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The discrete one-sided Lipschitz condition for convex scalar conservation laws

Physical solutions to convex scalar conservation laws satisfy a one-sided Lipschitz condition (OSLC) that enforces both the entropy condition and their variation boundedness. Consistency with this condition is therefore desirable for a numerical scheme and was proved for both the Godunov and the Lax-Friedrichs scheme--also, in a weakened version, for the Roe scheme, all of them being only first order accurate. A new, fully second order scheme is introduced here, which is consistent with the OSLC. The modified equation is considered and shows interesting features. Another second order scheme is then considered and numerical results are discussed.

Brenier, Yann↗

On Lipschitz structures.

Uniform structure for Lipschitz condition on functions between sets, extensions to nonmetric spaces and fixed point theorem for uniform spaces

LIPSCHITZ CONDITION↗

On differentiating the probability of error in multipopular feature selection

A method of linear feature selection for n dimensional observation vectors which belong to one of m populations is presented. Each population has a known apriori probability and is described by a known multivariate normal density function. Specifically we consider the problem of finding a k x n matrix B of rank k (k n) for which the transformed probability of misclassification is minimized. Providing that the transformed a posterior probabilities are distinct theoretical results are obtained which, for the case k = l, give rise to a numerically tractable formula for the derivative of the probability of misclassification. It is shown that for the two population problem this condition is also necessary. The dependence of the minimum probability of error on the a priori probabilities is investigated. The minimum probability of error satisfies a uniform Lipschitz condition with respect to the a priori probabilities.

Peters, B. C.↗

Filtering adaptive output feedback control for multivariable nonlinear systems with mismatched uncertainties and unmodeled dynamics

This article synthesizes a filtering adaptive output feedback controller for multivariable nonlinear systems with mismatched uncertainties and unmodeled dynamics. The multivariable nonlinear systems under consideration have both matched and mismatched uncertainties, which satisfy the semiglobal Lipschitz condition. The unmodeled dynamics are bounded-input bounded-output stable. By adopting an estimation/cancellation strategy, a piecewise constant adaptive law drives the estimation error to zero at every time instant, which yields the adaptive parameters; a disturbance rejection control law is designed to compensate the nonlinear uncertainties within the bandwidth of low-pass filters. The matched uncertainties are cancelled directly by adopting their opposite in the control signal, while a dynamic inversion of the system is required to eliminate the effect of the mismatched uncertainties on the output. A feedforward control law is designed to track a given command. Since the virtual reference system defines the best performance that can be achieved by the closed-loop system, the uniform performance bounds are derived for the states and control signals via comparison. Both numerical and practical examples are provided to illustrate the effectiveness of the proposed filtering adaptive output feedback control architecture, comparisons with the model reference adaptive control demonstrates the superiority of the proposed control method.

filtering adaptive control, mismatched uncertainit↗

The Small-Mass Limit and White-Noise Limit of an Infinite Dimensional Generalized Langevin Equation

We study asymptotic properties of the Generalized Langevin Equation (GLE) in the presence of a wide class of external potential wells with a power-law decay memory kernel. When the memory can be expressed as a sum of exponentials, a class of Markovian systems in infinite-dimensional spaces is used to represent the GLE. The solutions are shown to converge in probability in the small-mass limit and the white-noise limit to appropriate systems under minimal assumptions, of which no global Lipschitz condition is required on the potentials. With further assumptions about space regularity and potentials, we obtain L{sup 1} convergence in the white-noise limit.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An explicitly solvable energy-conserving algorithm for pitch-angle scattering in magnetized plasmas

In this work, we develop an Explicitly Solvable Energy-Conserving (ESEC) algorithm for the Stochastic Differential Equation (SDE) describing the pitch-angle scattering process in magnetized plasmas. The Cayley transform is used to calculate both the deterministic gyromotion and stochastic scattering, affording the algorithm to be explicitly solvable and exactly energy conserving. An unusual property of the SDE for pitch-angle scattering is that its coefficients diverge at the zero velocity and do not satisfy the global Lipschitz condition. Consequently, when standard numerical methods, such as the Euler-Maruyama (EM), are applied, numerical convergence is difficult to establish. For the proposed ESEC algorithm, its energy-preserving property enables us to overcome this obstacle. We rigorously prove that the ESEC algorithm is order 1/2 strongly convergent. This result is confirmed by detailed numerical studies. For the case of pitch-angle scattering in a magnetized plasma with a constant magnetic field, the numerical solution is benchmarked against the analytical solution, and excellent agreements are found.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Underlying one-step methods and nonautonomous stability of general linear methods

We generalize the theory of underlying one-step methods to strictly stable general linear methods (GLMs) solving nonautonomous ordinary differential equations (ODEs) that satisfy a global Lipschitz condition. Here, we combine this theory with the Lyapunov and Sacker-Sell spectral stability theory for one-step methods developed in [34,35,36] to analyze the stability of a strictly stable GLM solving a nonautonomous linear ODE. These results are applied to develop a stability diagnostic for the solution of nonautonomous linear ODEs by strictly stable GLMs.

97 MATHEMATICS AND COMPUTING↗

Application of the comparison principle to analysis of nonlinear systems

A comparison principle based on a Kamke theorem and Lipschitz conditions is presented along with its possible applications and modifications. It is shown that the comparison lemma can be used in the study of such areas as classical stability theory, higher order trajectory derivatives, Liapunov functions, boundary value problems, approximate dynamic systems, linear and nonlinear systems, and bifurcation analysis.

Gunderson, R. W.↗

Application of functional analysis to perturbation theory of differential equations

The deviation of the solution of the differential equation y' = f(t, y), y(O) = y sub O from the solution of the perturbed system z' = f(t, z) + g(t, z), z(O) = z sub O was investigated for the case where f and g are continuous functions on I x R sup n into R sup n, where I = (o, a) or I = (o, infinity). These functions are assumed to satisfy the Lipschitz condition in the variable z. The space Lip(I) of all such functions with suitable norms forms a Banach space. By introducing a suitable norm in the space of continuous functions C(I), introducing the problem can be reduced to an equivalent problem in terminology of operators in such spaces. A theorem on existence and uniqueness of the solution is presented by means of Banach space technique. Norm estimates on the rate of growth of such solutions are found. As a consequence, estimates of deviation of a solution due to perturbation are obtained. Continuity of the solution on the initial data and on the perturbation is established. A nonlinear perturbation of the harmonic oscillator is considered a perturbation of equations of the restricted three body problem linearized at libration point.

Bogdan, V. M.↗

Non-Lipschitzian dynamics for neural net modelling

Failure of the Lipschitz condition in unstable equilibrium points of dynamical systems leads to a multiple-choice response to an initial deterministic input. The evolution of such systems is characterized by a special type of unpredictability measured by unbounded Liapunov exponents. Possible relation of these systems to future neural networks is discussed.

Zak, Michail↗

Terminal attractors in neural networks

A new type of attractor (terminal attractors) for content-addressable memory, associative memory, and pattern recognition in artificial neural networks operating in continuous time is introduced. The idea of a terminal attractor is based upon a violation of the Lipschitz condition at a fixed point. As a result, the fixed point becomes a singular solution which envelopes the family of regular solutions, while each regular solution approaches such an attractor in finite time. It will be shown that terminal attractors can be incorporated into neural networks such that any desired set of these attractors with prescribed basins is provided by an appropriate selection of the synaptic weights. The applications of terminal attractors for content-addressable and associative memories, pattern recognition, self-organization, and for dynamical training are illustrated.

Zak, Michail↗

The convergence rate of approximate solutions for nonlinear scalar conservation laws

The convergence rate is discussed of approximate solutions for the nonlinear scalar conservation law. The linear convergence theory is extended into a weak regime. The extension is based on the usual two ingredients of stability and consistency. On the one hand, the counterexamples show that one must strengthen the linearized L(sup 2)-stability requirement. It is assumed that the approximate solutions are Lip(sup +)-stable in the sense that they satisfy a one-sided Lipschitz condition, in agreement with Oleinik's E-condition for the entropy solution. On the other hand, the lack of smoothness requires to weaken the consistency requirement, which is measured in the Lip'-(semi)norm. It is proved for Lip(sup +)-stable approximate solutions, that their Lip'convergence rate to the entropy solution is of the same order as their Lip'-consistency. The Lip'-convergence rate is then converted into stronger L(sup p) convergence rate estimates.

Nessyahu, Haim↗

Non-Lipschitzian neural dynamics

A novel approach is presented which is motivated by an attempt to remove one of the most fundamental limitations of artificial neural networks: their rigid behavior as compared with even the simplest biological systems. It is demonstrated that non-Lipschitzian dynamics, based on the faliure of the Lipschitz conditions at repellers, displays a new qualitative effect, i.e., a multichoice response to periodic external excitations. This makes it possible to construct unpredictable systems, represented in the form of coupled activation and learning dynamical equations. It is shown that unpredictable systems can be controlled by sign strings which uniquely define the system behavior by specifying the direction of the motions at the critical points. Unpredictable systems driven by sign strings are extremely flexible and can serve as a powerful tool for complex pattern recognition.

Barhen, Jacob↗

Physical Models of Cognition

This paper presents and discusses physical models for simulating some aspects of neural intelligence, and, in particular, the process of cognition. The main departure from the classical approach here is in utilization of a terminal version of classical dynamics introduced by the author earlier. Based upon violations of the Lipschitz condition at equilibrium points, terminal dynamics attains two new fundamental properties: it is spontaneous and nondeterministic. Special attention is focused on terminal neurodynamics as a particular architecture of terminal dynamics which is suitable for modeling of information flows. Terminal neurodynamics possesses a well-organized probabilistic structure which can be analytically predicted, prescribed, and controlled, and therefore which presents a powerful tool for modeling real-life uncertainties. Two basic phenomena associated with random behavior of neurodynamic solutions are exploited. The first one is a stochastic attractor ; a stable stationary stochastic process to which random solutions of a closed system converge. As a model of the cognition process, a stochastic attractor can be viewed as a universal tool for generalization and formation of classes of patterns. The concept of stochastic attractor is applied to model a collective brain paradigm explaining coordination between simple units of intelligence which perform a collective task without direct exchange of information. The second fundamental phenomenon discussed is terminal chaos which occurs in open systems. Applications of terminal chaos to information fusion as well as to explanation and modeling of coordination among neurons in biological systems are discussed. It should be emphasized that all the models of terminal neurodynamics are implementable in analog devices, which means that all the cognition processes discussed in the paper are reducible to the laws of Newtonian mechanics.

Zak, Michail↗

Non-newtonian Effects in Viscous Flows

Revision of the mathematical formalism of fluid dynamics suggests that some physical inconsistencies (infinite time of approaching equilibrium and fully deterministic solutions to the Navier-Stokes equations) can be removed by relaxing the Lipschitz conditions, i.e., the boundedness of the derivatives, in the constitutive equations. Physically such a modification can be interpreted as an incorporation of an infinitesimal static friction in the constitutive law. A modified version of the Navier-Stokes equations is introduced, discussed, and illustrated by examples. It is demonstrated that all the new effects in the modified model emerge within vanishingly small neighborhoods of equilibrium states which are the only domains where the governing equations are different from classical.

Zak, Michail↗

Non-Lipschitz Approach to Quantum Mechnics

An attempt to reconcile quantum mechanics with Newton's laws represented by the non-Lipschitz formalism has been made. As a Proof-of-concept, a line of equally spaced atoms was studied. It appeared that enforcement of atom incompressibility required relaxation of the lipschitz condition at the points of contact.

Quantum Mechanics↗