A Primer on the Calculus of Variations and Optimal Control Theory

Author: Mike Mesterton-Gibbons
Publisher: American Mathematical Soc.
ISBN: 9780821847725
Release Date: 2009
Genre: Mathematics

The calculus of variations is used to find functions that optimize quantities expressed in terms of integrals. Optimal control theory seeks to find functions that minimize cost integrals for systems described by differential equations. This book is an introduction to both the classical theory of the calculus of variations and the more modern developments of optimal control theory from the perspective of an applied mathematician. It focuses on understanding concepts and how to apply them. The range of potential applications is broad: the calculus of variations and optimal control theory have been widely used in numerous ways in biology, criminology, economics, engineering, finance, management science, and physics. Applications described in this book include cancer chemotherapy, navigational control, and renewable resource harvesting. The prerequisites for the book are modest: the standard calculus sequence, a first course on ordinary differential equations, and some facility with the use of mathematical software. It is suitable for an undergraduate or beginning graduate course, or for self study. It provides excellent preparation for more advanced books and courses on the calculus of variations and optimal control theory.

Optimization and Approximation

Author: Pablo Pedregal
Publisher: Springer
ISBN: 9783319648439
Release Date: 2017-09-07
Genre: Mathematics

This book provides a basic, initial resource, introducing science and engineering students to the field of optimization. It covers three main areas: mathematical programming, calculus of variations and optimal control, highlighting the ideas and concepts and offering insights into the importance of optimality conditions in each area. It also systematically presents affordable approximation methods. Exercises at various levels have been included to support the learning process.

Optimale Steuerung partieller Differentialgleichungen

Author: Fredi Tröltzsch
Publisher: Springer-Verlag
ISBN: 9783322968449
Release Date: 2015-02-27
Genre: Mathematics

Die mathematische Theorie der optimalen Steuerung hat sich im Zusammenhang mit Berechnungen für die Luft- und Raumfahrt schnell zu einem wichtigen und eigenständigen Gebiet der angewandten Mathematik entwickelt. Die optimale Steuerung durch partielle Differentialgleichungen modellierter Prozesse wird eine numerische Herausforderung der Zukunft sein. Sie erfordert die Analysis nichtlinearer partieller Differentialgleichungen, Optimierung im Funktionenraum, nichtlineare Funktionalanalysis sowie Optimierungsverfahren für extrem große Aufgaben. Im Buch werden entsprechende Grundlagen mit langsam steigendem Schwierigkeitsgrad entwickelt. Grundkenntnisse zu partiellen Differentialgleichungen und der Funktionalanalysis werden jeweils dort gebracht, wo sie konkret nötig sind. Das Buch enthält viele Beispiele und eignet sich als Grundlage für Vorlesungen und Seminare.

Advances in Applied Mathematics Modeling and Computational Science

Author: Roderick Melnik
Publisher: Springer Science & Business Media
ISBN: 9781461453888
Release Date: 2012-09-23
Genre: Mathematics

The volume presents a selection of in-depth studies and state-of-the-art surveys of several challenging topics that are at the forefront of modern applied mathematics, mathematical modeling, and computational science. These three areas represent the foundation upon which the methodology of mathematical modeling and computational experiment is built as a ubiquitous tool in all areas of mathematical applications. This book covers both fundamental and applied research, ranging from studies of elliptic curves over finite fields with their applications to cryptography, to dynamic blocking problems, to random matrix theory with its innovative applications. The book provides the reader with state-of-the-art achievements in the development and application of new theories at the interface of applied mathematics, modeling, and computational science. This book aims at fostering interdisciplinary collaborations required to meet the modern challenges of applied mathematics, modeling, and computational science. At the same time, the contributions combine rigorous mathematical and computational procedures and examples from applications ranging from engineering to life sciences, providing a rich ground for graduate student projects.

Methods of Mathematical Modelling

Author: Thomas Witelski
Publisher: Springer
ISBN: 9783319230429
Release Date: 2015-09-18
Genre: Mathematics

This book presents mathematical modelling and the integrated process of formulating sets of equations to describe real-world problems. It describes methods for obtaining solutions of challenging differential equations stemming from problems in areas such as chemical reactions, population dynamics, mechanical systems, and fluid mechanics. Chapters 1 to 4 cover essential topics in ordinary differential equations, transport equations and the calculus of variations that are important for formulating models. Chapters 5 to 11 then develop more advanced techniques including similarity solutions, matched asymptotic expansions, multiple scale analysis, long-wave models, and fast/slow dynamical systems. Methods of Mathematical Modelling will be useful for advanced undergraduate or beginning graduate students in applied mathematics, engineering and other applied sciences.

Optimal Control with Aerospace Applications

Author: James M Longuski
Publisher: Springer Science & Business Media
ISBN: 9781461489450
Release Date: 2013-11-04
Genre: Technology & Engineering

Want to know not just what makes rockets go up but how to do it optimally? Optimal control theory has become such an important field in aerospace engineering that no graduate student or practicing engineer can afford to be without a working knowledge of it. This is the first book that begins from scratch to teach the reader the basic principles of the calculus of variations, develop the necessary conditions step-by-step, and introduce the elementary computational techniques of optimal control. This book, with problems and an online solution manual, provides the graduate-level reader with enough introductory knowledge so that he or she can not only read the literature and study the next level textbook but can also apply the theory to find optimal solutions in practice. No more is needed than the usual background of an undergraduate engineering, science, or mathematics program: namely calculus, differential equations, and numerical integration. Although finding optimal solutions for these problems is a complex process involving the calculus of variations, the authors carefully lay out step-by-step the most important theorems and concepts. Numerous examples are worked to demonstrate how to apply the theories to everything from classical problems (e.g., crossing a river in minimum time) to engineering problems (e.g., minimum-fuel launch of a satellite). Throughout the book use is made of the time-optimal launch of a satellite into orbit as an important case study with detailed analysis of two examples: launch from the Moon and launch from Earth. For launching into the field of optimal solutions, look no further!

Operations Research

Author: Frederick S. Hillier
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 9783486792089
Release Date: 1997-01-01
Genre: Business & Economics

Aus dem Inhalt: Was ist Operations Research? Überblick über die Modellierungsgrundsätze des Operations Research. Einführung in die lineare Programmierung. Die Lösung linearer Programmierungsprobleme: Das Simplexverfahren. Stochastische Prozesse. Warteschlangentheorie. Lagerhaltungstheorie. Prognoseverfahren. Markov-Entscheidungsprozesse. Reliabilität. Entscheidungstheorie. Die Theorie des Simplexverfahrens Qualitätstheorie und Sensitivitätsanalyse Spezialfälle linearer Programmierungsprobleme. Die Formulierung linearer Programmierungsmodelle und Goal-Programmierung. Weitere Algorithmen der linearen Programmierung. Netzwerkanalyse einschließlich PERT-CPM. Dynamische Optimierung. Spieltheorie. Ganzzahlige Programmierung. Nichtlineare Programmierung Simulation. Anhang. Lösungen für ausgewählte Übungsaufgaben.

Geometrie und Billard

Author: Serge Tabachnikov
Publisher: Springer-Verlag
ISBN: 9783642319259
Release Date: 2013-04-02
Genre: Mathematics

Wie bewegt sich ein Massenpunkt in einem Gebiet, an dessen Rand er elastisch zurückprallt? Welchen Weg nimmt ein Lichtstrahl in einem Gebiet mit ideal reflektierenden Rändern? Anhand dieser und ähnlicher Fragen stellt das vorliegende Buch Zusammenhänge zwischen Billard und Differentialgeometrie, klassischer Mechanik sowie geometrischer Optik her. Dabei beschäftigt sich das Buch unter anderem mit dem Variationsprinzip beim mathematischen Billard, der symplektischen Geometrie von Lichtstrahlen, der Existenz oder Nichtexistenz von Kaustiken, periodischen Billardtrajektorien und dem Mechanismus für Chaos bei der Billarddynamik. Ergänzend wartet dieses Buch mit einer beachtlichen Anzahl von Exkursen auf, die sich verwandten Themen widmen, darunter der Vierfarbensatz, die mathematisch-physikalische Beschreibung von Regenbögen, der poincaresche Wiederkehrsatz, Hilberts viertes Problem oder der Schließungssatz von Poncelet.​

Algebra f r Einsteiger

Author: Jörg Bewersdorff
Publisher: Springer-Verlag
ISBN: 9783322915627
Release Date: 2013-03-09
Genre: Mathematics

Eine leichtverständliche Einführung in die Algebra, die den historischen und konkreten Aspekt in den Vordergrund rückt. Das Buch liefert eine gute Motivation für die moderne Galois-Theorie, die den Studierenden oft so abstrakt und schwer erscheint.

A Primer on Pontryagin s Principle in Optimal Control

Author: I. Michael Ross
Publisher:
ISBN: 0984357114
Release Date: 2015-03-03
Genre: Mathematics

EDITORIAL REVIEW: This book provides a guided tour in introducing optimal control theory from a practitioner's point of view. As in the first edition, Ross takes the contrarian view that it is not necessary to prove Pontryagin's Principle before using it. Using the same philosophy, the second edition expands the ideas over four chapters: In Chapter 1, basic principles related to problem formulation via a structured approach are introduced: What is a state variable? What is a control variable? What is state space? And so on. In Chapter 2, Pontryagin's Principle is introduced using intuitive ideas from everyday life: Like the process of "measuring" a sandwich and how it relates to costates. A vast number of illustrations are used to explain the concepts without going into the minutia of obscure mathematics. Mnemonics are introduced to help a beginner remember the collection of conditions that constitute Pontryagin's Principle. In Chapter 3, several examples are worked out in detail to illustrate a step-by-step process in applying Pontryagin's Principle. Included in this example is Kalman's linear-quadratic optimal control problem. In Chapter 4, a large number of problems from applied mathematics to management science are solved to illustrate how Pontryagin's Principle is used across the disciplines. Included in this chapter are test problems and solutions. The style of the book is easygoing and engaging. The classical calculus of variations is an unnecessary prerequisite for understanding optimal control theory. Ross uses original references to weave an entertaining historical account of various events. Students, particularly beginners, will embark on a minimum-time trajectory to applying Pontryagin's Principle.

Mikro konomie

Author: Robert S. Pindyck
Publisher: Pearson Deutschland GmbH
ISBN: 3827372828
Release Date: 2009
Genre: Microeconomics