On the synthesis problem for optimal control of a nonlinear stochastic observation process

The synthesis problem of an optimal nonlinear observer of a stochastic process is formulated and solved as a problem of vector formation of series-expansion coefficients in a nonlinear observation function to minimize the given functional of the a posteriori density of the observed process. An example of practical synthesis of a vector for optimal control of a nonlinear stochastic observation process is presented.Rostov-on-Don. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 38, No. 11, pp. 1213–1224, November, 1995.     

Introduction: Self-organization in nonequilibrium chemical systems

The field of self-organization in nonequilibrium chemical systems comprises the study of dynamical phenomena in chemically reacting systems far from equilibrium. Systematic exploration of this area began with investigations of the temporal behavior of the Belousov-Zhabotinsky oscillating reaction, discovered accidentally in the former Soviet Union in the 1950s. The field soon advanced into chemical waves in excitable media and propagating fronts. With the systematic design of oscillating reactions in the 1980s and the discovery of Turing patterns in the 1990s, the scope of these studies expanded dramatically. The articles in this Focus Issue provide an overview of the development and current state of the field.     

Oscillatory nonequilibrium Nambu systems: the canonical-dissipative Yamaleev oscillator

We study the emergence of oscillatory self-sustained behavior in a nonequilibrium Nambu system that features an exchange between different kinetical and potential energy forms. To this end, we study the Yamaleev oscillator in a canonical-dissipative framework. The bifurcation diagram of the nonequilibrium Yamaleev oscillator is derived and different bifurcation routes that are leading to limit cycle dynamics and involve pitchfork and Hopf bifurcations are discussed. Finally, an analytical expression for the probability density of the stochastic nonequilibrium oscillator is derived and it is shown that the shape of the density function is consistent with the oscillator properties in the deterministic case.     

Existence of the thermodynamic limit in nonequilibrium systems

The existence of a thermodynamic limit in nonequilibrium stochastic and quantal systems is proven for finite-range interactions and macrovariables which are bounded in the sense of norm. This condition is easily confirmed to be satisfied for specific models, such as the kinetic Ising model and quantal spin systems.Partially financed by Japanese Scientific Research Fund of the Ministry of Education.     

Spatial correlations in nonequilibrium systems: The effect of diffusion

We show how the ideas of the fluctuation-dissipation theory can be used to calculate spatial correlations in interacting systems away from equilibrium. The only spatially dependent dissipative process considered is diffusion, and spatial correlations are generated by the nonlocal spatial dependence of the chemical potential. The results are the lowest order in a hierarchy of generalized hydrodynamic type calculations applicable to nonequilibrium systems. We derive equations for the density correlation functions at stationary state supported by diffusive fluxes and show that they have the local equilibrium form. The static correlation function is obtained from the fluctuation-dissipation theorem, which we show to be equivalent to the Ornstein-Zernike integral equation. At equilibrium we demonstrate that the dynamical structure factor obtained by these methods includes the expected wave-vector dependent diffusion constant. Finally we derive a necessary and sufficient condition for local equilibrium to obtain at a stationary state and show by explicit calculation that chemical processes can give rise to significant nonequilibrium correlations.     

On the positivity of correlations in nonequilibrium spin systems

We consider Ising spin systems, equivalently lattice gases evolving under discrete- or continuous-time Markov processes, i.e., stochastic cellular automata or interacting particle systems. We show that for certain spin-flip probabilities or rates and suitable initial states the expectation values of products of spin variables taken at equal or different times are nonnegative; they satisfy the same inequalities as the equal-time correlations of ferromagnetic systems in equilibrium (first Griffiths inequality). Extensions of FKG inequalities to time-displaced correlations are also discussed.     

Free energy functional for nonequilibrium systems: an exactly solvable case

We consider the steady state of an open system in which there is a flux of matter between two reservoirs at different chemical potentials. For a large system of size N, the probability of any macroscopic density profile rho(x) is exp[-NF([rho])]; F thus generalizes to nonequilibrium systems the notion of free energy density for equilibrium systems. Our exact expression for F is a nonlocal functional of rho, which yields the macroscopically long range correlations in the nonequilibrium steady state previously predicted by fluctuating hydrodynamics and observed experimentally.     

The onset of instabilities in nonequilibrium systems

The nonlinear master equation previously proposed by Malek-Mansour and Nicolis is applied to the analysis of unstable transitions leading to temporally or spatially organized patterns. Thecorrelation length of the destabilizing fluctuations is determined, and a number of striking analogies with equilibrium phase transitions are pointed out.     

Chiral symmetry breaking in nonequilibrium chemical systems: Time scales for chiral selection

The process through which an extremely weak parity violating interaction, of energy ΔE, can become the selector of molecular chirality over a sufficiently long time is discussed. For a model system it is shown that ΔE ≈ 5 × 10^-15kT can give a 90% selectivity in about 300 h - smaller ΔE being relevant to prebiotic evolution.     

The construction of kinetic equations for nonequilibrium quantum systems

A method of construction of a Markoffian solution of the Liouville equation for nonequilibrium systems, leading to closed kinetic equations, is described. The method is illustrated on the basis of an electron-phonon system; higher orders in the interaction are taken into account.     

Stationary nonequilibrium states in boundary-driven Hamiltonian systems: Shear flow

We investigate stationary nonequilibrium states of systems of particles moving according to Hamiltonian dynamics with specified potentials. The systems are driven away from equilibrium by Maxwell-demon reflection rules at the walls. These deterministic rules conserve energy but not phase space volume, and the resulting global dynamics may or may not be time reversible (or even invertible). Using rules designed to simulate moving walls, we can obtain a stationary shear flow. Assuming that for macroscopic systems this flow satisfies the Navier-Stokes equations, we compare the hydrodynamic entropy production with the average rate of phase-space volume compression. We find that they are equalwhen the velocity distribution of particles incident on the walls is a local Maxwellian. An argument for a general equality of this kind, based on the assumption of local thermodynamic equilibrium, is given. Molecular dynamic simulations of hard disks in a channel produce a steady shear flow with the predicted behavior.     

State and parameter estimation in nonlinear systems as an optimal tracking problem

In verifying and validating models of nonlinear processes it is important to incorporate information from observations in an efficient manner. Using the idea of synchronization of nonlinear dynamical systems, we present a framework for connecting a data signal with a model in a way that minimizes the required coupling yet allows the estimation of unknown parameters in the model. The need to evaluate unknown parameters in models of nonlinear physical, biophysical, and engineering systems occurs throughout the development of phenomenological or reduced models of dynamics. Our approach builds on existing work that uses synchronization as a tool for parameter estimation. We address some of the critical issues in that work and provide a practical framework for finding an accurate solution. In particular, we show the equivalence of this problem to that of tracking within an optimal control framework. This equivalence allows the application of powerful numerical methods that provide robust practical tools for model development and validation.     

Current fluctuations in nonequilibrium diffusive systems: an additivity principle

We formulate a simple additivity principle allowing one to calculate the whole distribution of current fluctuations through a large one dimensional system in contact with two reservoirs at unequal densities from the knowledge of its first two cumulants. This distribution (which in general is non-Gaussian) satisfies the Gallavotti-Cohen symmetry and generalizes the one predicted recently for the symmetric simple exclusion process. The additivity principle can be used to study more complex diffusive networks including loops.     

A relation of response functions and correlation functions to the random walk problem inμ-space for uniform systems in nonequilibrium transport theory

The Boltzmann equation for a uniform system of nondegenerate electrons in a constant field containing an additive, normconserving perturbation termg _k is solved by comparison with the Green’s function solution of the unperturbed equation. Linear response coefficients can be expressed by the conditional probability as a linear functional ing _k .     

An importance sampling algorithm for diagonalizing the nuclear shell-model hamiltonian

We have developed an iterative algorithm for generating exact eigensolutions of large matrices and endowed it with an importance sampling which allows for a reduction of the sizes of the matrices while keeping full control of the accuracy of the eigensolutions. We illustrate the potential of the method through its application to the nuclear shell-model eigenproblem.