Auteur : Jacques Henry
la langue : en
Éditeur: Elsevier
Date de sortie : 2016-11-09
Factorization Method for Boundary Value Problems by Invariant Embedding presents a new theory for linear elliptic boundary value problems. The authors provide a transformation of the problem in two initial value problems that are uncoupled, enabling you to solve these successively. This method appears similar to the Gauss block factorization of the matrix, obtained in finite dimension after discretization of the problem. This proposed method is comparable to the computation of optimal feedbacks for linear quadratic control problems. Develops the invariant embedding technique for boundary value problems Makes a link between control theory, boundary value problems and the Gauss factorization Presents a new theory for successively solving linear elliptic boundary value problems Includes a transformation in two initial value problems that are uncoupled
Auteur : Adam Korytowski
la langue : en
Éditeur: Springer Science & Business Media
Date de sortie : 2009-10-15
rd This book constitutes a collection of extended versions of papers presented at the 23 IFIP TC7 Conference on System Modeling and Optimization, which was held in C- cow, Poland, on July 23–27, 2007. It contains 7 plenary and 22 contributed articles, the latter selected via a peer reviewing process. Most of the papers are concerned with optimization and optimal control. Some of them deal with practical issues, e. g. , p- formance-based design for seismic risk reduction, or evolutionary optimization in structural engineering. Many contributions concern optimization of infini- dimensional systems, ranging from a general overview of the variational analysis, through optimization and sensitivity analysis of PDE systems, to optimal control of neutral systems. A significant group of papers is devoted to shape analysis and opti- zation. Sufficient optimality conditions for ODE problems, and stochastic control methods applied to mathematical finance, are also investigated. The remaining papers are on mathematical programming, modeling, and information technology. The conference was the 23rd event in the series of such meetings biennially org- ized under the auspices of the Seventh Technical Committee “Systems Modeling and Optimization” of the International Federation for Information Processing (IFIP TC7).
Auteur :
la langue : en
Éditeur: Academic Press
Date de sortie : 1973-08-15
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering