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.     

Additive-subtractive phase-modulated speckle interferometry: Fringe visibility under partial decorrelation

Additive-subtractive phase modulated speckle interferometry (ASPMSI) is a technique that minimizes the susceptibility of speckle methods to environmental noise while providing fringes of good visibility. The method requires the acquisition of two consecutive video frames of additive-speckle images of the same two deformed states of an object at a rapid enough rate such that ambient noise is not a problem. The additive-speckle images as expected are of very poor visibility due to the presence of the self-interference term. An interframe phase-modulation is introduced and the two additive-speckle images are digitally subtracted to improve the fringe visibility by removing the self-interference term. The ASPM-SI method works with in-plane and out-of-plane deformation sensitive ESPI as well as with displacement-gradient sensitive speckle-shearing interferometry. It is shown that the ASPM-SI scheme has higher visibility than conventional additive-SI and performs consistently better than subtractive-SI schemes in the presence of partial interframe speckle decorrelating optical noise. Furthermore, it is shown that the fringe visibility of the out-of-plane displacement sensitive interferometer which uses a protected reference beam separate from the object beam can be made to be essentially unity even at complete interframe decorrelation.     

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.     

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.     

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.     

Success and survival of operational research groups—A review

Operational Research groups were established in private and public sector organizations following on from their success supporting the military in the Second World War. In the early years their numbers grew rapidly but by the mid-1970s evidence started to accumulate that they were being viewed less favourably. Many organizations chose not to set up OR groups. Established groups were closed down or dispersed to operating units in organizations, particularly during the recessionary periods. In 1993 following on the closures of some major OR groups in the UK, the Operational Research Society decided to fund research to examine those factors influencing a group's success and survival. This review, which forms part of the research, first examines the history of OR groups in the UK and North America, arguing that in practice they were one of a number of internal organizational consultancies. As such they were judged by their competitive performance. Despite the intent of the founding fathers of OR many groups found their scope was limited to mainly tactical problems using analytical model based approaches although there were exceptions that were successful in making major contributions at the strategic level also. Within their chosen fields of activity however many groups flourished whilst some failed. This review presents a comprehensive list of influences on success and survival. They include changes in the external environment, together with shifts in managerial style and culture, organizational factors, and the OR group itself. The review concludes that, while OR groups can do much to protect themselves from closure, organizational changes within a hostile managerial culture demand a creative response that acknowledges new requirements. Areas where an OR group has greatest influence over its effectiveness include its leadership and personnel, project balance and management. In addition, to be successful OR groups need to positively develop and market their services in an increasingly competitive managerial climate.     

Global Optimization of a Quadratic Functional with Quadratic Equality Constraints, Part 2

In this paper, we investigate a constrained optimization problem with a quadratic cost functional and two quadratic equality constraints. It is assumed that the cost functional is positive definite and that the constraints are both feasible and regular (but otherwise they are unrestricted quadratic functions). Thus, the existence of a global constrained minimum is assured. We develop a necessary and sufficient condition that completely characterizes the global minimum cost. Such a condition is of essential importance in iterative numerical methods for solving the constrained minimization problem, because it readily distinguishes between local minima and global minima and thus provides a stopping criterion for the computation. The result is similar to one obtained previously by the authors. In the previous result, we gave a characterization of the global minimum of a constrained quadratic minimization problem in which the cost functional was an arbitrary quadratic functional (as opposed to positive-definite here) and the constraints were at least positive-semidefinite quadratic functions (as opposed to essentially unrestricted here).     

A compact shock-assisted free-piston driver for impulse facilities

A free-piston driver that employs entropy-raising shock processes with diaphragm rupture has been constructed, which promises significant theoretical advantages over isentropic compression. Results from a range of conditions with helium and argon driver gases are reported. Significant performance gains were achieved in some test cases. Heat losses are shown to have a strong effect on driver processes. Measurements compare well with predictions from a quasi-one-dimensional numerical code. Received 7 September 1996 / Accepted 5 October 1996