Volume 8, Issue 4
Semidefinite Optimization Estimating Bounds on Linear Functionals Defined on Solutions of Linear ODEs

Guangming Zhou, Chao Deng & Kun Wu

Adv. Appl. Math. Mech., 8 (2016), pp. 599-615.

Published online: 2018-05

Preview Full PDF 2 739
Export citation
  • Abstract

In this paper, semidefinite optimization method is proposed to estimate bounds on linear functionals defined on solutions of linear ordinary differential equations (ODEs) with smooth coefficients. The method can get upper and lower bounds by solving two semidefinite programs, not solving ODEs directly. Its convergence theorem is proved. The theorem shows that the upper and lower bounds series of linear functionals discussed can approach their exact values infinitely. Numerical results show that the method is effective for the estimation problems discussed. In addition, in order to reduce calculation amount, Cheybeshev polynomials are applied to replace Taylor polynomials of smooth coefficients in computing process.

  • Keywords

Semidefinite optimization, bound, linear functional, ordinary differential equation.

  • AMS Subject Headings

35A24, 37C10, 90C22

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{AAMM-8-599, author = {}, title = {Semidefinite Optimization Estimating Bounds on Linear Functionals Defined on Solutions of Linear ODEs}, journal = {Advances in Applied Mathematics and Mechanics}, year = {2018}, volume = {8}, number = {4}, pages = {599--615}, abstract = {

In this paper, semidefinite optimization method is proposed to estimate bounds on linear functionals defined on solutions of linear ordinary differential equations (ODEs) with smooth coefficients. The method can get upper and lower bounds by solving two semidefinite programs, not solving ODEs directly. Its convergence theorem is proved. The theorem shows that the upper and lower bounds series of linear functionals discussed can approach their exact values infinitely. Numerical results show that the method is effective for the estimation problems discussed. In addition, in order to reduce calculation amount, Cheybeshev polynomials are applied to replace Taylor polynomials of smooth coefficients in computing process.

}, issn = {2075-1354}, doi = {https://doi.org/10.4208/aamm.2013.m316}, url = {http://global-sci.org/intro/article_detail/aamm/12106.html} }
TY - JOUR T1 - Semidefinite Optimization Estimating Bounds on Linear Functionals Defined on Solutions of Linear ODEs JO - Advances in Applied Mathematics and Mechanics VL - 4 SP - 599 EP - 615 PY - 2018 DA - 2018/05 SN - 8 DO - http://dor.org/10.4208/aamm.2013.m316 UR - https://global-sci.org/intro/aamm/12106.html KW - Semidefinite optimization, bound, linear functional, ordinary differential equation. AB -

In this paper, semidefinite optimization method is proposed to estimate bounds on linear functionals defined on solutions of linear ordinary differential equations (ODEs) with smooth coefficients. The method can get upper and lower bounds by solving two semidefinite programs, not solving ODEs directly. Its convergence theorem is proved. The theorem shows that the upper and lower bounds series of linear functionals discussed can approach their exact values infinitely. Numerical results show that the method is effective for the estimation problems discussed. In addition, in order to reduce calculation amount, Cheybeshev polynomials are applied to replace Taylor polynomials of smooth coefficients in computing process.

Guangming Zhou, Chao Deng & Kun Wu. (2020). Semidefinite Optimization Estimating Bounds on Linear Functionals Defined on Solutions of Linear ODEs. Advances in Applied Mathematics and Mechanics. 8 (4). 599-615. doi:10.4208/aamm.2013.m316
Copy to clipboard
The citation has been copied to your clipboard