The talk summarizes our results obtained when studying the possible application of innovative integrators (operator splitting procedures and exponential integrators) to optimal control problems. We introduce the innovative integrators considered, and present the advantages and drawbacks of their use. After introducing the abstract optimal control problem having a linear quadratic cost function, we prove the convergence of innovative integrators applied to it. To do so, we briefly summarize the main results in operator semigroup theory, used in the proof. As an example, we treat the linear quadratic regulator problem of the one-dimensional and two-dimensional shallow water equations, and illustrate our results by numerical experiments.
The results are based on the joint works with Johannes Winckler (Tübingen) and Hermann Mena (Innsbruck).
For a certain type of discrete--time nonlinear consensus dynamics, asymptotically stable periodic orbits are constructed. Based on a simple ordinal pattern assumption, the Frucht graph, two Petersen septets, hypercubes, a technical class of circulant graphs (containing Paley graphs of prime order), and complete graphs are considered -- they are all carrying moving average monotone dynamics admitting asymptotically stable periodic orbits with period 2. Carried by a directed graph with 594 (multiple and multiple loop) edges on 3 vertices, also the existence of asymptotically stable r-periodic orbits, r=3,4,... is shown.
The weak and strong ergodic properties of the positive solutions of nonautonomous linear ordinary differential equations will be considered. We will show that if the coefficient matrix function is bounded, essentially nonnegative and uniformly irreducible, then the normalized positive solutions are asymptotically equivalent to the Perron vectors of the strongly positive transition matrix at infinity (weak ergodicity). If, in addition, the coefficient matrix function is uniformly continuous, then the convergence of the normalized positive solutions to the same strongly positive limiting vector (strong ergodicity) is equivalent to the convergence of the Perron vectors of the coefficient matrices.
This is a joint work with Professor Christian Pötzsche (Alpen-Adria University Klagenfurt, Austria).
The work to be presented concerns numerical solution of nonlinear two-point boundary value problems. We show that the quasi-linearization method (Newton method on operator level) can be used as a basis to derive (i) the FDM with Newton method and (ii) the shooting by Newton method. The same relation holds for the Picard and the constant-slope methods. Based on these results, we propose (i) a replacement of the FDMs for nonlinear problems (the relaxation methods) by respective successive application of the linear shooting method and (ii) a shooting by Picard method (shooting-projection method). We discuss the advantages of the proposed approaches and present examples.