Measure change techniques in optimal control

Fully and partially observed stochastic control of systems with nonlinear dynamics and terminal and running costs are considered. Measure changes are introduced which allow both state and observation dynamics to be thought of as linear. In the case when the terms of the cost have a special form the measure change transformation “cancels out” the nonlinearities and changes the original nonlinear problem into a classical LQG one and standard results can be applied. We also consider unnormalized conditional densities of the whole path as state variables and obtain dynamic programming and verification results. R. J. Elliott wishes to acknowledge support of the Natural Sciences and Engineering Research Council of Canada, Grant A7964.     

On asymptotic approximation of a solution of a boundary-value problem for a nonlinear nonautonomous equation

On the basis of periodic Ateb functions, in the resonance and nonresonance cases, we construct the asymptotic approximation of one-frequency solutions of a boundary-value problem for a nonlinear nonautonomous equation.     

On outer automorphism groups of coxeter groups

Summary It is shown that the outer automorphism group of a Coxeter groupW of finite rank is finite if the Coxeter graph contains no infinite bonds. A key step in the proof is to show that if the group is irreducible andΠ ₁ andΠ ₂ any two bases of the root system ofW, thenΠ ₂ = ±ωΠ ₁ for some ω εW. The proof of this latter fact employs some properties of the dominance order on the root system introduced by Brink and Howlett. This article was processed by the author using the Springer-Verlag TEX PJour1g macro package 1991.     

Curvature of curvilinear 4-webs and pencils of one forms: Variation on a theorem of Poincaré, Mayrhofer and Reidemeister

A curvilinear d-web W = (F ₁ , . . . , F _d ) is a configuration of d curvilinear foliations F _i on a surface. When d = 3, Bott connections of the normal bundles of F _i extend naturally to equal affine connection, which is called Chern connection. For 3 < d, this is the case if and only if the modulus of tangents to the leaves of F _i at a point is constant. A d-web is associative if the modulus is constant and weakly associative if Chern connections of all 3-subwebs have equal curvature form. We give a geometric interpretation of the curvature form in terms of fake billiard in §2, and prove that a weakly associative d-web is associative if Chern connections of triples of the members are non flat, and then the foliations are defined by members of a pencil (projective linear family of dim 1) of 1-forms. This result completes the classification of weakly associative 4-webs initiated by Poincaré, Mayrhofer and Reidemeister for the flat case. In §4, we generalize the result for n + 2-webs of n-spaces. Received: September 23, 1996     

Magnetic properties of amorphous alloys

The magnetic properties of existing amorphous iron based materials, i.e., Fe--metalloid, Fe--early transition metals and Fe--rare earth alloys, are briefly discussed for some representative alloys. The spin orientation of amorphous Fe--metalloid alloys has been determined by the angular dependence of hyperfine interactions. It is shown that in iron--early transition metals ferromagnetic order is not long-ranged, but determined by magnetic clusters. The magnetic hyperfine field distributions of Fe-rich iron--early transition metals consist of a high and a low field tail. The magnetic structure has been investigated for two representative Fe--RE (RE = Er, Ce) amorphous alloys. For the first time, the magnetic coupling phenomenon in amorphous/crystalline multilayers has been discussed. This revised version was published online in August 2006 with corrections to the Cover Date.     

Efficient Sequential Quadratic Programming Implementations for Equality-Constrained Discrete-Time Optimal Control

Efficient sequential quadratic programming (SQP) implementations are presented for equality-constrained, discrete-time, optimal control problems. The algorithm developed calculates the search direction for the equality-based variant of SQP and is applicable to problems with either fixed or free final time. Problem solutions are obtained by solving iteratively a series of constrained quadratic programs. The number of mathematical operations required for each iteration is proportional to the number of discrete times N. This is contrasted by conventional methods in which this number is proportional to N ³. The algorithm results in quadratic convergence of the iterates under the same conditions as those for SQP and simplifies to an existing dynamic programming approach when there are no constraints and the final time is fixed. A simple test problem and two application problems are presented. The application examples include a satellite dynamics problem and a set of brachistochrone problems involving viscous friction.     

A highly selective solid phase extraction sorbent for pre-concentration of sameridine made by molecular imprinting

Summary A novel approach to solid phase extraction, based on the use of a highly selective molecularly imprinted polymer, is presented. The versatility of this type of sorbent for solid phase extraction was demonstrated in a model batch-wise pre-concentration of sameridine prior to gas chromatography. Problems associated with leakage of remaining imprint molecules during the desorption phase could be eliminated by the use of a close structural analogue of sameridine as the imprint species. It was found that a major benefit of the imprinted polymer was its specificity, which lead to distinctly cleaner chromatographic traces and ability to improve sensitivity by extracting sameridine from larger sample volumes.     

Laser systems specialized for laser spectroscopy at storage rings

Laser spectroscopy at storage rings often suffers from a limited resolution due to Doppler-broadened resonances. Broadening is caused by the velocity spread of the ions stored in the beam. In the following, the present status of our work on laser systems specialized on the specific needs of laser spectroscopy at storage rings is reported. Two pulsed laser systems were developed. One is a dye laser whose spectral bandwidth can be switched by inserting different Littrow-prisms into the resonator. An increase in bandwidth up to a factor of 45 was achieved. This laser was used for fast qualitative scans and high resolution measurements. The other laser system is a Nd : YAG laser pumped optical parametric oscillator. It is a tunable laser system covering the spectral range from 410 to 4000 nm. Furthermore, a continuous wave laser with a frequency shifted feedback cavity is described. It shows broadband emission with an adjustable bandwidth of up to 4.5 GHz. This laser can be advantageous for laser cooling of ion beams. This revised version was published online in August 2006 with corrections to the Cover Date.