Riccati Equation Research Articles

A Study of Nonlinear Riccati Equation and Its Applications to Multi-dimensional Nonlinear Evolution Equations

A Study of Nonlinear Riccati Equation and Its Applications to Multi-dimensional Nonlinear Evolution Equations

Test Mass Capture Control for Drag-Free Satellite Based on State-Dependent Riccati Equation Method

The drag-free satellite plays an important role in the space-based gravitational wave observatory. The capture control of test mass after release is a crucial technology that can affect the success of the mission. The test mass must be released to the center of the electrostatic suspension cage accurately. This paper presents a nonlinear dynamic model of drag-free satellites in Lagrange formalism. A capture control scheme for test mass release phase is proposed based on the state-dependent Riccati equation (SDRE) strategy. To deal with the actuator saturation problem, a nonlinear saturation model is introduced to the dynamics of satellite, while the SDRE strategy is applied to the non-affine system. The effectiveness of the proposed methodology is verified by the numerical simulation for the drag-free satellite.

Finite Horizon Stochastic H2/H∞ Control for Continuous‐Time Systems Driven by G‐Brownian Motion

ABSTRACTIn this article, we consider a stochastic control problem under volatility ambiguity. In this framework, the state function is described by a stochastic differential equation driven by ‐Brownian motion. Different from the classical approach, the volatility ambiguity is characterized by a family of non‐dominated probability measures. control can be modeled as a “inf‐sup problem” and control can be modeled as a “sup‐sup problem.” With the help of stochastic maximum principle and dynamic programming principle, we derive the stochastic bounded real lemma and two sets of cross coupled generalized differential Riccati equations, which is associated with the solvability of control.

Spectral tau explicit form for approximating solutions to real-life IBVPs using Chebyshev derivatives

This paper established a functional design of the spectral Tau method (STM) upon the first derivatives of Chebyshev polynomials (FDCHPs). A new linearization relation has been developed. Hence, this relation and another investigated one for integration have been used via the Tau method to execute the Tau integration analytically. Moreover, explicit algebraic systems for solving the Lane–Emden and Riccati equations and the contamination of a system of three artificial lakes are introduced. The convergence and error analyses are explored in depth. Some enlightening boundary value problems (BVPs) for real-life and physical applications, as singularly perturbed equations, are provided to guarantee that this approach is authentic, reliable, and appropriate. Accurate results are obtained using only a few number of retained nodes. The different outcomes, patterns, and better results showed that the FDCHPs differ from Chebyshev polynomials of the second kind.

An optimal parameterized Newton-type structure-preserving doubling algorithm for impact angle guidance-based 3D pursuer/target interception engagement

The proposed strategy, finite-time state-dependent Riccati equation (FT-SDRE)-based impact angle guidance, is generally employed to solve the 3D pursuer/target interception model with fixed lateral accelerations. This article expands its application to a general scenario where the lateral acceleration of a target may change. To achieve this, we approximate the accelerations of the azimuth and elevation angles of the target in the inertial frame via second-order finite difference schemes and develop a high-performance FT-SDRE algorithm with structure-preserving doubling algorithms (SDAs). As a result, the update frequency of the controller can be increased, and better guidance of the pursuer can be obtained to address the high maneuverability of the target during the entire interception procedure. At every state of the FT-SDRE, a modified Newton–Lyapunov method is employed to solve the continuous algebraic Riccati equation (CARE), and a new simplified SDA with adaptive optimal parameter selection is proposed for solving the associated Lyapunov equation. Our numerical results demonstrate that the FT-SDRE algorithm accelerated by our proposed methods is approximately three times faster than the FT-SDRE algorithm, in which the MATLAB functions icare and lyap are used to solve the CARE and the Lyapunov equation, respectively, throughout the entire interception procedure. In other words, the control frequency can be increased threefold. In our benchmark cases where the target maneuvers with nonlinear lateral acceleration, the target can be intercepted earlier via the proposed FT-SDRE algorithm.

The multi-resolution Haar wavelets collocation procedure for fractional Riccati equations

The multi-resolution Haar wavelets collocation procedure for fractional Riccati equations

Analytical and dynamical analysis of nonlinear Riemann wave equation in plasma systems

The Riemann wave equation presents appealing nonlinear equations applicable in sea-water and tsunami wave propagation, ion and magneto-sound waves in plasmas, electromagnetic waves in transmission lines, and homogeneous stationary media. This study focuses on deriving soliton solutions in optics and exploring their physical properties. A wave transformation is used to convert a partial differential equation into an ordinary differential equation, from which soliton solutions are obtained using the generalized Riccati equation mapping approach. The solutions encompass various types of solitons, including bright, dark, periodic, and kink solitons. A comparison of solutions from this analytical method enhances the understanding of the nonlinear model’s behavior, with implications in plasma physics, fluid dynamics, optics, and communication technology. Additionally, 2D and 3D graphs illustrate the physical phenomena of the solutions using appropriate constant parameters. The qualitative analysis of the undisturbed planar system involves examining phase portraits in bifurcation theory, followed by introducing an outward force to induce disruption and reveal chaotic phenomena. Chaotic trajectories in the perturbed system are detected through various plots, including 3D, 2D, power spectrum, and chaotic attractor, alongside Lyapunov exponents. Stability analysis under different initial conditions is conducted, and sensitivity assessments are performed using the Runge–Kutta method. The findings are innovative and have not been previously explored for this system, highlighting the reliability, simplicity, and effectiveness of these techniques in analyzing nonlinear models in mathematical physics and engineering.

Приближенный метод синтеза непрерывных систем совместного оценивания и управления на основе SDRE технологи

<p>The problem of approximate synthesis of a closed loop nonlinear continuous system of joint estimation and control is considered. An approach is used based on the application of the idea of the separation theorem for linear dynamical systems. Using the factorization operation, a nonlinear system is transformed into a structure similar to a linear system, and algorithms for synthesizing an optimal linear controller and state observer are applied to the transformed system, a feature of which is the dependence of the matrices included in the corresponding Riccati equations on the state vector. An example of the synthesis of a state observer and a controller is given, demonstrating the application of the proposed algorithm.</p>

A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation

The complex continuous-time algebraic Riccati equation (CCARE) is quadratic, which is closely related to the analysis of the optimal control problem. In this paper, we apply Newton method as the outer iteration and an efficient general alternating-direction implicit (GADI) method as the inner iteration to solve CCARE. Meanwhile, we propose the inexact Newton-GADI method to further improve the efficiency of the algorithm. We give the convergence analysis of our proposed method and prove that its convergence rate is faster than the classical Newton-ADI method. Finally, some numerical examples are given to illustrate the effectiveness of our algorithms and the correctness of the theoretical analysis.

Investigation of optical soliton solutions for the cubic-quartic derivative nonlinear Schrödinger equation using advanced integration techniques

This paper aims to investigate optical soliton solutions in the context of the cubic-quartic derivative nonlinear Schrödinger equation with differential group delay, incorporating perturbation terms for the first time. Motivated by the need to better understand soliton dynamics in advanced optical communication systems, we employ three integration techniques: the direct algebraic approach, Kudryashov’s method with an addendum, and the unified Riccati equation expansion method. Our study reveals that, by appropriately selecting parameter values, the resulting solutions include Jacobi elliptic functions that describe straddle solitons, bright, dark, and singular solitons. We also identify the conditions under which these soliton pulses can exist. Furthermore, we provide numerical simulations to illustrate these solutions under specific parameter settings, highlighting their potential applications in optical fiber systems.

Policy iteration based cooperative linear quadratic differential games with unknown dynamics

This article investigates the Pareto optimality of infinite horizon cooperative linear quadratic (LQ) differential games by policy iteration technique where the system dynamics are partially or completely unknown. Firstly, the policy iteration algorithm for the approximate solutions of the corresponding algebraic Riccati equation (ARE) without any prior knowledge of the matrix parameters of the dynamic system is derived by collecting the input and state information of each player. Secondly, when the presented specific rank condition is satisfied, the convergence of the proposed algorithm is rigorously demonstrated by recursion. Moreover, the weighting approach is employed to obtain the Pareto optimal strategy and the Pareto optimal solutions on the basis of the convex optimization theory. Finally, simulation results are reported to verify the feasibility and correctness of the proposed theoretical results.

Optimal consensus control of dynamically interconnected multi-agent systems: A SDRE approach for efficient and stable operation

This study focuses on achieving optimal consensus control based on the state-dependent Riccati equation (SDRE) in multi-agent systems (MASs) characterized by the interconnectivity of multiple sub-systems with physical interconnections. The objective is to establish a suitable communication topology among the MAS controllers that considers both local and global objectives while ensuring stability through distributed control. To address this, an innovative extension of leader-follower and leaderless consensus control methodologies is proposed, accompanied by stability analysis employing the Lyapunov method. Additionally, the paper explores consensus control for dynamically interconnected MASs handling suspended load transportation, such as multi-lift systems. By utilizing the principles of virtual work by D'Alembert and Gauss's principle of least constraint, a constrained multibody system model is developed, incorporating the Udwadia-Kalaba motion equation approach. Simulation results and theoretical analysis validate the efficiency and performance of the proposed consensus controller structure.

Phase trajectories, chaotic behavior, and solitary wave solutions for (3+1)-dimensional integrable Kadomtsev–Petviashvili equation in fluid dynamics

This paper focuses on finding exact soliton solutions and further examining the qualitative characteristics of these solutions for a nonlinear partial differential equation known as the (3+1)-dimensional integrable Kadomtsev–Petviashvili equation that portrays a unique dispersion effect. The (3+1)-dimensional integrable Kadomtsev–Petviashvili equation models the evolution of weakly nonlinear dispersive waves in three spatial dimensions “x,y,z” and time “t”. It balances nonlinearity and dispersion, leading to solitary wave solutions that are stable and localized. This equation is crucial in understanding complex wave phenomena in fields like fluid dynamics, plasma physics, and optics. Initially, the traveling wave transformation is employed to convert the nonlinear partial differential equations into the non-linear ordinary differential equations. Then, we use the Riccati equation approach to find solitary wave solutions for the resulting ordinary differential equation. To better comprehend the physical significance of these derived solutions, we illustrate them using various visual representations. Diverse novel collections of solitary wave solutions are obtained such as bright solitons, dark solitons, and dark singular solitons. Second, we convert the nonlinear ordinary differential equation into a linear dynamical system using the planar dynamical transformation. Then, we undertake a qualitative analysis of the dynamical system to study its chaotic characteristics and bifurcation phenomena. Phase portraits of bifurcation are observed at the equilibrium points of the planner dynamical system. We discuss various tools to identify the chaos (random and unpredictable behavior) in dynamical systems. Graphical visualization of qualitative analysis of the system is also depicted in 3-D phase portraits, 2-D phase portraits, Poincaré mapping, and time series. Additionally, the Runge–Kutta technique is used to do a thorough sensitivity analysis of the dynamical system. Using this analytical procedure, it is verified that the stability of the solution has negligible impact while there is little change in the beginning circumstances. This paper aims to provide vital views to scientists and researchers seeking to advance their experimental operations. Furthermore, this research might be expanded by incorporating solitons and situations and investigating wave dynamics. The methods employed provide a direct and uncomplicated approximation of all solutions when compared to the previously established techniques. Various combinations and values of the physical parameters are utilized to explore the optical soliton solutions of the resultant system.

Multicriteria Optimization of Stochastic Robust Control of the Tracking System

A multicriteria optimization of stochastic robust control with two degrees of freedom of a tracking system with anisotropic regulators has been developed to increase accuracy and reduce sensitivity to uncertain object parameters. Such objects are located on a moving base, on which sensors for angles, angular velocities and angular accelerations are installed. Improvements in the accuracy of control with two degrees of freedom include closed-loop feedback control and open-loop feedback control through the use of reference and perturbation effects. The multicriteria optimization of the stochastic robust control tracking system with two degrees of freedom with anisotropic controllers is reduced to the iterative solution of a system of four coupled Riccati equations, the Lyapunov equation, and the determination of the anisotropy norm of the system by an expression of a special form, which is numerically solved using the homotopy method, which includes vectorization matrices and iterations according to Newton's method. The objective vector of robust control is calculated in the form of a solution of a vector game, the vector gains of which are direct indicators of the quality that the system should achieve in different modes of its operation. The calculation of the vector gains of this game is related to the simulation of a synthesized system with anisotropic regulators for different modes of operation with different input signals and object parameter values. The solutions of this vector game are calculated on the basis of a set of Pareto-optimal solutions taking into account the binary relations of preferences on the basis of the metaheuristic algorithm of multi-swarm Archimedes optimization. Based on the results of the synthesis of stochastic robust control of a tracking system with two degrees of freedom with anisotropic controllers, it is shown that the use of synthesized controllers made it possible to increase the accuracy of system control, reduce the time of transient processes by 3–5 times, reduce the variance of errors by 2.7 times, and reduce the sensitivity of the system to the change of object parameters compared to typical regulators.

The Logistic Function in Glass Transition Models of Amorphous Polymers: A Theoretical Framework for Isobaric Cooling Processes

AbstractStudying the macroscopic‐phenomenological behavior of amorphous polymers at glass transition is often subject to limitations because the ordinary differential equations that describe the material behavior require numerical solution. To avoid these limitations, ad‐hoc‐formulated models of the glass transition have been proposed. However, their scope of application is expected to be limited due to insufficient theoretical foundation. This work establishes a theoretical framework for models that use the logistic function to approximate the macroscopic‐phenomenological behavior of amorphous polymers at glass transition. For this purpose, an exactly‐solvable Riccati equation is derived within thermodynamics with internal state variables. A closed‐form expression in terms of mathematical functions for the temperature derivative of a single internal state variable is the result. This closed‐form expression contains the logistic function thus featuring a continuous transition region centered around a pressure and cooling‐rate dependent transition temperature. Based on comparison of existing models with the exact solution derived from the Riccati equation, generalized models that approximate the thermal expansion coefficient and heat capacity at glass transition are proposed. This work thus demonstrates the validity of the logistic function in glass transition models of amorphous polymers and provides suggestions as to how existing models can be extended in their applicability.

Best Ulam constants for damped linear oscillators with variable coefficients

An associated Riccati equation is used to study the Ulam stability of non-autonomous linear differential equations that model the damped linear oscillator. In particular, the best (minimal) Ulam constants for these equations are derived. These robust results apply to equations with solutions that blow up in finite time, as well as to equations with solutions that exist globally on (−∞,∞). Illustrative, non-trivial examples are presented, highlighting the main results.

Optical soliton solutions for the nonlinear Schrödinger equation with higher-order dispersion arise in nonlinear optics

Optical solitons and traveling wave solutions for the higher-order dispersive extended nonlinear Schrödinger equation are studied. Ultrashort pulse propagation in optical communication networks is described by this equation. To find exact solutions to the model, the unified Riccati equation expansion method and the Jacobi elliptic function expansion method are successfully applied. The optical solutions includes various solitary wave solutions, such as dark, bright, combined dark-bright, singular, combined periodic, periodic, Jacobian elliptic, and rational functions. Three-dimensional and two-dimensional graphs of solutions are presented. Also, the dynamical behavior of waves and the impact of time on solutions by selecting appropriate parameters are illustrated.

Terminal Phase Guidance Law Against Maneuvering Targets: Adaptive State-Dependent Differential Riccati Equation Approach

This paper provides a methodology to address the terminal guidance issue for a highly maneuverable target by formulating the problem as a nonlinear autonomous system with matched term uncertainty. This method involves the utilization of the State-Dependent Differential Riccati Equation (SDDRE) technique to develop an optimal adaptive strategy. Since the SDDRE is vulnerable to variations in the model, the adaptive framework has been devised to address the issue of system uncertainty. The utilization of Laguerre Functions (LFs) is employed to characterize the target acceleration due to its arbitrary shape, while the adaptation law computes the coefficients associated with this representation. The effectiveness of the proposed guidance law has been demonstrated in numerical simulation for various target maneuvers. In addition, the effect of the type and number of basis functions on the estimation had been studied. Ultimately, a sensitivity analysis of design parameters is presented and a comparison is provided between the effectiveness of the proposed guidance law and some of the methods that have been proposed in the literature.

On the study of double dispersive equation in the Murnaghan’s rod: Dynamics of diversity wave structures

This article secures the various wave structures of the fractional double dispersive equation, a significant nonlinear equation that describes the propagation of nonlinear waves within the elastic, uniform, and inhomogeneous Murnaghan’s rod. The model under discussion has a wide range of applications in science and engineering. Two recently developed analytical techniques known as the improved generalized Riccati equation mapping method and the multivariate generalized exponential rational integral function method have been applied to the proposed equation for the first time. A variety of solutions have been revealed such that dark, singular, bright-dark, bright, complex, and combined solitons. Furthermore, we include a diverse array of plots that illustrate the physical interpretation of the obtained solutions in relation to a number of significant parameters, thereby highlighting the impact of fractional derivatives. Within the context of the proposed model, these visualizations give a clear understanding of the behavior and characteristics of the solutions. This study’s results have the potential to enhance comprehension of the nonlinear dynamic characteristics exhibited by the specified system and validate the efficacy of the implemented techniques. The achieved results significantly enhance our understanding of nonlinear science and the nonlinear wave fields associated with more complex nonlinear models.

Addendum on ‘Natural number dynamics: reconstructing physics from generalized atomicity’ (2021 Eur. J. Phys. 42 025402)

The derivation of the Schrödinger equation is revisited with particular emphasis on the role of the Riccati equation and the relationship between the Hamiltonian and natural number operators.