This licentiate thesis contains results on the maximum principle forCauchy–Riemann functions (CR functions) on weakly 1-concave CRmanifolds and hypocomplexity of locally integrable structures. Themaximum principle does not hold true in general for smooth CR functions,and basic counterexamples can be constructed in the presenceof strictly pseudoconvex points. We prove a maximum principle forcontinuous CR functions on smooth weakly 1-concave CR submanifolds.Because weak 1-concavity is also necessary for the maximumprinciple, a consequence is that a smooth generic CR submanifold ofCn obeys the maximum principle for continuous CR functions if andonly if it is weakly 1-concave. The proof is then generalized to embeddedweakly p-concave CR submanifolds of p-complete complexmanifolds. The second part concerns hypocomplexity and hypoanalyticstructures. We give a generalization of a known result regardingautomatic smoothness of solutions to the homogeneous problemfor the tangential CR vector fields given local holomorphic extension.This generalization ensures that a given locally integrable structureis hypocomplex at the origin if and only if it does not allow solutionsnear the origin which cannot be represented by a smooth function nearthe origin. / Uppsatsen innehåller resultat om maximumprincipen för kontinuerligaCauchy–Riemann funktioner (CR-funktioner) på svagt 1-konkava CRmångfalder,samt hypokomplexitet för lokalt integrerbara strukturer.Maximumprincipen gäller inte generellt för släta CR funktioner ochmotexempel kan konstrueras givet strängt pseudokonvexa punkter.Vi bevisar en maximumprincip för kontinuerliga CR-funktioner påsläta inbäddade svagt 1-konkava CR-mångfalder. Eftersom svagt 1-konkavitet också är nödvändigt får vi som konsekvens att för slätageneriska inbäddade CR-mångfalder i Cn gäller att maximum-principenför kontinuerliga CR-funktioner håller om och endast om CR-mångfaldenär svagt 1-konkav. Vi generaliserar satsen till svagt p-konkava CRmångfalderi p-kompletta mångfalder. Den andra delen behandlarhypokomplexitet och hypoanalytiska strukturer. Vi generaliserar enkänd sats om automatisk släthet för lösningar till de tangentiella CRekvationerna,givet existensen av lokal holomorf utvidgning. Generaliseringenger att en lokalt integrerbar struktur är hypokomplex iorigo om och endast om den inte tillåter lösningar nära origo som inteär släta nära origo. / <p>Forskning finansierad av Forskarskolan i Matematik och Beräkningsvetenskap (FMB), baserad i Uppsala.</p>

The reaction-diffusion master equation (RDME) is a stochastic model for spatially heterogeneous chemical systems. Stochastic models have proved to be useful for problems from molecular biology since copy numbers of participating chemical species often are small, which gives a stochastic behaviour. The RDME is a discrete space model, in contrast to spatially continuous models based on Brownian motion. In this thesis two accuracy issues of the RDME on unstructured meshes are studied. The first concerns the rates of diffusion events. Errors due to previously used rates are evaluated, and a second order accurate finite volume method, not previously used in this context, is implemented. The new discretisation improves the accuracy considerably, but unfortunately it puts constraints on the mesh, limiting its current usability. The second issue concerns the rates of bimolecular reactions. Using the macroscopic reaction coefficients these rates become too low when the spatial resolution is high. Recently, two methods to overcome this problem by calculating mesoscopic reaction rates for Cartesian meshes have been proposed. The methods are compared and evaluated, and are found to work remarkably well. Their possible extension to unstructured meshes is discussed.

<p> The optimal temperature and catalyst renewal policies which maximize the average profit over a free time period in a tubular reactor with uniform temperature and decaying catalyst for a single irreversible reaction, are sought.</p> <p> In addition, the optimal initial catalyst activity and the optimal total time have been studied.</p> <p> A numerical procedure together with theoretical developments is used to solve the problem for a more general performance index (average profit function) which takes into account the value of the desired product, the cost for the regeneration of the catalyst and the cost of the fresh catalyst.</p> <p> The problem is treated in the format of Pontryagin's Maximum Principle.</p> / Thesis / Master of Engineering (MEngr)

Throughout the course of this thesis, we give an introduction to optimal control theory and its necessary conditions, prove Pontryagin's Maximum Principle, and present the life-cycle saving under uncertain lifetime optimal control problem. We present a very involved sensitivity analysis that determines how a change in the initial wealth, discount factor, or relative risk aversion coefficient may affect the model the terminal depletion of wealth time, optimal consumption path, and optimal accumulation of wealth path. Through simulation of the life-cycle saving under uncertain lifetime model, we are not only able to present the model dynamics through time, but also to demonstrate the feasibility of the model.

We prove that a smooth generic embedded CR submanifold of C^n obeys the maximum principle for continuous CR functions if and only if it is weakly 1-concave. The proof of the maximum principle in the original manuscript has later been generalized to embedded weakly q-concave CR submanifolds of certain complex manifolds. We give a generalization of a known result regarding automatic smoothness of solutions to the homogeneous problem for the tangential CR vector fields given local holomorphic extension. This generalization ensures that a given locally integrable structure is hypocomplex at the origin if and only if it does not allow solutions near the origin which cannot be represented by a smooth function near the origin. We give a sufficient condition under which it holds true that if a smooth CR function f on a smooth generic embedded CR submanifold, M, of C^n, vanishes to infinite order along a C^infty-smooth curve  \gamma in M, then f vanishes on an M-neighborhood of \gamma. We prove a local maximum principle for certain locally integrable structures. / <p>Funding  by FMB, based at Uppsala University.</p>

Recently there have been numerous advances in the development of numerical algorithms to solve conservation laws. Even though the analytical theory (existence-uniqueness) is complete in the case of scalar conservation laws, there are many numerically robust methods for which the question of convergence and error estimates are still open. Usually high order schemes are constructed to be Total Variation Diminishing (TVD) which only guarantees convergence of such schemes to a weak solution. The standard approach in proving convergence to the entropy solution is to try to establish cell entropy inequalities. However, this typically requires additional non-homogeneous limitations on the numerical method, which reduces the modified scheme to first order when the mesh is refined. There are only a few results on the convergence which do not impose such limitations and all of them assume some smoothness on the initial data in addition to L^infinity bound. The Nessyahu-Tadmor (NT) scheme is a typical example of a high order scheme. It is a simple yet robust second order non-oscillatory scheme, which relies on a non-linear piecewise linear reconstruction. A standard reconstruction choice is based on the so-called minmod limiter which gives a maximum principle for the scheme. Unfortunately, this limiter reduces the reconstruction to first order at local extrema. Numerical evidence suggests that this limitation is not necessary. By using MAPR-like limiters, one can allow local nonlinear reconstructions which do not reduce to first order at local extrema. However, use of such limiters requires a new approach when trying to prove a maximum principle for the scheme. It is also well known that the NT scheme does not satisfy the so-called strict cell entropy inequalities, which is the main difficulty in proving convergence to the entropy solution. In this work, the NT scheme with MAPR-like limiters is considered. A maximum principle result for a conservation law with any Lipschitz flux and also with any k-monotone flux is proven. Using this result it is also proven that in the case of strictly convex flux, the NT scheme with a properly selected MAPR-like limiter satisfies an one-sided Lipschitz stability estimate. As a result, convergence to the unique entropy solution when the initial data satisfies the so-called one-sided Lipschitz condition is obtained. Finally, compensated compactness arguments are employed to prove that for any bounded initial data, the NT scheme based on a MAPR-like limiter converges strongly on compact sets to the unique entropy solution of the conservation law with a strictly convex flux.

Orientador: Geraldo Nunes Silva / Banca: Vilma Alves de Oliveira / Banca: Masayoshi Tsuchida / Resumo: Estamos interessados em estudar uma generalização do Princípio do Máximo de Pontryagin para problema de controle ótimo com restrições mistas envolvendo funções nãodiferenciáveis, pois este princípio não se aplica para todos os tipos de problemas. O principal objetivo deste trabalho é apresentar as condições necessárias de otimalidade na forma do princípio do máximo que serão aplicadas para o problema de controle ótimo com restrições mistas envolvendo funções não-diferenciáveis. Para alcançar este objetivo apresentamos estudos sobre cones normais e cones tangentes os quais são utilizados no desenvolvimento da teoria de subdiferenciais. Após esse embasamento formulamos o problema de controle ótimo envolvendo funções não-diferenciáveis, e apresentamos as condições necessárias de otimalidade. / Abstract: We are interested in study a generalization of the Pontryagin Maximum Principle for optimal control problems with mixed constraints involving nondi erentiable functions, because this principle can not be applied for all the types of problems. The main objective of this work is to present the necessary conditions of optimality in the form of the maximum principle that will be applied for the optimal control problem with mixed constraints involving nondi erentiable functions. To achieve this objective we present studies above normal cones and tangent cones which are used in the development of the theory of subdi erentials. After this foundation we formulate the optimal control problem involving nondi erentiable functions, and we present the necessary conditions of optimality. / Mestre

Conselho Nacional de Desenvolvimento CientÃfico e TecnolÃgico / O objetivo principal deste trabalho à o estudo da regularidade de soluÃÃes de equaÃÃes diferenciais parciais elÃpticas de segunda ordem, serÃo usadas tÃcnicas tais como o princÃpio do mÃximo, estimativas a priori e a desigualdade de Harnack. Por fim generalizamos o conceito de soluÃÃo buscando soluÃÃes no espaÃo de Sobolev W2,p(&#937;). / The main objective of this work is to study the regularity of solutions of elliptic partial differential equations of second order, will be used techniques such as the principle of maximum estimates a priori and the unequal Harnack. Finally generalize the solution concept seeking solutions in the Sobolev space W2,p((&#937;).

Orientador: João Bosco Ribeiro do Val / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação / Made available in DSpace on 2018-08-20T16:10:11Z (GMT). No. of bitstreams: 1 Madeira_DiegodeSousa_M.pdf: 382775 bytes, checksum: d75575b4a57a5bb98739210edef9b5c7 (MD5) Previous issue date: 2012 / Resumo: As principais contribuições deste trabalho são a obtenção de condições necessárias e suficientes de otimalidade para o problema de controle de sistemas lineares determinísticos discretos e para certas classes de sistemas lineares estocásticos. Adotamos o método de controle por realimentação de saída, um horizonte de controle finito e um funcional de custo quadrático nas variáveis de estado e de controle. O problema determinístico é solucionado por completo, ou seja, provamos que para qualquer sistema MIMO as condições necessárias de otimalidade são também suficientes. Para tanto, uma versão do Princípio do Máximo Discreto é utilizada. Além disso, analisamos o caso estocástico com ruído aditivo e provamos que o princípio do máximo discreto fornece as condições necessárias de otimalidade para o problema, embora não garanta suficiência. Por fim, em um cenário particular com apenas dois estágios, empregamos uma técnica de parametrização do funcional de custo associado ao sistema linear estocástico com ruído aditivo e provamos que, no caso dos sistemas SISO com matrizes C (saída) e B (entrada) tais que CB = 0, as condições necessárias de otimalidade são também suficientes. Provamos que o mesmo também é válido para a classe dos Sistemas Lineares com Saltos Markovianos (SLSM), no contexto especificado. Com o objetivo de ilustrar numericamente os resultados teóricos obtidos, alguns exemplos numéricos são fornecidos / Abstract: The main contributions of this work are that the necessary and sufficient optimality conditions for the control problem of discrete linear deterministic systems and some classes of linear stochastic systems are obtained. We adopted the output feedback control method, a finite horizon control and a cost function that is quadratic in the state and control vectors. The deterministic problem is completely solved, that is, we prove that for any MIMO system the necessary optimality conditions are also sufficient. To do so, a formulation of the Discrete Maximum Principle is used. Furthermore, we analyze the stochastic case with additive noise and prove that the discrete maximum principle provides the necessary optimality conditions, though they are not sufficient. Finally, in a particular two-stage scenario, we apply a parametrization technique of the cost function associated with the linear stochastic system with additive noise and prove that, for SISO systems with orthogonal matrices C (output) and B (input) so that CB = 0, the necessary optimality conditions are sufficient too. We prove that under the underlined context the previous statement is also valid in the case of the Markov Jump Linear Systems (MJLS). In order to illustrate the theoretical results obtained, some numerical examples are given / Mestrado / Automação / Mestre em Engenharia Elétrica

This thesis describes research and development. work carried out by the author into the control of traction and braking systems on rail vehicles. After a review of recent developments, the problem of. driving a train under minimum-energy control subject·to timetable and operational constraints is discussed. This is partitioned into two sections. Firstly, target time and velocities for key pOints on the journey are computed; these are communicated to or stored on the train, together with route and vehicle data. Secondly, an on-board digital system drives the train to each target according to control algorithms which incorporate a predictorcorrector module, whose function is to determine which of two criteria of performance is to be used (minimum-energy when running early or on-time, minimum-time when running late). Most of the thesis is devoted to the analysis and design of the train-borne control system. The general form of the optimal control (of tractive or braking effort) is determined by the application of Pontryagin's Maximum Principle over each section of the journey. However, the moments of transition between the various modes of control are calculated by a method which involves a lookahead model in the predictor module, rather than by iterative solution of the state and co-state equations . An important aspect of the design is the dynamic response of the braking SUb-system, which may include a substantial pneumatic transport lag within the control loop. S-plane and z-plane design procedures for the required discrete control algorithms to.achieve a specified transient response are derived. The thesis concludes with a chapter on the instrumentation required for the train-borne control system.