Parabolic Parabolic Partial Differential Equations Research Articles

Fuzzy Boundary Sampled-Data Control for Nonlinear Parabolic DPSs.

For a nonlinear parabolic distributed parameter system (DPS), a fuzzy boundary sampled-data (SD) control method is introduced in this article, where distributed SD measurement and boundary SD measurement are respected. Initially, this nonlinear parabolic DPS is represented precisely by a Takagi-Sugeno (T-S) fuzzy parabolic partial differential equation (PDE) model. Subsequently, under distributed SD measurement and boundary SD measurement, a fuzzy boundary SD control design is obtained via linear matrix inequalities (LMIs) on the basis of the T-S fuzzy parabolic PDE model to guarantee exponential stability for closed-loop parabolic DPS by using inequality techniques and a acrlong LF. Furthermore, respecting the property of membership functions, we present some LMI-based fuzzy boundary SD control design conditions. Finally, the effectiveness of the designed fuzzy boundary SD controller is demonstrated via two simulation examples.

Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration

We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation (PDE) constraints under uncertainty: the state in our setting is the solution of a parabolic PDE with a random thermal diffusion coefficient, steered by a control function. To account for the presence of uncertainty in the optimal control problem, the objective function is composed with a risk measure. We focus on two risk measures, both involving high-dimensional integrals over the stochastic variables: the expected value and the (nonlinear) entropic risk measure. The high-dimensional integrals are computed numerically using specially designed QMC methods and, under moderate assumptions on the input random field, the error rate is shown to be essentially linear, independently of the stochastic dimension of the problem—and thereby superior to ordinary Monte Carlo methods. Numerical results demonstrate the effectiveness of our method.

Sensor Fault Detection and Diagnosis of Linear Parabolic PDE Systems With Unknown Inputs

This paper investigates the sensor bias fault detection and diagnosis problem for linear parabolic partial differential equation (PDE) systems under the existence of unknown input signals. A variation of Wirtinger's inequality is used to design a Luenberger-type PDE observer and radial basis function (RBF) neural networks are applied to approximate the unknown inputs, guaranteeing the boundedness of the state estimation error. Taking the measurement error as the fault indication signal, a residual evaluation logic is developed to achieve fault detection. An adaptive diagnostic law is constructed to estimate the values of sensor bias faults once they are detected. <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\sigma$</tex-math></inline-formula> -modification RBF neural networks are designed to compensate for the unknown inputs in the presence of sensor faults, ensuring that both state and sensor bias faults estimation errors converge to some adjustable sets. The effectiveness and applicability of the developed fault diagnosis strategy are demonstrated by simulation results on a heat diffusion process.

Adaptive Neural Consensus Observer Networks Design for a Class of Semilinear Parabolic PDE Systems.

This article concerns the investigation on the consensus problem for the joint state-uncertainty estimation of a class of parabolic partial differential equation (PDE) systems with parametric and nonparametric uncertainties. We propose a two-layer network consisting of informed and uninformed boundary observers where novel adaptation laws are developed for the identification of uncertainties. Particularly, all observer agents in the network transmit their information with each other across the entire network. The proposed adaptation laws include a penalty term of the mismatch between the parameter estimates generated by the other observer agents. Moreover, for the nonparametric uncertainties, radial basis function (RBF) neural networks are employed for the universal approximation of unknown nonlinear functions. Given the persistently exciting condition, it is shown that the proposed network of adaptive observers can achieve exponential joint state-uncertainty estimation in the presence of parametric uncertainties and ultimate bounded estimation in the presence of nonparametric uncertainties based on the Lyapunov stability theory. The effects of the proposed consensus method are demonstrated through a typical reaction-diffusion system example, which implies convincing numerical findings.

Observer-Based Boundary Fuzzy Control Design of Nonlinear Parabolic PDE Systems Using Mobile Sensors

This paper studies the boundary fuzzy control problem for nonlinear parabolic partial differential equation (PDE) systems under spatially noncollocated mobile sensors. In a real setup, sensors and actuators can never be placed at the same location, and the noncollocated setting may be beneficial in some application scenarios. The control design is very difficult due to the noncollocated mobile observation, which can be solved by an observer-based technique. At first, a Takagi-Sugeno fuzzy PDE model is devoted to accurately representing the nonlinear parabolic PDE system. Next, we present a state estimation scheme including fuzzy Luenberger-type PDE state observer plus mobile sensor guidance. Then, an observer-based boundary fuzzy controller is posed to render the resulting closedloop system exponentially stable, and the exponential decay rate is increased by the designed mobile sensor guidance laws. At last, two examples verify the proposed method.

Lyapunov-based stabilization mobile control design of linear parabolic PDE systems

This article considers the exponential mobile stabilization control of linear parabolic partial differential equation (PDE) systems. Firstly, a stabilization scheme based on static output feedback (SOF) control and mobile actuator/sensor guidance is proposed. Next, the operator theory is used to discuss the well-posedness of closed-loop PDE systems. Thus, the SOF control and mobile guidance design approach is simultaneously proposed to guarantee that the closed-loop PDE system is exponentially stable. In final, the effectiveness of the design method is verified by numerical simulation.

Galerkin-Bernstein Approximations of the System of Time Dependent Nonlinear Parabolic PDEs

The purpose of the research is to find the numerical solutions to the system of time dependent nonlinear parabolic partial differential equations (PDEs) utilizing the Modified Galerkin Weighted Residual Method (MGWRM) with the help of modified Bernstein polynomials. An approximate solution of the system has been assumed in accordance with the modified Bernstein polynomials. Thereafter, the modified Galerkin method has been applied to the system of nonlinear parabolic PDEs and has transformed the model into a time dependent ordinary differential equations system. Then the system has been converted into the recurrence equations by employing backward difference approximation. However, the iterative calculation is performed by using the Picard Iterative method. A few renowned problems are then solved to test the applicability and efficiency of our proposed scheme. The numerical solutions at different time levels are then displayed numerically in tabular form and graphically by figures. The comparative study is presented along with L2 norm, and L&amp;infin; norm.

Hölder stability and uniqueness for the mean field games system via Carleman estimates

AbstractWe are concerned with the mathematical study of the mean field games system (MFGS). In the conventional setup, the MFGS is a system of two coupled nonlinear parabolic partial differential equation (PDE)s of the second order in a backward–forward manner, namely, one terminal and one initial condition are prescribed, respectively, for the value function and the population density . In this paper, we show that uniqueness of solutions to the MFGS can be guaranteed if, among all four possible terminal and initial conditions, either only two terminals or only two initial conditions are given. In both cases, Hölder stability estimates are proven. This means that the accuracies of the solutions are estimated in terms of the given data. Moreover, these estimates readily imply uniqueness of corresponding problems for the MFGS. The main mathematical apparatus to establish those results is two new Carleman estimates, which may find application in other contexts associated with coupled parabolic PDEs.

Fault-Tolerant Stochastic Sampled-Data Fuzzy Control for Nonlinear Delayed Parabolic PDE Systems

For nonlinear delayed parabolic partial differential equation (PDE) systems, this paper addresses fault-tolerant stochastic sampled-data (SD) fuzzy control under spatially point measurements (SPMs). Initially, a T–S fuzzy PDE model is given to accurately describe the nonlinear delayed parabolic PDE system. Secondly, in consideration of possible actuator failure, a fault-tolerant SD fuzzy controller with stochastic sampling under SPMs is designed for nonlinear delayed parabolic PDE system, where two sampling periods are considered whose occurrence probabilities are given constants and satisfy the Bernoulli distribution. Then, by constructing a novel time-dependent Lyapunov functional, sufficient conditions that guarantee the mean square exponential stability of closed-loop delayed PDE system are obtained based on linear matrix inequalities (LMIs). Lastly, three examples are given to illustrate the designed approach.

Design of Sturm global attractors 1: Meanders with three noses, and reversibility.

We systematically explore a simple class of global attractors, called Sturm due to nodal properties, for the semilinear scalar parabolic partial differential equation (PDE) ut=uxx+f(x,u,ux) on the unit interval 0<x<1, under Neumann boundary conditions. This models the interplay of reaction, advection, and diffusion. Our classification is based on the Sturm meanders, which arise from a shooting approach to the ordinary differential equation boundary value problem of equilibrium solutions ut=0. Specifically, we address meanders with only three "noses," each of which is innermost to a nested family of upper or lower meander arcs. The Chafee-Infante paradigm, with cubic nonlinearity f=f(u), features just two noses. Our results on the gradient-like global PDE dynamics include a precise description of the connection graphs. The edges denote PDE heteroclinic orbits v1⇝v2 between equilibrium vertices v1,v2 of adjacent Morse index. The global attractor turns out to be a ball of dimension d, given as the closure of the unstable manifold Wu(O) of the unique equilibrium with maximal Morse index d. Surprisingly, for parabolic PDEs based on irreversible diffusion, the connection graph indicates time reversibility on the (d-1)-sphere boundary of the global attractor.

Exponential Consensus of Multiagent Systems Based on Nonlinear Parabolic PDEs via Intermittent Boundary Control

The exponential consensus issue is investigated for leader-following multiagent systems (MASs) based on nonlinear parabolic partial differential equations (PDEs) on a directed graph via intermittent boundary control (IBC) methods. On the one hand, when the system’s state is accessible, an IBC protocol is designed based on the transfer information generated by the agent’s communication with its neighbors and the information coupling at the boundary <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$x= l$</tex-math> </inline-formula> , and the sufficient conditions for exponential consensus of leader-following MASs are obtained. On the other hand, when the system’s state is not available completely, the agent’s state is estimated by the proposed observer, and the observer’s coupling information and the boundary coupling information of the agent are adopted to design an IBC protocol to solve the leader-following consensus issue. Finally, two numerical simulations are supplied to account for the obtained theoretical results.

Boundary Fuzzy Output Tracking Control of Nonlinear Parabolic Infinite-Dimensional Dynamic Systems: Application to Cooling Process in Hot Strip Mills

This paper utilizes a combination of integral control, fuzzy control, and observer-based output feedback control to deal with the issue of nonlinear output tracking control (OTC) design for nonlinear infinite-dimensional dynamic systems. The system dynamics model is represented by a semi-linear parabolic partial differential equation (PDE) with boundary control and non-collocated boundary measurement. Initially, a Takagi-Sugeno (T-S) fuzzy parabolic PDE model is constructed to surmount the OTC design difficulty from the infinite-dimensional nonlinear system dynamics. Subsequently, a fuzzy-observer-based OTC law is proposed via the T-S fuzzy PDE model and the integral control approach. Here, the integral control ensures asymptotic output regulation, and the observer-based output feedback control is employed to conquer the stabilizing control design difficulty caused by the non-collocation between control actuation and measurement. It is shown via the Lyapunov technique with variants of vector-valued Poincaré-Wirtinger's inequality that the suggested fuzzy OTC law drives the measurement output to asymptotically track the desired reference signal and ensures the boundedness of the resulting closed-loop system, provided that a sufficient condition given in the form of linear matrix inequalities is fulfilled. Moreover, the proposed fuzzy-model-based OTC design is also revised for the exponential stabilization case. Finally, extensive simulation results for a numerical example and a cooling process in hot strip mills are provided to examine the effectiveness and merit of the proposed fuzzy OTC scheme.

Adaptive Synchronization for Networked Parabolic PDE Systems With Uncertain Nonlinear Actuator Dynamics

This article focuses on the synchronization control of networked uncertain parabolic partial differential equations (PDEs) with uncertain nonlinear actuator dynamics. Compared to existing networked PDE systems, control input occurs in ordinary differential equation (ODE) subsystems rather than in PDE ones. Compared to existing results, where the exact system parameters must be known for the entire system, this paper further considers parabolic PDE-ODE systems with unknown parameters affecting the interior of the PDE domain. Due to the unknown parameters and uncertain nonlinear actuator dynamics, the existing distributed algorithms and stability analysis tools cannot be utilized to solve the synchronization problem of cascaded parabolic systems. To address this difficulty, this study designs a novel passive identifier to estimate the states and unknown parameters. Subsequently, based on the passive identifier and Lyapunov function method, a synchronization controller is presented for cascaded parabolic PDE systems to ensure that the synchronization control and the boundedness of all the closed-loop signals are achieved. Lastly, the effectiveness of the obtained results is illustrated using simulation.

A data-driven model reduction method for parabolic inverse source problems and its convergence analysis

In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems with uncertain data efficiently. Our method consists of offline and online stages. In the offline stage, we explore the low-dimensional structures in the solution space of parabolic partial differential equations (PDEs) in the forward problems with a given class of source functions and construct a small number of proper orthogonal decomposition (POD) basis functions to achieve significant dimension reduction. Equipped with the POD basis functions, we can solve the forward problems extremely fast in the online stage. Thus, we develop a fast algorithm to solve the optimization problem in parabolic inverse source problems, which is referred to as the POD method. Moreover, we design an a posteriori algorithm to find the optimal regularization parameter in the optimization problem using the proposed POD method without knowing the noise level. Under a weak regularity assumption on the solution of the parabolic PDEs, we prove the convergence of the POD method in solving the forward parabolic PDEs. In addition, we obtain the error estimate of the POD method for parabolic inverse source problems. Finally, we present numerical examples to demonstrate the accuracy and efficiency of the proposed method. Numerical results show that the POD method provides considerable computational savings over the finite element method while maintaining the same accuracy.

Model Predictive Control of Parabolic PDE Systems under Chance Constraints

Model predictive control (MPC) heavily relies on the accuracy of the system model. Nevertheless, process models naturally contain random parameters. To derive a reliable solution, it is necessary to design a stochastic MPC. This work studies the chance constrained MPC of systems described by parabolic partial differential equations (PDEs) with random parameters. Inequality constraints on time- and space-dependent state variables are defined in terms of chance constraints. Using a discretization scheme, the resulting high-dimensional chance constrained optimization problem is solved by our recently developed inner–outer approximation which renders the problem computationally amenable. The proposed MPC scheme automatically generates probability tubes significantly simplifying the derivation of feasible solutions. We demonstrate the viability and versatility of the approach through a case study of tumor hyperthermia cancer treatment control, where the randomness arises from the thermal conductivity coefficient characterizing heat flux in human tissue.

Observer-based consensus of fractional order parabolic PDEs agents on directed networks via boundary communication

This paper investigates the consensus of fractional order multi-agent systems which are modeled by parabolic partial differential equations (PDEs). Both leaderless and leader-following consensus are studied. Observers are designed for every agent based on the outputs of them, furthermore, communications among agents just exist at spatial boundary position instead of at every spatial position. Some consensus criteria are derived based on fractional order Lyapunov method, which are formed as matrix inequalities. Finally, two examples are given to show the effectiveness of the theoretical results.

Error Analysis for a Parabolic PDE Model Problem on a Coupled Moving Domain in a Fully Eulerian Framework

We introduce an unfitted finite element method with Lagrange-multipliers to study an Eulerian time stepping scheme for moving domain problems applied to a model problem where the domain motion is implicit to the problem. We consider a parabolic partial differential equation (PDE) in the bulk domain, and the domain motion is described by an ordinary differential equation (ODE), coupled to the bulk partial differential equation through the transfer of forces at the moving interface. The discretisation is based on an unfitted finite element discretisation on a time-independent mesh. The method-of-lines time discretisation is enabled by an implicit extension of the bulk solution through additional stabilisation, as introduced by Lehrenfeld & Olshanskii (ESAIM: M2AN, 53:585-614, 2019). The analysis of the coupled problem relies on the Lagrange-multiplier formulation, the fact that the Lagrange-multiplier solution is equal to the normal stress at the interface and that the motion of the interface is given through rigid body motion. This paper covers the complete stability analysis of the method and an error estimate in the energy norm, under an assumption on the discrete interface velocity. This includes the dynamic error in the domain motion resulting from the discretised ODE and the forces from the discretised PDE. To the best of our knowledge this is the first error analysis of this type of coupled moving domain problem in a fully Eulerian framework. Numerical examples illustrate the theoretical results.

Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems

We prove the local well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter t on top of the temporal and spatial variables (s,y) and thus the problem could be considered as a flow of equations. The nonlocality comes from the dependence on the unknown function and its first- and second-order derivatives evaluated at not only the local point (t,s,y) but also at the diagonal line of the time domain (s,s,y). Such equations arise from time-inconsistent problems in game theory or behavioral economics, where the observations and preferences are (reference-)time-dependent. We first study the linearized version of the nonlocal PDEs with an innovative construction of appropriate norms and Banach spaces and contraction mappings over which. With fixed-point arguments, we obtain the solvability of nonlocal linear PDEs and establish a Schauder-type prior estimate for the solutions. Then, by the linearization method, we establish the well-posedness under the fully nonlinear case. Moreover, we reveal that the solution of a nonlocal fully nonlinear parabolic PDE is an adapted solution to a flow of second-order forward-backward stochastic differential equations.

Observer-Based Fuzzy Quantized Control for a Stochastic Third-Order Parabolic PDE System

The work addresses an observer-based fuzzy quantized control for stochastic third-order parabolic partial differential equations (PDEs) using discrete point measurements. For the first time, we contribute in introducing three types of quantizer—logarithmic quantizer, uniform quantizer, and hysteresis quantizer into the controller designs for the stochastic PDE system. The main advantage of the quantized control law lies in reducing the energy that the system spends. The stability analysis is nontrivial due to the complex stochastic PDE model. Different stability results are presented for each case. Sufficient LMI-based conditions are investigated to ensure the internal mean-square exponential stability and <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$H_{\infty }$ </tex-math></inline-formula> performance of the perturbed actuated system. Consistent simulation results that support the proposed theoretical statements are provided.

A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs

Abstract Relying on the classical connection between backward stochastic differential equations and nonlinear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional semilinear parabolic PDEs. This scheme is inspired by the approach coming from machine learning and developed using deep neural networks in Han et al. (2018, Solving high-dimensional partial differential equations using deep learning. Proc. Natl. Acad. Sci., 115, 8505–8510. Our algorithm is based on a Picard iteration scheme in which a sequence of linear-quadratic optimization problem is solved by means of stochastic gradient descent algorithm. In the framework of a linear specification of the approximation space, we manage to prove a convergence result for our scheme, under some smallness condition. In practice, in order to be able to treat high-dimensional examples, we employ sparse-grid approximation spaces. In the case of periodic coefficients and using pre-wavelet basis functions, we obtain an upper bound on the global complexity of our method. It shows, in particular, that the curse of dimensionality is tamed in the sense that in order to achieve a root mean squared error of order $\varepsilon $, for a prescribed precision $\varepsilon $, the complexity of the Picard algorithm grows polynomially in $\varepsilon ^{-1}$ up to some logarithmic factor $|\!\log (\varepsilon )|$, whose exponent grows linearly with respect to the PDE dimension. Various numerical results are presented to validate the performance of our method, and to compare them with some recent machine learning schemes proposed in E et al. (2017, Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations. Commun. Math. Stat., 5, 349–380) and Huré et al. (2020, Deep backward schemes for high-dimensional nonlinear PDEs. Math. Comput., 89, 1547–1579).