Generalized Lagrangian Jacobi-Gauss-Radau collocation method for solving a nonlinear 2-D optimal control problem with the classical diffusion equation
Department of Computer Sciences, Shahid Beheshti University（沙希德贝赫什提大学计算机系）；Institute for Cognitive and Brain Sciences, Shahid Beheshti University（沙希德贝赫什提大学认知与脑科学研究所）
Kourosh Parand, Sobhan Latifi, Mehdi Delkhosh, Mohammad M. Moayeri
In this paper, a nonlinear 2D Optimal Control Problem (2DOCP) is considered. The quadratic performance index of a nonlinear cost function is endowed with the state and control functions. In this problem, the dynamic constraint of the system is given by a classical diffusion equation. This article is concerned with a generalization of Lagrangian functions. Besides, a Generalized Lagrangian Jacobi-Gauss-Radau (GLJGR)-collocation method is introduced and applied to solve the aforementioned 2DOCP. Based on initial and boundary conditions, the time and space variables t and x are considered Jacobi-Gauss-Radau points clustered on first or end of interval respectively. Then, to solve the 2DOCP, Lagrange Multipliers are used and the optimal control problem is reduced to a parameter optimization problem. Numerical results demonstrate its accuracy, efficiency, and versatility of the presented method.
This paper considers efficient spectral solutions for weakly singular nonlocal diffusion equations with Dirichlet-type volume constraints. The equation we consider contains an integral operator that typically has a singularity at the midpoint of the integral domain, and the approximation of the integral operator is one of the essential difficulties in solving nonlocal equations. To overcome this problem, two-sided Jacobi spectral quadrature rules are proposed to develop a Jacobi spectral collocation method for nonlocal diffusion equations. A rigorous convergence analysis of the proposed method…
In this paper we propose and analyze a fractional Jacobi-collocation spectral method for the second kind Volterra integral equations (VIEs) with weakly singular kernel $(x-s)^{-μ},0<μ<1$. First we develop a family of fractional Jacobi polynomials, along with basic approximation results for some weighted projection and interpolation operators defined in suitable weighted Sobolev spaces. Then we construct an efficient fractional Jacobi-collocation spectral method for the VIEs using the zeros of the new developed fractional Jacobi polynomial. A detailed convergence analysis is carried out to deri…
We present a novel direct integral pseudospectral (PS) method (a direct IPS method) for solving a class of continuous-time infinite-horizon optimal control problems (IHOCs). The method transforms the IHOCs into finite-horizon optimal control problems (FHOCs) in their integral forms by means of certain parametric mappings, which are then approximated by finite-dimensional nonlinear programming problems (NLPs) through rational collocations based on Gegenbauer polynomials and Gegenbauer-Gauss-Radau (GGR) points. The paper also analyzes the interplay between the parametric maps, barycentric ration…
This paper is concerned with the numerical approximation of the Dirichlet initial-boundary-value problem of nonlinear pseudo-parabolic equations with spectral methods. Error estimates for the semidiscrete Galerkin and collocation schemes based on Jacobi polynomials are derived.
In this paper, we present and study $C^1$ Petrov-Galerkin and Gauss collocation methods with arbitrary polynomial degree $k$ ($\ge 3$) for one-dimensional elliptic equations. We prove that, the solution and its derivative approximations converge with rate $2k-2$ at all grid points; and the solution approximation is superconvergent at all interior roots of a special Jacobi polynomial of degree $k+1$ in each element, the first-order derivative approximation is superconvergent at all interior $k-2$ Lobatto points, and the second-order derivative approximation is superconvergent at $k-1$ Gauss poi…
This paper is concerned with the numerical solution for a class of nonlinear weakly singular Volterra integral equation of the first kind. The existence and uniqueness issue of the nonlinear Abel integral equations is studied completely. An $hp$-version collocation method in conjunction with Jacobi polynomials is introduced so as an appropriate numerical solution to be found. We analyze it properly and find an error estimation in $L^2$-norm. The efficiency of the method is illustrated by some numerical experiments.
We propose a spectral collocation method, based on the generalized Jacobi wavelets along with the Gauss-Jacobi quadrature formula, for solving a class of third-kind Volterra integral equations. To do this, the interval of integration is first transformed into the interval [-1,1], by considering a suitable change of variable. Then, by introducing special Jacobi parameters, the integral part is approximated using the Gauss-Jacobi quadrature rule. An approximation of the unknown function is considered in terms of Jacobi wavelets functions with unknown coefficients, which must be determined. By su…
Deflation-accelerated preconditioning of the Poisson-Neumann Schur problem on long domains with a high-order discontinuous element-based collocation method
Cornell University（康奈尔大学）；Applied Research Laboratories（应用研究实验室）
A Rational Discrete Collocation Method for Second Kind Fredholm Equations
University of Basilicata（巴西利卡塔大学）；Institute for Applied Mathematics “Mauro Picone”, National Research Council of Italy（意大利国家研究委员会应用数学“毛罗·皮乔内”研究所）；University of Naples Federico II（那不勒斯费德里科二世大学）
In this paper, we present optimal error estimates of the local discontinuous Galerkin method with generalized numerical fluxes for one-dimensional nonlinear convection-diffusion systems. The upwind-biased flux with adjustable numerical viscosity for the convective term is chosen based on the local characteristic decomposition, which is helpful in resolving discontinuities of degenerate parabolic equations without enforcing any limiting procedure. For the diffusive term, a pair of generalized alternating fluxes are considered. By constructing and analyzing generalized Gauss-Radau projections wi…
Stability and Bifurcation Analysis of Nonlinear PDEs via Random Projection-based PINNs: A Krylov-Arnoldi Approach
Hopkins Extreme Materials Institute, Johns Hopkins University（霍普金斯极端材料研究所，约翰霍普金斯大学）；Dept. of Chemical and Biomolecular Engineering, Johns Hopkins University（化学与生物分子工程系，约翰霍普金斯大学）；School of Chemical Engineering, National Technical University of Athens（希腊技术大学化学工程学院）；Dipartimento di Matematica e Applicazioni “Renato Caccioppoli”, Università degli Studi di Napoli Federico II（那不勒斯费德里科二世大学Renato Caccioppoli数学与应用系）；Dept. of Applied Mathematics and Statistics, Johns Hopkins University（应用数学与统计学系，约翰霍普金斯大学）
A methodology is presented for the numerical solution of nonlinear elliptic systems in unbounded domains, consisting of three elements. First, the problem is posed on a finite domain by means of a proper nonlinear change of variables. The compressed domain is then discretised, regardless of its final shape, via the radial basis function partition of unity method. Finally, the system of nonlinear algebraic collocation equations is solved with the trust-region algorithm, taking advantage of analytically derived Jacobians. We validate the methodology on a benchmark of computational fluid mechanic…
Adaptive-Growth Randomized Neural Networks for Level-Set Computation of Multivalued Nonlinear First-Order PDEs with Hyperbolic Characteristics
School of Mathematics and Statistics, Xi’an Jiaotong University, Xi’an, Shaanxi 710049, China（数学与统计学学院，西安交通大学，西安，陕西 710049，中国）；School of Mathematical Sciences & Institute of Natural Sciences, Shanghai Jiao Tong University, Shanghai 200240, China（数学科学学院及自然科学研究所，上海交通大学，上海 200240，中国）；School of Mathematics and Statistics & State Key Laboratory of Multiphase Flow in Power Engineering, Xi’an Jiaotong University, Xi’an, Shaanxi 710049, China（数学与统计学学院及电力工程多相流国家重点实验室，西安交通大学，西安，陕西 710049，中国）
