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==Método de Newton para búsquedas en Línea en el espacio de Hilbert <math>(L^2)^3</math>. ==
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=1 Introducción=
  
'''Jorge López López'''
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En optimización, la estrategia de búsqueda en línea es uno de los enfoques iterativos básicos para encontrar un mínimo local <math display="inline">\displaystyle v^{*}</math> de una función objetivo <math display="inline">\displaystyle f:\mathbb {R} ^{n}\to \mathbb {R}</math>.  El enfoque de búsqueda en línea primero supone conocida una aproximación previa <math display="inline">u</math> para <math display="inline">v^*</math> y encuentra una dirección de descenso <math display="inline">w</math> a lo largo de la cual la función objetivo <math display="inline">\displaystyle f</math>  será minimizada y entonces esto  determinará qué tan lejos <math display="inline">u</math>  debe moverse a lo largo de esa dirección. Este tamaño de paso está asociado con un mínimo local de la restricción de <math display="inline">f</math> a la recta de búsqueda. Al problema de encontrar este tamaño de paso se le llama un problema de búsqueda en línea, es decir, es un problema de minimización con  restricciones de la forma
  
==Resumen==
 
  
'''Este trabajo trata sobre la aplicación del método de Newton para resolver un problema de búsqueda en línea asociado con la minimización de un funcional definido en el espacio de Hilbert <math>(L^{2}(0,T))^3</math>, con <math>T</math> un tiempo final dado. El funcional es parte de un problema de control de un circuito de 3 juntas de Josephson modelado por un sistema de tres ecuaciones diferenciales ordinarias no lineales dependientes del tiempo. El problema de control se puede resolver con el método de gradiente conjugado, dentro del cual se deben resolver problemas de búsqueda en línea como el descrito en este trabajo. Se describe tanto el caso continuo como su versión discreta para lo cual, las funciones en <math>L^{2}(0,T)</math> se aproximan por funciones lineales por pedazos y los sistemas diferenciales ordinarios se resuelven con el método de Euler Explicito.'''
 
 
''Palabras clave:''  Método de Newton, Búsqueda en línea, Espacio de Hilbert, Euler Explícito.
 
 
==1 Introducción==
 
 
En optimización, la estrategia de búsqueda en línea es uno de los enfoques iterativos básicos para encontrar un mínimo local <math display="inline">\displaystyle v^{*}</math> de una función objetivo <math display="inline">\displaystyle f:\mathbb {R} ^{n}\to \mathbb {R}</math>.  El enfoque de búsqueda en línea primero supone conocida una aproximación previa <math display="inline">u</math> para <math display="inline">v^*</math> y encuentra una dirección de descenso <math display="inline">w</math> a lo largo de la cual la función objetivo <math display="inline">\displaystyle f</math>  será minimizada y entonces esto  determinará qué tan lejos <math display="inline">u</math>  debe moverse a lo largo de esa dirección. Este tamaño de paso está asociado con un mínimo local de la restricción de <math display="inline">f</math> a la recta de búsqueda. Al problema de encontrar este tamaño de paso se le llama un problema de búsqueda en línea, es decir, es un problema de minimización con  restricciones de la forma
 
 
<span id="eq-1"></span>
 
 
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| style="text-align: center;" | <math>\left\{\begin{array}{c}Min\hbox{ }f(v) \\ \hbox{sujeto a } v =u -\rho w , \forall \rho  \in \mathbb{R};u ,w \in \mathbb{R}^{n} ,\end{array}\right. </math>
 
| style="text-align: center;" | <math>\left\{\begin{array}{c}Min\hbox{ }f(v) \\ \hbox{sujeto a } v =u -\rho w , \forall \rho  \in \mathbb{R};u ,w \in \mathbb{R}^{n} ,\end{array}\right. </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (1)
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que también se puede escribir como
 
que también se puede escribir como
  
<span id="eq-2"></span>
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<span id="eq-1"></span>
 
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{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>Min_{\rho  \in \mathbb{R}}\hbox{ }f(u -\rho w) .  </math>
 
| style="text-align: center;" | <math>Min_{\rho  \in \mathbb{R}}\hbox{ }f(u -\rho w) .  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (2)
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| style="width: 5px;text-align: right;white-space: nowrap;" | (1)
 
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|}
  
Aquí la recta de búsqueda es la recta que pasa por <math display="inline">u</math> y tiene (por conveniencia, para nuestras posteriores aplicaciones) la dirección <math display="inline">-w</math>.  Como ya se dijo, una de las áreas donde surgen problemas de búsqueda en línea son los métodos iterativos para minimizar localmente una función <math display="inline">f :\mathbb{R}^{n} \rightarrow \mathbb{R}</math> sin restricciones. En cada iteración <math display="inline">i</math> debe resolverse un problema de búsqueda en línea de la forma ([[#eq-2|2]]), para <math display="inline">u</math> y <math display="inline">w</math> conocidos. Si denotamos con <math display="inline">\rho _{i}</math> a la solución del problema de búsqueda en línea de la iteración <math display="inline">i</math>, se toma a <math display="inline">v_{i} =u -\rho _{i}w</math> como la nueva aproximación para el mínimo de <math display="inline">f</math>. La solución de los problemas de búsqueda en línea se puede aproximar por una variedad de métodos numéricos <span id='citeF-1'></span>[[#cite-1|[1]]], entre ellos el método de Newton. Si definimos <math display="inline">g(\rho )=f(u -\rho w)</math> entonces la solución del problema ([[#eq-2|2]]) es equivalente a la solución del problema en <math display="inline">\mathbb{R}</math>
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Aquí la recta de búsqueda es la recta que pasa por <math display="inline">u</math> y tiene (por conveniencia, para nuestras posteriores aplicaciones) la dirección <math display="inline">-w</math>.  Como ya se dijo, una de las áreas donde surgen problemas de búsqueda en línea son los métodos iterativos para minimizar localmente una función <math display="inline">f :\mathbb{R}^{n} \rightarrow \mathbb{R}</math> sin restricciones. En cada iteración <math display="inline">i</math> debe resolverse un problema de búsqueda en línea de la forma ([[#eq-1|1]]), para <math display="inline">u</math> y <math display="inline">w</math> conocidos. Si denotamos con <math display="inline">\rho _{i}</math> a la solución del problema de búsqueda en línea de la iteración <math display="inline">i</math>, se toma a <math display="inline">v_{i} =u -\rho _{i}w</math> como la nueva aproximación para el mínimo de <math display="inline">f</math>. La solución de los problemas de búsqueda en línea se puede aproximar por una variedad de métodos numéricos <span id='citeF-1'></span>[[#cite-1|[1]]], entre ellos el método de Newton. Si definimos <math display="inline">g(\rho )=f(u -\rho w)</math> entonces la solución del problema ([[#eq-1|1]]) es equivalente a la solución del problema en <math display="inline">\mathbb{R}</math>
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<span id="eq-3"></span>
 
 
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{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>Min_{\rho  \in \mathbb{R}}\hbox{ }g(\rho ) .  </math>
 
| style="text-align: center;" | <math>Min_{\rho  \in \mathbb{R}}\hbox{ }g(\rho ) .  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (3)
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|}
 
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Para resolver este problema buscamos los valores donde la derivada de <math display="inline">g</math> se hace cero, es decir, resolvemos (por el método de Newton) la ecuación
 
Para resolver este problema buscamos los valores donde la derivada de <math display="inline">g</math> se hace cero, es decir, resolvemos (por el método de Newton) la ecuación
  
<span id="eq-4"></span>
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{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>g'(\rho ^{*})=0 .  </math>
 
| style="text-align: center;" | <math>g'(\rho ^{*})=0 .  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (4)
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Tenemos que
 
Tenemos que
  
<span id="eq-5"></span>
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{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>g'(\rho )=-Df(u-\rho w;w)=-\nabla f(u-\rho w)\cdot w ,  </math>
 
| style="text-align: center;" | <math>g'(\rho )=-Df(u-\rho w;w)=-\nabla f(u-\rho w)\cdot w ,  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (5)
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|}
 
|}
  
 
donde  <math display="inline">Df(v;w)</math>  denota la derivada direccional de <math display="inline">f</math> en <math display="inline">v</math> en la dirección de <math display="inline">w</math>. Así que por comodidad definimos
 
donde  <math display="inline">Df(v;w)</math>  denota la derivada direccional de <math display="inline">f</math> en <math display="inline">v</math> en la dirección de <math display="inline">w</math>. Así que por comodidad definimos
  
<span id="eq-6"></span>
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{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>H(\rho )=-g'(\rho )=Df(u-\rho w;w)=\nabla f(u-\rho w)\cdot w  </math>
 
| style="text-align: center;" | <math>H(\rho )=-g'(\rho )=Df(u-\rho w;w)=\nabla f(u-\rho w)\cdot w  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (6)
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y resolvemos la ecuación
 
y resolvemos la ecuación
  
<span id="eq-7"></span>
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{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>H(\rho ^{*})=0,  </math>
 
| style="text-align: center;" | <math>H(\rho ^{*})=0,  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (7)
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| style="text-align: center;" | <math>\rho _{i +1} =\rho _{i} -\frac{H(\rho _{i})}{H^{ \prime }(\rho _{i})} ,i =0 ,1 ,2 , . . . . </math>
 
| style="text-align: center;" | <math>\rho _{i +1} =\rho _{i} -\frac{H(\rho _{i})}{H^{ \prime }(\rho _{i})} ,i =0 ,1 ,2 , . . . . </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (8)
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En este trabajo extenderemos estas ideas para aplicar el método de Newton a un problema de búsqueda en línea pero donde los elementos <math display="inline">u</math> y <math display="inline">w</math> aunque conocidos, pertenecen al espacio de Hilbert <math display="inline">(L^{2})^3</math> y no a <math display="inline">\mathbb {R} ^{n}</math>. En este contexto, este artículo es una continuación o extensión de lo expuesto en <span id='citeF-2'></span>[[#cite-2|[2]]].
 
En este trabajo extenderemos estas ideas para aplicar el método de Newton a un problema de búsqueda en línea pero donde los elementos <math display="inline">u</math> y <math display="inline">w</math> aunque conocidos, pertenecen al espacio de Hilbert <math display="inline">(L^{2})^3</math> y no a <math display="inline">\mathbb {R} ^{n}</math>. En este contexto, este artículo es una continuación o extensión de lo expuesto en <span id='citeF-2'></span>[[#cite-2|[2]]].
  
==2 Descripción del problema==
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=2 Descripción del problema=
  
 
Los problemas de búsqueda en línea en que estamos interesados aquí son del tipo
 
Los problemas de búsqueda en línea en que estamos interesados aquí son del tipo
  
<span id="eq-9"></span>
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<span id="eq-2"></span>
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>\left\{ \begin{array}{c}\hbox{Encontrar }\mathbf{\rho ^*}\in \mathbb{R},\hbox{ tal que } \\  J(\mathbf{u}-\rho ^* \mathbf{w})\leq J(\mathbf{u}-\rho \mathbf{w}),\forall \rho \in \mathbb{R},\end{array}\right. </math>
 
| style="text-align: center;" | <math>\left\{ \begin{array}{c}\hbox{Encontrar }\mathbf{\rho ^*}\in \mathbb{R},\hbox{ tal que } \\  J(\mathbf{u}-\rho ^* \mathbf{w})\leq J(\mathbf{u}-\rho \mathbf{w}),\forall \rho \in \mathbb{R},\end{array}\right. </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (9)
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| style="width: 5px;text-align: right;white-space: nowrap;" | (2)
 
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|}
  
 
con <math display="inline">\mathbf{u}</math> y <math display="inline">\mathbf{w}</math> fijos en <math display="inline">(L^{2} (0,T))^3</math>, y donde el funcional de nuestro interés <math display="inline">J:(L^{2} (0,T))^3 \longrightarrow \mathbb {R}</math>  es
 
con <math display="inline">\mathbf{u}</math> y <math display="inline">\mathbf{w}</math> fijos en <math display="inline">(L^{2} (0,T))^3</math>, y donde el funcional de nuestro interés <math display="inline">J:(L^{2} (0,T))^3 \longrightarrow \mathbb {R}</math>  es
  
<span id="eq-10"></span>
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<span id="eq-3"></span>
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
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| style="text-align: center;" | <math>J(\mathbf{v})=\frac{\eta }{2}\int \limits _{0}^{T}\Vert \mathbf{v} \Vert ^{2} dt+\frac{k}{2}||\mathbf{y}(T)-\mathbf{y}_{T}||^{2},  </math>
 
| style="text-align: center;" | <math>J(\mathbf{v})=\frac{\eta }{2}\int \limits _{0}^{T}\Vert \mathbf{v} \Vert ^{2} dt+\frac{k}{2}||\mathbf{y}(T)-\mathbf{y}_{T}||^{2},  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (10)
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| style="width: 5px;text-align: right;white-space: nowrap;" | (3)
 
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|}
  
 
donde <math display="inline">k,\eta >0</math> y <math display="inline">||.||</math> la norma euclideana canónica, donde <math display="inline">\mathbf{v}</math> es una función vectorial, <math display="inline">\mathbf{v}=(v_1(t),v_2(t), v_3(t))^T</math>, <math display="inline">\Vert \mathbf{v}\Vert ^2=v_1^2+v_2^2+v_3^2</math> y la función vectorial <math display="inline">\mathbf{y}=( y_{1},y_{2},y_{3})^T </math> es la solución del siguiente problema de valor inicial que modela la dinámica de un circuito de tres juntas de Josephson acopladas inductivamente, <span id='citeF-3'></span>[[#cite-3|[3]]]:
 
donde <math display="inline">k,\eta >0</math> y <math display="inline">||.||</math> la norma euclideana canónica, donde <math display="inline">\mathbf{v}</math> es una función vectorial, <math display="inline">\mathbf{v}=(v_1(t),v_2(t), v_3(t))^T</math>, <math display="inline">\Vert \mathbf{v}\Vert ^2=v_1^2+v_2^2+v_3^2</math> y la función vectorial <math display="inline">\mathbf{y}=( y_{1},y_{2},y_{3})^T </math> es la solución del siguiente problema de valor inicial que modela la dinámica de un circuito de tres juntas de Josephson acopladas inductivamente, <span id='citeF-3'></span>[[#cite-3|[3]]]:
  
<span id="eq-11"></span>
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<span id="eq-4"></span>
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>\left\{ \begin{array}{c}\gamma _{1}\frac{dy_{1}}{dt}+\kappa _{1}(y_{1}-y_{2})+\sen y_{1}=i_{1}+v_{1},\hbox{ en }(0,T), \\  \gamma _{2}\frac{dy_{2}}{dt}+\kappa _{1}(y_{2}-y_{1})+\kappa  _{2}(y_{2}-y_{3})+\sen y_{2}=i_{2}+v_{2},\hbox{ en }(0,T), \\  \gamma _{3}\frac{dy_{3}}{dt}+\kappa _{2}(y_{3}-y_{2})+\sen y_{3}=i_{3}+v_{3},\hbox{ en }(0,T), \\  \mathbf{y}(0)=\mathbf{y}_{0}.\end{array}\right.  </math>
 
| style="text-align: center;" | <math>\left\{ \begin{array}{c}\gamma _{1}\frac{dy_{1}}{dt}+\kappa _{1}(y_{1}-y_{2})+\sen y_{1}=i_{1}+v_{1},\hbox{ en }(0,T), \\  \gamma _{2}\frac{dy_{2}}{dt}+\kappa _{1}(y_{2}-y_{1})+\kappa  _{2}(y_{2}-y_{3})+\sen y_{2}=i_{2}+v_{2},\hbox{ en }(0,T), \\  \gamma _{3}\frac{dy_{3}}{dt}+\kappa _{2}(y_{3}-y_{2})+\sen y_{3}=i_{3}+v_{3},\hbox{ en }(0,T), \\  \mathbf{y}(0)=\mathbf{y}_{0}.\end{array}\right.  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (11)
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| style="width: 5px;text-align: right;white-space: nowrap;" | (4)
 
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En ([[#eq-10|10]])-([[#eq-11|11]]), <math display="inline">\mathbf{y}_{0}</math> y <math display="inline">\mathbf{y}_{T}</math> son estados inicial y final conocidos, respectivamente. En <span id='citeF-3'></span>[[#cite-3|[3]]] y en <span id='citeF-4'></span>[[#cite-4|[4]]] se dan los siguientes valores factibles para los parámetros involucrados en este sistema y con los cuales se harán los experimentos numéricos mas adelante:
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En ([[#eq-3|3]])-([[#eq-4|4]]), <math display="inline">\mathbf{y}_{0}</math> y <math display="inline">\mathbf{y}_{T}</math> son estados inicial y final conocidos, respectivamente. En <span id='citeF-3'></span>[[#cite-3|[3]]] y en <span id='citeF-4'></span>[[#cite-4|[4]]] se dan los siguientes valores factibles para los parámetros involucrados en este sistema y con los cuales se harán los experimentos numéricos mas adelante:
 +
 
  
<span id="eq-12"></span>
 
<span id="eq-13"></span>
 
 
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{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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|-
 
|-
 
| style="text-align: center;" | <math>\gamma _{1} =0.7,\hbox{ }\gamma _{2}=1.1,\hbox{ }\gamma _{3}=0.7,\hbox{ }i_{1}=1,\hbox{  }i_{2}=0.8,\hbox{  }i_{3}=-1,  </math>
 
| style="text-align: center;" | <math>\gamma _{1} =0.7,\hbox{ }\gamma _{2}=1.1,\hbox{ }\gamma _{3}=0.7,\hbox{ }i_{1}=1,\hbox{  }i_{2}=0.8,\hbox{  }i_{3}=-1,  </math>
| style="width: 5px;text-align: right;white-space: nowrap;" | (12)
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|-
 
|-
 
| style="text-align: center;" | <math> \hbox{ }\kappa _{1} =\kappa _{2}=0.1.  </math>
 
| style="text-align: center;" | <math> \hbox{ }\kappa _{1} =\kappa _{2}=0.1.  </math>
| style="width: 5px;text-align: right;white-space: nowrap;" | (13)
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===2.1 El problema de minimización global y el diferencial de J===
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==2.1 El problema de minimización global y el diferencial de J==
  
 
El problema de minimización global o sin restricciones asociado con los problemas de búsqueda en línea descritos es
 
El problema de minimización global o sin restricciones asociado con los problemas de búsqueda en línea descritos es
  
<span id="eq-14"></span>
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{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>\left\{ \begin{array}{c}\hbox{Encontrar }v^{*}\in (L^{2}(0,T))^{3}, \hbox{tal que }\\    J(v^{*})\leq J(v),\forall v\in (L^{2}(0,T))^{3},\end{array}\right.  </math>
 
| style="text-align: center;" | <math>\left\{ \begin{array}{c}\hbox{Encontrar }v^{*}\in (L^{2}(0,T))^{3}, \hbox{tal que }\\    J(v^{*})\leq J(v),\forall v\in (L^{2}(0,T))^{3},\end{array}\right.  </math>
 
|}
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (14)
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el cual, (junto con ([[#eq-10|10]])-([[#eq-11|11]])) corresponde a un problema de control cuyo objetivo es llevar la dinámica del sistema del estado <math display="inline">\mathbf{y}_{0}</math> al estado <math display="inline">\mathbf{y}_{T}</math>. Este tipo de problemas de control pueden resolverse usando un algoritmo de gradiente conjugado como los discutidos en el Capítulo 2 de <span id='citeF-5'></span>[[#cite-5|[5]]]  y el Capítulo 3 de <span id='citeF-6'></span>[[#cite-6|[6]]], donde también se menciona el concepto de Frechet-diferenciabilidad adecuado para minimizar funcionales en espacios de Hilbert. A continuación damos una definción y un teorema básicos para resolver el problema que nos ocupa.
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el cual, (junto con ([[#eq-3|3]])-([[#eq-4|4]])) corresponde a un problema de control cuyo objetivo es llevar la dinámica del sistema del estado <math display="inline">\mathbf{y}_{0}</math> al estado <math display="inline">\mathbf{y}_{T}</math>. Este tipo de problemas de control pueden resolverse usando un algoritmo de gradiente conjugado como los discutidos en el Capítulo 2 de <span id='citeF-5'></span>[[#cite-5|[5]]]  y el Capítulo 3 de <span id='citeF-6'></span>[[#cite-6|[6]]], donde también se menciona el concepto de Frechet-diferenciabilidad adecuado para minimizar funcionales en espacios de Hilbert. A continuación damos una definción y un teorema básicos para resolver el problema que nos ocupa.
  
 
Definición. Sea <math display="inline">V</math> un espacio de Hilbert. Un funcional <math display="inline">J</math> sobre <math display="inline">V</math> es Frechet-diferenciable si, para todo <math display="inline">v,w \in V</math>, existe <math display="inline">DJ(v) \in V'</math>, la derivada o el diferencial de <math display="inline">J</math> en <math display="inline">v</math>, tal que
 
Definición. Sea <math display="inline">V</math> un espacio de Hilbert. Un funcional <math display="inline">J</math> sobre <math display="inline">V</math> es Frechet-diferenciable si, para todo <math display="inline">v,w \in V</math>, existe <math display="inline">DJ(v) \in V'</math>, la derivada o el diferencial de <math display="inline">J</math> en <math display="inline">v</math>, tal que
  
<span id="eq-15"></span>
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{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
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| style="text-align: center;" | <math>J(v+w)-J(v)=\langle DJ(v),w\rangle + \Vert w \Vert \epsilon (v,w),  </math>
 
| style="text-align: center;" | <math>J(v+w)-J(v)=\langle DJ(v),w\rangle + \Vert w \Vert \epsilon (v,w),  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (15)
+
 
 
|}
 
|}
  
 
con <math display="inline">\langle . , . \rangle </math> denotando par de dualidad, y <math display="inline">\epsilon (v,w)</math> tendiendo a cero cuando <math display="inline">\Vert w \Vert </math> tiende a cero.
 
con <math display="inline">\langle . , . \rangle </math> denotando par de dualidad, y <math display="inline">\epsilon (v,w)</math> tendiendo a cero cuando <math display="inline">\Vert w \Vert </math> tiende a cero.
  
Teorema. Si <math display="inline">J</math> está definido como en ([[#eq-10|10]]) entonces  es Frechet-diferenciable y su diferencial <math display="inline">DJ(\mathbf{v})</math> es
+
Teorema. Si <math display="inline">J</math> está definido como en ([[#eq-3|3]]) entonces  es Frechet-diferenciable y su diferencial <math display="inline">DJ(\mathbf{v})</math> es
  
<span id="eq-16"></span>
+
<span id="eq-5"></span>
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 216: Line 205:
 
| style="text-align: center;" | <math>DJ(\mathbf{v})=\eta \mathbf{v}+\mathbf{p},  </math>
 
| style="text-align: center;" | <math>DJ(\mathbf{v})=\eta \mathbf{v}+\mathbf{p},  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (16)
+
| style="width: 5px;text-align: right;white-space: nowrap;" | (5)
 
|}
 
|}
  
donde <math display="inline">\mathbf{p}</math> se obtiene al resolver el sistemas (versión matricial de ([[#eq-11|11]])) :
+
donde <math display="inline">\mathbf{p}</math> se obtiene al resolver el sistema (versión matricial de ([[#eq-4|4]])) :
  
<span id="eq-17"></span>
+
<span id="eq-6"></span>
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 229: Line 218:
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}\Gamma \dfrac{d\mathbf{y}}{dt}+K\mathbf{y}+ \sen \mathbf{y}=\left( \begin{array}{ccc}i_1+v_1 \\ i_2+v_2 \\  i_3+v_3 \\ \end{array} \right)\hbox{ en } (0,T), \\  \mathbf{y}(0)=\mathbf{y}_0,                \end{array} \right. </math>
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}\Gamma \dfrac{d\mathbf{y}}{dt}+K\mathbf{y}+ \sen \mathbf{y}=\left( \begin{array}{ccc}i_1+v_1 \\ i_2+v_2 \\  i_3+v_3 \\ \end{array} \right)\hbox{ en } (0,T), \\  \mathbf{y}(0)=\mathbf{y}_0,                \end{array} \right. </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (17)
+
| style="width: 5px;text-align: right;white-space: nowrap;" | (6)
 
|}
 
|}
  
 
y después el sistema adjunto
 
y después el sistema adjunto
  
<span id="eq-18"></span>
+
<span id="eq-7"></span>
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 242: Line 231:
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}-\Gamma \dfrac{d\mathbf{p}}{dt}+K\mathbf{p}+ C(\mathbf{y}) \; \mathbf{p} =0 \hbox{ en } (0,T), \\  \Gamma \mathbf{p}(T)=k(\mathbf{y}(T)-\mathbf{y}_{T}),                \end{array} \right.  </math>
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}-\Gamma \dfrac{d\mathbf{p}}{dt}+K\mathbf{p}+ C(\mathbf{y}) \; \mathbf{p} =0 \hbox{ en } (0,T), \\  \Gamma \mathbf{p}(T)=k(\mathbf{y}(T)-\mathbf{y}_{T}),                \end{array} \right.  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (18)
+
| style="width: 5px;text-align: right;white-space: nowrap;" | (7)
 
|}
 
|}
  
 
donde <math display="inline">C(\mathbf{y})</math> es una matriz diagonal de 3x3 para la cual la entrada iésima de la diagonal es <math display="inline">cos(y_i)</math>.
 
donde <math display="inline">C(\mathbf{y})</math> es una matriz diagonal de 3x3 para la cual la entrada iésima de la diagonal es <math display="inline">cos(y_i)</math>.
  
De este teorema resulta que <math display="inline">DJ(\mathbf{u}-\rho \mathbf{w})=\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p}</math>, con <math display="inline">\mathbf{p}</math> solución de ([[#eq-18|18]]) una vez que <math display="inline">\mathbf{y}(t)</math>  es solución del sistema ([[#eq-17|17]]) tomando <math display="inline">\mathbf{v}=\mathbf{u}-\rho \mathbf{w}</math>.  
+
De este teorema resulta que <math display="inline">DJ(\mathbf{u}-\rho \mathbf{w})=\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p}</math>, con <math display="inline">\mathbf{p}</math> solución de ([[#eq-7|7]]) una vez que <math display="inline">\mathbf{y}(t)</math>  es solución del sistema ([[#eq-6|6]]) tomando <math display="inline">\mathbf{v}=\mathbf{u}-\rho \mathbf{w}</math>.  
  
 
La demostración de este teorema, y de los resultados que se mencionan a continuación pueden consultarse en <span id='citeF-7'></span>[[#cite-7|[7]]].
 
La demostración de este teorema, y de los resultados que se mencionan a continuación pueden consultarse en <span id='citeF-7'></span>[[#cite-7|[7]]].
  
==3 Metodología de solución==
+
=3 Metodología de solución=
  
Para resolver por el método de Newton nuestro problema de búsqueda en línea ([[#eq-9|9]]) definimos
+
Para resolver por el método de Newton nuestro problema de búsqueda en línea ([[#eq-2|2]]) definimos
  
<span id="eq-19"></span>
+
<span id="eq-8"></span>
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 263: Line 252:
 
| style="text-align: center;" | <math>g(\rho )=J(\mathbf{u}-\rho \mathbf{w}),  </math>
 
| style="text-align: center;" | <math>g(\rho )=J(\mathbf{u}-\rho \mathbf{w}),  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (19)
+
| style="width: 5px;text-align: right;white-space: nowrap;" | (8)
 
|}
 
|}
  
Line 272: Line 261:
 
para lo cual debemos conocer <math display="inline">g'</math> y <math display="inline">g''</math>. Para describir <math display="inline">g'(\rho )</math> en términos de <math display="inline">DJ</math> necesitamos el siguiente teorema:
 
para lo cual debemos conocer <math display="inline">g'</math> y <math display="inline">g''</math>. Para describir <math display="inline">g'(\rho )</math> en términos de <math display="inline">DJ</math> necesitamos el siguiente teorema:
  
'''Teorema.''' Sea <math display="inline">J</math> un funcional Frechet-diferenciable sobre <math display="inline">V</math> y <math display="inline">g</math> como en ([[#eq-19|19]]) entonces
+
'''Teorema.''' Sea <math display="inline">J</math> un funcional Frechet-diferenciable sobre <math display="inline">V</math> y <math display="inline">g</math> como en ([[#eq-8|8]]). Entonces
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 281: Line 270:
 
| style="text-align: center;" | <math>g'(\rho )=\dfrac{d}{d\rho }J(\mathbf{u}-\rho \mathbf{w})=-\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle{.} </math>
 
| style="text-align: center;" | <math>g'(\rho )=\dfrac{d}{d\rho }J(\mathbf{u}-\rho \mathbf{w})=-\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle{.} </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (20)
+
 
 
|}
 
|}
  
Line 291: Line 280:
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>g'(\rho )=-\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle=0, </math>
+
| style="text-align: center;" | <math>g'(\rho )=-\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle=0. </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (21)
+
 
 
|}
 
|}
  
Con lo cual la iteración de Newton es
+
Como la iteración de Newton es
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 305: Line 294:
 
| style="text-align: center;" | <math>\rho _{i+1}=\rho _{i}-\dfrac{g'(\rho _{i})}{g''(\rho _{i})}, </math>
 
| style="text-align: center;" | <math>\rho _{i+1}=\rho _{i}-\dfrac{g'(\rho _{i})}{g''(\rho _{i})}, </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (22)
+
 
 
|}
 
|}
  
por lo que aún nos falta encontrar una expresión para <math display="inline">g''(\rho )</math>. Como estamos trabajando en <math display="inline">(L^2(0,T))^3</math>, los pares de dualidad coinciden con el producto interno gracias al teorema de representación de Riesz. Dado que ya conocemos el representante de la transformación <math display="inline">DJ(v)</math> (ver ([[#eq-16|16]])), podemos escribir
+
aún nos falta encontrar una expresión para <math display="inline">g''(\rho )</math>. Como estamos trabajando en <math display="inline">(L^2(0,T))^3</math>, los pares de dualidad coinciden con el producto interno gracias al teorema de representación de Riesz. Dado que ya conocemos el representante de la transformación <math display="inline">DJ(v)</math> (ver ([[#eq-5|5]])), podemos escribir
  
<span id="eq-23"></span>
+
<span id="eq-9"></span>
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 318: Line 307:
 
| style="text-align: center;" | <math>g'(\rho )=-(\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p}, \mathbf{w})=-\int _{0}^{T}(\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p})\cdot \mathbf{w} \hbox{ dt},  </math>
 
| style="text-align: center;" | <math>g'(\rho )=-(\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p}, \mathbf{w})=-\int _{0}^{T}(\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p})\cdot \mathbf{w} \hbox{ dt},  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (23)
+
| style="width: 5px;text-align: right;white-space: nowrap;" | (9)
 
|}
 
|}
  
Line 330: Line 319:
 
| style="text-align: center;" | <math>\left\{ \begin{array}{c}\gamma _{1}\frac{d y_{1\rho }}{dt}+\kappa _{1}( y_{1\rho }-y_{2\rho })+ \sen y_{1\rho }=i_1+u_1-\rho w_1\hbox{ en }(0,T), \\  \gamma _{2}\frac{d  y_{2\rho }}{dt}+\kappa _{1}( y_{2\rho }- y_{1\rho })+\kappa  _{2}( y_{2\rho }- y_{3\rho })+\sen y_{2\rho }=i_2+ u_2-\rho w_2 \hbox{ en }(0,T), \\  \gamma _{3}\frac{d y_{3\rho }}{dt}+\kappa _{2}( y_{3\rho }- y_{2\rho })+ \sen y_{3\rho }=i_3+u_3-\rho w_3\hbox{ en }(0,T), \\  \mathbf{y}(0)=\mathbf{y}_0.\end{array}\right.  </math>
 
| style="text-align: center;" | <math>\left\{ \begin{array}{c}\gamma _{1}\frac{d y_{1\rho }}{dt}+\kappa _{1}( y_{1\rho }-y_{2\rho })+ \sen y_{1\rho }=i_1+u_1-\rho w_1\hbox{ en }(0,T), \\  \gamma _{2}\frac{d  y_{2\rho }}{dt}+\kappa _{1}( y_{2\rho }- y_{1\rho })+\kappa  _{2}( y_{2\rho }- y_{3\rho })+\sen y_{2\rho }=i_2+ u_2-\rho w_2 \hbox{ en }(0,T), \\  \gamma _{3}\frac{d y_{3\rho }}{dt}+\kappa _{2}( y_{3\rho }- y_{2\rho })+ \sen y_{3\rho }=i_3+u_3-\rho w_3\hbox{ en }(0,T), \\  \mathbf{y}(0)=\mathbf{y}_0.\end{array}\right.  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (24)
+
 
 
|}
 
|}
  
Line 342: Line 331:
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}-\Gamma \dfrac{d\mathbf{p}_{\rho }}{dt}+K\mathbf{p}_{\rho }+ \left( \begin{array}{ccc}\cos y_{1 \rho } & 0 & 0 \\ 0 & \cos y_{2 \rho } & 0 \\  0 &  0  & \cos y_{3 \rho } \\ \end{array} \right)\mathbf{p}_{\rho } =0 \hbox{ en } (0,T), \\  \Gamma \mathbf{p}_{\rho }(T)=k(\mathbf{y}_{\rho }(T)-\mathbf{y}_{T}).                  \end{array} \right. </math>
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}-\Gamma \dfrac{d\mathbf{p}_{\rho }}{dt}+K\mathbf{p}_{\rho }+ \left( \begin{array}{ccc}\cos y_{1 \rho } & 0 & 0 \\ 0 & \cos y_{2 \rho } & 0 \\  0 &  0  & \cos y_{3 \rho } \\ \end{array} \right)\mathbf{p}_{\rho } =0 \hbox{ en } (0,T), \\  \Gamma \mathbf{p}_{\rho }(T)=k(\mathbf{y}_{\rho }(T)-\mathbf{y}_{T}).                  \end{array} \right. </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (25)
+
 
 
|}
 
|}
  
Para calcular <math display="inline">g''(\rho )=\dfrac{dg'}{d\rho }</math>, por la regla de Leibniz para la diferenciación bajo el signo integral tenemos, a partir de ([[#eq-23|23]]) que:
+
Para calcular <math display="inline">g''(\rho )=\dfrac{dg'}{d\rho }</math>, por la regla de Leibniz para la diferenciación bajo el signo integral tenemos, a partir de ([[#eq-9|9]]) que:
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 354: Line 343:
 
| style="text-align: center;" | <math>\frac{dg'(\rho )}{d\rho }=-\int _{0}^{T} \dfrac{\partial }{\partial \rho } (\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p})\cdot \mathbf{w} \hbox{ dt },  </math>
 
| style="text-align: center;" | <math>\frac{dg'(\rho )}{d\rho }=-\int _{0}^{T} \dfrac{\partial }{\partial \rho } (\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p})\cdot \mathbf{w} \hbox{ dt },  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (26)
+
 
 
|}
 
|}
  
 
lo cual nos da
 
lo cual nos da
  
<span id="eq-27"></span>
+
 
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 367: Line 356:
 
| style="text-align: center;" | <math>g''(\rho )=\int _{0}^{T} \left[\eta \mathbf{w}-\dot{\mathbf{p}}_{\rho } \right]\cdot \mathbf{w}\hbox{ dt },  </math>
 
| style="text-align: center;" | <math>g''(\rho )=\int _{0}^{T} \left[\eta \mathbf{w}-\dot{\mathbf{p}}_{\rho } \right]\cdot \mathbf{w}\hbox{ dt },  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (27)
+
 
 
|}
 
|}
  
Line 379: Line 368:
 
| style="text-align: center;" | <math>g''(\rho )=\langle D^{2}J (\mathbf{u}-\rho \mathbf{w})\mathbf{w}, \mathbf{w} \rangle  </math>
 
| style="text-align: center;" | <math>g''(\rho )=\langle D^{2}J (\mathbf{u}-\rho \mathbf{w})\mathbf{w}, \mathbf{w} \rangle  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (28)
+
 
 
|}
 
|}
  
 
y donde <math display="inline"> \dot{\mathbf{p}}_{\rho }</math> se obtiene resolviendo
 
y donde <math display="inline"> \dot{\mathbf{p}}_{\rho }</math> se obtiene resolviendo
  
<span id="eq-29"></span>
 
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 392: Line 380:
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}\Gamma \dfrac{d\dot{\mathbf{y}}_{\rho }}{dt}+K\dot{\mathbf{y}}_{\rho }+ \left( \begin{array}{ccc}\cos y_{1 \rho } & 0 & 0 \\ 0 & \cos y_{2 \rho } & 0 \\  0 &  0  & \cos y_{3 \rho } \\ \end{array} \right)\dot{\mathbf{y}}_{\rho }= \left( \begin{array}{ccc}-w_1 \\ -w_2 \\  -w_3 \\ \end{array} \right) \hbox{ en } (0,T), \\  \dot{\mathbf{y}}_{\rho }(0)=0 \end{array} \right.  </math>
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}\Gamma \dfrac{d\dot{\mathbf{y}}_{\rho }}{dt}+K\dot{\mathbf{y}}_{\rho }+ \left( \begin{array}{ccc}\cos y_{1 \rho } & 0 & 0 \\ 0 & \cos y_{2 \rho } & 0 \\  0 &  0  & \cos y_{3 \rho } \\ \end{array} \right)\dot{\mathbf{y}}_{\rho }= \left( \begin{array}{ccc}-w_1 \\ -w_2 \\  -w_3 \\ \end{array} \right) \hbox{ en } (0,T), \\  \dot{\mathbf{y}}_{\rho }(0)=0 \end{array} \right.  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (29)
+
 
 
|}
 
|}
  
 
y  luego el problema
 
y  luego el problema
  
<span id="eq-30"></span>
 
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 405: Line 392:
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}-\Gamma \dfrac{d\dot{\mathbf{p}}_{\rho }}{dt}+K\dot{\mathbf{p}}_{\rho }+ \left( \begin{array}{ccc}\cos y_{1 \rho } & 0 & 0 \\ 0 & \cos y_{2 \rho } & 0 \\  0 &  0  & \cos y_{3 \rho } \\ \end{array} \right)\dot{\mathbf{p}}_{\rho }= \\ \left( \begin{array}{ccc}\sen y_{1 \rho } \; \dot{y}_{1 \rho }  & 0 & 0 \\ 0 &  \sen y_{2 \rho } \; \dot{y}_{2 \rho } & 0 \\  0 &  0  &  \sen  y_{3 \rho } \; \dot{y}_{3 \rho } \\ \end{array} \right)\mathbf{p}_{\rho } \hbox{ en } (0,T), \\  \Gamma \dot{\mathbf{p}}_{\rho }(T)=k\dot{\mathbf{y}}_{\rho }(T).                  \end{array} \right. </math>
 
| style="text-align: center;" | <math>\left\lbrace  \begin{array}{c}-\Gamma \dfrac{d\dot{\mathbf{p}}_{\rho }}{dt}+K\dot{\mathbf{p}}_{\rho }+ \left( \begin{array}{ccc}\cos y_{1 \rho } & 0 & 0 \\ 0 & \cos y_{2 \rho } & 0 \\  0 &  0  & \cos y_{3 \rho } \\ \end{array} \right)\dot{\mathbf{p}}_{\rho }= \\ \left( \begin{array}{ccc}\sen y_{1 \rho } \; \dot{y}_{1 \rho }  & 0 & 0 \\ 0 &  \sen y_{2 \rho } \; \dot{y}_{2 \rho } & 0 \\  0 &  0  &  \sen  y_{3 \rho } \; \dot{y}_{3 \rho } \\ \end{array} \right)\mathbf{p}_{\rho } \hbox{ en } (0,T), \\  \Gamma \dot{\mathbf{p}}_{\rho }(T)=k\dot{\mathbf{y}}_{\rho }(T).                  \end{array} \right. </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (30)
+
 
 
|}
 
|}
  
 
Con ésto el método de Newton para aproximar <math display="inline">\rho ^{*}</math> queda
 
Con ésto el método de Newton para aproximar <math display="inline">\rho ^{*}</math> queda
  
<span id="eq-31"></span>
+
 
<span id="eq-32"></span>
+
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 418: Line 404:
 
|-
 
|-
 
| style="text-align: center;" | <math>\rho _{i+1}=\rho _{i}-\dfrac{g'(\rho _{i})}{g''(\rho _{i})}  </math>
 
| style="text-align: center;" | <math>\rho _{i+1}=\rho _{i}-\dfrac{g'(\rho _{i})}{g''(\rho _{i})}  </math>
| style="width: 5px;text-align: right;white-space: nowrap;" | (31)
+
 
 
|-
 
|-
 
| style="text-align: center;" | <math> \rho _{i+1}=\rho _{i}-\dfrac{-\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle }{\langle D^{2}J (\mathbf{u}-\rho \mathbf{w})\mathbf{w}, \mathbf{w} \rangle }</math>
 
| style="text-align: center;" | <math> \rho _{i+1}=\rho _{i}-\dfrac{-\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle }{\langle D^{2}J (\mathbf{u}-\rho \mathbf{w})\mathbf{w}, \mathbf{w} \rangle }</math>
Line 426: Line 412:
 
|}
 
|}
  
==4 Discretización del problema de búsqueda en línea==
+
=4 Discretización del problema de búsqueda en línea=
  
 
La idea principal es sustituir el espacio <math display="inline">L^2(0,T)</math> por un espacio de funciones más práctico. A grandes rasgos este espacio será el de las funciones lineales por pedazos en (0,T), que además ofrecen la ventaja de poder ser representadas computacionalmente por eneadas de números.
 
La idea principal es sustituir el espacio <math display="inline">L^2(0,T)</math> por un espacio de funciones más práctico. A grandes rasgos este espacio será el de las funciones lineales por pedazos en (0,T), que además ofrecen la ventaja de poder ser representadas computacionalmente por eneadas de números.
Line 518: Line 504:
 
en la partición <math display="inline">tt</math>. En lo que sigue detallamos cómo hacemos todas estas discretizaciones.
 
en la partición <math display="inline">tt</math>. En lo que sigue detallamos cómo hacemos todas estas discretizaciones.
  
===4.1 Discretización del Funcional===
+
==4.1 Discretización del Funcional==
  
El funcional <math display="inline">J</math> de ([[#eq-10|10]]) lo aproximamos por
+
El funcional <math display="inline">J</math> de ([[#eq-3|3]]) lo aproximamos por
  
<span id="eq-32"></span>
 
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 530: Line 515:
 
| style="text-align: center;" | <math>J^{h}(\mathbf{v})=\frac{\eta h}{2}\sum _{n=1}^{N}  ||\mathbf{v}^n ||^{2}+\frac{k}{2}||\mathbf{y}^N-\mathbf{y}_T||^{2},  </math>
 
| style="text-align: center;" | <math>J^{h}(\mathbf{v})=\frac{\eta h}{2}\sum _{n=1}^{N}  ||\mathbf{v}^n ||^{2}+\frac{k}{2}||\mathbf{y}^N-\mathbf{y}_T||^{2},  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (32)
+
 
 
|}
 
|}
  
 
con <math display="inline">|| \mathbf{v}^{n} ||^{2}=| v_{1}^{n} |^{2}+| v_{2}^{n} |^{2}+| v_{3}^{n}|^{2}</math>. Aquí <math display="inline">\mathbf{y}^N</math> es la aproximación de <math display="inline">\mathbf{y}</math> en el tiempo <math display="inline">N</math> <math display="inline">(tt_N=Nh)</math>, que mas adelante especificamos cómo calcular.
 
con <math display="inline">|| \mathbf{v}^{n} ||^{2}=| v_{1}^{n} |^{2}+| v_{2}^{n} |^{2}+| v_{3}^{n}|^{2}</math>. Aquí <math display="inline">\mathbf{y}^N</math> es la aproximación de <math display="inline">\mathbf{y}</math> en el tiempo <math display="inline">N</math> <math display="inline">(tt_N=Nh)</math>, que mas adelante especificamos cómo calcular.
  
===4.2 Discretización del SEDO===
+
==4.2 Discretización del SEDO==
  
Aproximamos el sistema ([[#eq-11|11]]) por un esquema de Euler explícito que luce como sigue:
+
Aproximamos el sistema ([[#eq-6|6]]) por un esquema de Euler explícito que luce como sigue:
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 548: Line 533:
 
|}
 
|}
  
===4.3 Discretización del SEDO Adjunto===
+
==4.3 Discretización del SEDO Adjunto==
  
El sistema adjunto ([[#eq-18|18]]) lo aproximamos por
+
El sistema adjunto ([[#eq-7|7]]) lo aproximamos por
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 561: Line 546:
 
|}
 
|}
  
===4.4 Discretización del Producto interno===
+
==4.4 Discretización del Producto interno==
  
 
Las discretizaciones mencionadas implican que estamos considerando el siguiente producto interno
 
Las discretizaciones mencionadas implican que estamos considerando el siguiente producto interno
Line 574: Line 559:
 
|}
 
|}
  
===4.5 <span id='lb-5.5'></span>Discretización de g'(ρ) y g''(ρ)===
+
==4.5 <span id='lb-5.5'></span>Discretización de g'(ρ) y g''(ρ)==
  
 
Para resolver la ecuación <math display="inline">g(\rho ^*)=0</math> con el método de Newton se requiere el conocimiento de <math display="inline">g'(\rho )</math> que estará dada en los nuevos espacios vectoriales por
 
Para resolver la ecuación <math display="inline">g(\rho ^*)=0</math> con el método de Newton se requiere el conocimiento de <math display="inline">g'(\rho )</math> que estará dada en los nuevos espacios vectoriales por
  
<span id="eq-33"></span>
+
 
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 586: Line 571:
 
| style="text-align: center;" | <math>g'(\rho )=-h \eta \sum _{n=1}^{N}[\mathbf{u}^{n}-\rho \mathbf{w}^{n}+\mathbf{p}_{\rho }^{ n}]\cdot \mathbf{w}^{n},    </math>
 
| style="text-align: center;" | <math>g'(\rho )=-h \eta \sum _{n=1}^{N}[\mathbf{u}^{n}-\rho \mathbf{w}^{n}+\mathbf{p}_{\rho }^{ n}]\cdot \mathbf{w}^{n},    </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (33)
+
 
 
|}
 
|}
  
Line 613: Line 598:
 
y para
 
y para
  
<span id="eq-34"></span>
 
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 621: Line 605:
 
| style="text-align: center;" | <math>g''(\rho )=h\sum _{n=1}^{N}[\eta \mathbf{w}^{n}-\overset{\cdot }{\mathbf{p}}_{\rho }^{n}] \cdot \mathbf{w}^{n},    </math>
 
| style="text-align: center;" | <math>g''(\rho )=h\sum _{n=1}^{N}[\eta \mathbf{w}^{n}-\overset{\cdot }{\mathbf{p}}_{\rho }^{n}] \cdot \mathbf{w}^{n},    </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (34)
+
 
 
|}
 
|}
  
 
con <math display="inline">\overset{\cdot }{\mathbf{p}}_{\rho }^{n},</math> obtenido al resolver
 
con <math display="inline">\overset{\cdot }{\mathbf{p}}_{\rho }^{n},</math> obtenido al resolver
  
<span id="eq-35"></span>
 
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 634: Line 617:
 
| style="text-align: center;" | <math>\left\{ \begin{array}{c}\overset{\cdot }{\mathbf{y}}_{\rho }^{0}=\mathbf{0}, \\  \hbox{para } n=0,....,N-1 \hbox{ resolver} \\  \overset{\cdot }{\mathbf{y}}_{\rho }^{n+1}=\overset{\cdot }{\mathbf{y}^{n}}_{\rho }-h \Gamma ^{-1} K \overset{\cdot }{\mathbf{y}}_{\rho }{ n}-h\Gamma ^{-1}\left( \begin{array}{c}\cos y_{1\rho }^{n} \\  \cos y_{2\rho }^{n} \\  \cos y_{3\rho }^{n}\end{array}\right)\overset{\cdot }{\mathbf{y}^{n}}_{\rho }-h\Gamma ^{-1}\left( \begin{array}{c}w_{1}^{n} \\  w_{2}^{n}\\  w_{3}^{n}\end{array}\right),\end{array}\right.  </math>
 
| style="text-align: center;" | <math>\left\{ \begin{array}{c}\overset{\cdot }{\mathbf{y}}_{\rho }^{0}=\mathbf{0}, \\  \hbox{para } n=0,....,N-1 \hbox{ resolver} \\  \overset{\cdot }{\mathbf{y}}_{\rho }^{n+1}=\overset{\cdot }{\mathbf{y}^{n}}_{\rho }-h \Gamma ^{-1} K \overset{\cdot }{\mathbf{y}}_{\rho }{ n}-h\Gamma ^{-1}\left( \begin{array}{c}\cos y_{1\rho }^{n} \\  \cos y_{2\rho }^{n} \\  \cos y_{3\rho }^{n}\end{array}\right)\overset{\cdot }{\mathbf{y}^{n}}_{\rho }-h\Gamma ^{-1}\left( \begin{array}{c}w_{1}^{n} \\  w_{2}^{n}\\  w_{3}^{n}\end{array}\right),\end{array}\right.  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (35)
+
 
 
|}
 
|}
  
 
y luego resolver
 
y luego resolver
  
<span id="eq-36"></span>
 
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 645: Line 627:
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>\left\{ \begin{array}{c}\overset{\cdot }{\mathbf{p}}_{\rho }^{N}=k\Gamma ^{-1}\overset{\cdot }{\mathbf{y}}_{\rho }^{N}, \\ \hbox{para }n=N-1,....,0 \hbox{ resolver} \\  \overset{\cdot }{\mathbf{p}}_{\rho }^{n}=\overset{\cdot }{\mathbf{p}}_{\rho }^{n+1}+h \Gamma ^{-1} K \overset{\cdot }{\mathbf{p}^{n+1}}_{\rho } \\ +h \Gamma ^{-1} \left( \begin{array}{ccc}\cos y_{1\rho }^{n}& 0 & 0 \\  0 & \cos y_{2\rho }^{n} & 0 \\  0 & 0 & \cos y_{3\rho }^{n}\end{array}\right)\overset{\cdot }{\mathbf{p}}_{\rho }^{n+1} \\ -\left( \begin{array}{ccc}\overset{\cdot }{y}_{1\rho }^{n}\sen y_{1\rho }^{n} & 0 & 0 \\  0 & \overset{\cdot }{y}_{2\rho }^{n}\sen y_{2\rho }^{n} & 0 \\  0 & 0 & \overset{\cdot }{y}_{3\rho }^{n}\sen y_{3\rho }^{n}\end{array}\right)\mathbf{p}_{\rho }^{n+1}\mathbf{.}\end{array}\right.  </math>
+
| style="text-align: center;" | <math>\left\{ \begin{array}{c}\overset{\cdot }{\mathbf{p}}_{\rho }^{N}=k\Gamma ^{-1}\overset{\cdot }{\mathbf{y}}_{\rho }^{N}, \\ \hbox{para }n=N-1,....,0 \hbox{ resolver} \\  \overset{\cdot }{\mathbf{p}}_{\rho }^{n}=\overset{\cdot }{\mathbf{p}}_{\rho }^{n+1}+h \Gamma ^{-1} K \overset{\cdot }{\mathbf{p}}_{\rho }^{n+1} \\ \\ +h \Gamma ^{-1} \left( \begin{array}{ccc}\cos y_{1\rho }^{n}& 0 & 0 \\  0 & \cos y_{2\rho }^{n} & 0 \\  0 & 0 & \cos y_{3\rho }^{n}\end{array}\right)\overset{\cdot }{\mathbf{p}}_{\rho }^{n+1} \\ \\ -\left( \begin{array}{ccc}\overset{\cdot }{y}_{1\rho }^{n}\sen y_{1\rho }^{n} & 0 & 0 \\  0 & \overset{\cdot }{y}_{2\rho }^{n}\sen y_{2\rho }^{n} & 0 \\  0 & 0 & \overset{\cdot }{y}_{3\rho }^{n}\sen y_{3\rho }^{n}\end{array}\right)\mathbf{p}_{\rho }^{n+1}\mathbf{.}\end{array}\right.  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (36)
+
 
 
|}
 
|}
  
 
Con esto podemos ya aplicar el método de Newton para resolver la versión discreta de <math display="inline">g'(\rho )=0</math>: Dado <math display="inline">\rho ^{0}</math>, iterar con
 
Con esto podemos ya aplicar el método de Newton para resolver la versión discreta de <math display="inline">g'(\rho )=0</math>: Dado <math display="inline">\rho ^{0}</math>, iterar con
  
<span id="eq-37"></span>
 
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
|-
 
|-
Line 660: Line 641:
 
| style="text-align: center;" | <math>\rho ^{m+1}=\rho ^{m}-\frac{g'(\rho ^{m})}{g''(\rho ^{m})}.  </math>
 
| style="text-align: center;" | <math>\rho ^{m+1}=\rho ^{m}-\frac{g'(\rho ^{m})}{g''(\rho ^{m})}.  </math>
 
|}
 
|}
| style="width: 5px;text-align: right;white-space: nowrap;" | (37)
+
 
 
|}
 
|}
  
 
Usamos el criterio de paro <math display="inline">\dfrac{\vert \rho ^{m+1}-\rho ^{m}\vert }{\vert \rho ^{m+1}\vert }< \varepsilon </math>, para <math display="inline">\varepsilon </math> pequeño dado.
 
Usamos el criterio de paro <math display="inline">\dfrac{\vert \rho ^{m+1}-\rho ^{m}\vert }{\vert \rho ^{m+1}\vert }< \varepsilon </math>, para <math display="inline">\varepsilon </math> pequeño dado.
  
==5 Experimentación computacional==
+
=5 Experimentación computacional=
  
===5.1 Ejemplo 1===
+
==5.1 Ejemplo 1==
  
 
En este ejemplo tomamos <math display="inline">u_1(t)=t \exp (-t)</math>, <math display="inline">u_2(t)=t^3</math>, <math display="inline">u_3(t)=0</math> y <math display="inline">w_1(t)=\exp (-t)/10</math>, <math display="inline">w_2(t)=3t-t^3</math> y <math display="inline">w_3(t)=0</math>. Se tomaron los valores siguientes para los parámetros en la iteración de Newton y en la discretización de los problemas involucrados:
 
En este ejemplo tomamos <math display="inline">u_1(t)=t \exp (-t)</math>, <math display="inline">u_2(t)=t^3</math>, <math display="inline">u_3(t)=0</math> y <math display="inline">w_1(t)=\exp (-t)/10</math>, <math display="inline">w_2(t)=3t-t^3</math> y <math display="inline">w_3(t)=0</math>. Se tomaron los valores siguientes para los parámetros en la iteración de Newton y en la discretización de los problemas involucrados:
Line 684: Line 665:
 
|}
 
|}
  
===5.2 Ejemplo 2===
+
==5.2 Ejemplo 2==
  
 
En este ejemplo tomamos <math display="inline">u_1(t)=-(t-2)\exp (-t)</math>, <math display="inline">u_2(t)=3t^2+1</math>, <math display="inline">u_3(t)=(t-1)^2+1</math> y <math display="inline">w_1(t)=t^3+t-1</math>, <math display="inline">w_2(t)=\dfrac{1}{3}t^3-t</math>, <math display="inline">w_3(t)=\exp (-t)/10</math>. Tanto para la discretización de los problemas involucrados como para las iteraciones de Newton se tomaron los valores siguientes:
 
En este ejemplo tomamos <math display="inline">u_1(t)=-(t-2)\exp (-t)</math>, <math display="inline">u_2(t)=3t^2+1</math>, <math display="inline">u_3(t)=(t-1)^2+1</math> y <math display="inline">w_1(t)=t^3+t-1</math>, <math display="inline">w_2(t)=\dfrac{1}{3}t^3-t</math>, <math display="inline">w_3(t)=\exp (-t)/10</math>. Tanto para la discretización de los problemas involucrados como para las iteraciones de Newton se tomaron los valores siguientes:
Line 701: Line 682:
 
|}
 
|}
  
==6 Conclusiones==
+
=6 Conclusiones=
  
No contamos con un ejemplo para el cual se conozca la solución exacta, así que nuestra validación se basa en el desempeño del método en ejemplos como los dos mostrados, dado que es posible tener una visualización suficientemente detallada del funcional <math display="inline">J</math> restringido a la "recta" que pasa por <math display="inline">\mathbf{u}</math> y tiene dirección <math display="inline">\mathbf{w}</math>. De acuerdo a estos ejemplos se puede concluir que el método de Newton produce resultados excelentes. En este trabajo el objetivo no es comparar el método de Newton con otros métodos, sino verificar que este tipo de problemas se pueden resolver aceptablemente utilizando el método de Newton; sin embargo en trabajos futuros esperamos considxerar otros métodos y hacer tal comparación, por ejemplo, con los métodos que no utilizan derivadas. También podemos mencionar que los resultados presentados aquí se aplicarán próximamente para resolver el problema de minimización global asociado con el problema de control, el cual, como se conocen el estado inicial del que se parte y el estado final al que se quiere llegar, podrá considerarse como un caso de validación de la metodología expuesta en el presente trabajo.
+
No contamos con un ejemplo para el cual se conozca la solución exacta, así que nuestra validación se basa en el desempeño del método en ejemplos como los dos mostrados, dado que es posible tener una visualización suficientemente detallada del funcional <math display="inline">J</math> restringido a la "recta" que pasa por <math display="inline">\mathbf{u}</math> y tiene dirección <math display="inline">\mathbf{w}</math>. De acuerdo a estos ejemplos se puede concluir que el método de Newton produce resultados excelentes. En este trabajo el objetivo no es comparar el método de Newton con otros métodos, sino verificar que este tipo de problemas se pueden resolver aceptablemente utilizando el método de Newton; sin embargo en trabajos futuros esperamos considerar otros métodos y hacer tal comparación, por ejemplo, con los métodos que no utilizan derivadas. También podemos mencionar que los resultados presentados aquí se aplicarán próximamente para resolver el problema de minimización global asociado con el problema de control, el cual, como se conocen el estado inicial del que se parte y el estado final al que se quiere llegar, podrá considerarse como un caso de validación de la metodología expuesta en el presente trabajo.
  
===BIBLIOGRAFÍA===
+
==BIBLIOGRAFÍA==
  
 
<div id="cite-1"></div>
 
<div id="cite-1"></div>

Latest revision as of 05:14, 19 December 2021

1 Introducción

En optimización, la estrategia de búsqueda en línea es uno de los enfoques iterativos básicos para encontrar un mínimo local Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \displaystyle v^{*}}

de una función objetivo Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \displaystyle f:\mathbb {R} ^{n}\to \mathbb {R}}

. El enfoque de búsqueda en línea primero supone conocida una aproximación previa Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u}

para Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle v^*}
y encuentra una dirección de descenso Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w}
a lo largo de la cual la función objetivo Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \displaystyle f}
 será minimizada y entonces esto  determinará qué tan lejos Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u}
 debe moverse a lo largo de esa dirección. Este tamaño de paso está asociado con un mínimo local de la restricción de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f}
a la recta de búsqueda. Al problema de encontrar este tamaño de paso se le llama un problema de búsqueda en línea, es decir, es un problema de minimización con  restricciones de la forma


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\{\begin{array}{c}Min\hbox{ }f(v) \\ \hbox{sujeto a } v =u -\rho w , \forall \rho \in \mathbb{R};u ,w \in \mathbb{R}^{n} ,\end{array}\right.

que también se puede escribir como

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): Min_{\rho \in \mathbb{R}}\hbox{ }f(u -\rho w) .
(1)

Aquí la recta de búsqueda es la recta que pasa por Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u}

y tiene (por conveniencia, para nuestras posteriores aplicaciones) la dirección Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle -w}

. Como ya se dijo, una de las áreas donde surgen problemas de búsqueda en línea son los métodos iterativos para minimizar localmente una función Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f :\mathbb{R}^{n} \rightarrow \mathbb{R}}

sin restricciones. En cada iteración Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle i}
debe resolverse un problema de búsqueda en línea de la forma (1), para Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u}
y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w}
conocidos. Si denotamos con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho _{i}}
a la solución del problema de búsqueda en línea de la iteración Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle i}

, se toma a Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle v_{i} =u -\rho _{i}w}

como la nueva aproximación para el mínimo de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f}

. La solución de los problemas de búsqueda en línea se puede aproximar por una variedad de métodos numéricos [1], entre ellos el método de Newton. Si definimos Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g(\rho )=f(u -\rho w)}

entonces la solución del problema (1) es equivalente a la solución del problema en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbb{R}}


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): Min_{\rho \in \mathbb{R}}\hbox{ }g(\rho ) .

Para resolver este problema buscamos los valores donde la derivada de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g}

se hace cero, es decir, resolvemos (por el método de Newton) la ecuación


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g'(\rho ^{*})=0 .

Tenemos que


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g'(\rho )=-Df(u-\rho w;w)=-\nabla f(u-\rho w)\cdot w ,

donde Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle Df(v;w)}

 denota la derivada direccional de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f}
en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle v}
en la dirección de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w}

. Así que por comodidad definimos


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): H(\rho )=-g'(\rho )=Df(u-\rho w;w)=\nabla f(u-\rho w)\cdot w

y resolvemos la ecuación


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): H(\rho ^{*})=0,

para lo cual, dada una aproximación inicial Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho _{0}} , se construyen sucesivas aproximaciones de acuerdo a

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho _{i +1} =\rho _{i} -\frac{H(\rho _{i})}{H^{ \prime }(\rho _{i})} ,i =0 ,1 ,2 , . . . .

En este trabajo extenderemos estas ideas para aplicar el método de Newton a un problema de búsqueda en línea pero donde los elementos Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w}
aunque conocidos, pertenecen al espacio de Hilbert Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (L^{2})^3}
y no a Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbb {R} ^{n}}

. En este contexto, este artículo es una continuación o extensión de lo expuesto en [2].

2 Descripción del problema

Los problemas de búsqueda en línea en que estamos interesados aquí son del tipo

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\{ \begin{array}{c}\hbox{Encontrar }\mathbf{\rho ^*}\in \mathbb{R},\hbox{ tal que } \\ J(\mathbf{u}-\rho ^* \mathbf{w})\leq J(\mathbf{u}-\rho \mathbf{w}),\forall \rho \in \mathbb{R},\end{array}\right.
(2)

con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{u}}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{w}}
fijos en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (L^{2} (0,T))^3}

, y donde el funcional de nuestro interés Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J:(L^{2} (0,T))^3 \longrightarrow \mathbb {R}}

 es

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): J(\mathbf{v})=\frac{\eta }{2}\int \limits _{0}^{T}\Vert \mathbf{v} \Vert ^{2} dt+\frac{k}{2}||\mathbf{y}(T)-\mathbf{y}_{T}||^{2},
(3)

donde Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle k,\eta >0}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle ||.||}
la norma euclideana canónica, donde Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{v}}
es una función vectorial, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{v}=(v_1(t),v_2(t), v_3(t))^T}

, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \Vert \mathbf{v}\Vert ^2=v_1^2+v_2^2+v_3^2}

y la función vectorial Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}=( y_{1},y_{2},y_{3})^T }
es la solución del siguiente problema de valor inicial que modela la dinámica de un circuito de tres juntas de Josephson acopladas inductivamente, [3]:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\{ \begin{array}{c}\gamma _{1}\frac{dy_{1}}{dt}+\kappa _{1}(y_{1}-y_{2})+\sen y_{1}=i_{1}+v_{1},\hbox{ en }(0,T), \\ \gamma _{2}\frac{dy_{2}}{dt}+\kappa _{1}(y_{2}-y_{1})+\kappa _{2}(y_{2}-y_{3})+\sen y_{2}=i_{2}+v_{2},\hbox{ en }(0,T), \\ \gamma _{3}\frac{dy_{3}}{dt}+\kappa _{2}(y_{3}-y_{2})+\sen y_{3}=i_{3}+v_{3},\hbox{ en }(0,T), \\ \mathbf{y}(0)=\mathbf{y}_{0}.\end{array}\right.
(4)

En (3)-(4), Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}_{0}}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}_{T}}
son estados inicial y final conocidos, respectivamente. En [3] y en [4] se dan los siguientes valores factibles para los parámetros involucrados en este sistema y con los cuales se harán los experimentos numéricos mas adelante:


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \gamma _{1} =0.7,\hbox{ }\gamma _{2}=1.1,\hbox{ }\gamma _{3}=0.7,\hbox{ }i_{1}=1,\hbox{ }i_{2}=0.8,\hbox{ }i_{3}=-1,


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \hbox{ }\kappa _{1} =\kappa _{2}=0.1.


2.1 El problema de minimización global y el diferencial de J

El problema de minimización global o sin restricciones asociado con los problemas de búsqueda en línea descritos es


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\{ \begin{array}{c}\hbox{Encontrar }v^{*}\in (L^{2}(0,T))^{3}, \hbox{tal que }\\ J(v^{*})\leq J(v),\forall v\in (L^{2}(0,T))^{3},\end{array}\right.

el cual, (junto con (3)-(4)) corresponde a un problema de control cuyo objetivo es llevar la dinámica del sistema del estado Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}_{0}}

al estado Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}_{T}}

. Este tipo de problemas de control pueden resolverse usando un algoritmo de gradiente conjugado como los discutidos en el Capítulo 2 de [5] y el Capítulo 3 de [6], donde también se menciona el concepto de Frechet-diferenciabilidad adecuado para minimizar funcionales en espacios de Hilbert. A continuación damos una definción y un teorema básicos para resolver el problema que nos ocupa.

Definición. Sea Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle V}

un espacio de Hilbert. Un funcional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J}
sobre Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle V}
es Frechet-diferenciable si, para todo Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle v,w \in V}

, existe Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle DJ(v) \in V'} , la derivada o el diferencial de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J}

en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle v}

, tal que


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): J(v+w)-J(v)=\langle DJ(v),w\rangle + \Vert w \Vert \epsilon (v,w),

con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \langle . , . \rangle }

denotando par de dualidad, y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \epsilon (v,w)}
tendiendo a cero cuando Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \Vert w \Vert }
tiende a cero.

Teorema. Si Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J}

está definido como en (3) entonces  es Frechet-diferenciable y su diferencial Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle DJ(\mathbf{v})}
es

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): DJ(\mathbf{v})=\eta \mathbf{v}+\mathbf{p},
(5)

donde Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{p}}

se obtiene al resolver el sistema (versión matricial de (4)) :

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\lbrace \begin{array}{c}\Gamma \dfrac{d\mathbf{y}}{dt}+K\mathbf{y}+ \sen \mathbf{y}=\left( \begin{array}{ccc}i_1+v_1 \\ i_2+v_2 \\ i_3+v_3 \\ \end{array} \right)\hbox{ en } (0,T), \\ \mathbf{y}(0)=\mathbf{y}_0, \end{array} \right.
(6)

y después el sistema adjunto

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\lbrace \begin{array}{c}-\Gamma \dfrac{d\mathbf{p}}{dt}+K\mathbf{p}+ C(\mathbf{y}) \; \mathbf{p} =0 \hbox{ en } (0,T), \\ \Gamma \mathbf{p}(T)=k(\mathbf{y}(T)-\mathbf{y}_{T}), \end{array} \right.
(7)

donde Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle C(\mathbf{y})}

es una matriz diagonal de 3x3 para la cual la entrada iésima de la diagonal es Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle cos(y_i)}

.

De este teorema resulta que Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle DJ(\mathbf{u}-\rho \mathbf{w})=\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p}} , con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{p}}

solución de (7) una vez que Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}(t)}
 es solución del sistema (6) tomando Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{v}=\mathbf{u}-\rho \mathbf{w}}

.

La demostración de este teorema, y de los resultados que se mencionan a continuación pueden consultarse en [7].

3 Metodología de solución

Para resolver por el método de Newton nuestro problema de búsqueda en línea (2) definimos

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g(\rho )=J(\mathbf{u}-\rho \mathbf{w}),
(8)

entonces el problema se reduce a encontrar raíces para Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g'}

(un problema de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbb{R}}
en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbb{R}}

), las cuales aproximaremos con la iteración de Newton

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho _{i+1}=\rho _i-\dfrac{g'(\rho _i)}{g''(\rho _i)} ; g''(\rho _i)\neq 0,


para lo cual debemos conocer Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g'}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g''}

. Para describir Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g'(\rho )}

en términos de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle DJ}
necesitamos el siguiente teorema:

Teorema. Sea Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J}

un funcional Frechet-diferenciable sobre Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle V}
y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g}
como en (8). Entonces
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g'(\rho )=\dfrac{d}{d\rho }J(\mathbf{u}-\rho \mathbf{w})=-\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle{.}

Así que la ecuación que tenemos que resolver para Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho }

es
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g'(\rho )=-\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle=0.

Como la iteración de Newton es

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho _{i+1}=\rho _{i}-\dfrac{g'(\rho _{i})}{g''(\rho _{i})},

aún nos falta encontrar una expresión para Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g''(\rho )} . Como estamos trabajando en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (L^2(0,T))^3} , los pares de dualidad coinciden con el producto interno gracias al teorema de representación de Riesz. Dado que ya conocemos el representante de la transformación Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle DJ(v)}

(ver (5)), podemos escribir

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g'(\rho )=-(\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p}, \mathbf{w})=-\int _{0}^{T}(\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p})\cdot \mathbf{w} \hbox{ dt},
(9)

donde Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{p}}

se obtiene resolviendo
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\{ \begin{array}{c}\gamma _{1}\frac{d y_{1\rho }}{dt}+\kappa _{1}( y_{1\rho }-y_{2\rho })+ \sen y_{1\rho }=i_1+u_1-\rho w_1\hbox{ en }(0,T), \\ \gamma _{2}\frac{d y_{2\rho }}{dt}+\kappa _{1}( y_{2\rho }- y_{1\rho })+\kappa _{2}( y_{2\rho }- y_{3\rho })+\sen y_{2\rho }=i_2+ u_2-\rho w_2 \hbox{ en }(0,T), \\ \gamma _{3}\frac{d y_{3\rho }}{dt}+\kappa _{2}( y_{3\rho }- y_{2\rho })+ \sen y_{3\rho }=i_3+u_3-\rho w_3\hbox{ en }(0,T), \\ \mathbf{y}(0)=\mathbf{y}_0.\end{array}\right.

y luego el problema

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\lbrace \begin{array}{c}-\Gamma \dfrac{d\mathbf{p}_{\rho }}{dt}+K\mathbf{p}_{\rho }+ \left( \begin{array}{ccc}\cos y_{1 \rho } & 0 & 0 \\ 0 & \cos y_{2 \rho } & 0 \\ 0 & 0 & \cos y_{3 \rho } \\ \end{array} \right)\mathbf{p}_{\rho } =0 \hbox{ en } (0,T), \\ \Gamma \mathbf{p}_{\rho }(T)=k(\mathbf{y}_{\rho }(T)-\mathbf{y}_{T}). \end{array} \right.

Para calcular Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g''(\rho )=\dfrac{dg'}{d\rho }} , por la regla de Leibniz para la diferenciación bajo el signo integral tenemos, a partir de (9) que:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \frac{dg'(\rho )}{d\rho }=-\int _{0}^{T} \dfrac{\partial }{\partial \rho } (\eta (\mathbf{u}-\rho \mathbf{w})+\mathbf{p})\cdot \mathbf{w} \hbox{ dt },

lo cual nos da


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g''(\rho )=\int _{0}^{T} \left[\eta \mathbf{w}-\dot{\mathbf{p}}_{\rho } \right]\cdot \mathbf{w}\hbox{ dt },

que denotaremos como

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g''(\rho )=\langle D^{2}J (\mathbf{u}-\rho \mathbf{w})\mathbf{w}, \mathbf{w} \rangle

y donde Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \dot{\mathbf{p}}_{\rho }}

se obtiene resolviendo
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\lbrace \begin{array}{c}\Gamma \dfrac{d\dot{\mathbf{y}}_{\rho }}{dt}+K\dot{\mathbf{y}}_{\rho }+ \left( \begin{array}{ccc}\cos y_{1 \rho } & 0 & 0 \\ 0 & \cos y_{2 \rho } & 0 \\ 0 & 0 & \cos y_{3 \rho } \\ \end{array} \right)\dot{\mathbf{y}}_{\rho }= \left( \begin{array}{ccc}-w_1 \\ -w_2 \\ -w_3 \\ \end{array} \right) \hbox{ en } (0,T), \\ \dot{\mathbf{y}}_{\rho }(0)=0 \end{array} \right.

y luego el problema

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\lbrace \begin{array}{c}-\Gamma \dfrac{d\dot{\mathbf{p}}_{\rho }}{dt}+K\dot{\mathbf{p}}_{\rho }+ \left( \begin{array}{ccc}\cos y_{1 \rho } & 0 & 0 \\ 0 & \cos y_{2 \rho } & 0 \\ 0 & 0 & \cos y_{3 \rho } \\ \end{array} \right)\dot{\mathbf{p}}_{\rho }= \\ \left( \begin{array}{ccc}\sen y_{1 \rho } \; \dot{y}_{1 \rho } & 0 & 0 \\ 0 & \sen y_{2 \rho } \; \dot{y}_{2 \rho } & 0 \\ 0 & 0 & \sen y_{3 \rho } \; \dot{y}_{3 \rho } \\ \end{array} \right)\mathbf{p}_{\rho } \hbox{ en } (0,T), \\ \Gamma \dot{\mathbf{p}}_{\rho }(T)=k\dot{\mathbf{y}}_{\rho }(T). \end{array} \right.

Con ésto el método de Newton para aproximar Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho ^{*}}

queda


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho _{i+1}=\rho _{i}-\dfrac{g'(\rho _{i})}{g''(\rho _{i})}


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho _{i+1}=\rho _{i}-\dfrac{-\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle }{\langle D^{2}J (\mathbf{u}-\rho \mathbf{w})\mathbf{w}, \mathbf{w} \rangle }
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho _{i+1}=\rho _{i}+\dfrac{\langle DJ (\mathbf{u}-\rho \mathbf{w}), \mathbf{w} \rangle }{\langle D^{2}J (\mathbf{u}-\rho \mathbf{w})\mathbf{w}, \mathbf{w} \rangle }.

4 Discretización del problema de búsqueda en línea

La idea principal es sustituir el espacio Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle L^2(0,T)}

por un espacio de funciones más práctico. A grandes rasgos este espacio será el de las funciones lineales por pedazos en (0,T), que además ofrecen la ventaja de poder ser representadas computacionalmente por eneadas de números.

Para describir esto con mayor precisión, comenzamos haciendo una partición uniforme del intervalo Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (0,T)}

con
  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle N}
número de subintervalos de la partición uniforme.
  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle h=\frac{T}{N}}
 tamaño de cada subintervalo.
  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle tt}
un vector de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle N+1}
puntos espaciados uniformemente en el intervalo Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (0,T)}
de la forma
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): tt=[0,\cdots ,tt_{N}].

Con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle tt_i=i*h, i=0,1,2,\cdots ,N} , esto significa que en el arreglo Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle tt}

se almacena la partición en el tiempo.

Dada esta partición, una función Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f(t)}

en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle L^2(0,T)}
puede ser aproximada por la función lineal por pedazos Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f_h(t)}
cuyo valor en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle t_i}
 es Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f_h(t_i)=f(t_i)}

. En la figura 1 se muestra una Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f}

y su aproximación lineal Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f_h}
por pedazos, con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle N=10}

. Note que entonces una función Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle f}

puede ser representada computacionalmente por dos Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (N+1)}

-eadas:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): f\approx \left\lbrace \begin{array}{c} (tt_0=0,\cdots , tti,\cdots ,tt_N) \\ (f(0),\cdots ,f(tt_i),\cdots ,f(tt_N)). \\ \end{array} \right.
Función f(t)=t \exp (-t) y fₕ(tt)=tt \exp (-tt), con N=10, T=5 y h=0.5.
Figura 1: Función Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): f(t)=t \exp (-t)
y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): f_h(tt)=tt \exp (-tt),
con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): N=10, T=5
y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): h=0.5

.

Con esto, está claro que podemos aproximar las funciones Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{v}}

en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (L^2(0,T))^3}
 por triadas de funciones lineales por pedazos, es decir por matrices de la forma 

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{v}(t)\approx (v_1,v_2,v_3)(tt)=\left( \begin{array}{ccc} v_1(0)&\cdots &v_1(tt_{N}) \\ v_2(0)&\cdots &v_2(tt_{N}) \\ v_3(0)&\cdots &v_3(tt_{N}) \\ \end{array} \right),}


mientras que las funciones Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{u}}

de nuestra teoría quedarían aproximada o representadas por la matriz
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mathbf{u}=\left( \begin{array}{ccc} u_1(0)&\cdots &u_1(tt_N) \\ u_2(0)&\cdots &u_2(tt_N) \\ u_3(0)&\cdots &u_3(tt_N) \\ \end{array} \right),

y las funciones Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{w}}

de nuestra teoría quedarían aproximadas o representadas por la matriz
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mathbf{w}=\left( \begin{array}{ccc} w_1(0)&\cdots &w_1(tt_N) \\ w_2(0)&\cdots &w_2(tt_N) \\ w_3(0)&\cdots &w_3(tt_N) \\ \end{array} \right).

También a partir de ahora, estaremos usando la notación Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{v}^n}

para denotar el valor de la función Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{v}}

, lineal por pedazos, en el tiempo Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle nh} . Esta notación también aplica para las funciones Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{p}}

, es decir, con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}^n}

denotamos el valor de la función Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}}
en el tiempo Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle nh}
y similarmente para Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{p}}

. Esto se resume en decir que en este capítulo damos los valores de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{u}}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{w}}
en la partición Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle tt}
y debemos minimizar una version discreta del funcional, para lo cual es necesario encontrar los valores aproximados  de
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mathbf{y}\approx (y_1,y_2,y_3)(tt)=\left( \begin{array}{ccc} y_1(0)&\cdots &y_1(tt_N) \\ y_2(0)&\cdots &y_2(tt_N) \\ y_3(0)&\cdots &y_3(tt_N) \\ \end{array} \right),

y de

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mathbf{p}\approx (p_1,p_2,y_3)(tt)=\left( \begin{array}{ccc} p_1(0)&\cdots &p_1(tt_N) \\ p_2(0)&\cdots &p_2(tt_N) \\ p_3(0)&\cdots &p_3(tt_N) \\ \end{array} \right)

en la partición Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle tt} . En lo que sigue detallamos cómo hacemos todas estas discretizaciones.

4.1 Discretización del Funcional

El funcional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J}

de (3) lo aproximamos por
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): J^{h}(\mathbf{v})=\frac{\eta h}{2}\sum _{n=1}^{N} ||\mathbf{v}^n ||^{2}+\frac{k}{2}||\mathbf{y}^N-\mathbf{y}_T||^{2},

con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle || \mathbf{v}^{n} ||^{2}=| v_{1}^{n} |^{2}+| v_{2}^{n} |^{2}+| v_{3}^{n}|^{2}} . Aquí Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}^N}

es la aproximación de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}}
en el tiempo Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle N}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (tt_N=Nh)}

, que mas adelante especificamos cómo calcular.

4.2 Discretización del SEDO

Aproximamos el sistema (6) por un esquema de Euler explícito que luce como sigue:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\lbrace \begin{array}{c}\hbox{Dado } \mathbf{y}^0=\mathbf{y}_0, \\ \\ \hbox{ para } n=0,...,N-1 \hbox{ resolver } \\ \\ \mathbf{y}^{n+1}= \mathbf{y}^{n}-h \Gamma ^{-1} K \mathbf{y}^{n}- h \Gamma ^{-1} \left( \begin{array}{ccc}\sen y_1^{n} \\ \sen y_2^{n} \\ \sen y_3^{n} \\ \end{array} \right)+ h \Gamma ^{-1} \left( \begin{array}{ccc}i_1+v_{1}^{n} \\ i_2+v_{2}^{n} \\ i_3+v_{3}^{n} \end{array} \right). \end{array} \right.

4.3 Discretización del SEDO Adjunto

El sistema adjunto (7) lo aproximamos por

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\lbrace \begin{array}{c}\mathbf{p}^{N}=k \Gamma ^{-1} (\mathbf{y}^{N}-\mathbf{y}_T), \\ \\ \hbox{ para } n=N-1,...,0 \hbox{ resolver } \\ \\ \mathbf{p}^{n}=\mathbf{p}^{n+1}-h \Gamma ^{-1} K \mathbf{p}^{n+1}-h \Gamma ^{-1} \left( \begin{array}{ccc}\cos y_{1}^{n} & 0 & 0 \\ 0 & \cos y_{2}^{n} & 0 \\ 0 & 0 & \cos y_{3}^{n} \\ \end{array} \right)\; \mathbf{p}^{n+1}. \\ \end{array} \right.

4.4 Discretización del Producto interno

Las discretizaciones mencionadas implican que estamos considerando el siguiente producto interno

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): (\mathbf{u},\mathbf{w})_{h}=h \sum _{n=1}^N \mathbf{u}^n \cdot \mathbf{w}^n, \forall \mathbf{u}, \mathbf{w} \in (\mathbb{R}^3)^N.

4.5 Discretización de g'(ρ) y g(ρ)

Para resolver la ecuación Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g(\rho ^*)=0}

con el método de Newton se requiere el conocimiento de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g'(\rho )}
que estará dada en los nuevos espacios vectoriales por


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g'(\rho )=-h \eta \sum _{n=1}^{N}[\mathbf{u}^{n}-\rho \mathbf{w}^{n}+\mathbf{p}_{\rho }^{ n}]\cdot \mathbf{w}^{n},

donde Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{p}_{\rho }^{n}}

se obtiene resolviendo
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\lbrace \begin{array}{c}\hbox{Dado } \mathbf{y}_{\rho }^0=\mathbf{y}_{\rho }(0), \\ \\ \hbox{ para } n=0,...,N-1 \hbox{ resolver } \\ \\ \mathbf{y}_{\rho }^{n+1}= \mathbf{y}_{\rho }^{n}-h\Gamma ^{-1} K \mathbf{y}_{\rho }^{n}-h\Gamma ^{-1} \left( \begin{array}{ccc}\sen y_{\rho{1}}^{n} \\ \sen y_{\rho{2}}^{n} \\ \sen y_{\rho{3}}^{n} \\ \end{array} \right) +h\Gamma ^{-1} \left( \begin{array}{ccc}i_1+u_{1}^{n}-\rho w_{1}^{n} \\ i_2+u_{2}^{n} -\rho w_{2}^{n} \\ i_3+u_{3}^{n} -\rho w_{3}^{n} \\ \end{array} \right). \\ \end{array} \right.

y luego resolviendo

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\lbrace \begin{array}{c}\mathbf{p}_{\rho }^{N}=k\Gamma ^{-1}(\mathbf{y}_{\rho }^{N}-\mathbf{y}_T), \\ \\ \hbox{ para } n=N-1,...,0 \hbox{ resolver } \\ \\ \mathbf{p}_{\rho }^{n}=\mathbf{p}_{\rho }^{n+1}-h\Gamma ^{-1} K \mathbf{p}_{\rho }^{n+1} -h\Gamma ^{-1} \left( \begin{array}{ccc}\cos y_{\rho{1}}^{n+1} & 0 & 0 \\ 0 & \cos y_{\rho{2}}^{n+1} & 0 \\ 0 & 0 & \cos y_{\rho{3}}^{n+1}\\ \end{array} \right)\; \mathbf{p}_{\rho }^{n+1}. \\ \end{array} \right.

y para

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): g''(\rho )=h\sum _{n=1}^{N}[\eta \mathbf{w}^{n}-\overset{\cdot }{\mathbf{p}}_{\rho }^{n}] \cdot \mathbf{w}^{n},

con Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \overset{\cdot }{\mathbf{p}}_{\rho }^{n},}

obtenido al resolver
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\{ \begin{array}{c}\overset{\cdot }{\mathbf{y}}_{\rho }^{0}=\mathbf{0}, \\ \hbox{para } n=0,....,N-1 \hbox{ resolver} \\ \overset{\cdot }{\mathbf{y}}_{\rho }^{n+1}=\overset{\cdot }{\mathbf{y}^{n}}_{\rho }-h \Gamma ^{-1} K \overset{\cdot }{\mathbf{y}}_{\rho }{ n}-h\Gamma ^{-1}\left( \begin{array}{c}\cos y_{1\rho }^{n} \\ \cos y_{2\rho }^{n} \\ \cos y_{3\rho }^{n}\end{array}\right)\overset{\cdot }{\mathbf{y}^{n}}_{\rho }-h\Gamma ^{-1}\left( \begin{array}{c}w_{1}^{n} \\ w_{2}^{n}\\ w_{3}^{n}\end{array}\right),\end{array}\right.

y luego resolver

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \left\{ \begin{array}{c}\overset{\cdot }{\mathbf{p}}_{\rho }^{N}=k\Gamma ^{-1}\overset{\cdot }{\mathbf{y}}_{\rho }^{N}, \\ \hbox{para }n=N-1,....,0 \hbox{ resolver} \\ \overset{\cdot }{\mathbf{p}}_{\rho }^{n}=\overset{\cdot }{\mathbf{p}}_{\rho }^{n+1}+h \Gamma ^{-1} K \overset{\cdot }{\mathbf{p}}_{\rho }^{n+1} \\ \\ +h \Gamma ^{-1} \left( \begin{array}{ccc}\cos y_{1\rho }^{n}& 0 & 0 \\ 0 & \cos y_{2\rho }^{n} & 0 \\ 0 & 0 & \cos y_{3\rho }^{n}\end{array}\right)\overset{\cdot }{\mathbf{p}}_{\rho }^{n+1} \\ \\ -\left( \begin{array}{ccc}\overset{\cdot }{y}_{1\rho }^{n}\sen y_{1\rho }^{n} & 0 & 0 \\ 0 & \overset{\cdot }{y}_{2\rho }^{n}\sen y_{2\rho }^{n} & 0 \\ 0 & 0 & \overset{\cdot }{y}_{3\rho }^{n}\sen y_{3\rho }^{n}\end{array}\right)\mathbf{p}_{\rho }^{n+1}\mathbf{.}\end{array}\right.

Con esto podemos ya aplicar el método de Newton para resolver la versión discreta de Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle g'(\rho )=0}

Dado Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho ^{0}}

, iterar con

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \rho ^{m+1}=\rho ^{m}-\frac{g'(\rho ^{m})}{g''(\rho ^{m})}.

Usamos el criterio de paro Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \dfrac{\vert \rho ^{m+1}-\rho ^{m}\vert }{\vert \rho ^{m+1}\vert }< \varepsilon } , para Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \varepsilon }

pequeño dado.

5 Experimentación computacional

5.1 Ejemplo 1

En este ejemplo tomamos Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u_1(t)=t \exp (-t)} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u_2(t)=t^3} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u_3(t)=0}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w_1(t)=\exp (-t)/10}

, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w_2(t)=3t-t^3}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w_3(t)=0}

. Se tomaron los valores siguientes para los parámetros en la iteración de Newton y en la discretización de los problemas involucrados:

  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle T=16}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle k=1.0e-3}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho ^0=0}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle h=T/500}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \eta=1}

.

  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}_{0}=[ 1.2514; 0.7456; -0.9753]}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}_{T}=[ 7.4207; 6.4958; -0.3236]}

.

Dadas las funciones Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{u}=(t \exp (-t),t^3,0)}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{w}=(\exp (-t)/10,3t-t^3,0)}

, minimizamos con el método de Newton el funcional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J(\mathbf{u}(t)-\rho \mathbf{w}(t))}

sobre Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho }
y en 3 iteraciones se obtuvo el valor Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho ^{*}=-1.017}

. La gráfica del funcional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J}

restringido a la recta Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{v}=\mathbf{u}-\rho \mathbf{w}}
se muestra en la Figura 2.
Funcional J(u(t)-ρw(t)) para las funciones u y w del ejemplo 1.
Figura 2: Funcional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): J(\mathbf{u}(t)-\rho \mathbf{w}(t))
para las funciones Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mathbf{u}
y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mathbf{w}
del ejemplo 1.

5.2 Ejemplo 2

En este ejemplo tomamos Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u_1(t)=-(t-2)\exp (-t)} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u_2(t)=3t^2+1} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle u_3(t)=(t-1)^2+1}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w_1(t)=t^3+t-1}

, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w_2(t)=\dfrac{1}{3}t^3-t} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle w_3(t)=\exp (-t)/10} . Tanto para la discretización de los problemas involucrados como para las iteraciones de Newton se tomaron los valores siguientes:

  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle T=12}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle k=1.0e-3}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho ^0=0.5}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle h=T/500}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \eta=1}

.

  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}_{0}=[0.1992; 0.1187; -0.1552]}
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{y}_{T}=[0.1810; 0.0338; -0.0515]}

.

Dadas las funciones Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{u}=(-(t-2)\exp (-t),3t^2+1,(t-1)^2+1)}

y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{w}=(t^3+t-1,\frac{1}{3}t^3-t,\exp (-t)/10)}

, minimizamos con el método de Newton el funcional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J(\mathbf{u}(t)-\rho \mathbf{w}(t))}

sobre Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho }
y en 6 iteraciones se obtuvo el valor Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \rho ^{*}=0.084}

. La gráfica del funcional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J}

restringido a la recta Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{v}=\mathbf{u}-\rho \mathbf{w}}
se muestra en la Figura 3.
Funcional J(u(t)-ρw(t)) para las funciones u y w del ejemplo 2.
Figura 3: Funcional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): J(\mathbf{u}(t)-\rho \mathbf{w}(t))
para las funciones Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mathbf{u}
y Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): \mathbf{w}
del ejemplo 2.

6 Conclusiones

No contamos con un ejemplo para el cual se conozca la solución exacta, así que nuestra validación se basa en el desempeño del método en ejemplos como los dos mostrados, dado que es posible tener una visualización suficientemente detallada del funcional Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle J}

restringido a la "recta" que pasa por Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{u}}
y tiene dirección Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle \mathbf{w}}

. De acuerdo a estos ejemplos se puede concluir que el método de Newton produce resultados excelentes. En este trabajo el objetivo no es comparar el método de Newton con otros métodos, sino verificar que este tipo de problemas se pueden resolver aceptablemente utilizando el método de Newton; sin embargo en trabajos futuros esperamos considerar otros métodos y hacer tal comparación, por ejemplo, con los métodos que no utilizan derivadas. También podemos mencionar que los resultados presentados aquí se aplicarán próximamente para resolver el problema de minimización global asociado con el problema de control, el cual, como se conocen el estado inicial del que se parte y el estado final al que se quiere llegar, podrá considerarse como un caso de validación de la metodología expuesta en el presente trabajo.

BIBLIOGRAFÍA

[1] R. P. Brent (2002) Algorithms for minimization without derivatives. New York: Courier Dover Publications.

[2] J. López, L. H. Juárez (2019) Método de Newton para Problemas de Búsqueda en Línea en Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle L^2} . Journal of Basic Sciences. Vol. 5, Num. 13.

[3] Y. Braiman, B. Neschke, N. Nair, N. Ima, and R. Glowinski. (2016) Memory States in Small Arrays of Josephson Junctions, PHYSICAL REVIEW E (94), 052223: 1-13.

[4] J. D. Rezac, N. Imam and Y. Braiman, (2017) Parameter optimization for transitions between memory states in small arrays of Josephson junctions, PHYSICA A (474), 267-281.

[5] R. Glowinski (2015) Variational Methods for the Numerical Solution of Nonlinear Elliptic Problems, Philadelphia: SIAM.

[6] R. Glowinski (2003) Finite element methods for incompressible viscous flow. In Handbook of Numerical Analysis, Vol. IX, P.G. Ciarlet & J.L. Lions, eds., 3-1176, Amsterdam: Elsevier.

[7] C. N. Cortazar (2020) Método de Newton para búsquedas en línea en el espacio Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://mathoid.scipedia.com/localhost/v1/":): {\textstyle (L^2)^3} . Tesis de Maestría. Universidad Juárez Autónoma de Tabasco.

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Published on 19/04/21
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