Stochastic averaging of quasi-integrable Hamiltonian systems with delayed feedback control

A stochastic averaging method for quasi-integrable Hamiltonian systems with time-delayed feedback control is proposed. First, a quasi-integrable Hamiltonian system with delayed feedback control subjected to Gaussian white noise excitations is formulated and then transformed into Itô stochastic differential equations without time delay. Then, the averaged Itô stochastic differential equations for the system are derived and the stationary solution of the averaged Fokker–Planck–Kolmogorov (FPK) equation associated with the averaged Itô equations is obtained for both non-resonant and resonant cases. Finally, three examples are worked out in detail to illustrate the application and effectiveness of the proposed method and the effect of time delayed feedback control on the response of the systems.     

耦合Duffing-van der Pol系统的随机稳定性及控制

应用拟Hamilton系统的随机平均法和随机稳定化策略，研究了高斯白噪声激励下耦合Duffing-van der Pol系统的随机稳定性及其在半无限长时间内的稳定性控制问题.结果表明，适当地控制参数可有效实现随机稳定化. 关键词： 随机平均法 拟Hamilton系统 Lyapunov指数 随机最优控制     

Stability of motions near resonances in quasi-integrable Hamiltonian systems

Nekhoroshev's theorem on the stability of motions in quasi-integrable Hamiltonian systems is revisited. At variance with the proofs already available in the literature, we explicitly consider the case of weakly perturbed harmonic oscillators; furthermore we prove the confinement of orbits in resonant regions, in the general case of nonisochronous systems, by using the elementary idea of energy conservation instead of more complicated mechanisms. An application of Nekhoroshev's theorem to the study of perturbed motions inside resonances is also provided.Partially supported by Ministere della Pubblica Istruzione.Partially supported by Grant N.S.F. DMS 85-03333 and by Ministero della Pubblica Istruzione.     

Stochastic optimal control for norovirus transmission dynamics by contaminated food and water

Norovirus is one of the most common causes of viral gastroenteritis in the world,causing significant morbidity,deaths,and medical costs.In this work,we look at stochastic modelling methodologies for norovirus transmission by water,human to human transmission and food.To begin,the proposed stochastic model is shown to have a single global positive solution.Second,we demonstrate adequate criteria for the existence of a unique ergodic stationary distribution R0 s>1 by developing a Lyapunov function.Thirdly,we find sufficient criteria Rs<1 for disease extinction.Finally,two simulation examples are used to exemplify the analytical results.We employed optimal control theory and examined stochastic control problems to regulate the spread of the disease using some external measures.Additional graphical solutions have been produced to further verify the acquired analytical results.This research could give a solid theoretical foundation for understanding chronic communicable diseases around the world.Our approach also focuses on offering a way of generating Lyapunov functions that can be utilized to investigate the stationary distribution of epidemic models with nonlinear stochastic disturbances.     

随机参数Duffing系统中的随机混沌及其延迟反馈控制

研究了谐和激励下含有界随机参数Duffing系统(简称随机Duffing系统)中的随机混沌及其延迟反馈控制问题.借助Gegenbauer多项式逼近理论，将随机Duffing系统转化为与其等效的确定性非线性系统.这样，随机Duffing系统在谐和激励下的混沌响应及其控制问题就可借等效的确定性非线性系统来研究.分析阐明了随机混沌的主要特点，并采用Wolf算法计算等效确定性非线性系统的最大Lyapunov指数，以判别随机Duffing系统的动力学行为.数值计算表明，恰当选取不同的反馈强度和延迟时间，可分别达到抑制或诱发系统混沌的目的，说明延迟反馈技术对随机混沌控制也是十分有效的. 关键词： 随机Duffing系统 延迟反馈控制 随机混沌 Gegenbauer多项式     

Energy diffusion controlled reaction rate in dissipative Hamiltonian systems

In this paper the energy diffusion controlled reaction rate in dissipative Hamiltonian systems is investigated by using the stochastic averaging method for quasi Hamiltonian systems. The boundary value problem of mean first-passage time (MFPT) of averaged system is formulated and the energy diffusion controlled reaction rate is obtained as the inverse of MFPT. The energy diffusion controlled reaction rate in the classical Kramers bistable potential and in a two-dimensional bistable potential with a heat bath are obtained by using the proposed approach respectively. The obtained results are then compared with those from Monte Carlo simulation of original systems and from the classical Kramers theory. It is shown that the reaction rate obtained by using the proposed approach agrees well with that from Monte Carlo simulation and is more accurate than the classical Kramers rate.     

Stochastic impulsive control for the stabilization of Lorenz system

This paper derives some sufficient conditions for the stabilization of Lorenz system with stochastic impulsive control.The estimate of the upper bound of impulse interval for asymptotically stable control is obtained.Some differences between the system with stochastic impulsive control and with deterministic impulsive control are presented.Computer simulation is given to show the effectiveness of the proposed method.     

活性布朗粒子运动的稳态解

拟可积Hamilton系统随机平均法可以用来研究活性布朗粒子运动.介绍了该随机平均法，利用它详细求解了布朗粒子运动的动力学方程，该方程描述了活性布朗粒子在平面上的运动，粒子受到的激励是Gaussian白噪声，受到的阻尼是Schienbein-Gruler速度依赖的磨擦模型.通过与数字模拟和与实验数据的比较，证明所得稳态解正确.对于Rayleigh和Erdamnn速度依赖的磨擦模型，也给出了稳态解. 关键词： 活性布朗粒子 拟可积Hamilton系统随机平均法 可积性 稳态解     

Birkhoff系统的离散最优控制及其在航天器交会对接中的应用

由于非线性,最优控制问题通常依赖于数值求解,即通过离散目标泛函和受控运动方程转化为一有限维的非线性最优化问题.最优控制问题中的受控运动方程在表示为受控Birkhoff方程的形式之后,可以利用受控Birkhoff方程的离散变分差分格式进行离散.与按照传统差分格式近似受控运动方程相比,此途径可以诱导更加真实可靠的非线性最优化问题,进而也会诱导更加精确有效的离散最优控制.应用于航天器交会对接问题,该种数值求解最优控制问题的方法在较大时间步长的情况下仍然求得了一个有效实现交会对接的离散最优控制.模拟结果验证了该方法的有效性.     

Some applications of stochastic averaging method for quasi Hamiltonian systems in physics

Many physical systems can be modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems can be applied to yield reasonable approximate response statistics. In the present paper, the basic idea and procedure of the stochastic averaging method for quasi Hamiltonian systems are briefly introduced. The applications of the stochastic averaging method in studying the dynamics of active Brownian particles, the reaction rate theory, the dynamics of breathing and denaturation of DNA, and the Fermi resonance and its effect on the mean transition time are reviewed. Supported by the National Natural Science Foundation of China (Grant Nos. 10772159 and 10802074), the Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20060335125), and the Zhejiang Provincial Natural Science Foundation of China (Grant No. Y7080070)     

Weakly nonlinear dynamics in noncanonical Hamiltonian systems with applications to fluids and plasmas

A method, called beatification, is presented for rapidly extracting weakly nonlinear Hamiltonian systems that describe the dynamics near equilibria of systems possessing Hamiltonian form in terms of noncanonical Poisson brackets. The procedure applies to systems like fluids and plasmas in terms of Eulerian variables that have such noncanonical Poisson brackets, i.e., brackets with nonstandard and possibly degenerate form. A collection of examples of both finite and infinite dimensions is presented.     

Invariants of chaotic Hamiltonian systems

The invariants of chaotic bounded Hamiltonian systems and their relation to the solutions of the first variational equations of the equations of motion are studied. We show that these invariants are characterized by the fact that they either lose the property of differentiability as functions on phase space or that a certain formal power series defined in terms of the derivatives of the invariants has zero radius of convergence. For a specific example, we show that the former possibility appears to apply.     

Liouville-space-based optimal control modeling of quantum system

We investigate the modeling of optimal control of quantum system in Liouville space by combining classical engineering control theory with quantum theory. Aiming at two typical models of optimal control, we derive the requirements of optimal control via taking the expected value of the observable physical quantity to maximum as performance index, which forms the bedrock for further investigating the design of control law.     

Large Deviations of Lattice Hamiltonian Dynamics Coupled to Stochastic Thermostats

We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics which satisfy natural properties under time reversal. Next, we discuss the characterization of the stationary states as the solution of a variational principle and its relation to the minimum entropy production principle. Finally, we compute the large deviation functional of the current in the case of a harmonic chain thermostated by a Gaussian stochastic coupling.     

Approximation-error-ADP-based optimal tracking control for chaotic systems with convergence proof

In this paper, an optimal tracking control scheme is proposed for a class of discrete-time chaotic systems using the approximation-error-based adaptive dynamic programming （ADP） algorithm. Via the system transformation, the optimal tracking problem is transformed into an optimal regulation problem, and then the novel optimal tracking control method is proposed. It is shown that for the iterative ADP algorithm with finite approximation error, the iterative performance index functions can converge to a finite neighborhood of the greatest lower bound of all performance index functions under some convergence conditions. Two examples are given to demonstrate the validity of the proposed optimal tracking control scheme for chaotic systems.     

具有非线性控制的Chua电路的混沌同步

Chua电路是一个非光滑系统.本文通过广义哈密顿系统和观测器方法,将具有非线性控制的Chua电路的混沌同步问题转化成研究具有非线性控制的光滑系统的零解稳定性;进而利用滑模控制对该光滑系统的零解稳定性进行了研究,从而使得Chua电路达到了混沌同步.最后,将上述方法应用到具体系统,数值结果也表明其正确性.     

随机Bonhoeffer-Van der Pol系统的随机混沌控制

讨论了具有有界随机参数的随机Bonhoeffer-Van der Pol系统的随机混沌现象，并利用噪声对其进行控制.首先运用Chebyshev多项式逼近的方法，将随机Bonhoeffer-Van der Pol系统转化为等价的确定性系统，使原系统的随机混沌控制问题转换为等价的确定性系统的确定性混沌控制问题，继而可用Lyapunov指数指标来研究等价确定性系统的确定性混沌现象和控制问题.数值结果表明，随机Bonhoeffer-Van der Pol系统的随机混沌现象与相应的确定性Bonhoeffer-Van der Pol系统极为相似.利用噪声控制法可将混沌控制到周期轨道，但是在随机参数及其强度的影响下也呈现出一些特点.     

Application of non-Hermitian Hamiltonian model in open quantum optical systems

Non-Hermitian systems have observed numerous novel phenomena and might lead to various applications. Unlike standard quantum physics, the conservation of energy guaranteed by the closed system is broken in the non-Hermitian system, and the energy can be exchanged between the system and the environment. Here we present a scheme for simulating the dissipative phase transition with an open quantum optical system. The competition between the coherent interaction and dissipation leads to the second-order phase transition. Furthermore, the quantum correlation in terms of squeezing is studied around the critical point. Our work may provide a new route to explore the non-Hermitian quantum physics with feasible techniques in experiments.