gives a comprehensive treatment of the fundamental necessary and sufficient conditions for optimality for finite-dimensional, deterministic, optimal control problems. The emphasis is on the geometric aspects of the theory and on illustrating how these methods can be used to solve optimal control problems. It provides tools and techniques that go well beyond standard procedures and can be used to obtain a full understanding of the global structure of solutions for the underlying problem. The text includes a large number and variety of fully worked out examples that range from the classical problem of minimum surfaces of revolution to cancer treatment for novel therapy approaches. All these examples, in one way or the other, illustrate the power of geometric techniques and methods. The versatile text contains material on different levels ranging from the introductory and elementary to the advanced. Parts of the text can be viewed as a comprehensive textbook for both advanced undergraduate and all level graduate courses on optimal control in both mathematics and engineering departments. The text moves smoothly from the more introductory topics to those parts that are in a monograph style were advanced topics are presented. While the presentation is mathematically rigorous, it is carried out in a tutorial style that makes the text accessible to a wide audience of researchers and students from various fields, including the mathematical sciences and engineering. Heinz Schättler is an Associate Professor at Washington University in St. Louis in the Department of Electrical and Systems Engineering, Urszula Ledzewicz is a Distinguished Research Professor at Southern Illinois University Edwardsville in the Department of Mathematics and Statistics.

Mathematical Approaches for Emerging and Reemerging Infectious Diseases: Models, Methods, and Theory

Mathematical Approaches for Emerging and Reemerging Infectious Diseases: Models, Methods, and Theory PDF

Author: Carlos Castillo-Chavez

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 375

ISBN-13: 1461300657

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This IMA Volume in Mathematics and its Applications MATHEMATICAL APPROACHES FOR EMERGING AND REEMERGING INFECTIOUS DISEASES: MODELS, AND THEORY METHODS is based on the proceedings of a successful one week workshop. The pro ceedings of the two-day tutorial which preceded the workshop "Introduction to Epidemiology and Immunology" appears as IMA Volume 125: Math ematical Approaches for Emerging and Reemerging Infectious Diseases: An Introduction. The tutorial and the workshop are integral parts of the September 1998 to June 1999 IMA program on "MATHEMATICS IN BI OLOGY. " I would like to thank Carlos Castillo-Chavez (Director of the Math ematical and Theoretical Biology Institute and a member of the Depart ments of Biometrics, Statistics and Theoretical and Applied Mechanics, Cornell University), Sally M. Blower (Biomathematics, UCLA School of Medicine), Pauline van den Driessche (Mathematics and Statistics, Uni versity of Victoria), and Denise Kirschner (Microbiology and Immunology, University of Michigan Medical School) for their superb roles as organizers of the meetings and editors of the proceedings. Carlos Castillo-Chavez, es pecially, made a major contribution by spearheading the editing process. I am also grateful to Kenneth L. Cooke (Mathematics, Pomona College), for being one of the workshop organizers and to Abdul-Aziz Yakubu (Mathe matics, Howard University) for serving as co-editor of the proceedings. I thank Simon A. Levin (Ecology and Evolutionary Biology, Princeton Uni versity) for providing an introduction.

Quasiclassical Methods

Quasiclassical Methods PDF

Author: Jeffrey Rauch

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 236

ISBN-13: 146121940X

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This IMA Volume in Mathematics and its Applications QUASICLASSICAL METHODS is based on the proceedings of a very successful one-week workshop with the same title, which was an integral part of the 1994-1995 IMA program on "Waves and Scattering." We would like to thank Jeffrey Rauch and Barry Simon for their excellent work as organizers of the meeting. We also take this opportunity to thank the National Science Foun dation (NSF), the Army Research Office (ARO) and the Office of Naval Research (ONR), whose financial support made the workshop possible. A vner Friedman Robert Gulliver v PREFACE There are a large number of problems where qualitative features of a partial differential equation in an appropriate regime are determined by the behavior of an associated ordinary differential equation. The example which gives the area its name is the limit of quantum mechanical Hamil tonians (Schrodinger operators) as Planck's constant h goes to zero, which is determined by the corresponding classical mechanical system. A sec ond example is linear wave equations with highly oscillatory initial data. The solutions are described by geometric optics whose centerpiece are rays which are solutions of ordinary differential equations analogous to the clas sical mechanics equations in the example above. Much recent work has concerned with understanding terms beyond the leading term determined by the quasi classical limit. Two examples of this involve Weyl asymptotics and the large-Z limit of atomic Hamiltonians, both areas of current research.

Modeling, Mesh Generation, and Adaptive Numerical Methods for Partial Differential Equations

Modeling, Mesh Generation, and Adaptive Numerical Methods for Partial Differential Equations PDF

Author: Ivo Babuska

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 487

ISBN-13: 1461242487

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With considerations such as complex-dimensional geometries and nonlinearity, the computational solution of partial differential systems has become so involved that it is important to automate decisions that have been normally left to the individual. This book covers such decisions: 1) mesh generation with links to the software generating the domain geometry, 2) solution accuracy and reliability with mesh selection linked to solution generation. This book is suited for mathematicians, computer scientists and engineers and is intended to encourage interdisciplinary interaction between the diverse groups.

Scale Space and Variational Methods in Computer Vision

Scale Space and Variational Methods in Computer Vision PDF

Author: Fiorella Sgallari

Publisher: Springer Science & Business Media

Published: 2007-07-23

Total Pages: 934

ISBN-13: 3540728236

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This book constitutes the refereed proceedings of the First International Conference on Scale Space Methods and Variational Methods in Computer Vision, SSVM 2007, emanated from the joint edition of the 4th International Workshop on Variational, Geometric and Level Set Methods in Computer Vision, VLSM 2007 and the 6th International Conference on Scale Space and PDE Methods in Computer Vision, Scale-Space 2007, held in Ischia Italy, May/June 2007.

Numerical Methods for Polymeric Systems

Numerical Methods for Polymeric Systems PDF

Author: Stuart G. Whittington

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 225

ISBN-13: 1461217040

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Polymers occur in many different states and their physical properties are strongly correlated with their conformations. The theoretical investigation of the conformational properties of polymers is a difficult task and numerical methods play an important role in this field. This book contains contributions from a workshop on numerical methods for polymeric systems, held at the IMA in May 1996, which brought together chemists, physicists, mathematicians, computer scientists and statisticians with a common interest in numerical methods. The two major approaches used in the field are molecular dynamics and Monte Carlo methods, and the book includes reviews of both approaches as well as applications to particular polymeric systems. The molecular dynamics approach solves the Newtonian equations of motion of the polymer, giving direct information about the polymer dynamics as well as about static properties. The Monte Carlo approaches discussed in this book all involve sampling along a Markov chain defined on the configuration space of the system. An important feature of the book is the treatment of Monte Carlo methods, including umbrella sampling and multiple Markov chain methods, which are useful for strongly interacting systems such as polymers at low temperatures and in compact phases. The book is of interest to workers in polymer statistical mechanics and also to a wider audience interested in numerical methods and their application in polymeric systems.

Structured Adaptive Mesh Refinement (SAMR) Grid Methods

Structured Adaptive Mesh Refinement (SAMR) Grid Methods PDF

Author: Scott B. Baden

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 187

ISBN-13: 1461212529

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The papers presented here describe research to improve the general understanding of the application of SAMR to practical problems, to identify issues critical to efficient and effective implementation on high performance computers and to stimulate the development of a community code repository for software including benchmarks to assist in the evaluation of software and compiler technologies. The ten chapters have been divided into two parts reflecting two major issues in the topic: programming complexity of SAMR algorithms and the applicability and numerical challenges of SAMR methods.