Chebyshev polynomial solutions of systems of higher-order linear Fredholm-Volterra integro-differential equations

A Chebyshev collocation method, an expansion method, has been proposed in order to solve the systems of higher-order linear integro-differential equations. This method transforms the IDE system and the given conditions into the matrix equations via Chebyshev collocation points. By merging these results, a new system which corresponds to a system of linear algebraic equations is obtained. The solution of this system yields the Chebyshev coefficients of the solution function. Some numerical results are also given to illustrate the efficiency of the method. Moreover, this method is valid for the systems of differential and integral equations.     

Direct solution of nonlinear optimal control problems using quasilinearization and Chebyshev polynomials

In this paper, a numerical method to solve nonlinear optimal control problems with terminal state constraints, control inequality constraints and simple bounds on the state variables, is presented. The method converts the optimal control problem into a sequence of quadratic programming problems. To this end, the quasilinearization method is used to replace the nonlinear optimal control problem with a sequence of constrained linear-quadratic optimal control problems, then each of the state variables is approximated by a finite length Chebyshev series with unknown parameters. The method gives the information of the quadratic programming problem explicitly (The Hessian, the gradient of the cost function and the Jacobian of the constraints). To show the effectiveness of the proposed method, the simulation results of two constrained nonlinear optimal control problems are presented.     

Numerical solution of nonlinear equations with real and complex variables

In this paper we attempt to develop the algorithm of PIS (Perturbed Iterative Scheme) in its simplest form, yet retaining its mathematical rigor. Several applications are given and a brief comparison of PIS is made with other methods. The fundamental concept behind PIS is explained. Success of the method is basically for solutions of nonlinear systems.     

Integraph solution of differential equations

In a previous article¹ a continuously recording integraph was described, by means of which differential equations, involving only one integration, could be solved. The present article describes a revision of this machine such that an equation involving two successive integrations, corresponding to practically any second-order total differential equation, with all terminal conditions included, can be solved. The need for a workable means of solving the differential equations involving empirical and discontinuous coefficients which occur repeatedly in electrical engineering and physics is recalled. In the machine described such solutions are effected by means of suitable interlinked integrating devices, the result being plotted continuously as a function of the independent variable. Tests and simple solutions show the over-all error to be approximately 1 or 2 per cent. The various sources of this error are discussed.     

Mechanical solution of algebraic equations

The paper describes a machine for determining the real and complex roots of higher-degree algebraic equations. The principle of operation is found in the correspondence between sine wave quantities and complex numbers. The particular machine is designed for equations of the eighth degree, and finds all the roots with engineering accuracy in the space of a few minutes.Though designed primarily with a view to determining the indicial admittance of electric networks, the machine should find utility in other fields of applied mathematics as well.     

Existence of solutions for nonlinear fractional q-difference integral equations with two fractional orders and nonlocal four-point boundary conditions

We investigate the existence of solutions for a nonlinear fractional q-difference integral equation (q-variant of the Langevin equation) with two different fractional orders and nonlocal four-point boundary conditions. Our results are based on some classical fixed point theorems. An illustrative example is also presented.     

Output feedback stabilization of high-order nonlinear systems with polynomial nonlinearity

In this paper, the problem of output feedback stabilization for high-order nonlinear systems with more general low-order and high-order nonlinearities multiplied by a polynomial-type output-dependent growth rate is studied. By constructing the novel Lyapunov function and observer, based on the homogeneous domination and adding a power integrator methods, an output feedback controller is developed to guarantee that the equilibrium of the closed-loop system is globally uniformly asymptotically stable.     

Solution of integral equations using a set of block pulse functions

A set of the block pulse functions is applied to solve the Fredholm's and the Volterra's integral equations of the second kind. An algebraic equation in matrix form which is equivalent to the solution of the integral equation is developed. The approximate results are easily obtained by a few computations. An accurate solution canbe evaluated in a digital computer by solving the algebraic equation. Two examples are given.     

Sliding mode filtering for stochastic systems with polynomial state and observation equations

In this paper, the mean-square and mean-module filtering problems for polynomial system states over polynomial observations are studied proceeding from the general expression for the stochastic Ito differentials of the estimate and the error variance. The paper deals with the general case of nonlinear polynomial states and observations. As a result, the Ito differentials for the estimates and error variances corresponding to the stated filtering problems are first derived. The procedure for obtaining an approximate closed-form finite-dimensional system of the sliding mode filtering equations for any polynomial state over observations with any polynomial drift is then established. In the examples, the obtained sliding mode filters are applied to solve the third-order sensor filtering problems for a quadratic state, assuming a conditionally Gaussian initial condition for the extended second-order state vector. The simulation results show that the designed sliding mode filters yield reliable and rapidly converging estimates.     

Mean-square integral input-to-state stability of nonlinear impulsive semi-Markov jump delay systems

In this paper, the problem of mean-square integral input-to-state stability of nonlinear impulsive semi-Markov jump delay systems is investigated. By using stochastic Lyapunov functions together with Razumikhin technique, some sufficient conditions for mean-square integral input-to-state stability for a class of nonlinear impulsive semi-Markov jump delay systems are developed. In particular, the results obtained generalize and complement some recent literature. Finally, some numerical examples are given to show the effectiveness and advantages of the proposed techniques.     

Stability criteria for certain classes of nonlinear difference equations

The general mth order difference equation X(n+m)+a₁X(n+m?1)+…+a_mX(n) = F[n,X(n),…,X(n+m?1)] is considered. The stability properties of its solutions are studied using the discrete form of Liapunov's direct method. A quadratic form is selected as a possible Liapunov function V(n,X) and a scheme is developed for determining appropriate conditions on this function to insure that its total difference ΔV(n,X) is negative semi-definite or negative definite with respect to the difference equation. The approach is applied to the fourth-order difference equation in full detail to illustrate the method for determining the conditions which imply either uniform stability or uniform asymptotic stability and specific results are obtained. Several comments on, and extensions of, the work done by Puri and Drake for the cases m = 2 and m = 3 are presented.The results of the present approach in the homogeneous case where F[n,X(n),…,X(n+m?1)] = 0 are compared with the usual Schur-Cohn criteria and are shown to be at least as good.     

Alternative convergence criteria for iterative methods of solving nonlinear equations

Let χ_m+1=T(χ_m) or even χ_m+1=T(χ_m,χ_m?1, …, χ_m?q), m=1,2,3 … be an iteration method for solving the nonlinear problem F(χ)=0, where F(χ) and its derivatives possess all of the properties required by T(χ_m). Then if it can be established that for the problem at hand ∥F(χ_m+1)∥?β_m∥F(χ_m)∥, ? m > M₀ (M₀<∞) and 0?β_m<1 , definitions are established and theorems proven concerning convergence, uniqueness and bounds on the error after ‘m’ successive iterations of a new approach to convergence properties T(χ_m). These charateristics are referred to as “alternate” (local, global) convergence properties and none of the proofs given are restricted to any specific type of method such as, e.g. contraction mapping types. Application of results obtained are illustrated using Newton's method as well as the general concept of Newton-like methods.     

Local stabilization of coupled nonlinear parabolic equations by boundary control

This paper considers local stabilization of a boundary control system coupled by nonlinear parabolic equations. Based on backstepping approach, a linear Volterra-type integral transformation maps the system into another homogeneous target system, and an explicit feedback control law is obtained. Local exponential stabilization of the closed loop is established. A system with three coupled nonlinear parabolic equations is simulated, which show that the obtained feedback control law is feasible.