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 weak spreadability of distributed-parameter systems and its achievement via linear--quadratic control techniques

In this paper, the concept of weak spreadability is introduced.It constitutes an extension of the idea developed by El Jai& Kassara. In the case of linear distributed systems weconsider quadratic control techniques with a conveniently penalizedcriterion which makes the system weakly spreadable. The approachis outlined for a convection—diffusion system, and theresults of a numerical study are also included to illustratethe main features of the considered problem.     

Picosecond control of coherent magnetisation dynamics in permalloy thin films by picosecond magnetic field pulse shaping

We have measured the response of a 20×10 μm, 8 nm thin NiFe (80:20) permalloy film due to excitation by short in-plane magnetic field pulses. We will show that using a two-pulse-technique a complete control of the precessional motion of the magnetisation can be achieved on picosecond timescales. Furthermore, we will present numerical calculations which show that a complete suppression of magnetisation ringing after switching can only be realised by a cascade of short field pulses.     

A MICROFOUNDATION OF PREDATOR‐PREY DYNAMICS

ABSTRACT. Predator‐prey relationships account for an important part of all interactions betweenspecies. In this paper we provide a microfoundation for such predator‐prey relations in afood chain. Basic entities of our analysis are representative organisms of species modeled similar to economic households. With prices as indicators of scarcity, organisms are assumed to behave as if they maximize their net biomass subject to constraints which express the organisms' risk of being preyed upon during predation. Like consumers, organisms face a ‘budget constraint’ requiring their expenditure on prey biomass not to exceed their revenue from supplying own biomass. Short‐run ecosystem equilibria are defined and derived. The net biomass acquired by the representative organism in the short term determines the positive or negative population growth. Moving short‐run equilibria constitute the dynamics of the predator‐prey relations that are characterized in numerical analysis. The population dynamics derived here turn out to differ significantly from those assumed in the standard Lotka‐Volterra model.     

The strong relaxation limit of the multidimensional isothermal Euler equations

We construct global smooth solutions to the multidimensional isothermal Euler equations with a strong relaxation. When the relaxation time tends to zero, we show that the density converges towards the solution to the heat equation.

     

Artificial time integration

Many recent algorithmic approaches involve the construction of a differential equation model for computational purposes, typically by introducing an artificial time variable. The actual computational model involves a discretization of the now time-dependent differential system, usually employing forward Euler. The resulting dynamics of such an algorithm is then a discrete dynamics, and it is expected to be “close enough” to the dynamics of the continuous system (which is typically easier to analyze) provided that small – hence many – time steps, or iterations, are taken. Indeed, recent papers in inverse problems and image processing routinely report results requiring thousands of iterations to converge. This makes one wonder if and how the computational modeling process can be improved to better reflect the actual properties sought. In this article we elaborate on several problem instances that illustrate the above observations. Algorithms may often lend themselves to a dual interpretation, in terms of a simply discretized differential equation with artificial time and in terms of a simple optimization algorithm; such a dual interpretation can be advantageous. We show how a broader computational modeling approach may possibly lead to algorithms with improved efficiency. AMS subject classification (2000)  65L05, 65M32, 65N21, 65N22, 65D18     

空位在金刚石近(001)表面扩散的分子动力学模拟

用分子动力学方法模拟了空位在金刚石近(001)表面的扩散过程,研究了温度对空位扩散的影响.结果表明,当温度为1000K左右时,位于近表面第二层上的空位开始向表面运动;当温度在1400—2000K时,空位完全扩散到表面.这与实验结果和其他计算结果符合得很好.同时发现,温度为1400—1800K时,空位的扩散经历了两次迁移运动,其分别对应了均方位移图中的两个极大值.在不施加任何约束的条件下得到了空位的动态扩散路径,空位在金刚石近(001)表面的扩散势垒约为042eV.并探讨了一定温度下空位数目增多及其不同排列 关键词： 金刚石 空位 扩散 分子动力学     

Estimating Invariant Probability Densities for Dynamical Systems

Knowing a probability density (ideally, an invariant density) for the trajectories of a dynamical system allows many significant estimates to be made, from the well-known dynamical invariants such as Lyapunov exponents and mutual information to conditional probabilities which are potentially more suitable for prediction than the single number produced by most predictors. Densities on typical attractors have properties, such as singularity with respect to Lebesgue measure, which make standard density estimators less useful than one would hope. In this paper we present a new method of estimating densities which can smooth in a way that tends to preserve fractal structure down to some level, and that also maintains invariance. We demonstrate with applications to real and artificial data.     

Controlling global stochasticity of Hamiltonian systems by nonlinear perturbation

A method of controlling global stochasticity in Hamiltonian systems by applying nonlinear perturbation is proposed. With the well-known standard map we demonstrate that this control method can convert global stochasticity into regular motion in a wide chaotic region for arbitrary initial condition, in which the control signal remains very weak after a few kicks. The system in which chaos has been controlled approximates to the original Hamiltonian system, and this approach appears robust against small external noise. The mechanism underlying this high control efficiency is intuitively explained. Received 15 January 2002 Published online 6 June 2002     

低复杂度序列的维数

本文研究符号空间中由零拓扑熵序列组成的集合.通过构造适当的自相似集,证明了该集合的盒维数为1,而Hausdorff维数为0.