An Approach to the Construction of Two-sided Estimates for Sets of Solutions of Nonlinear Differential Equations with Interval Parameters by Projection Methods
Author(s):
Alexander Anatolievich Rogoza
Bauman Moscow State Technical University (BMSTU),
Kaluga, Bazenova st, 2.
aemaeth_eternity@mail.ru
Abstract:
The paper deals with issues related to the construction
of two-sided estimates of the solution sets of systems of nonlinear
differential equations with interval parameters. The convergence of
interval estimates to the set of exact solutions in the Hausdorff metric
has been substantiated. Theorems on coordinate wise convergence to the set of
exact solutions have been proved. Thus, the proposed approach allows us to deal
with wrapping effect. The algorithm constructs the approximate solutions
of this problem by using analytical formulas obtained by projection methods.
It is essential that the constructed approximation takes into account the
global error interval estimate, which results in getting a guaranteed evaluation.
Keywords
- inclusion of the solution set
- interval extension
- interval method of successive approximations
- projection methods
References:
- Ahlefeld G. Yu Hertzberger. Vvedenie v intervalnie vichislenia [Introduction to interval calculations]. Moscow, Mir, 1987. 356 p
- Verbitsky V. I, Gorban A. N, Utyubaev G. S, Shokin Y. I. Effect Moore interval spaces. Dokl. USSR Academy of Sciences, 304, №1, 1989, 17-22. (In Russ)
- Dobronets B. S, Shaidurov V. V. Dvystoronnie chislennie metodi [Bilateral numerical methods]. Novosibirsk, Nauka, 1990. 208 p
- Kalmykov S. A, Shokin Y. I, Yuldashev Z. K. Methodi intervalnogo analiza [Methods of interval analysis]. Novosibirsk, Nauka, 1986. 221 p
- Krasovsky N. N. Igrovie zadachi o vstreche dvigenii [Game Problems on the motions]. Moscow, Nauka, 1970. 270 p
- Krasovsky N. N. Ypravlenie v dinamicheskih sistemah [Control of dynamic systems]. Moscow, Nauka, 1985
- Kostousova E. K. Poliedralnie approksimacii v zadachax garantirovannogo ypravlenia i ocenivania. Doct. Diss. [Polyhedral approximation in problems of guaranteed control and evaluation. Doct. Diss]. Ekaterinburg, 2005. 238 p
- Kurzhanskii A. B. Ypravlenie i nabludenie v ysloviah neopredelennosti [Control and surveillance in the face of uncertainty]. Moscow, Nauka, 1977
- Martynyuk A. A, Gutowski R. Integralnie neravenstva i ystoichivost dvizenia [Integral inequalities and sustainability movement]. Kiev, Naukova Dumka, 1979. 272 p
- Marchuk G. I., Agoshkov V. I. Vvedenie v proekcionno-setochnie methodi [Introduction to the projection-grid methods]. Moscow: Science, Home edition of Physical and mathematical literature, 1981. 416 p
- Nazin S. A. Ellipsoidalnoe i intervalnoe ocenivanie sostoianii i parametrov diskretnih dinamicheskih sistem s neopredelennim opisaniem parametrov // [Ellipsoidal and interval estimation states and parameters of discrete dynamical systems with uncertain model description. Doct. Diss]. Moscow, 2004. 118 p
- Rogalev A. N. Ensembles systems of differential equations with interval data. Interval Mathematics and distribution restrictions. 2004. 240-254. (In Russ. )
- Smirnov V. I. Kurs vishei matematiki [Course of Higher Mathematics], Volume 3, Part 2, Nauka. - 9 th ed., 1974. 671 p
- Chernousko F. L. Ocenivanie phasovogo sostoinia dinamicheskih sisietm [Evaluation of the phase state of dynamical systems]. Moscow, Nauka, 1988
- Chernousko F. L. State estimation for dynamic systems. Boca Raton, Florida: CRC Press, 1994
- Jaulin L., Kieffer M., Didrit O., Walter E. Applied interval analysis. London: Springer-Verlag, 2001
- Kurzhanski A. B., Valyi I. Ellipsoidal calculus for estimation and control. Boston: Birkhauser, 1997
- Kurzhanski A. B., Valiov V. M. (Eds). Modeling techniques for uncertain system. Boston: Birkhauser, 1994
- Matasov A. I. Estimators for uncertain dynamic systems. Boston: Kluwer, 1999
- Milanese M., Belforte G. Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors: Linear families of models and estimators. IEEE Trans. Autom. Contr., 1982, 27, No. 2, pp. 408-414
- Milanese M., Norton J., Piet-Lahanier H., Walter E. (Eds). Bounding approaches to system identification. N. Y. : Plenum Press, 1996
- Moore R. E. Interval analysis. - Prentice Hall: Englewood Cliffs, N. -J., 1966. - 145 p
- Stewart N. F. A heuristic to reduce the wrapping effect in the numerical solution of x′ =f (t , x ). BIT, No. 11, 1971, 328-337
- Walter W. Differential and integral inequalities. - Berlin, Springer, 1970. - 195 p