Distributed Control Systems A. G. Butkovskiy Institute of Automation and Remote Control— ENGINEERING CYBERNETICS Academy of Sciences of the U.S.S.R. MOSCOW Translated from the Russian by SCRIPTA TECHNICA, INC. Translation Editor: George M. Kranc Department of Electrical Engineering City University of New York American Elsevier Publishing Company, Inc. NEW YORK: 1969ye Pit ips Originally published as Teoriya optimal ’nogo upravleniya sistemami s raspredelennymi parametrami by Nauka Press, Moscow, 1965 This publication contains a Preface especially written for the English-language edition together with emendations and corrections prepared by the author for this edition. Copyright © 1969 by American Elsevier Publishing Company, Inc. Standard Book Number 444-00061-5 Library of Congress Card Number 67-27813 All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher, American Elsevier Publishing Company, Inc. 52 Vanderbilt Avenue, New York, N. Y. 10017. AMERICAN ELSEVIER PUBLISHING COMPANY, INC. 52 Vanderbilt Avenue, New York, N. Y. 10017 ELSEVIER PUBLISHING CO. LTD. Barking, Essex, England ELSEVIER PUBLISHING COMPANY 335 Jan Van Galenstraat P. O. Box 211, Amsterdam, The Netherlands Manufactured in the United States of AmericaUBLISHER’S NOTE In issuing this English translation of Professor Butkovskiy’s work, we have been fortunate in receiving a certain number of re- visions from the author, and these have been incorporated into the present book. In total, these revisions and corrections amount to approximately ten manuscript pages. Professor Butkovskiy intended to enlarge this English-language edition with additional material but was unfortunately prevented by illness from carrying out his wish. The reader will be interested, however, in this further note from Professor Butkovskiy: when he advised us of his illness, he specified that four articles previously published in AUTOMATION AND REMOTE CONTROL had a direct bearing on the present work. As the material referred to is available in the English language, we have felt it useful toinsert this note. Professor Butkovskiy says that the first two articles (1966) deal with optimal control of wave processes; and the other two articles (1967) deal with finite con- trol problems. Together with the bibliographical notes, we include the abstracts of each of these articles on page 442. 37654PREFACE TO THE ENGLISH EDITION Optimal control theory is now undergoing rapid development, and much of this newly found theory is being assimilated in the solution ‘of an enormous variety of engineering, biological, and social problems. Furthermore, optimal control theory is truly becoming the keystone of cybernetics, a role foreseen in the astute observation of Academician A, I. Berg that ‘‘cybernetics is the sci- ence of optimal control.’’ One of the most productive recent development is that of the theory of optimal control of systems with distributed parameters. This class of systems is much broader than that encompassing systems with lumped parameters, and includes a multitude of metallurgical, chemical, and machine-building plants, Many of the problems of control and design in airframe, shipbuilding, elec- tronics, nucleonics, and other engineering fields are, in essence, problems of control of systems with distributed parameters, The theory of optimal control of these systems, the foundations of which were laid in the Soviet Union, is by now well established. Some of the consequences of this theory proved unexpected. Its elegant formulation resulted in a highly satisfying mathematical apparatus, and pointed out hitherto unsuspected relationships be- tween it and branches of science never previously employed for purposes of automatic control. The abundant and interesting particular results even now avail- able beg for a generalization. This bookis an attempt to generalize these results, and to formulate some as yet unsolved problems, The English edition differs from the Russian in that the chapter on optimal control of oscillatory distributed systems was consider- ably expanded to include the generalization of explanations of the most recent work in the field. It alsocontains a chapter on the new theory of finite control of dynamical systems, This chapter deals with the application of the theory of entire analytic functions, of thex DISTRIBUTED CONTROL SYSTEMS Wiener-Paley theorem, and of the theory of interpolation to prob- lems of control of lumped and distributed systems. I feel that this book will be useful to a wide range of those work- ing in optimal automatic control theory. It should also be directly useful to engineers designing complex plants with distributed pa- rameters, as well as to those students whose preparation is suf- ficient. {wish to express my deep gratitude to Professor A. Ya. Lerner, who started the work on the theory of optimal control of distributed systems recounted in the book. I am also deeply grateful to my closest colleagues, Yu. N. Andreyev, L. N, Poltavskiy, and S. A. Malyy, who made invaluable contributions to this work. I wish also to thank Professors A. A. Fel’dbaum and Ya. Z. Tsypkin for their constant attention and encouragement, and Professor A. B. Che- lyustkin for the discussion of several problems, especially during the early stages of the work. A. G. BUTKOVSKIYPREFACE In engineering and scientific applications it is often necessary to devise optimal control (i.e., the best in some definite sense) of a complex system whose state is characterized by one or several parameters distributed in space, To this class of systems belong many industrial processes, such as heating of metal for rolling or heat treatment in continuous or rapid-heating furnaces, drying and firing of friable materials in rotary furnaces, sintering, distilla- tion, growing of single crystals, induction heating, etc. In such processes the material moves in space through process- ing zones where various types of fields acting on the material— thermal, electrical, chemical, etc.—are distributed in both time and space. In some cases one wishes to produce a distribution of the fields that is close to some previously known distribution. Many design problems can be reduced to the selection of some optimal distribution of a spatial quantity, for example, the optimal shape of an aircraft wing or a rocket, the shape of a building or a dam, or the optimal arrangement of wells in an oil field. The book expounds the recently developed theory of optimal (in any definite sense) systems of automatic control of plants (objects) with distributed parameters, Exact mathematical statements of the problems of this type of optimal control are formulated. On the basis of the functional analysis, a large number of necessary and sufficient conditions for the optimality of a process is derived. Approximate methods of solving the equations, adapted for analog or digital computer use, are presented. Considerable attention is given to the application of the theoretical results to the optimiza- tion of thermal processes; the problem of modeling a broad class of systems with distributed parameters is also discussed.xii DISTRIBUTED CONTROL SYSTEMS The book will be useful to many specialists who are interested in the theory of optimal control and its applications in engineering. The author wishes to thank A. A. Fel’dbaum, whose advice and constant interest have stimulated this work. A. G. BUTKOVSKIYCONTENTS PUBLISHER’S NOTE PREFACE TO THE ENGLISH EDITION PREFACE INTRODUCTION 1 GENERAL THEORY ie 2. 10. 11. 12. 13. Optimal Control of Systems Described by Partial Differential Equations Maximum Principle in Optimal Systems Described by Partial Differential Equations Sufficient Conditions of Optimality for Distributed-Parameter Systems Described by Partial Differential Equations A Problem of Optimal Control of a Chemical Reactor General Problem for a Conditional Minimum of the Functional in the Presence of Supplementary Constraints Optimal Control of Systems Described by Integral Equations Sufficient Optimality Conditions for the Conditional Minimum Problem Necessary and Sufficient Optimality Condition in the Conditional Minimum Problem for Homogeneous Functional and Operator Fundamental Integral Equations for Optimal Control of Systems with Distributed Parameters Optimal Heating in Continuous Kilns The Problem of Optimal Control of Distributed-Parameter Systems in the Function “Phase” Space Synthesis of Optimal Systems with Distributed Parameters Application of Bellman’s Method of Dynamic Programming to the Optimization of Systems with Distributed Parameters Controllability, Observability, and Invariance in Systems with Distributed Parameters vii xi 32, 32 35 49 60 64 82 84 85 113 128 134 135 138xiv DISTRIBUTED CONTROL SYSTEMS 2 OPTIMIZATION OF SYSTEMS DESCRIBED BY DIFFERENCE EQUATIONS 1. 3. 4. The Necessary Optimality Condition for Systems Described by Difference Equations Example of Optimal Control in which the Analog of the Maximum Principle is Not Satisfied Sufficient Condition of Optimality Optimal Temperature Gradient in a Continuous Furnace 3 THE METHOD OF MOMENTS 1. 2. 3. BS Statement of the Problem The Theory of the /-Problem of Moments Synthesis of Optimal Systems Using the Method of Moments Optimal Control of a Continuously Distributed Oscillatory System The Best Approximation of a Function of Many Variables by a Sum of Products of Functions of a Single Variable 4 APPROXIMATE AND COMPUTATIONAL METHODS 1, 2. Method of Successive Approximations Based on the Solution of the /-Problem of Moments Application of Finite Difference Methods for Approximate Solutions Method of Harmonics in the Problem of Optimal Control of a Class of Systems with Distributed Parameters Relationship between the Methods of Harmonics and the Method of Straight Lines Application of the Method of Harmonics to the Problem of Optimal Control of Heating a Spherical Body Application of the Method of Harmonics to the Problem of Optimal Heat Control of a Cylinder Determination of the Optimal Control by Means of the Parabolic Approximation Method of Successive Approximations for the Determination of Optimal Control of a System Described by Partial Differential Equation Approximate Method of Solution of Integral Equations with Optimal Control Actions 154 154 163 167 171 184 184 192 227 242 268 281 281 285 307 313 320 324 326 332 336CONTENTS 5 OPTIMAL HEATING OF SOLIDS 1. Solution of the Heat Transfer Equation 2. Application of the Method of Moments to the Solution of the Minimum Time Problem 3. Realization of Algorithms for Solving the Problem of Moments of the 2nd- and 3rd-Order Using a Digital Computer 4. Problem of the J-Optimal Control of Heating of a Solid Time-Optimal Heating of a Solid with Constraints of Thermal Stresses 6. Example of Calculation of the Optimal Control wa 6 OPTIMAL CONTROL OF CONTINUOUS KILNS 1. Modeling of Some Classes of Objects with Distributed Parameters Modeling of Metal Heating Processes in a Continuous Kiln 3. A System for the Optimal Control of Heating Metal in a Continuous Kiln 4. Prospects of Applying Control Machines for Optimization of Joint Operation of a Kiln and a Mill De APPENDIX I APPENDIX II APPENDIX III REFERENCES SUBJECT INDEX 339 340 346 354 369 377 385 393 394 401 417 424 428 432 434 436 443INTRODUCTION OPTIMAL CONTROL OF DISTRIBUTED- PARAMETER SYSTEMS. DISTINCTIVE FEATURES AND EXAMPLES The theory of optimal systems, based on the most recent ad- vances in mathematics and engineering, has been rapidly developing during recent years. With advances in engineering and economics, increasingly more diverse and strict requirements are being de- manded from automatic control systems. The range of objects (plants) operated by automatic control is rapidly increasing. In various processes automatic control systems must ensure the highest productivity for a given expenditure of raw materials, fuel or energy, High accuracy of operation of a system or a unit and high speed of operation are often required; some specified regime or state must be approached with the least expenditure of available means. Many industrial and power systems operate ina manner whereby the potentialities of the plants are not fully utilized and attainable performance indices are not realized. It is necessary, therefore, to create methods of control and design that will enable us to utilize to the fullest all the potentialities of the systems and to create sys- tems that are optimal in any specified sense. Historically, the formulation of optimal control problems origi- nated from the endeavor to take into account the various types of constraints imposed on the controlling action and on the coordinates of a specified part of the system, whose motion is generally de- scribed by a set of finite-order ordinary differential equations [65- 68, 114-119].2 DISTRIBUTED CONTROL SYSTEMS. The basis for solving this class of problems is an entire series of new results that were obtained by mathematicians specifically to deal with them: first, Pontryagin’s maximum principle [91] and Bellman’s method of dynamic programming [9]. In usual practice, however, systems have distributed and spatial parameters, The dynamic behavior of such systems is described by partial differential equations, integral equations, integro-differ- ential equations, and occasionally by more general and more complex functional relations. Some complex systems with lumped parameters are described by ordinary differential equations of a high order, rendering the system very cumbersome to investigate and hindering the possibility of constructing an optimal control device. However, under certain conditions, high-order, lumped-parameter systems can be approximated by a system with distributed parameters. For example, the equation of a system consisting of a large number of cascaded blocks whose impulsive response is nonoscillatory canbe approximated by the heat conduction equation. Problems of optimal control of systems with distributed pa- rameters were considered in [13, 22, 23, 69]. Methods of solving a number of specific practical problems were developed in these and a number of subsequent reports, The difficulty in formulating such problems is that the theoretical statement must not be too general in order to make it possible to begin to search for methods of solving it. On the other hand, the statement must not be too narrow in order not to lose the generality of the problem and to be able to proceed to unique methods and pro- cedures for solving the problem. The development of the theory and engineering for optimal sys- tems with distributed parameters presents a much more difficult problem than that for systems with lumped parameters. This is connected with the fact that the dynamic behavior of systems with distributed parameters is described by complex functional equations, for example, partial differential equations with complex boundary and initial conditions. Moreover, the character of the supplemen- tary constraints accompanying the requirements of the practical statement of the problem becomes very involved, The variational problems for distributed systems have so far been considered only in connection with direct methods of the vari- ational calculus. These are being used to solve some equations of mathematical physics and simple problems concerning theINTRODUCTION 3 determination of the function of several independent variables that minimizes the multiple integral depending on it and its first-order partial derivatives [34]. In spite of the well-developed theory of optimal systems with lumped parameters and the availability of powerful means of realiz- ing such systems, there are few examples of their practical im- plementation. This is partially because real physical objects re- quiring optimal control devices are complex units that simply cannot be described in terms of ordinary differential equations. Therefore, it became necessary to develop the theory of optimal systems further and to generalize it to systems with distributed parameters, This direction is of great importance in many engi- neering applications. We shall now examine a number of basic and widely used indus- trial plants for which, in designing control systems, we must con- sider the space distribution of control parameters. FIG. 1. Figure 1 is a schematic diagram of acontinuous heating furnace [79, 107, 108]. Let us describe the process of heat transfer be- tween the stationary heating medium, characterized by the tem- perature distribution function u=uly,),0<¥0, O0001, (10) é where Q'(/) is a given program of the temperature of the metal leaving the furnace, must attain its minimum value. We note im- mediately that as y — cowe obtain the minimax estimate of the de- viation, i.e., J=max| QTL) a1 It will be shown in the following chapters that the optimal varia- tion of the temperature distribution of the furnace u (y, /)is deter- mined at each time ¢ not by a finite set of numerical values, as is the case in lumped-parameter systems, but by a combined tempera- ture distribution of the metal in space and time. Therefore, in distributed-parameter systems the controlling actions are associ- ated with distributions that characterize the state of the controlled object by means of functional relations. In the process of heating billets, the problem of control may be complicated since the continuous furnace may have, in general, several heating zones, for example, in continuous and in rapid- heating furnaces, The temperature in each zone is stabilized by its own regulator, Engineering constraints are usually imposed on the control actions, which in the given case are the temperatures of the individual zones of the furnace. The temperatures in the furnace must not or should not exceed definite permissible limits governed by the stability of the refractory lining Ai 0 is the velocity, which in general is a function of time, of materials in the positive direction of the y axis, The function 6, = 6, (y, #) and 6, = 6, (y, 4) as well as the constant coefficients a,,a,, 43,%,%,,B characterize the heat- and mass- transfer parameters of the given material. The functions Qin (A), Que % Ds Qor (% ¥)s Qoa (%, Y) are assumed to be known,INTRODUCTION 9 The problem of optimization here, using the controlling action u(y,t), i.e., the temperature in the working space of the drying unit, is to compensate, in the best manner in a given sense, for disturbances such as varying initial moisture content and porosity of the material, layer thickness, velocity of the material through the drying unit, etc. If we denote by Q, (y, 4) the mean cross-sectional moisture con- tent of the material: 5 QWN= Slew Ady, O1, (23) 3 where Q (é) is a given program of the mean moisture content of the material at the outlet from the drying unit at y=L. The following conditions are imposed on the controlling action uly, d: ou | Av1, (38) os characterizing the deviation of the true temperature distribution Q (x, T) across the entire thickness of the body —S 1, (66) 4 will attain its smallest possible value.INTRODUCTION 23 Similar problems of optimization occur in liquid and vibration transport systems [113]. For example, slurry pumping (a mixture of coal, peat, or rock with water, etc.) through long pipelines is of interest. The special feature here is that we have to take into ac- count the collision and settling of the suspended particles, The spatial distribution in the line is also of great importance in vibra- tion transport. The application of optimization methods could greatly increase the economy of operating such systems. One of the most important problems of automatic control of textile fiber drawing is discussed in [58], The author derives the basic integral automatic control equation for the process that de- termines the form of the tapering curve Q (x, ¢) characterizing the number of fibers at each point x of the drawing field at a given time t. The problem of optimal control of this process is to determine conditions of drawing, i.e., to select feeding and drawing rates, such that, for a specific yield, the deviation of the number of fibers in the transverse section at the output (x =L) from a specified value Q* is minimal in any definite sense, For example, r \i@— Qu nitd, r>1, (67) o where T is the fixed time for the attainment of the minimum. In major construction work, wide use is made of electrocom- paction of loose water-saturated ground by sending a direct electric current through it. The main parameter of this process is the function H (x, t)characterizing the pressure of the interstitial water of the ground. The variation of this quantity in space and time fol- lows a second-order partial differential equation of the type of the consolidation equation [63]. The form of the dependence of H (x, t) on the process parameters that enter into the boundary conditions has been determined [86]. The obtained correlations can serve as a basis for calculating the optimum operating conditions for such processes (optimum anode current densities, and electrode dis- tances) to obtain maximum compacting during a given time. The most general investigations of tracking systems, both linear and nonlinear, use integral relationships between the input and out- put parameters of a system. A broad class of nonlinear tracking systems is described by the integral relation24 DISTRIBUTED CONTROL SYSTEMS t QH=\Kb OF Umar, (68) 5 where K (f, t) is the impulsive response, F (u) isa nonlinear function and Q (f) is the output signal. To optimize such a tracking system, the output signal Q () should track in the best manner and the driving signal Q’ (f), for example, the functional 7 {iem-eolra, r>1, (69) 0 should attain a minimum, In this case we arrive at the problem of optimization of some distribution obeying an integral equation of the type of (68). Efficient development of oil fields also presents a problem of optimal ‘control’? of an object with distributed parameters [30]. In fact, deep oil deposits lie ina porous medium under the pressure of the layers of earth above them. Efficient development here im- plies that, using data on some parameters, size and shape of the field, we have to determine the optimal method of exploitation of the field, i.e., the number, placement and schedule of operation of the wells, We can formulate this problem more exactly in the following manner [31]. An oil-bearing bed (Fig. 2) is bounded by the oil-pool outline 3 and the supply outline 4, i.e., by a line outside which the bed ends (in case of fault) or water begins, FIG. 2. We assume that geological exploration has determined all the necessary data for the bed: its extent, thickness s, penetrativity k,INTRODUCTION 25 viscosity of the oil-containing medium p, and coefficient of piezo- conductivity or elasticity of the bed h. We wish to determine the yield of each well. The yielditselfis determined from the pressure p using d’Arcy’s law. It is therefore necessary to find a distribu- tion function of the pressure p in the bed that satisfies the differ- ential equation ay Pbk) + hod) +i) + where F (x,y, 2) is a function that vanishes everywhere except at the wells, and a; (i =1, 2, 3) are coefficients that generally depend on the coordinates x, y, and z and parameters p, Af andk. The boundary conditions for this equation are given in the form of con- ditions of the first or second kind depending on the specific condi- tions, The aim of optimization is to find the most effective method of exploiting an oil-bearing bed, i.e., to obtain the maximum oil yield for a given expenditure of money or to achieve minimum expendi- tures for a given yield of oil. Here we want to find the placement of oil wells to obtain the maximum oil yield from a given number of wells, An important fact is that the pressure head decreases as the bed is exploited due to gradual depletion of the deposit and a de- crease in the oil-pool outline. Moreover, oil recovery from the peripheral wells ceases because water approaches them. These forced or injection wells 1 (Fig. 2) can be used for controlling ex- ploitation of a bed by forcing water into them and thus creating additional pressure in the bed. This pressure increases the yield of the remaining wells 2 and makes it possible to control the dis- placement of the oil-pool outline and to direct oil to wells in such a manner as to provide a maximum oil yield and a minimum quan- tity of unexploited oil in the interior. A number of problems in physics can be reduced to the solution of boundary problems (external and internal) of both homogeneous and inhomogeneous Laplace equations [110]. The inhomogeneous Laplace equation in region D with a boundary G has the form AQ+ Q+u=0, (70) where AQ is the Laplace operator applied to the function Q = Q (P) defined in the region D, P ED.26 DISTRIBUTED CONTROL SYSTEMS External and internal boundary problems are widely used for the homogeneous equation AQ=0. (71) In the general case the boundary condition has the form +8Q|e=0(S), SEG. (72) (lf «£0, B+ 0, we obtain the third boundary problem; for a + 0, f = 0 we obtain the second boundary problem, and if a= 0, B+ 0, we obtain the first boundary problem.) If we can choose functionsu (P) andv (S) in Eqs. (70) and (72) (in the presence of only some additional constraints, for example, A,1, > attains its minimum value. When solving problems of a similar kind we can use the fact that the solution of Eq. (70) satisfies the integral equation Q(P) + Veo S) Q(8)dS— \rer, syuisyas =0, (73) where I (P, S) is the source function (Green’s function) correspond- ing to the homogeneous problem, and dI/dn is the derivative with respect to the normal at points of boundary G. The solution of the problem (71), (72) can also be represented in some integral form in terms of the double-layer potential, as shown, for example, in [110]. An interesting example of optimal control involving processes described by partial differential equations is the problem of interaction of some continuous moving medium (for example, aINTRODUCTION 27 flowing liquid) with a Brownian particle inthe medium, As we know, the motion of a Brownian particle is described by a probabilistic distribution that obeys the Kolmogorov equation in partial deriva- tives, Let us imagine that a Brownian particle A, starting from some initial point a, begins a random walk in a moving medium within the boundaries, of a multidimensional region D (Fig. 3). Let par- ticle A disappear when it comes into contact with the boundary of the region D (it is absorbed by the boundary). Assume that in some manner we can change the flow configuration inside the region D by changing its direction and velocity, for example, by opening or closing or reg- ulating within some permissible limits some sources or sinks of the liquid, or both, The problem of optimal control consists in changing the character of the flow with time so that the particle A ‘lives’? as long as possible (i.e., it remains as long as possible within the region D without once coming into con- tact with the boundary of the region), FIG. 3. or, conversely, that the particle A dis- appears as quickly as possible by coming into contact with the boundary. This problem can also assume a game character if the particle A itself possesses some control of its actions, for ex- ample, if it can change its own coefficient of diffusion or control the direction and value of the constant component of its velocity vector (the particle with a “‘motor’’), The controlling actions avail- able to the particle A can be ordered to counteract the direction of the flow by bringing it to the boundary, or, conversely, by bringing it away from it. Of course, a statement of the problem where the objectives of the flow and of the particle coincide is also possible (36, 37, 128]. Similar processes can be of interest in calculating the kinetics of physicochemical reactions and in other cases, The development of atomic and nuclear power engineering poses problems of optimal control of thermal and electromagnetic fields in electrical generators of a new type [83], in atomic reactors, particle accelerators, devices for the study and control of plasma [92], ete.28 DISTRIBUTED CONTROL SYSTEMS The scientific bases of rational design and construction of sys- tems with distributed parameters must also be based on the theory of optimal processes, The design of static structures such as dams, locks, large buildings, etc., is essentially a problem of.de- termining the ‘controlling’’ functions that are independent of time and depend on spatial variables only, It is required here to select the best shape and parameters at the disposal of the designer. For example, the problem of economical flight at supersonic velocities presents the problem of minimizing the sum of all types of resist- ances to flight [35]. The minimum resistance is obtained by select- ing the most convenient distribution of the total lift over the aircraft wing surface. We meet variational problems in investigating the interaction between solid bodies and supersonic flow [101]. The scientific approach to the interesting and difficult problem of weather control must also be based on the methods of optimal control theory of objects with distributed parameters. Let us now consider the basic features and difficulties arising in studying the control of distributed-parameter systems, As we have noted, the main difference between distributed-parameter and lumped-parameter systems is that the former are characterized not by a finite set of quantities, coordinates of the object, that vary only in time, but generally by a set of functions that show the de- pendence of the parameters on the time and spatial variables or any combination of them. Depending on the nature of the object considered, the distribution functions can be defined on sets of the most different types, These sets maybe simply connected, multiply connected, disconnected regions, closed, bounded or unbounded. They may have different dimensionality—lines, surfaces, volumes, etc. The same is also true of controlling actions. The necessity for control arises from the presence of disturb- ances that must be compensated, as well as by the existence of definite requirements imposed on the system which must be satis- fied, In the majority of cases, ideal control, for which no discrep- ancy exists between the actual state and the required one, is not realizable because of the presence of additional constraints imposed on state functions and controlling actions, Indistributed-parameter systems these constraints are more diverse than in lumped- parameter systems, This is connected with the spatial variables on which the state and control functions depend, For example, in heating billets in continuous furnaces the constraint on the furnaceINTRODUCTION 29 temperature may be accompanied by the requirement that the ab- solute temperature field gradient in the furnace and in the ingot must not exceed some value, The impossibility of realizing a perfect control process poses the problem of devising an optimal process according to a definite, preassigned criterion. As such a criterion we can select a func- tional that depends on the state function of the object and on the control actions. The selection of the functional and optimization according to it can also present considerable difficulties; in the general case this functional can be defined on an arbitrary set in the region where the state function and the controlling actions are determined, The examination of control of distributed-parameter systems obviously leads to the powerful apparatus of functional analysis, In this case the optimal control processes can be visually and geo- metrically interpreted in the functional phase space of the system. Then a variational of the state of the controlled system, if it occurs in time, is characterized by a definite point in the functional space of the system, and the transition of the system from one state to another, i.e., evolution in time, is characterized by a trajectory in the functional space. Therefore, in place of the usual finite- dimensional phase space of the system we must use the infinite- dimensional functional phase space, The application of functional analysis methods permits us to generalize the important necessary and sufficient conditions of op- timality to systems with parameters distributed in space. Pontry- agin’s maximum principle, first discovered for lumped-parameter systems described by ordinary differential equations, was extended to some types of systems similar to the ones with parameters dis- tributed in space. In many cases the approach to the solution of optimal control of distributed-parameter systems on the basis of the maximum principle turns out to be sufficiently simple. The very important method of dynamic programming of Bell- man unfortunately has not yet received widespread application to the solution of optimal control problems of distributed-parameter systems, Later in this book, we shall discuss problems where dynamic programming is used for optimization of spatial distribu- tion, The application of Bellman’s concepts to the solution of problems of optimization of distributed systems is undoubtedly promising.30 DISTRIBUTED CONTROL SYSTEMS The unrestricted approach to the mathematical description of optimal control is advantageous since it permits the selection of the specific mathematical description that ensures the most con- venient and exact fixing of the features of the given problem, The optimal control actions for distributed-parameter systems are no longer functions of a finite number of coordinates as in lumped-parameter systems but a result of the action of some operators on distribution functions characterizing the state of the controlled object. However, the direct determination of the distribution function for the states of the controlled object by direct measurement is, as a rule, an extremely difficult and sometimes an insoluble prob- lem, In the best case, a sufficiently accurate measurement is pos- sible only at separate fixed points of the object. It is therefore necessary to have reliable, exact and sufficiently simple models of controlled objects with distributed parameters from which we can readily obtain information on the state of the controlled object and use it for the purpose of optimal control. Thus, the purpose of the model is to provide the optimal control device, at each fixed time, with information on the distribution functions of the state of the controlled object as a function of the spatial coordinates. In many cases the general form of the equations describing the processes in a distributed system is known. This enables us to create a model of the processes, However, in such cases, a num- ber of constants characterizing the process will, as a rule, remain unknown; these constants cannot be measured with sufficient ac- curacy. The above difficulties lead to the necessity of creating self-adjusting models of distributed-parameter systems [118]. From the available information on the process and from the form of the equations, a mathematical or physical model of the process can be created, In this model it is possible to change the constant coefficients that correspond to either known or only partially known parameters of the process. Moreover, the possibility of a slow drift of these quantities must be taken into account. It is then necessary to introduce into the model all the disturbing actions that will affect the process and that can be measured, The unknown coefficients of the model can be determined by means of an organized search, for example, with the aid of a multi- channel automatic optimizer as well as by using computers and nonlinear programming methods [118]. The possibility of exactINTRODUCTION 31 measurement of the state distribution function for the object at separate fixed points in space is considered. There can be only one or a few such points. As the criterion of quality and accuracy of the operation of a model, we can take the value of some degree of deviation of the measured values of the distribution function in separate points of space from the calculated values. For the measure of such deviation we can take, for example, the sum of the squares of the differences of calculated and mea- sured values of the distribution function at all the points of measure- ment, In some cases, particularly in the presence of a sufficiently high noise level, the value of this criterion must be averaged over some fixed interval of time or over a number of successive mea- surement cycles, The optimizer automatically searches for values of the unknown model parameters for which the criterion characterizing the ac- curacy of operation attains its extremal value. If, after the search is ended, a good agreement between the computed and measured distributions is ensured, then it is possible to conclude, with con- siderable confidence, that the model depicts well the processes occurring in the actual object. The necessity of solving the large variety of problems discussed above forces us to develop further, and to generalize to a wider class of objects, the theory of optimal control systems as well as to use more powerful and flexible technical tools by means of which we can design control systems for complex objects.Chapter 1 GENERAL THEORY 1. OPTIMAL CONTROL OF SYSTEMS DESCRIBED BY PARTIAL DIFFERENTIAL EQUATIONS A great variety of controlled systems can be described by the partial differential equations [22-25] h(t 32, B,u,o,w)=0, G12... 9, Ld) where x = (%,..., m) is a point belonging to a certain region D of a Euclidean m-dimensional space; ¢ is time, ty t< 4; Q(x, = (Q: (% 4, ++, Qu (x, 4) is a vector function of the arguments x and i which characterizes the state of the controlled system; and 0Q/dx and 6Q/dt denote sets of partial derivatives of the functions Q, (x, f), i= 1, 2,...,n, with respect to the arguments %,..., %m and ¢, respectively. We note, incidentally, that in the general case the number of equations p is not equal to the number n of functions Q; (x, ¢) char- acterizing the state of the controlled system. The vector functions u=u=(%0,--54 0) 9=9 () = (% (5 % (), B= w (x, f) = (@ (x, f),..., s(x, f)) characterize the control actions that depend respectively on time ¢ or on the spatial coordinate x, or on the set of space and time coordinates (x, ¢), It is also important to note that constraints of various kinds may be imposed on the state functions and the control actions. For example, the values of the vector function z = z (x, t) = (u (), v (x), w(x, 7)) must belong to a certain closed region of an(r + & + s)- dimensional Euclidean space. We can impose on the control functions1. GENERAL THEORY 33 conditions of the form du, (t) | ao, (x) a8, (x, t) qe |S Ave |e SAip, | yap |S Ans 1.2) where Aj, Aj, Ais are certain fixed constants,i=1,...,7r;j =1, -+% l=1,...,8, and the subscripts a, B, 7 and § assume as many values as the number of constrained derivatives. Similar constraints can also be imposed on the functions Q; (x, ‘) that characterize the state of the controlled system, For example, the value of the vector function Q (x, #) must also belong to a certain closed region of n-dimensional Euclidean space. The simplest such constraint is 1Q@(% AI 0; for example, for some deviation of the vector function Q (x, 4) from function Q° (x) the condition I? @) — 2% Alice (1.1.7) should be satisfied, As a measure of this deviation we can see that the quantity max | Q" (x) — Q (%41)| (1.1.8) red or Jie@-ae, tyr, 1 >I. (1.1.9) In connection with this, another optimal control problem can be formulated: to determine the control action z = z (x, #) such that upon satisfaction of all supplementary constraints and conditions the deviation of the vector function Q (x, f,) from the given function Q (x) will be smallest, i.e., the functional J = 10 (&%)— Q(% ADI (1.1.10) will be a minimum, We note that the last problem also admits generalization in the sense that time ¢ does not have to be fixed a priori (i.e., t is not1, GENERAL THEORY 35 necessarily equal to the given /¢,) and that in calculating the func- tional (1.1.10) the point x does not have to traverse the entire range D but only its certain subsets. Examples of the problems indicated in this section are given in the Introduction. In the follow- ing sections we shall discuss methods of solving specific problems of optimal control of systems that can be described by partial dif- ferential equations, 2. MAXIMUM PRINCIPLE IN OPTIMAL SYSTEMS DESCRIBED BY PARTIAL DIFFERENTIAL EQUATIONS We shall discuss here the derivation of the conditions of op- timality for controlled systems whose motion is described by a set of partial differential equations. The first investigations of such phenomena were carried out by Yegorov [42, 43] and Sirazet- dinov [99]. Assume that the controlled process in the region D(00 for 0 0 is 0B 41% 4 Q =u, 0 1 the number of Eqs. (1.3.1) is greater than n, and the function U (x) is not fully free since conditions of integrability can be imposed on (1.3.1). Suppose the following functional is defined on the set A: J(Q(), U(X) = \ P(x, Q(x), U (x))de + F(Qr(x)], (1.3.2)1, GENERAL THEORY 51 where the function / (x, Q, U) is given and continuous with respect to arguments x, Q, U and F [Qr (x)lis a functional depending on the values Qr (x) of the function Q (x) on the surface I: Qr (*) = Q(x) for «er. (1.3.3) The problem of optimal control consists in finding a pair (Q (x), U (x)) belonging to the set A that minimizes the functional (1.3.2). Such a pair we shall call the minimal. In order to formulate the sufficient conditions of optimality we have to introduce m functions g/ (x, Q), j = 1, 2,..., m that are con- tinuous and piecewise differentiable on B = Q x D and for each fixed x =D differentiable everywhere on Q with respect to Q. Let us define the function RO OU = BS ebiiee QU)+ +3, (x, QF («, QU), (1.3.4) w(x) = max R(x, Q, U), f where gp! = = We shall state that the pair (Q (x), U(x)) 6 satisfies the ex- tended maximum principle if for almost all x =D the following equations are satisfied: B(x) = R(x, Q (x), U (x) = max R(x, Q, U). (1.3.5) (QU)eb Let us introduce the notation © (Qr (x) = F (Qr(x)) +{ 3 cos (n, x) dr, (1.3.6) b j=1 where 7 is the outward normal to the surface I’, and dI'is an ele- ment of area of the surface I’. The following theorem gives the sufficient condition for the ab- solute minimum of functional (1.3.2).52. DISTRIBUTED CONTROL SYSTEMS Theorem 1: If functions q (x, Q), j = 1,2,...,m exist such that the pair (Q(x), U® (x)) belonging to the set A satisfies the extended maximum principle, then this pair is the minimal of functional (1.3.2) under the condition that the boundary values Q) (x) minimize the functional ® [Qr (x)]. Proof, The assertions of the theorem are very simply derived. Suppose (Q(x), U (x)) is a pair from set A. It must be proven that J (Q? (x), U? (#)) SJ (Q (x),U (2)- (1.3.7) The theorem stipulates that the pair (Q° (x), U® (x))&A satisfies the extended maximum principle; therefore R (x, Q(x), UNCR (#, @ (x), UP (2). (1.3.8) Hence considering the change of sign we obtain PH. QU). U OND Y oh, QM Hls WU) Ar 2 oh (s QO > 1G, BG, UO) — a = 2S 06, 64 Poff 209, Ur) — —Z G(x, Q(x). 7 Integrating both parts of the last inequality over the region D (the inequality is maintained since the integration is carried out with respect to a positive quantity, i.e, volume) and considering the initial equations (1.3.1) we obtain: re a, vende—J3 (8 Q)dx> i (1.3.9) >{ Mee, 20, Uoeande TS oe O00) de Di=t Using the Gauss-Ostrogradskiy formula \34, H(t Q nae =(3 © (&, Qr(2)) cos (r, x) AP, Dist i=1, GENERAL THEORY 53 the last inequality can be written as {Pe 2, Uerar—{ 3} 01, Qn (a) c05 (7, x) dl > ; 7 EJP, O(a), UY (mde AS (x, Q%.(x)) cos (7, x) dP. 3 Tet According to the condition of the theorem we also have that ® (Q (x)) > © (Q (x). (1.3.10) Combining the two last inequalities term by term and noting the relations (1,3,6) and (1.3.2) we obtain the inequality (1.3.7), which was to be proved, Let us now discuss yet another practically important case when the functional (1.3.2) has the form (Q(x), U () = ) P(x, Q(x), U (2) de + Vie (x, Qr (x) de, where the function fr (x, Q) is continuous in its arguments +, Q. Then the sufficient conditions of optimality can be formulated in the following manner. Theorem 2: If functions q (x, Q), j = 1, 2,..., m exist such that the pair (Q° (x), U° (x)) GA satisfies the two conditions: 1) the extended maximum principle R (x, Q (x), U® (x)) =p (x) is satisfied for almost all x =D; 2) Re (x. QF (x) = fir (e, Qh (x)) + + (x, Q(x) cos (n, x!) = min fr(x, Q) + ee gen +3 (& Q)cos (7, x), on then this pair (Q°(x), U%(x)) is the absolute minimal of the functional I(Q(x), U(x). The proof of this theorem is entirely analogous to the proof of the previous theorem, It is easy to see that an inequality analogous54 DISTRIBUTED CONTROL SYSTEMS to (1.3.10) can be obtained by integration over surface I of both parts of the inequality Rr (&, Qe (x) > Rr (x, Q (2). From the formulated theorems we can deduce the following ob- vious corollary. Corollary: If the boundary values Qh (x) for x ET ofthe function Q (x) are fixed, then for optimality of the pair(Q (x), U® (x)) it is sufficient that there exist functionsg (x, Q, j = 1, ..., msuch that the extended maximum principle is satisfied. Let us now discuss an important procedure for solving the posed problem of optimality that permits us todetermine the gradi- ents of the functions q/ (x, Q), j= 1, 2,..., m on the function Q° (x). For simplicity we shall assume that the region 2 of admissible values of function Q (x) is open. The problem consists in the derivation of equations for the components of gradients of functions q/ (x, Q) on the optimal Q(x): W(x) = 9, (% 2) = 96, QW gory? (1.3.11) £=1,2,...,0; f=1,2,....m. We shall also assume that all the functions /j (x, Q, U) are dif- ferentiable with respect to the argument Q. Moreover, we shall consider that the function Qr (x) is fixed. Therefore for optimality of the pair (Q° (x), U® (x)) it is sufficient to show that there exist functions q/(x, Q), j = 1, ...,m, such that the extended maximum principle (1.3.4) is satisfied. Since the func- tion R (x, Q, U) has a maximum with respect to Q for Q = Q%(x) (for fixed U = U® (x)) then by virtue of the fact that the region Q is open, it is necessary in order to satisfy the extended maximum principle that the following two conditions: 1) Rep Q°(), U(x) =A) |, rc) (1.3.12) i=1,2,...,0; 2) R (x, Q° (x), U? (x)) = max R (x, Q° (x), U), (1.3.13) fe be satisfied for almost all x € D.1. GENERAL THEORY 55 However, since the term )} 4, (x, Q) in formula (1.3.4) is inde- i= pendent of U, the equality (1.3.13) is equivalent to the equality A(x, P(x), Q(x), UP (x)) = max H (x, (x), Q°(x), U), (1.8.14) eo where W(x) F(x, Q, U)— F(x, Q, U). (1.3.15) These conditions give r relations for determining the functions Uz (x), & = 1,..., 2 as a function of wp (x) and Q (x), It is easy to verify that equalities (1.3.12), noting Eqs. (1.3.1), (1.3.4), (1.3.11) and (1.3.15), can be reduced to Ra, (x, Q(x), UP (x)) ayn. (1.3.16) For m = 1 the last set coincides with the set for the adjoint function in Pontryagin’s maximum principle for ordinary differ- ential equations [91]. Therefore, the conditions (1.3.1), (1.3.16) and (1.3.14) together with the boundary conditions give mn + n+ r equations for the de- termination of the mn +n +r desired components of the functions Q (x), U9 (x) and wp (x). Having obtained the gradients (x) of the functions g/ (x, Q) we can also find the functions g/ (x, Q). Having found these functions we can verify on the basis of the sufficiency conditions whether the obtained solutions Q° (x), U® (x) are in fact optimal. Let us now discuss an important specific case when all the functions fj (x, Q, U) and the function 7 (x, Q, U) are linear with re- spect to the components of Q, i.e., when they have the form fi(x, Q,U) = 2% (x) Qe+4 (x, U), i=1,2,....9 j=1, 2)... m (1.3.17) PO, QU) = 3 ah) Qe $2 (eV).56 DISTRIBUTED CONTROL SYSTEMS We shall also consider that the region is open and the boundary Qr (x) is fixed. Suppose the functions y° (x), Q(x), U(x), i=1,.-..4 a3 f=1 2,...,m. represent a solution of the set (1.3.1), (1.3.16) an (1.3.14). It is then easy to show that the pair (Q° (x), U® (x)) is optimal, since it satisfies the extended maximum principle, if we set = 3 wa (1.3.18) In fact, for the linear set considered, Eq. (1.3.16) and condition (1.3.14) will, respectively, be 2 MSD ai, —a = 0, k= 1,2,...,m, (1.3.19) i=. f=1i=1 A(x, P(x), Q° (x), U9 (x) = max [Hf (x) GO U)—@ (x,U)]. (1.3.20) It is easy to see that for p(x) =p" (x) the function R(x, QU) = 36 os Se — 2) Qe ele +H (x, p(x), Q, U) by virtue of (1.3.19) and (1.3.20) does not at all depend on the com- ponents Q;, & = 1, 2,..., of the function Q. Therefore, again by virtue of (1.3.20) max R (x, Q, U) = max H (x, p, Q, U) = (QU)Ed (Q,U) Eb = A(x, p(x), Q°(x), UP (x)) = w(x) and, consequently, the pair (Q° (x), U° (x)) is optimal, which was to be proved. Let us now discuss some examples from [62]. Example 1, To find the minimal Q° (x) of the functional = \ Qdx, dea,1. GENERAL THEORY 57 where the region D is a square on a plane (-l<“a|+4|; ~ | 4 —|xo|signa for |xol<| am], (1.8.26) . 0 for |x2|<|al5 wo = {eats for [ual [al- The functions yp! (x) and y* (x) are continuous everywhere in the region |x,|< 1, |*:|<_1 and are differentiable everywhere except on the straight lines x, +x, = 0. Thereby the construction of the ex- tremal out of two pieces of type 1 for |x,|<|.,| and out of two pieces of type 2 for |*|>|*,| is specified, From (1.3.25) and (1.3.26) we shall find the desired optimal function |a|—1 for |xs|<|aal; am={ |xa|—1 for |x|<|xal.1, GENERAL THEORY 59 Since the given problem is linear, the obtained extremal is the absolute minimal. Example 2, It is required to find a piecewise-smooth function Q (x) which minimizes the functional WV (x, Q, 22, 22) des dra, i Tia Bes where D is some region in the (x,, x,) plane. Suppose that n = 1, m = 2 and Eqs. (1.3.1) have the same form as in the preceding ex- ample, Let us introduce the notation Buu, Bou, (1.3.27) where U, and U, are piecewise-continuous functions of (x,, ¥:). Therefore, the problem is reduced to the one discussed above where Eqs, (1.3.27) play the role of set (1.3.1) and it is required to minimize the functional (SP te Q, Un, Us) dead, s and the region is open, Let us examine the functions A (x, Q, U) = (x) UL +H (x) Ur — P(x, Q, Uy, Us), Ro = ¥i, + ¥,— 19 (% Q, Ui, Us) =0, (1.3.28) Hy =)— ft, =0, Hu =P—fy, = Excluding the quantities ! and y* from (1.3.28) we obtain Gay (ae, A (9). UC) + NC, Qe), Ue) = 0, 2.3.29) i.e., the Euler-Ostrogradsky equations for the problem under dis- cussion [34] follow from the set (1.3.28), This means that the necessary conditions (1.3.28) for the maximum of the function R are also the necessary conditions for the minimum of the functional.60 DISTRIBUTED CONTROL SYSTEMS 4. A PROBLEM OF OPTIMAL CONTROL OF A CHEMICAL REACTOR In this section we discuss methods of solution of optimal condi- tions for industrial-chemical processes described by partial dif- ferential equations, Problems of this sort were solved by Volin and Ostrovskiy [28]. Assume the distribution of concentrations Q; (x, 4), i =1,...,1, of the reactants along the length of the reactor x, O< x 0 is a real, nonnegative, small nu- merical parameter. We shall assume that the family W (e) is con- tinuous as e— 0 from the right in the sense of convergence with66 DISTRIBUTED CONTROL SYSTEMS respect to the norm in space B and the point of conditional mini- mum W, is included in this family fore = 0, i.e., W (0) = Wy. Let us recall that by a strong derivative (Frechet’s derivative) of a function (operator) ® (WV) at pointW,we mean a linear operator ©’ (W,) (in general, depending on W,) such that for any pointW & B the equality © (Wy + W) —@ (Wy) = ® (Wo) W + 0 (W, Wo), where Ww, We Le WIl_.9 for [Wo is satisfied. The quantity ©’ (W,) W is called a strong differential (Frechet’s differential) of a function ©(W) at point W, and is denoted by d® (W, W,). If the operator ©’ (W,) is continuous with respect to the norm as a function of W,, then the function ® (W) has a continuous derivative. Furthermore, we shall assume that there exist first derivatives for e = 0 of the following functions of e: ®° (W (e)), | (W (2) and A® (W (e)), where A is an arbitrary linear functional from the space Bi that is conjugate to B,. If the point W, satisfies the condition F (W,) = 0 then we shall assume that continuous first derivatives of the functions F (W (e)) and ||F (IV (e))| exist at the point e = 0, The family W (e) described above will be called the admissible family. The absence of the requirement of differentiability of admissible family W (e) with respect to « for e = 0 is of essential importance for proving the maximum principle, since it enables us to use families that are nondifferentiable with respect to e, Here we use the so-called needle-shaped variations defined in the material fol- lowing Eq. (1.6.30), Let us denote by T, the set ofelements 4 © B for which the con- dition @ (W.) h=0 (1.5.8) is satisfied.1, GENERAL THEORY 67 Here T, is a subspace of space B. Let us assume that the space B can be represented as a direct product of subspace 7, and a cer- tain subspace 7, in such a manner that each element W & B has the form W=(,2,hET,2ET,. (1.5.9) Let us now formulate a theorem that gives the main necessary condition for determining the point W, of the conditional minimum, Theorem 1: Assume space B to be a direct product of subspaces T, and T,. The point W,&B of the conditional minimum of the funce- tional ©° (W) under the condition © (W) = 0 is included in the ad- missible family W (e). Ifthe point W, satisfies the condition F (Wy) <0 and is a regular point of the set® (W,) = 0, or if the point W, satis - fies the condition F (W,) = 0 andis aregular point of the set ® (W) 0, F (W) = 0, then there exists a linear functional A & Bi defined on space B, such that for the functional G (W) = © (W) —A® (W) (1.5.10) the condition GW (2)) [aap > 9, (1.5.11) is satisfied, where G.(W (©))| 0 is the right-handed derivative of the function G (W(e)) with respect to e at the point » = 0. The case when the set M of admissible pointsW & Bis a con- vex set in space B and has internal points is important for appli- cations, In this case the following simple theorem, analogous to Theorem 1, applies, Theorem 2: Assume that space B is a direct product of subspaces T, and T,, The point W, B ofthe conditional minimum of the func- tional © (W) under the condition ® (W) =0 is included in the ad- missible family W (e) © M,0O 0 (1.5.31) is satisfied. It follows from (1.5.31) that OY (W (e))leo — [A® (W (&))I,_p LF, (W (@))lemo- (1532) It remains to show that for any admissible family the inequality IF, (W (@))| eo > 0 (1.5.33) is satisfied. In fact, the derivative F, (W (e))|<-. is nonpositive and inde- pendent of the form of the admissible W (e) since F (W,) = 0, and for any F (W (e)) <0, Since e — 0 from the right, we have = lim eo F.(W (e)) [en EO OAEM) — tim WO <0, (1.5.34) 20 Let us examine the case when W (e) = W,+ eh, wherehe B. Since 4 & B is arbitrary, condition (1.5.31) gives © (W,) h —AV! (W,) h — IF’ (W,) h = 0. (1.5.35)72 DISTRIBUTED CONTROL SYSTEMS We shall now assume that h@T7 ; then the second term in (1.5.35) because of (1.5.8) vanishes and we obtain @” (W,) h = IF’ (Wy) A. (1.5.36) We shall show now that ©” (W,) A> 0 when h &T, and at the same time it is also an admissible element, i.e., F (t) <0. Let us examine two neighborhoods of point W,: the neighborhood 0, lying in the manifold F (W) = 0 and the neighborhood 0, lying in the set T,, It is known (see [76], Theorem 1, p. 330) that between the points W © 0, and the points A = T, we can establish a mutually unique and mutually continuous correspondence, Since the point W, is a regular point of the set © (W) =0, F (W) = 0, there exists he O, and an admissibleW & 0, mutually corresponding to it. Let us now assume the converse, i.e,, that the inequality ©” (W,) h < 0. is satisfied for an admissible h & 0). The functional ° (W) can be represented in the neighborhood 0, in the form ° (W) = © (Wy) + Ab? (Wo, W), (1.5.87) where admissible ’ € 0, (consequently, (W) = 0), A@" (Wo, W) = © (Wo) h +g" (Wo, W), ter U0 for [ajo and admissible 4 € 0. For a sufficiently small neighborhood 0, and corresponding to it neighborhood 0,, the sign of A® (W, W,) coincides with the sign of ©” (W,)h (if O” (W,)-h + 0). However, because of the assumption ©” (WW,) h< 0 and conse- quently for corresponding admissible W & 0, (® (W) = 0, we obtain © (WV) <©°(W,). Thus there exists an admissible point W, which does not coincide with W, and at which the functional ©° (W), under the condition ® (W) = 0, has a smaller value, However, this con- tradicts the assumption that W, is an admissible point of the con- ditional minimum of the functional ®°(W) under the condition ®(W)=0. Therefore, ®” (W,) h> 0 and consequently, because of (1.5.36), /F’ (W,)h>0 for any admissible h © B. Therefore, using1, GENERAL THEORY 73 (1.5.34), we obtain /F, (W (€))|e.. > 0 for any admissible family W (e). Therefore, Theorem 1 is proven. Proof of Theorem 2, Let us construct through point W, a reference hyperplane I to set M in such a manner that for points of set ¢ be- longing to the intersection of I and T, the condition o (W,) W = 0, Wet=IT, (1.5.38) is satisfied. Suppose that the equation of the hyperplane I has the form 1. (W) = 0, such that 4 (W,) = 0 and 4 (W) <0 when W & M., Since the point W, is an regular point of the manifold © (W) = 0,4 (W) =0, the linear manifold 7, is not contained completely in the hyper- plane Tr. It follows from (1.5.38) that if W, andW, belong to one and the same class T & B/t, we will have ®” (W,) W,= ©" (W,) Ws. Let us introduce the functional p (T) = ©” (W,) W, where Wis any element from 7. We then have |p (T)|=[O" (Wo) W |<] (W)||-I IL, hence, passing in the right-hand part of the last equality to the lower limit with respect to W © T, we obtain lo 7)|0 for We Mina manner quite analogous to the proof of Theorem 1 for the case when W, satisfies the condition F (W,) = 0.TA DISTRIBUTED CONTROL SYSTEMS The last inequality can be taken as an extended analog of Eq. (1.5.12), and the completion of the proof can be carried out analo- gously to the first part of the proof of Theorem 1. 6. OPTIMAL CONTROL OF SYSTEMS DESCRIBED BY INTEGRAL EQUATIONS Let us denote by D a certain regionin m-dimensional Euclidean space, We shall consider the vector function w = W (P) defined in region D,P&D, and assuming its values in a certain set of n- dimensional Euclidean space E, which is such that the set of func- tions w= W (P), PED, web creates a convex set with internal points in a certain Banach space [21]. Suppose also that the function K (P,S, w) is given and is defined on the direct product D xD x E,,, PED, SED, we E, and as- sumes its values in n,-dimensional Euclidean space En,. We shall consider integrals of the function K (P, S, W (S)) with argument S that changes in region D or in its certain subregion D,SD: (xe, S, W(S)) aS. (1.6.1) Suppose we are given the functional o = © Wy), (1.6.2) defined on elements of Euclidean space E,,, and the operator (func- tion) ®=0,y), (1.6.3) mapping the direct product space E, x E,, of pairs @, y),wE& En, y © Ey, into Euclidean space E,, of dimensionality n,. Let us set w=W(P), y= VP) =V KE, S, W(S)) ds. (1.6.4) Furthermore, suppose that P,; is a certain fixed point in region D.1, GENERAL THEORY 75 Then we can consider the functional =o ( K(P1, 8,W (S)) ds), (1.6.5) defined by the functions w = W (P), web, PED, For a variable point P &D the operator © = 0(W(P), | K(P,S,W(S))d8) (1.6.6) D can be considered an operator defined by the functions w = W (P), web, PED and acting in the function space D and assuming its values in the Euclidean space E,,. Let us consider the set M whose elements are the functions w= W (P), PED, w&b satisfying the condition (Ww (P), Jae, S, W(S)) dS) = 0, (1.6.7) where 0 is the null element of the space E,,. In this case Eq, (1.6.7) represents some set of integral equations that the vector function W (P) must satisfy. If the dimensionality n, Let us fix a certain point R & D and let us consider the region 6, @D whose volume is equal toe, e > 0. Suppose that when e— 6 the region 6, contracts toward point R, which belongs to 5, for any e>0. Let us now determine the family of functions W, (P), P © D that depends on the parameter e introduced above in the following man- ner: Wo(P) for PED/s; w for Ped, eae, W.(P) = { where D/é, is the difference between sets D and 6, and @ is an arbitrary point of the admissible set 6 of values of the function w = W (P) that satisfies condition (1.6.9). Further on we shall use the following important property of measurable functions. Suppose that fA (w) is a continuous function and w = W (P) is a certain measurable function, If the point R =D is a regular point of function W (P), then in the region 6, defined above the following relation is valid: 5 h (WW (P)) dP = eh (W(R)) ++, (1.6.13) where the periods denote a quantity of a higher order than e. Later on we shall assume that the point R with which the region 6, is associated and which appears in formula (1.6.12) is a regular point of function W (P), The family of functions W. (P) defined by78 DISTRIBUTED CONTROL SYSTEMS formula (1.6.12) is an admissible family. This follows from the fact that: (1) for e = 0 this family contains the function W, (P); (2) each function W, (P) for afixede is admissible; (3) applying equality (1.6.13) and taking into account the differentiability of the functional (function) ®° (y) and the function ® (w, y) with respect to the argu- ment y, it can be shown that this family is continuous with respect to « in the norm of the space of functions W (P) and the functions w(K Py $,7. (8) ds), |e (we(P), | K(P,S, We(P))as)| Ad (7.(P), \ K(P, 8, We(S))dS), pee which are continuously differentiable with respect to e, where A is any functional defined on this space and the operator © satisfies Eq, (1.6.11). According to Theorem 2 of the previous section, a linear func- tional A exists such that for the functional G(w) =o Jae S, W (S))48) — —Ao(W (P), \ Ke, Ss, W (S))ds) aha Dd the condition ZG (We (P) kag > 0 (1.6.15) is satisfied, Let us calculate the increment AG = G (W, (P)) — G(W,(P)) = A®®* — AAO, (1.6.16) where oo = o° Q K (Px)S, We(S)) dS) — (1.6.17) — °(\ K (Pi, 8, Wo(S))d8), 31, GENERAL THEORY 79 Ad = 0(W,(P), JKe, S, W.(S)) dS) — (1.6.18) —o (iP), | KS, Wo(S) ds). Using the property (1.6.13) we obtain A@s = eh? Qxens, Wo(S)) dS) (K (Pa, R, @) — 3 —K (Pi, R, Wo(K))] + 2 (8), v 20) where —~- > 0 when e—0, in again property (1.6.13) and condition (1.6.9) we find that A® = 0, (Wo(P), Jxe. S, Wo (8) dS) [K(P, 8, @) — = KP, R,Wo(R))1 + 1 (P, &), (1.6.20) (Ps or(P, €) where -+0 when e-+0 uniformly with respect to PED. Let us introduce the function I (R, w) defined by equality (1.6.8). Then AG in Eq. (1.6.16) can be written AG = e [TI (R,@) —TI(R, Wp (R))] + 2 (), (1.6.21) op aie) where ——-—> 0 when e>0. Baa both sides by e > 0 and passing to the limit whene — 0, we obtain, considering condition (1.6.15): T1(R, @) 0, In this case, considering (1.6.26), we have oy § K (Pa, S; Qo(S), Uo (S)) dS) x X Ky (Pay Ry Qo(R)» Uo(R)) Q(R) dR — JR) (QR), JKR, S, Qo(S), Ui o(S)) 4S)Q(R) dR — (1.6.32) —]¥R%4(00®) {K (RS, Q0(8), Uo (S)) 48) x x (KAR, 8, Qo(S), Uo(S)Q (S) 48 dR = 0. 3 Interchanging the order of integration in the last term of the previous equality as well as changing the sign before all its terms into the opposite and considering that the function Q (P) is arbitrary, we obtain Eq. (1.6.27). The theorem is proven. 7. SUFFICIENT OPTIMALITY CONDITONS FOR THE CONDITIONAL MINIMUM PROBLEM Let us assume that the operator ® appearing in Eq. (1.6.3) can be represented in the form Ow, =9@+L), (1.7.1) where 9 is a nonlinear function and L is a linear function, both de- fined on spaces E, and E,,, respectively [21]. Let us also assume that the functional ®° has the form ° (y) = L? (y), (1.7.2) where L° is a linear function defined on the space E,,.1, GENERAL THEORY 83 Under such conditions we can formulate a theorem that gives sufficient conditions for solving the following problem: to find an admissible function w = W (P), P =D, w&b where 6 is anarbitrary set of space £,.such that under the condition @(W (P)) + L(V K(P, 8, W(S)) dS) = 0, (1.7.3) 4 the functional o = 1 (ker, W (S)) a8) (1.7.4) assumes the minimum value. Theorem (sufficient optimality conditions): Suppose that anadmis- sible function w = W,(P), P =D, wb satisfies condition (1.7.3). Then, in order for the functional (1.7.4) to atiain its minimum un- der condition (1.7.3) it is sufficient that there exists a function N (P), P =D, that defines a linear functional A such that the func- tion T (Ry w) = —L°(K (Py, Ry) + (1.7.5) +) L(K(, R,w)W (P)) dP + @(@) N(R) d attains a maximum with respect to the argument w & b for almost allR =D whenw = W, (P), PED, we As is evident from formula (1.7.5), the function T (R, w) differs from the function IT (R, u) defined by equality (1.6.28) only in the last term @ (w) N (R). Proof. Let us take an arbitrary admissible function w = W (P), PeED,weEb satisfying condition (1.7.3). According to the condi- tion of the theorem we have T(R, W(R)) (| K (Ps, S, Wo(S)) dS). D D This completes the proof. 9. FUNDAMENTAL INTEGRAL EQUATIONS FOR OPTIMAL CONTROL OF SYSTEMS WITH DISTRIBUTED PARAMETERS In this section we derive the maximum principle without di- rectly referring to Theorem 1 of Section 5 of this chapter for an important practical case of optimization of a nonlinear functional characterizing the quality criterion of the operation of the system and its nonlinear control. Suppose that D, and D, are two regions in p- and s~dimensional Euclidean spaces, respectively. The state of the system is de- scribed by the function g = Q(P), P =D,. Under the action of the control u = U (S), S @D,, which assumes its values from the closed set ©, the state of the system changes according to a law of the form Q(P)= \ Ks, U(S))dS, (1.9.1) bs where K (P, S, u)is continuous with respect to S&D, anduca. It is required to find a control function u = U (P), PED, ueo satisfying Eq, (1.9.1) and minimizing the functional J= \ K°(S, Q(S)) dS, (1.9.2) by where K°(S, q) has continuous partial derivative with respect to q.86 DISTRIBUTED CONTROL SYSTEMS Suppose that u =U (S), SG&D,, u@o is the optimal control function and q = Q(P), P =D, is the optimal state trajectory cor- responding to it that minimizes the functional (1.9.2) by virtue of formula (1.9.1). Let us choose point R in region D, and let us take the region 6: D,, RE6&, the volume of which is equal to e > 0. Suppose as e— 0 the region 6, contracts toward point R belonging to 6, for any e> 0. As in Section 5, let us define the family of functions depend- ing on the parameter e: U(P) for PED/&, a for PEs, (1.9.8) vP)={ where u is an arbitrary point of set w. Suppose also that Ris a regular point of region D,; i,e., the condition (1,6,13) is satisfied for it. Then as a result of application of (1.9.3), the function Q (P) will receive an increment AQ (P) determined by the formula AQ (P)= K(P,S, U;(P))dP — \ K(P,S,U (P))dP = bs =) [K(P, 8, Ue(P))—K (P, 8, U (S))1dS = (1.9.4) =e Ik (PS, w) —K(P,R,U (R)1 +6), s(e) e where Since for u = U (S) and q = Q (P)the functional (1.9.2) attains a minimum, we can write the inequality 0 as e0 uniformly forP =D,. { K(S, Q (8) +4Q (8) 48 — | K™(S, Q(S))dS= b Dn (1.9.5) [K®(S, Q(S) + 4Q(S)) —K"(S, Q(S)1 aS > 0. bees Substituting AQ (S), determined from (1.9.4), into (1.9.5) and ex- panding in a series with respect to the parameter e > 0, we obtain feng) [K(S, R, @) —K(S,R,U(R))]1+51(e)>0, (1.9.6)1, GENERAL THEORY 87 where because of condition (1.9.4) 2), 9 as e—0. Let us assume that the integral | REO) Ks, R, wads (1.9.7) dy : does not vanish for almost all R =D,(the necessary condition for this is that K} (S, Q (S) does not vanish) for optimal functiong = Q (S); let us divide by e > 0; passing to the limit, we obtain { #26) TK (S, RW) —K(S,R,U(R)1dS>0, (1.9.8) 3, hence we have OK°(S, Q(S) me \ 2528) K (8, R, dS > ‘ 8K(S, Q(S) (2.9.9) > J FE LO KS, RU (RYas. bs The last inequality signifies that the function T1(R, u) = _ HE BOK (5, R, u) dS (1.9.10) attains a maximum with respect to the variable u, which belongs to the set , for almost all R&D, when u=U (P), PED, wea, with g = Q(S), S@D,. Thus the following theorem is proven. Theorem 1: In order for the functional (1.9.2) to attain a minimum foru=U (P), PED; uo andg = Q(P), P =D, corresponding to it by virtue of formula (1.9.1) it is necessary that for u =U (P) the Junction Nl (R, u), defined by equality (1.9.10), attaina maximum with respect to the argument u, which belongs to the set w, for almost aR ED,. In an exactly analogous manner we can prove the validity of this theorem in the case when the state of the controlled system is88 DISTRIBUTED CONTROL SYSTEMS denoted by the vector Q(P) = (Q,(P),.-.., Qn (P)) and the control function is also a vector function U (P) = (U, (P), U, (P)) that assumes its values from some closed set o of an r-dimensional Euclidean space E,. In this case, K (P, S, u) is a n-dimensional vector: K (P,S, u) = (Ki (P, S, u), .. . Ka PS, 0). Let us now proceed to the derivation of the integral equations that determine the optimal control for an important specific prob- lem of optimization [15]. Let us discuss acontrolled system whose state at each instant of time ¢,0 (Aa Ay) x x ( ae x sign[) | Q° () —@ (eT) sign (Q"()—Q (eT) x 9.15) 3 x K(x,T, idx, O0,0<¢1. (1.9.28) 3 By the change of variables t =x n=y— {v (s)ds, t=4, (1.9.29) ° Eq. (1.9.21) can be reduced to a one-dimensional equation of heat conductivity. Making use of the existence of the weight functions of the system and returning to the original variables, we find that the solution Q (x,y, ¢) of the problem (1.9.21)-(1.9.25) can be repre- sented in the form t Q(x, y, A) =([K@ y, t, t)u (x) de. (1.9.30)92 DISTRIBUTED CONTROL SYSTEMS Averaging over x within the limits from 0 to S, we obtain t Gy, t) =Sey, t, t) u(t) dr, (1.9.31) o where k (y, ¢, t)is the K (x, y, t, t) averaged over X, i.e., s ky th d= ALK yt ade. (1.9.82) Thus, from the condition of the minimum of the functional (1.9.28) we have obtained formula (1.9.31), which is entirely analogous to relation (1.9.11). Consequently, in this problem also the optimal control u (é) must satisfy an integral equation of the type (1.9.16), where the function & (y, ¢, 1) must appear in place of the function K (x, ¢, 1). The methods of solving this fundamental integral equation will be discussed in Chapter 4. Now we shall discuss in greater detail the problem of minimiz- ing the functional J defined by equality (1.9.12) fory = 2. In the region D@<¥<1,00, for example, for 0 1 and the nth derivative f (tf) of which satisfies the condition [Fe (O |< arr (2), (1.9.34) where A is a positive constant andr (#)i is a gamma function with half-integral argument. We can verify that the function (forS = 1,4 = 1) an Gar (1.9.35) is a solution of the system (1.9.18)-(1.9.20) for ty (t) = + a0 be t) tO] = =1 (1.9.36)94 DISTRIBUTED CONTROL SYSTEMS Hence it is evident that any control a, () = u(t) + pu is optimal since, having chosen the quantity p sufficiently small, we can satisfy the condition |u, (f)|< 1. It follows from the above argument that in the case when the optimal control is unique its magnitude must necessarily be identi- cally equal to unity, |u (| = 1, since in general in the contrary case we can readily construct an infinite set of optimal controls. In the general case the condition |u(f)| = 1 also does not guarantee the optimality of the control u (t). However, it can be shown that if optimal control is piecewise constant and | u (#)|/=1, then itis unique [46]. In general, if the control |u ()| = 1, it will be nonunique only in the case of existence of another controlv (t) =0 such that v ()u () > 0 and v (é) gives a solution to the infinite-dimensional problem of moments where p, are eigenvalues of the system (1.9.18)-(1.9.20). Yegorov was the first to establish [46] the interesting fact that with the aid of the restricted control function |u (|< 1 itis possible to ‘fall’? exactly into the constant distribution; i.e., for a nonzero initial condition it is possible to realize in a finite time T the equality Q(x%,T)=0, OS x< 1. (1.9.37) This fact was not evident earlier, In order to prove this asser- tion let us take for the control u (f) the function ‘ “(= PV@a&+— DO [gemgr+ ar] (9.98) ce J o where f () is the same as in (1,9.34), and p is such that|u |< 1.1. GENERAL THEORY 95 To this control corresponds the solution of the problem (1.9.18)- (1.9.20): t ° Qe 0= PI @d&+p Derg =e (2.9.39) ; ot 1 Q(x I= p\ F (&) d& = const. (1.9.40) 0 If we attempt to construct a control u (t) as defined by formula (1.9.38) with whose aid we can obtain condition (1.9.37), we shall see that the function u (t) has an infinite but denumerable number of instants of switching 4,,f,..., isolated from each other, at which its value changes from +1 to — 1 or vice versa, The points 4, %,... accumulate in the right-hand end of the interval, after which u (f) = 0. Let us now elaborate on the type of functions f (#) that could serve for constructing the restricted control u (f) with whose aid from a uniform zero initial temperature distribution we can obtain a uniform nonzero distribution in a finite time, for example, from Otol. For simplicity let us discuss the case when a = ©; i.e., the temperature of the surface of the body serves for the controlling action Q (f,0) = u(t‘). Then the desired control will have the form ' « e= FQ +p DIO gar 9-41) ; a McCausland has shown in his dissertation [135] that we can take for f (tf) the function (=e F8 - Since it is difficult in general to calculate the derivatives of this function, we have determined numerically several first deriva- tives of this function as well as the integral appearing in the ex- pression for u (f), The data obtained have served for constructing the corresponding curves [135].96 DISTRIBUTED CONTROL SYSTEMS Since the function /, () assumes very small values, the quantity p can be taken as equal to e', Then the maximal value of the function pf, (#) is equal to 1 when ¢ = 0.5. Figure 5 shows curves of the following functions: t @ pSh@ db) Ph /2, : © PROAL — @ pf O/6. FIG. 5. Using the curves of these functions we can graphically con- struct the corresponding approximations for the control u (f) (Fig. 6). Examining these curves, we can conclude that adding each new term to the sum of the preceding terms increases by one the num- ber of oscillations of the function u (t) about the limiting level equal 1 top| fi (dt. é We can therefore expect that the function u (/), determined by an infinite series, will have an infinite number of oscillations close1, GENERAL THEORY 97 to the limiting level. By directly calculating the distribution ob- tained under the action of the controls, we can see that the tem- perature distribution will in fact be close to a uniform distribution 1 corresponding to the temperature p §/, (A) dt. d 4 a 26 (ayer a, (ayetB)ete) as taretbyetcrd) a, a a a ww FIG. 6. For the second function f (f) we can consider a function of the form [135): hae men Figure 7 shows a curve of the corresponding control : 2 =p MEd +0 DO ap : = The function u (1) obtained possesses an advantage over the pre- viously considered function in that it has a much smaller ratio of the maximum value to the value of the established temperature,98 DISTRIBUTED CONTROL SYSTEMS wit) Although the last remarks were Me) based on approximate calculations, they give an indication of the character of mM) the control functions with the aid of which we can obtain a uniform distribu- ai tion in finite time. ane We note that everything stated above remains in force if the functional J (u) ‘0H is replaced by a functional of the form ae 1Q@(%, 7) — Cla, 0 @ i &@ @ wv % where Bisa space of the formC™ (0,1), Ly (0,1), WYO, 1), etc., =0,1,...50 = 1, FIG. 7. 2,...;p> 1. Then in spaces with a uniform convex sphere the values of Q (x, T) for an optimal control are determined uniquely. Yegorov in the same investigation [46] has discussed the problem of optimal control using the system (1.9.17), (1.9.19) in which in place of minimization of functional (1.9.33) it is required to minimize a function that depends not only on the distribution Q (x, f) but also on the control u (t): 1 ' J=figw—@e, TPrde+ Bl wae. (1.9.42) ; 3 For this problem there exists a unique optimal control u (¢). The proof of the existence of the optimal control u (t) is entirely analogous to the proof of the existence of the optimal control in the preceding problem, The uniqueness of the optimal control follows from the equality \ J(u) + J (ua) = 7 (SF) + F017, 2) — . ® (1.9.43) — Q(T, ode + $4 [ur (2) — ua (FP dt. o In fact, if u, (¢) and u, (t)are optimal controls, i.e., J (u:) = J (us) = inf J(u), wie1. GENERAL THEORY 99 then from 1, (¢) $£ u, (f) it would follow that J (24) < J(u), (1.9.44) and this is impossible. Now we shall proceed to the derivation of the maximum prin- ciple for the case of a more complicated controlled system than the one described by Eq. (1.9.11). We shall consider the controlled system whose state is characterized by the vector function Q (P) (1.9.45) 2-0 | Qn (P) where P is a pointinacertain m-dimensional region D of Euclidean space (4;,.. -, Ym) [15]. The control actions are described by the vector function U=U(P), (1.9.46) where the pointP =D. We shall assume that the components of U (P) are functions U, (P), i=1,...,7, and are measurable, bounded and square inte- grable functions of P and take their values from some admissible set @, In particular, the case of importance is when o is a closed region of some r-dimensional Euclidean space. Each such vector function U = U (P) that has values in the space we shall call a control function, A broad class of controlled systems can be described by non- linear integral equations of the form Q(P)= \xe, S, Q(S), U(S)as, (1.9.47) where Q(P) and U (P) are defined by Eqs. (1.9.45), (1.9.46), and K (P,S, Q,U) is a vector function with four vector variables: K(P, S, Q, U) (1.9.48)100 DISTRIBUTED CONTROL SYSTEMS The functions K; (P,S, Q, U), i= 1,2,..., 1 belong to the class L, and have continuous partial derivatives OK; __ OK, (P, 8, QU) a, ~ 8G; (1.9.49) Let us introduce the square matrix OK __ j9K;(P, S, QU) | | io = 3G; (1.9.50) Here and in the rest of this section the subscript i indicates the row number and the subscript j the column number of the matrix. The problem of optimal control of a system with distributed parameters can be now formulated in the following manner. Suppose that the functional J=0(, (1.9.51) is defined on the set of states Q = Q (P) and controls U = U (P)re- lated by integral equation (1.9.47), where \ Fils, Q (8), U(S))ds D 7 : (1.9.52) \ Fe (S, Q(S), U (S)) dS > =| F(S, Q(S), U (S)) dS. > The functions © (z) and F, (S, Q, U), s=1,..., &, are continuous and have continuous partial derivatives with respect to the argu- ments z and Q, respectively. It is required to find in the class of admissible controls a con- trol U =U (P), P©&D, U &o for which the functional / assumes the smallest possible value. The solution of the problem can be based on the following theorem. Theorem 3: Suppose that U = U (P), U Ga is an admissible con- trol such that because of Eq.(1.9.47) the matrix function M (P, R) = |My (P,R)|, i,j =1,2,...,n, satisfies the integral equation (linear with respect to M (P, R))1. GENERAL THEORY 101 M(P, R)-+ OK (P, Ry ge. CR ee AK (S, Ry V(R UR) go 3Q Goa (116168) Then jor optimality of U =U (§S) it is necessary that for all fixed values of the argument S ED the function Nl (S, U) forU Go: an (re. Q(P), U (P))aP ) n(s, U)=— 43 F(S, Q(S), U)— eee \ oF (P, AP), U (P)) +9,54) i ao (J F(P, Q(P), U (P) aP) (1.9.54 @ ag - x[K(P, S, Q(S), U) — MIP, R)K(R, 8, QS), U)dR EP 3 attain a maximum, i.e., the equation sup IT (S, U) = I1(S, U (S)) = H (S), (1.9.55) is satisfied for almost all S ED, i.e., the function H (S) is defined as the last upper bound of the function (S, U) with respect toU Go Sor a fixed value of S, and since the function (S,U) is continuous with respect to U, we have 4H (S) = max I1(S, U). (1.9.56) The theorem. makes it possible to set up a system of equations that are satisfied by the optimal control, Proof. Let us assume that there exists the optimal control U =U (8S), SED,U Ee and the optimal state Q = Q (S) such that by virtue of Eq, (1.9.47) the functional / attains its minimum value. Let us fix an arbitrary point P’ that is a regular point for the control U =U (P), and let us surround this point with a certain region A whose volume tends to zero when the diameter of this region 6 tends to zero.102 DISTRIBUTED CONTROL SYSTEMS Let us now define a control 0 = U (S), which can be obtained by perturbation of the optimal control U = U (S): U(S) for SED/A, U(S)= yo for SEA, (1.9.57) where V is an arbitrary point of the region of control o. Let us calculate the value of the functional J from the perturbed control (1.9.57) with an accuracy to infinitesimals of higher orders with respect to « where e>0 is a parameter that tends to zero simultaneously with the diameter 6 of the region A: JG) =0(\ FU, QS) +40 (9, DUS) 4) = , = 0(f FS, 99), U(spds+f ME GLEY x 9.58) D x AQ (S) dS + # (FIP, Q(P’), VFR’, QP’), ULP))))- Here the increment AQ (S), obtained by varying the perturbation of the optimal control U (S)in Eq. (1.9.47) with an accuracy to in- finitesimals of higher order than e, satisfies the inhomogeneous integral Fredholm equation 80 (P) = © (KP, PY QP), VK, PP UPN 9.59) +f HES 91S). US) ag (Sy as eae s linear with respect toAQ (S). As is known [112], the solution of this equation with respect to AQ (P) can be obtained from the expression AQ (P) = e{K(P, P’, Q(P’), V) —K(P, P, Q(P'), U(P)— - Jae, S)LK(S, P', Q(P'), V)—K(S, P’,Q(P'), U(Pyias}, el where the matrix function M (P, S) satisfies Eq. (1.9.53). Substituting value of AQ(P) from Eq. (1.9.60) into expression (1.9.58) and expanding the function ® in a series with respect to e,1. GENERAL THEORY 103 we obtain JO (S) = of Kes, Q(s), U(S) aS) + an (J K(s, QS), U(S)s) (¢ + ee | x [K (P, P’, Q(P), V)—K(P, P’, Q(P'), U (P') — mi \m (P, S)(K(S, P') Q(P), V)—K(S, P, Q(P') OF (P, QP), UP) 0Q (1.9.61) U (PY) dS|aP+F(P’, Q(P'), V)—FIPY, Q('), UPD}. Since the functional J assumes the smallest value, the principal part of the increment of this functional obtained when perturbing the control U = U (P) will always be nonnegative, i.e., AJ =s GF (P) —I UP) >0. (1.9.62) Substituting in (1.9.62) expression (1.9.61) in place ofJ (0 (P)) and taking into account (1.9.54), we obtain the result that the prin- cipal part of the increment of the functional can be represented as AJ = e [1 (P’,V) —T1(P’, U (P) > 0. (1.9.63) Multiplying both parts of the inequality by — 1 and dividing by e> 0, we obtain @’,V) OF (Sy Q(8). U(S))] 3Q de (1.9.66) xM(P, 8) dP Changing the order of integration in expression (1.9.54) for the function IT (S, U), we can easily see that the function IT (S, U) can be written as am {F(P, Q(P), U(P)) aP 1(S, U) = -—4-—_4, ———- F (8, Q(8), U) + alsleh +INPKE, S, Q(S), U)AP. 3 Rearranging the second term in (1.9.54) gives ao (eer. Q(P), U(P) aP) ( oz D * [KP P’, Q(P’), U)— Me, R)K(R, P’, Q(P’), uy aR |aP = aF (P.Q(P),U(P)) 0Q 5 an (jx (P, Q(P), U(P))dP) (= (P, Q(P), UP), oz 3 0Q XK(P, P',Q(P), ur {[f OEP. GP) IPI). D xM(P, R)dP]K(R, P’, Q(P"), U) dR} = a ({ K(P, Q(P), U(P)) dP) » Oz — (ee. ta YP) mp, R)aP| x db [ee Q(R), UR) __ aQ b x K(R, P’, Q(P), U) dP = VN (RYK(R, P’, Q(P)), U)AR. bd1, GENERAL THEORY 105 Let us show that the function N (S) defined by Eq. (1.9.66) must satisfy an integral equation that is analogous to Eq. (1.6.27). Let us multiply both parts of the first of Eqs. (1.9.53) by SEP gD and let us integrate over the region D with respect to the variable P, changing the order of integration in the right-hand side: OF (P, 5 P. QP) UPD cp, 9) ap + OF (P_Q(P), U(PY) AK (P, S, Q(S), U(S) yp — + 5 ag aQ ee at OF (P, Q(P), U(P)) OK(R, S, Q(S), U(S)) = MM OE EY MP, RyaP] KES 28. US) gp, Let us transfer the second term from the left-hand side of the latter equation to the right-hand side and let us represent the dif- ference of the integrals as an integral of the difference. After this OF(S, Q(S), U(S)) , 4Q we add and subtract the quantity in the left-hand side of the obtained equation and then multiply both sides of this equa- ao (Jr(r, QP), uipydP) tion by ——7z0 In the end we obtain a0 ({ F(P, Q(P), U(P))dP) B (OF (P, Q(P), UP) % [\ ogee AF (S, Q(S), U(S)) xM(P, 8) dP —SE Co) UCN) 5. a@ (J F(P, Q(P), U(P) aP) aD OF (S, Q(S), U(S)) _ (1.9.68) es ee ee an (f F(P, Q(P), U(P)) dP) D OF (P, Q(P), U(P)) a [\ ano eeae — GFP, Q(P), UP) OK (Ry S, Q(S), U(S)) xM (P, R)dP 46 ] AES ES) US) ap, Now, using the definition (1.9.66) of the function N (S), Eq. (1.9.68) can be rewritten in the form106 DISTRIBUTED CONTROL SYSTEMS aw ({ K(P, Q(P), U(P)) dP) p OF (S, Q(S), US) N (+ 2, 2 GS). US) OK (R, S, Q(S), U(S) =SvR) K(R, Fie (S) gp, B (1.9.69) and this coincides exactly with integral equation (1.6.27) if itis written for the problem under discussion. Thus the theorem can be restated in the following manner, Theorem 4: Suppose that U = U (S), U Go, S EDis anadmissible control such that because of Eq. (1.9.47) the function N (S) satis- Sies integral equation (1.9.69). Then for the optimality of the control U = U (S) it is necessary that for almost all fixed values of the argument S &D the function am ({ F(P, Q(P), U(P)) dP) oe ne es a'e.70) + (N(P)KIP, S, Q(S), U) dS a of the variable U & o attains a maximum. It is easy to see that the problem discussed in the beginning of this section is a special case of the problem just discussed. This special case occurs when the function K (P, S, U), which appears in (1.9.1), is independent of the variable Q. In this case the unique matrix function satisfying Eq. (1.9.53) will be the function M(P,R)=0 forany PED, RED, Applying Theorem 4 formulated above we obtain the result that for almost all fixed values of the argument R the function I (R, u), as defined by Eq, (1.9.10), attains a maximum with respect to the variable U Go, We shall now show how to apply Theorem 4 to derive the con- ditions of the maximum principle for ordinary differential equations with free right end. The statement of the problem of optimal control is as follows. It is required to find the minimum of the functional1, GENERAL THEORY 107 J(q, a) =(F9(q, uw) dt he subject to the following conditions: a) q (f)and u (f)are related by the set of equations 4 7(q, us (1.9.71) b) 9 (t) = 90, Where q is a fixed vector from E,; c) the values of u (f)belong to some fixed set D C E,; d) to be specific, we discuss the problem with fixed time; i.e., we assume that /, and ft, are given. We assume that f (9, u) is a vector function that is continuously differentiable with respect to q and continuous with respect to uw. F°(q,u) is continuously differentiable with respect to both vari- ables, Let us initially prove the following lemma, Lemma: Suppose that the matrix functions \ (t, t) and v (t,t), t and 1 & It), t] are connected by the relationship (see Eq, (1.9.53)): * a, D+v, 0) =(nl, ©, 0) dd. If the function v (t, x) is defined by the equation {v for 4 >t>t> to; YEO= 10 for St >ldb, (1.9.72) where (1) is square integrable on [t,,t,], then forty >t>t >t the function'y (t, t) satisfies the equation t w(t, +96) = Nae 0) d05(t) (1.9.73) and for t,>t>t>t nd, =0. (1.9.74)108 DISTRIBUTED CONTROL SYSTEMS Proof, Let us examine the case when /¢, > ?f=>t->f,. Then obvi- ously the function p (f, t) must satisfy the equation 4 1G) +9) =ln(4,0)d09(0). Let us now discuss the case when /, > t >?¢ > f,. We obtain nt, 1) =\ (nl, 8) a0. (1.9.75) For each fixed ¢ this equation is the Volterra integral equation. By virtue of the assumption of square integrability of the function ¥ (t) on [f,, 4], and consequently the uniqueness of the solution of Eq. (1.9.75), we obtain #1) =0forr4>t>tah. (1.9.76) Now we shall proceed to the derivation of the conditions of maxi- mum for problem (1.9.71) with free right end. The region D represents a segment [f,,¢,] and the points P and S we denote by f and t, respectively. We shall rewrite the differential equation (1.9.71) inthe form of an integral equation, assuming for simplicity zero initial condi- tions, f(/,) = 0. We obtain 4 qM= (KU T(t), u(t) dt, oth, (1.9.77) i where Kit -{oe for 4 >t>t> bo; tm Oe tons. esn The function ® (z) in this problem is identically equal to z,, and z, must be equal to the quantity 2 =(Fo(q (x), u(n)ar.1. GENERAL THEORY 109 & Therefore °@@ — (i-0,..., 0) and FO 0 oe o| where F° (g, u) is a scalar function. The function I (S, U) defined by Eq. (1.9.70) has the form ty T(t, u) = — F° (q(t), u) + \weke, t,q(t),u)dt, (1.9.78) where the vector function N (t) by virtue of (1.9.69) satisfies the equation 4 N+ Pao, 2) = \w (2) gO, 8) ge, (1.9.79) Hence, taking into consideration Eq, (1.9.77), we obtain 4 T1@, w) = —F°(q(t), uw) +\N (t)dt/(q(), 4), or Né@wy=-P@d.4 +vOfa,y, (1.9.80) where t w(t) =)\¥ eae. (1.9.81) It now remains only to show that the vector function» (/) satis- fies almost everywhere on the segment [f,, f,] the differential equa- tion bay 2h -% (1.9.82)110 DISTRIBUTED CONTROL SYSTEMS with the terminal condition yp (f,) = 0. The last condition obviously can be obtained from (1.9.81). Let us now calculate the derivative function (f)using formula (1.9.81): pO= VO. (1.9.83) On the other hand, from Eq. (1.9.79) according to (1.9.77) we can obtain t N+ 28a, wl) =\n@ar 20-20) 4.9.84) ; Substituting into this equation the expression for N (f) accord- ing to Eq. (1.9.83) and using Eq. (1.9.81) we arrive at Eq. (1.9.82). Thus the maximum principle for problem (1.9.71) with the free right end of the trajectory is fully proven, Analogously we can dis- cuss the case when the right end of the trajectory is either com- pletely or partially fixed or satisfies supplementary constraints (e.g., it lies on a certain surface inthe phase space). However, for this it is generally necessary to apply stronger theorems, €.g., the first theorem of Section 1.6 of this chapter. Let us now discuss the problem of the time optimal heating of a plate (1.9.17)-(1.9.20). With the aid of control concentrated on the boundary, it is required to obtain the given temperature distribu- tion exactly or with specified accuracy in the minimum time [22]. Reference [46] presents a detailed investigation of this practical problem. In particular, the following theorem is valid. Theorem 5: Suppose there exists an admissible control u (t)(\u |< l) such that the distribution Q (x, t), which corresponds to it by virtue of the set (1.9.17)-(1.9.20), lies in the e-neighborhood of the given distribution Q (x) S Ly (0, 1), tes [Q" (x) — Q (x, T)Pdx 0 the optimal control has only a finite num- ber of sign reversals.