Reachable and controllable sets for two-dimensional,linear, discrete-time systems

We consider two-dimensional discrete-time linear systems with constrained controls. We propose a simple polynomial time procedure to give an exact external representation of theN-step reachable set and controllable set. The bounding hyperplanes are explicitly derived in terms of the data of the problem. By using a result in computational geometry, all the calculations are made in polynomial time in contrast to classical methods. The limit case asN is also investigated.     

Complex adaptive systems and game theory: An unlikely union

A Complex Adaptive System is a collection of autonomous, heterogeneous agents, whose behavior is defined with a limited number of rules. A Game Theory is a mathematical construct that assumes a small number of rational players who have a limited number of actions or strategies available to them. The CAS method has the potential to alleviate some of the shortcomings of GT. On the other hand, CAS researchers are always looking for a realistic way to define interactions among agents. GT offers an attractive option for defining the rules of such interactions in a way that is both potentially consistent with observed real‐world behavior and subject to mathematical interpretation. This article reports on the results of an effort to build a CAS system that utilizes GT for determining the actions of individual agents. © 2009 Wiley Periodicals, Inc. Complexity, 16,24–42, 2010     

Spectral decomposition theorem in equicontinuous nonautonomous discrete dynamical systems

In this paper, we define the notion of weak chain recurrence and study properties of weak chain recurrent sets in a nonautonomous discrete dynamical system induced by a sequence of homeomorphisms on a compact metric space. Our main result is the Smale’s spectral decomposition theorem in an equicontinuous nonautonomous discrete dynamical system.     

Surplus division and investment incentives in supply chains: A biform-game analysis

In this paper, we use a biform-game approach for analyzing the impact of surplus division in supply chains on investment incentives. In the first stage of the game, firms decide non-cooperatively on investments. In the second stage, the surplus is shared according to the Shapley value. We find that all firms have inefficiently low investment incentives which, however, depend on their position in the supply chain. Cross-subsidies for investment costs can mitigate, but not eliminate the underinvestment problem. Vertical integration between at least some firms.yields efficient investments, but may nevertheless reduce the aggregated payoff of the firms. We show how the size of our effects depends on the structure of the supply chain and the efficiency of the investment technology. Various extensions demonstrate that our results are qualitatively robust.     

Financial systems: a few theoretical and algebraic considerations for their modeling

In this paper I suggest that observable entities, usually named ‘financial systems’, may be related to the general conceptual framework of systems theory. Starting from the requisite properties of a (general) system, I derive a strong and operational concept for specific financial systems (Section 1). Then a general modeling procedure is proposed, mainly based upon graph theory (with an additional and complementary use of linear systems analysis), through which it is possible to establish the general static and almost dynamic properties of these specific systems and their implications for financial analysis itself (Section 2). A numerical example (Section 3) illustrates most of the concepts and ideas introduced throughout the paper.     

Controlled and optimally controlled multiplexing systems: A numerical exploration

Large controlled multiplexing systems are approximated by diffusion type processes yielding a very efficient way of approximation and good numerical methods. The limit equations are an efficient aggregation of the original system, and provide the basis of the actual numerical approximation to the control problem. The numerical approximations have the structure of the original problem, but are generally much simpler. The control can occur in a variety of places; e.g., leaky bucket controllers, control of marked cells at the transmitter buffer, or control of the transmitter speed. From the point of view of the limit equations, those are equivalent. Various forms of the optimal control problem are explored, where the main aim is to control or balance the losses at the control with those due to buffer overflow. It is shown that much can be saved via the use of optimal controls or reasonable approximations to them. We discuss systems with one to three classes of sources, various aggregation methods and control approximation schemes. There are qualitative comparisons of various systems with and without control and a discussion of the variations of control and performance as the systems data and control bounds vary. The approach is a very useful tool for providing both qualitative and quantitative information which would be hard to get otherwise. The results have applications to various forms of the ATM and broadband integrated data networks.The work was partially supported by AFOSR-91-0375 and (AFOSR) F49620-92-J-088-1DEF.The work was partially supported by grants (AFOSR) F49620-92-J-008-1DEF, AFOSR-91-03750.This work was partially supported by DAAH04-93-0070 (ARO) and AFOSR-91-0375.     

Analysis of switched linear systems in the plane,part 2: Global behavior of trajectories,controllability and attainability

The controllability and attainability properties of switched linear systems in the plane are investigated. A main result is the state-space decomposition theorem which classifies various convex regions inR ² according to their controllability properties. A preliminary investigation into the problem of determining minimum switch trajectories between two points inR ² is also presented.This research was supported by the Office of Naval Research, ONR Contract No. N0014-80-C-0199, and the United States Department of Energy, DOE Contract No. DE-AC01-79-ET-29363.     

Imprecise stochastic processes in discrete time: global models,imprecise Markov chains,and ergodic theorems

We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as discrete-time stochastic processes with finite state sets and transition probabilities that are imprecise, in the sense that they are only known to belong to some convex closed set of probability measures. We derive various properties for their joint lower and upper expectations, and in particular a law of iterated expectations. We then focus on the special case of imprecise Markov chains, investigate their Markov and stationarity properties, and use these, by way of an example, to derive a system of non-linear equations for lower and upper expected transition and return times. Most importantly, we prove a game-theoretic version of the strong law of large numbers for submartingale differences in imprecise probability trees, and use this to derive point-wise ergodic theorems for imprecise Markov chains.     

Analysis of switched linear systems in the plane,part 1: Local behavior of trajectories and local cycle geometry

This paper investigates the problem of control of switched linear systems evolving inR ². The concept of an opposition point is introduced, and its properties related to the existence of closed trajectories in the phase plane are investigated. The geometry of cycles in a neighborhood of an opposition point is also studied.This research was supported by the Office of Naval Research, ONR Contract No. N0013-80-C-0199, and the United States Department of Energy, DOE Contract No. DE-AC01-79-ET-29363.     

Semantics and pragmatics of fuzzy sets and systems

A philosophical formalism of a new methodological aspect of humanistic systems design and evaluation is given. A requisite concept of context-dependency is highlighted, and some approaches to fuzzy sets and linguistics subsequently extended. It is consequently shown that a mathematical theory of pragmatic fuzzy subsets is not only conceptually possible but practically implementable in man-machine studies as well. Thus, the important context-dependent implication of the subjective nature of Zadeh's theory of fuzzy sets can be better exploited.As a pragmatic theory, the approach here is a seeming connection between pragmatism and ontology, concepts that are traditionally diametrically opposed to each other. The attitude adopted has been the equation of pragmatism and psychophysical measurements of ontological objects (noumena). Pragmatism is tacitly defined as a form of empiricism whereby linguistic constructs (i.e., linguistic-variable denotions) that represent any aspect(s) of a humanistic system are nothing more than an operational procedure used to achieve psychophysical measurements of the aspect(s). In this fashion, pragmatism would enable the contents of assertions, which are made through declarative propositions, about humanistic systems to be deciphered within relevant contexts. For pragmatism, direct sense experience provides both the meaning and the criterion of reality judgements. The context-dependent nature of the physical reality of ontological entities is, therefore, better understood pragmatically vis-a-vis the appropriate evaluative criteria and interpretative conventions.By emphasizing the distinction between a fuzzy system (naturally fuzzified) and a fuzzified mathematical structure (meta-mathematically fuzzified), the use of the standard fuzzy topologies is justified although it is conceptually possible to develop a yet more general topology or perhaps an alternative one especially in the case of a meta-mathematically fuzzified structure. However, for the express purpose of machine implementation, a naturally fuzzified system, such as a (complex) humanistic system, is more amenable to an initial test of the philosophy of pragmatic fuzzy subsets. Consequently, the fuzzy topology and spaces employed are intended to be devoid of extensive generalities, in this instance.     

Online optimization of LTI systems under persistent attacks: Stability,tracking, and robustness

We study the stability properties of a closed-loop system composed of a dynamical plant and a feedback controller, the latter generating control signals that can be compromised by a malicious attacker. We consider two classes of feedback controllers: a static output-feedback controller, and a dynamical gradient-flow controller that seeks to steer the output of the plant towards the solution of a convex optimization problem. In both cases, we analyze the stability properties of the closed-loop system under a class of switching attacks that persistently modify the control inputs generated by the controllers. Our stability analysis leverages the framework of hybrid dynamical systems, Lyapunov-based arguments for switching systems with unstable modes, and singular perturbation theory. Our results reveal that, under a suitable time-scale separation between plant and controllers, the stability of the interconnected system can be preserved when the attack occurs with “sufficiently low frequency” in any bounded time interval. We present simulation results in a power-grid example that corroborate the technical findings.     

Index theory, nontrivial solutions, and asymptotically linear second-order Hamiltonian systems

In this paper, we consider the existence and multiplicity of solutions of second-order Hamiltonian systems. We propose a generalized asymptotically linear condition on the gradient of Hamiltonian function, classify the linear Hamiltonian systems, prove the monotonicity of the index function, and obtain some new conditions on the existence and multiplicity for generalized asymptotically linear Hamiltonian systems by global analysis methods such as the Leray-Schauder degree theory, the Morse theory, the Ljusternik-Schnirelman theory, etc.     

Dissipativity theory for discontinuous dynamical systems: Basic input, state, and output properties, and finite-time stability of feedback interconnections

In this paper, we develop dissipativity theory for discontinuous dynamical systems. Specifically, using set-valued supply rate maps and set-valued connective supply rate maps consisting of locally Lebesgue integrable supply rates and connective supply rates, respectively, and set-valued storage maps consisting of piecewise continuous storage functions, dissipativity properties for discontinuous dynamical systems are presented. Furthermore, extended Kalman–Yakubovich–Popov set-valued conditions, in terms of the discontinuous system dynamics, characterizing dissipativity via generalized Clarke gradients and locally Lipschitz continuous storage functions are derived. Finally, these results are used to develop feedback interconnection stability results for discontinuous dynamical systems by appropriately combining the set-valued storage maps for the forward and feedback systems.     

Modeling complex systems macroscopically: Case/agent-based modeling,synergetics, and the continuity equation

Recently, the continuity equation (also known as the advection equation) has been used to study stability properties of dynamical systems, where a linear transfer operator approach was used to examine the stability of a nonlinear equation both in continuous and discrete time (Vaidya and Mehta, IEEE Trans Autom Control 2008, 53, 307–323; Rajaram et al., J Math Anal Appl 2010, 368, 144–156). Our study, which conducts a series of simulations on residential patterns, demonstrates that this usage of the continuity equation can advance Haken's synergetic approach to modeling certain types of complex, self-organizing social systems macroscopically. The key to this advancement comes from employing a case-based approach that (1) treats complex systems as a set of cases and (2) treats cases as dynamical vsystems which, at the microscopic level, can be conceptualized as k dimensional row vectors; and, at the macroscopic level, as vectors with magnitude and direction, which can be modeled as population densities. Our case-based employment of the continuity equation has four benefits for agent-based and case-based modeling and, more broadly, the social scientific study of complex systems where transport or spatial mobility issues are of interest: it (1) links microscopic (agent-based) and macroscopic (structural) modeling; (2) transforms the dynamics of highly nonlinear vector fields into the linear motion of densities; (3) allows predictions to be made about future states of a complex system; and (4) mathematically formalizes the structural dynamics of these types of complex social systems.     

Consecutive-(r,f,k)out-of-n:F和Consecutive(f,g)-out-of-(r,n):F线性系统的可靠性

Consecutive-(r,f,k)-out-of-n:F系统由n个单元顺序连结而成,仅当在连续的r个单元中,至少有f个失效或者至少连续k个失效,整个系统才失效;而Consecutive-(f,g)-out-of-(r,n):F系统由n个单元顺序连结而成,仅当在整个系统中至少有f个失效或者在连续的r个单元中,至少有g个失效,整个系统才失效。本文运用马氏链嵌入方法,在单元之间相互独立以及单元之间马氏相关这两种情况下,给出线性系统的可靠性。     

Analytic proof systems for λ-calculus: the elimination of transitivity, and why it matters

We introduce new proof systems G[β] and G _ext[β], which are equivalent to the standard equational calculi of λβ- and λβη- conversion, and which may be qualified as ‘analytic’ because it is possible to establish, by purely proof-theoretical methods, that in both of them the transitivity rule admits effective elimination. This key feature, besides its intrinsic conceptual significance, turns out to provide a common logical background to new and comparatively simple demonstrations—rooted in nice proof-theoretical properties of transitivity-free derivations—of a number of well-known and central results concerning β- and βη-reduction. The latter include the Church–Rosser theorem for both reductions, the Standardization theorem for β- reduction, as well as the Normalization (Leftmost reduction) theorem and the Postponement of η-reduction theorem for βη-reduction      

Positive solutions of Lane-Emden systems with negative exponents: Existence, boundary behavior and uniqueness

We study the existence, boundary behavior and uniqueness of solutions for the singular elliptic system −Δu=u^−pv^−q,−Δv=u^−rv^−s,u>0,v>0,x∈Ω,u|_∂Ω=v|_∂Ω=0, where Ω is a bounded domain with smooth boundary in R^N, p,s≥0 and q,r>0. Our results are obtained in a range of p,q,r,s different from those in [M. Ghergu, Lane-Emden systems with negative exponents, J. Funct. Anal. 258 (2010) 3295-3318].     

Ideological Complex Systems: Mathematical Theory

The goal of this article is to build an abstract mathematical theory rather than a computational one of the process of transmission of ideology. The basis of much of the argument is Patten's Environment Theory that characterizes a system with its double environment (input or stimulus and output or response) and the existing interactions among them. Ideological processes are semiotic processes, and if in Patten's theory, the two environments are physical, in this theory ideological processes are physical and semiotic, as are stimulus and response. © 2014 Wiley Periodicals, Inc. Complexity 21: 47–65, 2015     

Second order parabolic systems, optimal regularity, and singular sets of solutions

We present a new, complete approach to the partial regularity of solutions to non-linear, second order parabolic systems of the form

u_t−divA(x,t,u,Du)=0.