Suboptimal Solution of One Singular Integral Equation with Perturbed Operator Based on Probabilistic Methods
Author(s):
Alexander Anatolievich Rogoza
Bauman Moscow State Technical University (BMSTU),
Kaluga, Bazenova st, 2.
aemaeth_eternity@mail.ru
Abstract:
In this article we constructed a new projection method for solving
a class of singular Fredholm integral equations of the second kind
including the disturbed integral operator, which is important
for tasks of robust control in mathematical control theory.
We also studied the properties of this method and designed the algorithm
of its numerical implementation. In particular a modification of the
Galerkin projection method for solving singular Fredholm integral equations of
the second kind with perturbed operator and piecewise linear functions
as the approximating space has been constructed. The resulting estimation
errors of this method for equations with a singular smooth kernels and right
parts belonging to weight Lebegue spaces, space of continuous functions,
and Sobolev space have been obtained. The effective algorithm for numerical
realization of the projection method is designed.
We performed a series of computational experiments to assess the quality
of the proposed projection method. In the context of this point
the problem to be solved is the based on probabilistic methods synthesis
of robust controller under parametric uncertainty.
Keywords
- finite functions
- Galerkin method
- probabilistic methods to assess
- singular integral equation of the second kind with perturbed operator
- the degree of robustness
References:
- Egupov N. D., Pupkov K. A., Rogoza A. A., Trofimov M. A. Algoritmicheskaya teoria system upravlenia, osnovannaya na spektralnih methodah. V dvuh tomah. Tom 2. Matrichno-vichislitelnie tehnologii na baze integralnih uravnenii [Algorithmic theory of control systems based on spectral methods. In two volumes. Volume 2. Matrix-computing technology based on integral equations]. Мoscow, MGTU Bauman, 2014. 464 p
- Poliak B. T., Scerbakov P. S. A probabilistic approach to robust stability of delay systems. Automation and Remote Control, 1996; №12, 97-108. (In Russ. )
- Poliak B. T., Scerbakov P. S. Robastnaya ystoichivost i upravlenie [Robust stability and control]. М. : Nauka Publ, 2002. 303 p
- Rutily B., Chevallier L. Why is so dicult to solve the radiative transfer equation? // EAS Publications Series, 2006. Vol. 18, pp. 1-23
- Ahues M., Largillier A., Titaud O. The roles of a week singularity and the grid uniformity in relative error bounds // Numer. Funct. Anal. and Optimiz. 2001. Vol. 22, 7-8, pp. 789-814
- Ahues M., d’Almeida F. D., Largillier A., Titaud O., Vasconcelos P. An L 1 rened projection approximate solution of the radiation transfer equation in stellar atmospheres // Journal of Computational and Applied Mathematics, 2002, Vol. 140, 1-2, pp. 13-26
- Panasenko G., Rutily B. Titaud O. Asymptotic analysis of integral equations for a great interval and its application to stellar radiative transfer // C. R. Acad. Sci. Paris. Ser. Mecanique. 2002, Vol. 330, pp. 735-740
- Amosov A., Panasenko G., Rutily B. An approximate solution to the integral radiative transfer equation in an optically thick slab // C. R. Acad. Sci. Paris. Ser. Mecanique. 2003. Vol. 331, pp. 823-828
- Rutily B. Multiple scattering theory and integral equations // Integral Methods in Science and Engineering (C. Constanda, M. Ahues, and A. Largillier, eds. ). Birkhauser, Boston, pp. 211-232, 2004
- Rutily B., Chevallier L. The nite Laplace transform for solving a weakly singular integral equation occurring in transfer theory // Journal of Integral Equations and Applications. 2004, Vol. 16, 4, pp. 389 409
- Ahues M., Amosov A., Largillier A., Titaud O. L p error estimates for projection approximations // Applied Mathematics Letters. 2005. Vol. 18, pp. 381-386
- Amosov A., Panasenko G. Asymptotic analysis and asymptotic domain decomposition for an integral equation of the radiative transfer type // J. Math. Pures Appl. 2005. Vol. 84, pp. 1813-1831
- d’Almeida F., Titaud O., Vasconcelos P. B. A numerical study of iterative renement schemes for weakly singular integral equations // Applied Mathematics Letters. 2005, Vol. 18, 5, pp. 571 - 576
- Amosov A., Panasenko G. An approximate solution to the integral radiative transfer equation in an optically thick slab // Mathematical Methods in the Applied Sciences. 2007. Vol. 30, pp. 1593-1608
- Amosov A., Ahues M., Largillier A. Superconvergence of projection methods for weakly singular integral operators // Integral Methods in Science and Engineering: Techniques and Applications (Constanda C., Potapenko S. eds). Birthauser, Boston. 2008, pp. 17
- Amosov A., Ahues M., Largillier A. Supercovergence of some projection approximations for weakly singular integral equations using general grids // Siam Journal on Numerical Analysis, 2009, Vol. 47, Issue 1, pp. 646-674
- Ahues M., d’ Almeida F., Fernandes R. Piecewise constant Galerkin approximations of weakly singular integral equations // Internat. J. Pure Appl. Math. 2009. Vol. 55, 4, pp. 569-580
- Nunes A. L., Vasconcelos P. B., Ahues M. Error Bounds for Low-Rank Approximations of the First Exponential Integral Kernel // Numerical Functional Analysis and Optimization. 2013. Vol. 34, 1, pp. 74 - 93
- d’Almeida F. D., Ahues M., Fernandes R. Errors and grids for projected weakly singular integral equations // International Journal of Pure and Applied Mathematics. 2013. Vol. 89, 2, pp. 203-213
- Marchyk G. I., Agoshkov V. I. Vvedenie v proekcionno-setochie methodi [Introduction to projection-grid methods]. Moscow: Nauka Publ., 1981. 416 p
- Berg I., Lefstrem I. Interpolyacionnie prostranstva [The interpolation space]. Moscow, Mir Publ., 1980. 304 p
- Strang G. A proposal for Toeplitz matrix calculations // Stud. Appl. Math. 1986. Vol. 74, P. 171 - 176
- Olkin J. Linear and Nonlinear Deconvolution Problems. Ph. D. thesis, Rice University, Houston. TX, 1986
- Chan R. and Strang G. Toeplitz equations by conjugate gradients with circulant preconditioner // SIAM J. Sci. Comput. 1989. Vol. 10, P. 104 - 119
- Tyrtyshnikov E. Optimal and super-optimal circulant preconditioners // SIAM J. Matrix Anal. Appls. 1992 Vol. 13, P. 459-473
- Yilkinson D. X. Algebraicheskaya problema sobstvennih znachenii [The algebraic problem of eigenvalues]. Moscow, Physmathlit Publ., 2007. 341 p
- G Calafiore, F Dabbene. Probabilistic and Randomized Methods for Design under Uncertainty. Springer-Verlag London Limited 2006
- S. Chandrasekaran, G. H. Golub, M. Gu, and A. H. Sayed. Parameter estimation in the presence of bounded data uncertainties. SIAM Journal on Matrix Analysis and Applications, 19:235-252, 1998
- L. El Ghaoui and H. Lebret. Robust solutions to least-squares problems with uncertain data. SIAM Journal on Matrix Analysis and Applications, 18:1035-1064, 1997
- J. L. Higle and S. Sen. On the convergence of algorithms with implications for stochastic and nondifferentiable optimization. Mathematics of Operations Research, 17:112-131, 1992
- H. A. Hindi and S. P. Boyd. Robust solutions to l1, l2, and l∞ uncertain linear approximation problems using convex optimization. In Proceedings of the American Control Conference, volume 6, 1998
- T. Kailath, A. Sayed, and B. Hassibi. Linear Estimation. Information and System Science. Prentice Hall, Upper Saddle River, NJ, 2000
- M. Karpinski and A. J. Macintyre. Polynomial bounds for VC dimension of sigmoidal neural networks. In Proc. 27th ACM Symp. Thy. of Computing, 1995
- A. J. King and R. T. Rockafellar. Asymptotic theory for solutions in statistical estimation and stochastic optimization. Mathematics of Operations Research, 18:148-162, 1993
- W. -K. Mak, D. P. Morton, and R. K. Wood. Monte-Carlo bounding techniques for determining solution quality in stochastic programs. Mathematics of Operations Research, 24:47-56, 1999
- A. H. Sayed, V. H. Nascimento, and S. Chandrasekaran. Estimation and control with bounded data uncertainties. Linear Algebra and Applications, 248:259-306, 1999
- A. Shapiro. Asimptotic properties of statistical estimators in stochastic programming. Annals of Statistics, 17:841-858, 1989
- A. Shapiro. Duality, optimality conditions, and perturbation analysis. In H. Wolkowicz, R. Saigal, and L. Vandenberghe, editors, Handbook of Semidefinite Programming: Theory, Algorithms, and Applications, pages 68-92. Kluwer, Boston, USA, 2000
- R. Tempo, G. Calafiore, and F. Dabbene. Randomized Algorithms for Analysis and Control of Uncertain Systems. Communications and Control Engineering Series. Springer-Verlag, London, 2004
- A. Tikhonov and V. Arsenin. Solution to Ill-posed Problems. Wiley, New York, 1977
- V. N. Vapnik. Statistical Learning Theory. Wiley, New York, 1998
- M. Vidyasagar. A Theory of Learning and Generalization. Springer-Verlag, London, 1997
- R. J. -B. Wets. Stochastic programming. In G. L. Nemhauser, A. H. G. Rinnoy Kan, and M