Symplectic difference systems: Variable stepsize discretization and discrete quadratic functionals (Q1873699)
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English | Symplectic difference systems: Variable stepsize discretization and discrete quadratic functionals |
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Symplectic difference systems: Variable stepsize discretization and discrete quadratic functionals (English)
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27 May 2003
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The authors consider the positivity and the nonnegativity of some discrete quadratic functionals with variable endpoints for variable stepsize symplectic difference systems. Seventeen theorems are given for the above-mentioned properties of such functionals in terms of conjugate intervals, conjoined bases, and implicit and explicit Riccati equations with various forms of boundary conditions. Moreover, they show that a variable stepsize discretization of a continuous time nonlinear control problem of the form \[ \begin{cases} \text{minimize} \quad & G(x,u):=K\bigl(x(a), x(b)\bigr)+ \int^b_a g\bigl(t,x(t), u(t)\bigr) dt,\\ & x'(t)=f\bigl(t,x(t), u(t)\bigr),\;\psi\bigl( t,u(t) \bigr)=0;\;t\in[a,b],\\ & \varphi\bigl(x(a), x(b)\bigr)= 0\end{cases} \] leads to a discrete linear quadratic problem and a Hamiltonian difference system, which are special cases of their symplectic counterparts. A number of interesting remarks, lemmas and corollaries are also indicated herein.
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positive functionals
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discrete quadratic functional
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variable stepsize
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linear Hamiltonian difference system
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conjugate interval
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conjoined basis
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Riccati difference
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equation
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variable state endpoints
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symplectic difference systems
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