Abstract
The paper presents a vector approach to control problems for systems of equations. The method is described in the case of Kolmogorov systems which arise frequently in the dynamics of populations. Three types of problems are discussed: problems with control of both per capita growth rates, problems with control parameters acting on the growth rates, and problems which combine the first two types. The controllability is obtained via a vector approach based on the Perov fixed point theorem and matrices which are convergent to zero. Four concrete illustrative examples are added
Authors
Alexandru Hofman
Faculty of Mathematics and Computer Science, Babeş-Bolyai University, Cluj-Napoca, Romania
Radu Precup
Department of Mathematics Babes-Bolyai University, Cluj-Napoca, Romania
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy, Cluj-Napoca, Romania
Keywords
Kolmogorov system; control problem, fixed point; matrix convergent to zero; differential equations and systems; Volterra-Fredholm integral equation; Lotka-Volterra system.
Paper coordinates
A. Hofman, R. Precup, Vector fixed point approach to control of Kolmogorov differential systems, Contemporary Mathematics, 2 (2024) no. 5, pp. 1311-1425. https://doi.org/10.37256/cm.5220242840
About this paper
Journal
Contemporary Mathematics
Publisher Name
Universal Wiser
Print ISSN
2705-1064
Online ISSN
2705-1056
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Paper (preprint) in HTML form
Vector fixed point approach to control of Kolmogorov differential systems
Abstract.
The paper presents a vector approach to control problems for systems of equations. The method is described on the case of Kolmogorov systems which arise frequently in the dynamics of populations. Three types of problems are discussed: problems with control of both per capita growth rates; problems with control parameters acting on the growth rates; and problems which combine the first two types. The controllability is obtained via a vector approach based on Perov fixed point theorem and matrices which are convergent to zero. Four concrete illustrative examples are added.
Key words and phrases:
Kolmogorov system, control problem, fixed point, matrix convergent to zero, differential equations and systems, Volterra-Fredholm integral equation, Lotka-Volterra system.1991 Mathematics Subject Classification:
34H05, 37N25, 34A12, 34K351. Introduction
Differential equations and systems represent a dedicated class of models of many real processes giving mathematical expression of specific laws. As a rule, they incorporate a number of parameters, some fixed specific to the quantities involved, and others susceptible to being influenced in order to reach a certain objective, the controllability condition. This change is made mathematically using some control parameters whose expression can in many cases be expressed in terms of state variables. These expressions, once inserted into the equations, transform them into functional-differential equations whose study can be reduced to that of the fixed points of some nonlinear operators. In this way, we speak of the fixed point method for control problems. It was frequently used in studies related to control theory in a particular way, specific to each investigated problem (see, for example [1, 2, 3, 4, 5], and the monograph [6]). A general, unifying formulation of the method was given in the work [7]. We describe it in the following.
The problem is to find a solution to the following system
(1.1) |
associated to the fixed point equation Here is the state variable, is the control variable, is the domain of the states, is the domain of controls and is the controllability domain, usually given by means of some condition/property imposed to or to both and Notice that all involved sets are not necessarily structured sets and is any mapping from to
One says that the equation is controllable in with respect to providing that problem (1.1) has a solution . If the solution is unique we say that the equation is uniquely controllable.
Let be the set of all possible solutions of the fixed point equation and be the set of all that are first components of some solutions of the fixed point equation, that is
Then the set of all solutions of the control problem (1.1) is equal to
Define the set-valued map by
Thus gives the ‘expression’ of the control variable in terms of the state variable.
It is easily seen that if for some extension of from to the fixed point inclusion
has a solution that is
for some then the couple solves the control problem (1.1).
In many cases, and are single-valued maps and the extension can be done using the expression of
In applications, this principle should be accompanied by a fixed point principle to solve the resulting fixed point problem. The fixed point theorems of Banach, Schauder and Leray-Schauder are currently used. Some illustrative examples were given in papers [8, 9, 7, 10].
The purpose of this paper is to draw attention to the vector technique of the fixed point theory, based on the use of the concept of contraction in the sense of Perov and on matrices instead of constants in the Lipschitz and growth conditions. As first shown in [11] (see also [12, Chapter 10]), the vector approach, compared to the scalar one, proves to be more suitable for the study of systems of equations. It is consistent with the vector structure of a system viewed as a single equation decomposed on a product space.
We use the vector fixed point approach to discuss three control problems related to Kolmogorov systems, which, for example, model the dynamics of several species that mutually influence their per capita growth rates (see, e.g., [13, 14, 15, 16, 18, 17, 19]). The problems consist of finding appropriate changes to growth rates or per capita growth rates so that at a given time, certain desired levels are reached. Such issues are extremely important in controlling epidemics and ecological balances. In the models that describe the evolution of the production of components of a certain product, the control is carried out through production policies to reach the desired level of production. Control issues are also important in medicine, where control is achieved by dosing the drug in order to achieve the desired result.
For simplicity we shall consider two-dimensional Kolmogorov systems, but the technique used and the results obtained can be adapted to the general case of -dimensional systems. More exactly, we are concerned with the solvability of the control problems from below. In all cases, are the initial states at time and are the desired levels at a given time Also, are the state variables, and are the control parameters. Thus, the controllability conditions are
Problem 1 (with control of both per capita growth rates):
(1.2) |
Problem 2 (with control on both growth rates):
(1.3) |
Problem 3 (with control of the per capita growth rate of one species and control of the growth rate of the other one):
(1.4) |
Notations and auxiliary results. Throughout this work, by we shall denote de max norm on the space i.e.,
By a matrix that converges to zero we mean a square matrix with nonnegative entries and the property that its power converges to the zero matrix as It is well-known that this property is equivalent to the fact that the spectral radius of is strictly less than one, and also the fact that the matrix ( being the unit matrix of the same size) is nonsingular and its inverse also has nonnegative entries. We mention that a square matrix of size two with nonnegative entries is convergent to zero if and only if
(1.5) |
that is
(1.6) |
We shall use this notion in two situations: in order to obtain the existence and uniqueness of the solution of a system, by means of Perov’s fixed point theorem, and for guaranteeing of the invariance condition to a given operator, when we will be led to solving vector inequations.
For the first situation, a matrix that converges to zero plays the role of the contraction constant from Banach’s fixed point theorem. More exactly we have the vector version of the contraction principle, namely Perov’s fixed point theorem that we present here in a form sufficient for us.
Theorem 1.1 (Perov).
Let be a Banach space, a closed subset of and be an operator satisfying the following vector inequality
for all where is a convergent to zero matrix of size two. Then has a unique fixed point in which is the limit of the sequence of successive approximations starting from any
For the second situation, trying to solve in and a vector inequation of the form
or equivalently, the inequation
we shall multiply by to obtain the solution
Of course this is possible with keeping the inequality sense, if is nonsingular and its inverse has nonnegative entries, that is, if is convergent to zero.
2. Main Results
In this section, the general method of solving control problems for fixed-point equations that was presented in the Introduction is followed for each of the three problems (1.2), (1.3) and (1.4).
In the following we use the following numbers involving the initial and final values:
(2.1) |
2.1. First control problem
Consider the control problem (1.2). The first result guarantees the unique controllability of the system, with a given bound of the states
Theorem 2.1.
Let be such that and let be bounded by a constant Assume that and satisfy the Lipschitz conditions
(2.2) | |||||
(2.3) |
for all Then, for each
(2.4) |
for which the matrix
(2.5) |
converges to zero, the control problem (1.2) has a unique solution with positive and
Proof.
Looking for positive and we may take them under the form and In the new variables the initial conditions are and where and Also, the controllability conditions become where and Substitution and integration then yield the Volterra type integral system
(2.6) |
Using the controllability conditions and gives the expression of the control parameters in terms of the variables and namely
(2.7) | |||
Replacing in (2.6) we obtain a Volterra-Fredholm type integral system which can be seen as a fixed point equation for the operator giving by
We shall apply Perov’s theorem (see [12]) in the set
where Let Using the Lipschitz condition on we obtain the following estimate
Now using Lagrange’s mean value theorem we obtain
A similar estimate is obtained for Taking the maximum for we have
These two inequalities can be put in the vector form
where the matrix is assumed to converge to zero. Hence the operator is a Perov contraction. It remains to prove the invariance of the set , that is,
One has
since Similarly,
since Therefore, the operator invariants the set and thus Perov’s fixed point theorem applies and guarantees a unique fixed point Finally, and calculated according to (2.7) give the solution of the control problem (1.2). ∎
For the next result instead of the Lipschitz conditions on and we assume a logarithmic growth. The bounds of the states are not imposed from the beginning, but they are obtained by calculation.
Theorem 2.2.
Let be continuous and satisfy logarithmic growth conditions
(2.8) | |||||
for all and some constants Then for each for which the matrix
converges to zero, the control problem (1.2) has at least one solution with and
Proof.
We shall apply Schauder’s fixed point theorem (see, e.g., [20]) to the operator in a bounded set of the form
where We need to prove that one can find two positive numbers and such that the following invariance condition is satisfied:
Using (2.8) we have
A similar estimate holds for Hence,
that is, in the vector form
where and Thus, for the desired invariance property, we would like to have
equivalently
If the matrix converges to zero, then and thus we can multiply and preserve inequality sign. It turns out that
This inequality allows the choice of the radii to guarantee the invariance property. Thus Schauder’s fixed point theorem can be applied in . ∎
2.2. Second control problem
We consider now the control problem (1.3), when the control parameters act on the growth rates.
Theorem 2.3.
Assume that the functions satisfy the following conditions:
for all and the matrix
converges to zero. Then the control problem (1.3) has a unique solution.
Proof.
Integration leads to the integral system
(2.9) |
Using the controllability conditions we find the expressions of and namely
Replacing in (2.9) we obtain a Volterra-Fredholm type integral system which can be seen as a fixed point equation in for the operator defined by
We apply Perov’s fixed point theorem in the whole space Similarly to the proof of the previous theorems, we have the following estimate
Using the Lipschitz conditions from the hypothesis gives
In this way we obtain the estimates
We write them in the vector from
where the matrix is convergent to zero. Thus the operator is a Perov contraction on Its unique fixed point gives the solution of the control problem. ∎
2.3. Third control problem
For problem (1.4) we apply again Perov’s fixed point theorem by combining the techniques used for the first two problems. Thus we require the Lipschitz continuity of and
We look for solutions with on and
Theorem 2.4.
Let be such that
for all and Assume that
for
(2.10) |
and that the matrix
(2.11) |
is convergent to zero. Then the control problem has a unique solution such that and .
Proof.
Let and denote . Making substitutions and integrating we obtain
(2.12) |
Using the controllability conditions and we find the expressions of the control parameters in terms of the state variables,
Replacing in (2.12) we arrive to the Volterra-Fredholm type integral system
which can be seen as a fixed point equation for the operator where
We shall apply Perov‘s theorem to the operator in the set where . To this aim, using the Lipschitz conditions on and , we obtain estimates of and One has
Then, using the Lipschitz condition on we obtain
Similarly,
Furthermore,
Thus we have
Putting the above inequalities in the vector form
we guarantee the Perov contraction condition under the assumption that matrix is convergent to zero. Moreover, the invariance condition on holds as follows:
Perov’s theorem can be applied on and which guarantees the existence of a unique fixed point of the operator . It yields the solution of the control problem as desired. ∎
Remark 2.1.
The specific structure of the component equations in a Kolmogorov system makes that an exponential change of a variable is useful in order to obtain explicitly the expression of the control in terms of the state variables, from the corresponding equivalent integral equations, when the control acts on the per capita rate. Thus, for the first problem both controls act on the per capita rates; for the second problem, no one of the controls acts on the per capita rate; while for the third problem, only one of the control does. Correspondingly, both state variables have been changed for the treatment of Problem 1; no changes have been made for Problem 2; only one variable has been changed in case of Problem 3.
Remark 2.2.
The proofs of the previous theorems show the advantage of the vector method over the usual one, namely that it allows us, instead of a set of conditions imposed on the constants involved in Lipschitz or growth inequalities, to formulate a single condition imposed cumulatively by the matrix whose elements are these constants.
Example 1. This example illustrates Theorem 2.1. Consider the following self-limiting system
where and the final controllability conditions are and . We have that ,
Thus the Lipschitz conditions (2.2), (2.3) become
Also, in this case, using (2.1), we have and . For , condition (2.4) is satisfied. In addition, matrix given by (2.5) is
Recalling the necessary and sufficient condition (1.5) for a matrix of size two of being convergent to zero, it is easy to check that this condition holds for our matrix Indeed, we have
that is tr Applying Theorem 2.1, it turns out that the control problem has a unique solution with and
Example 2. Theorem 2.2 in particular applies with the following choice of functions and
extended by continuity to and respectively, that is It is easy to check that the assumptions of Theorem 2.2 are satisfied for and that the convergent to zero matrix is
Thus the corresponding Kolmogorov system is controllable for any initial and final values of and
Example 3. The following functions make the assumptions of Theorem 2.3 to be fulfilled:
Here it is understood that and The assumptions of Theorem 2.3 are satisfied for and that the convergent to zero matrix is in this case
Example 4. Consider the functions
for which and independently of Taking and we have Next, taking and we have that condition (2.10) holds. In addition, matrix (2.11) is
and by checking (1.6), it is convergent to zero. Thus Theorem 2.4 applies.
Remark 2.3 (approximation and numerical methods).
As can be seen from the above, solving control problems often leads to Volterra-Fredholm integral systems whose numerical solving is a real challenge. Starting from this finding, in the paper [8] an algorithm was developed for the approximation of solutions of control problems for fixed point equations. The algorithm was successfully applied in the recent work [21] to a control problem related to a three-dimensional system that models stem cell transplantation. It can also be used for the numerical solution of control problems for Kolmogorov systems as shown in the paper [10] and can be easily combined with the vector method that was the subject of this work.
Acknowledgements. The authors would like to thank the reviewers for careful reading of the manuscript and valuable remarks and suggestions which led to an improved version of the paper.
Conflict of interest
The authors declare no competing financial interest.
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