Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids

PubMed Central

Ali, S. M.; Mehmood, C. A; Khan, B.; Jawad, M.; Farid, U; Jadoon, J. K.; Ali, M.; Tareen, N. K.; Usman, S.; Majid, M.; Anwar, S. M.

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion. PMID:27314229

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids.

PubMed

Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.

Return Difference Feedback Design for Robust Uncertainty Tolerance in Stochastic Multivariable Control Systems.

DTIC Science & Technology

1984-07-01

34robustness" analysis for multiloop feedback systems. Reference [55] describes a simple method based on the Perron - Frobenius Theory of non-negative...Viewpoint, " Operator Theory : Advances and Applications, 12, pp. 277-302, 1984. - E. A. Jonckheere, "New Bound on the Sensitivity -- of the Solution of...Reidel, Dordrecht, Holland, 1984. M. G. Safonov, "Comments on Singular Value Theory in Uncertain Feedback Systems, " to appear IEEE Trans. on Automatic

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rupšys, P.

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

Modeling stochastic frontier based on vine copulas

NASA Astrophysics Data System (ADS)

Constantino, Michel; Candido, Osvaldo; Tabak, Benjamin M.; da Costa, Reginaldo Brito

2017-11-01

This article models a production function and analyzes the technical efficiency of listed companies in the United States, Germany and England between 2005 and 2012 based on the vine copula approach. Traditional estimates of the stochastic frontier assume that data is multivariate normally distributed and there is no source of asymmetry. The proposed method based on vine copulas allow us to explore different types of asymmetry and multivariate distribution. Using data on product, capital and labor, we measure the relative efficiency of the vine production function and estimate the coefficient used in the stochastic frontier literature for comparison purposes. This production vine copula predicts the value added by firms with given capital and labor in a probabilistic way. It thereby stands in sharp contrast to the production function, where the output of firms is completely deterministic. The results show that, on average, S&P500 companies are more efficient than companies listed in England and Germany, which presented similar average efficiency coefficients. For comparative purposes, the traditional stochastic frontier was estimated and the results showed discrepancies between the coefficients obtained by the application of the two methods, traditional and frontier-vine, opening new paths of non-linear research.

Modern CACSD using the Robust-Control Toolbox

NASA Technical Reports Server (NTRS)

Chiang, Richard Y.; Safonov, Michael G.

1989-01-01

The Robust-Control Toolbox is a collection of 40 M-files which extend the capability of PC/PRO-MATLAB to do modern multivariable robust control system design. Included are robust analysis tools like singular values and structured singular values, robust synthesis tools like continuous/discrete H(exp 2)/H infinity synthesis and Linear Quadratic Gaussian Loop Transfer Recovery methods and a variety of robust model reduction tools such as Hankel approximation, balanced truncation and balanced stochastic truncation, etc. The capabilities of the toolbox are described and illustated with examples to show how easily they can be used in practice. Examples include structured singular value analysis, H infinity loop-shaping and large space structure model reduction.

Design and Construction of Multi-Variable Vortex-Ring Bubble Generator for Use in Interactive Exhibit

DTIC Science & Technology

2013-12-01

providing the opportunity to teach complex subjects related to stable and unstable equilibrium, stochastic systems, and conservation laws. The...bubbles through adjustment of three variables. The seal pressure, actuating pressure, and cycle time of the triggering solenoid valve each contribute to...stable and unstable equilibrium, stochastic systems, and conservation laws. The diaphragm valve designed in this thesis provides the centerpiece for

Investigation of advanced UQ for CRUD prediction with VIPRE.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eldred, Michael Scott

2011-09-01

This document summarizes the results from a level 3 milestone study within the CASL VUQ effort. It demonstrates the application of 'advanced UQ,' in particular dimension-adaptive p-refinement for polynomial chaos and stochastic collocation. The study calculates statistics for several quantities of interest that are indicators for the formation of CRUD (Chalk River unidentified deposit), which can lead to CIPS (CRUD induced power shift). Stochastic expansion methods are attractive methods for uncertainty quantification due to their fast convergence properties. For smooth functions (i.e., analytic, infinitely-differentiable) in L{sup 2} (i.e., possessing finite variance), exponential convergence rates can be obtained under order refinementmore » for integrated statistical quantities of interest such as mean, variance, and probability. Two stochastic expansion methods are of interest: nonintrusive polynomial chaos expansion (PCE), which computes coefficients for a known basis of multivariate orthogonal polynomials, and stochastic collocation (SC), which forms multivariate interpolation polynomials for known coefficients. Within the DAKOTA project, recent research in stochastic expansion methods has focused on automated polynomial order refinement ('p-refinement') of expansions to support scalability to higher dimensional random input spaces [4, 3]. By preferentially refining only in the most important dimensions of the input space, the applicability of these methods can be extended from O(10{sup 0})-O(10{sup 1}) random variables to O(10{sup 2}) and beyond, depending on the degree of anisotropy (i.e., the extent to which randominput variables have differing degrees of influence on the statistical quantities of interest (QOIs)). Thus, the purpose of this study is to investigate the application of these adaptive stochastic expansion methods to the analysis of CRUD using the VIPRE simulation tools for two different plant models of differing random dimension, anisotropy, and smoothness.« less

Stochastic coalescence in finite systems: an algorithm for the numerical solution of the multivariate master equation.

NASA Astrophysics Data System (ADS)

Alfonso, Lester; Zamora, Jose; Cruz, Pedro

2015-04-01

The stochastic approach to coagulation considers the coalescence process going in a system of a finite number of particles enclosed in a finite volume. Within this approach, the full description of the system can be obtained from the solution of the multivariate master equation, which models the evolution of the probability distribution of the state vector for the number of particles of a given mass. Unfortunately, due to its complexity, only limited results were obtained for certain type of kernels and monodisperse initial conditions. In this work, a novel numerical algorithm for the solution of the multivariate master equation for stochastic coalescence that works for any type of kernels and initial conditions is introduced. The performance of the method was checked by comparing the numerically calculated particle mass spectrum with analytical solutions obtained for the constant and sum kernels, with an excellent correspondence between the analytical and numerical solutions. In order to increase the speedup of the algorithm, software parallelization techniques with OpenMP standard were used, along with an implementation in order to take advantage of new accelerator technologies. Simulations results show an important speedup of the parallelized algorithms. This study was funded by a grant from Consejo Nacional de Ciencia y Tecnologia de Mexico SEP-CONACYT CB-131879. The authors also thanks LUFAC® Computacion SA de CV for CPU time and all the support provided.

Stochastic univariate and multivariate time series analysis of PM2.5 and PM10 air pollution: A comparative case study for Plovdiv and Asenovgrad, Bulgaria

NASA Astrophysics Data System (ADS)

Gocheva-Ilieva, S.; Stoimenova, M.; Ivanov, A.; Voynikova, D.; Iliev, I.

2016-10-01

Fine particulate matter PM2.5 and PM10 air pollutants are a serious problem in many urban areas affecting both the health of the population and the environment as a whole. The availability of large data arrays for the levels of these pollutants makes it possible to perform statistical analysis, to obtain relevant information, and to find patterns within the data. Research in this field is particularly topical for a number of Bulgarian cities, European country, where in recent years regulatory air pollution health limits are constantly being exceeded. This paper examines average daily data for air pollution with PM2.5 and PM10, collected by 3 monitoring stations in the cities of Plovdiv and Asenovgrad between 2011 and 2016. The goal is to find and analyze actual relationships in data time series, to build adequate mathematical models, and to develop short-term forecasts. Modeling is carried out by stochastic univariate and multivariate time series analysis, based on Box-Jenkins methodology. The best models are selected following initial transformation of the data and using a set of standard and robust statistical criteria. The Mathematica and SPSS software were used to perform calculations. This examination showed measured concentrations of PM2.5 and PM10 in the region of Plovdiv and Asenovgrad regularly exceed permissible European and national health and safety thresholds. We obtained adequate stochastic models with high statistical fit with the data and good quality forecasting when compared against actual measurements. The mathematical approach applied provides an independent alternative to standard official monitoring and control means for air pollution in urban areas.

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

A Stochastic Diffusion Process for the Dirichlet Distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-03-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability ofNcoupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble ofNvariables subject to a conservation principle.more » Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.« less

Non-uniform multivariate embedding to assess the information transfer in cardiovascular and cardiorespiratory variability series.

PubMed

Faes, Luca; Nollo, Giandomenico; Porta, Alberto

2012-03-01

The complexity of the short-term cardiovascular control prompts for the introduction of multivariate (MV) nonlinear time series analysis methods to assess directional interactions reflecting the underlying regulatory mechanisms. This study introduces a new approach for the detection of nonlinear Granger causality in MV time series, based on embedding the series by a sequential, non-uniform procedure, and on estimating the information flow from one series to another by means of the corrected conditional entropy. The approach is validated on short realizations of linear stochastic and nonlinear deterministic processes, and then evaluated on heart period, systolic arterial pressure and respiration variability series measured from healthy humans in the resting supine position and in the upright position after head-up tilt. Copyright © 2011 Elsevier Ltd. All rights reserved.

Methodological challenges to multivariate syndromic surveillance: a case study using Swiss animal health data.

PubMed

Vial, Flavie; Wei, Wei; Held, Leonhard

2016-12-20

In an era of ubiquitous electronic collection of animal health data, multivariate surveillance systems (which concurrently monitor several data streams) should have a greater probability of detecting disease events than univariate systems. However, despite their limitations, univariate aberration detection algorithms are used in most active syndromic surveillance (SyS) systems because of their ease of application and interpretation. On the other hand, a stochastic modelling-based approach to multivariate surveillance offers more flexibility, allowing for the retention of historical outbreaks, for overdispersion and for non-stationarity. While such methods are not new, they are yet to be applied to animal health surveillance data. We applied an example of such stochastic model, Held and colleagues' two-component model, to two multivariate animal health datasets from Switzerland. In our first application, multivariate time series of the number of laboratories test requests were derived from Swiss animal diagnostic laboratories. We compare the performance of the two-component model to parallel monitoring using an improved Farrington algorithm and found both methods yield a satisfactorily low false alarm rate. However, the calibration test of the two-component model on the one-step ahead predictions proved satisfactory, making such an approach suitable for outbreak prediction. In our second application, the two-component model was applied to the multivariate time series of the number of cattle abortions and the number of test requests for bovine viral diarrhea (a disease that often results in abortions). We found that there is a two days lagged effect from the number of abortions to the number of test requests. We further compared the joint modelling and univariate modelling of the number of laboratory test requests time series. The joint modelling approach showed evidence of superiority in terms of forecasting abilities. Stochastic modelling approaches offer the potential to address more realistic surveillance scenarios through, for example, the inclusion of times series specific parameters, or of covariates known to have an impact on syndrome counts. Nevertheless, many methodological challenges to multivariate surveillance of animal SyS data still remain. Deciding on the amount of corroboration among data streams that is required to escalate into an alert is not a trivial task given the sparse data on the events under consideration (e.g. disease outbreaks).

Optimal Control for Stochastic Delay Evolution Equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Meng, Qingxin, E-mail: mqx@hutc.zj.cn; Shen, Yang, E-mail: skyshen87@gmail.com

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we applymore » stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.« less

Dual adaptive control: Design principles and applications

NASA Technical Reports Server (NTRS)

Mookerjee, Purusottam

1988-01-01

The design of an actively adaptive dual controller based on an approximation of the stochastic dynamic programming equation for a multi-step horizon is presented. A dual controller that can enhance identification of the system while controlling it at the same time is derived for multi-dimensional problems. This dual controller uses sensitivity functions of the expected future cost with respect to the parameter uncertainties. A passively adaptive cautious controller and the actively adaptive dual controller are examined. In many instances, the cautious controller is seen to turn off while the latter avoids the turn-off of the control and the slow convergence of the parameter estimates, characteristic of the cautious controller. The algorithms have been applied to a multi-variable static model which represents a simplified linear version of the relationship between the vibration output and the higher harmonic control input for a helicopter. Monte Carlo comparisons based on parametric and nonparametric statistical analysis indicate the superiority of the dual controller over the baseline controller.

Stochastic modeling of neurobiological time series: Power, coherence, Granger causality, and separation of evoked responses from ongoing activity

NASA Astrophysics Data System (ADS)

Chen, Yonghong; Bressler, Steven L.; Knuth, Kevin H.; Truccolo, Wilson A.; Ding, Mingzhou

2006-06-01

In this article we consider the stochastic modeling of neurobiological time series from cognitive experiments. Our starting point is the variable-signal-plus-ongoing-activity model. From this model a differentially variable component analysis strategy is developed from a Bayesian perspective to estimate event-related signals on a single trial basis. After subtracting out the event-related signal from recorded single trial time series, the residual ongoing activity is treated as a piecewise stationary stochastic process and analyzed by an adaptive multivariate autoregressive modeling strategy which yields power, coherence, and Granger causality spectra. Results from applying these methods to local field potential recordings from monkeys performing cognitive tasks are presented.

Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.

PubMed

Gao, Qing; Liu, Lu; Feng, Gang; Wang, Yong

2014-12-01

In this paper, the universal integral sliding-mode controller problem for the general stochastic nonlinear systems modeled by Itô type stochastic differential equations is investigated. One of the main contributions is that a novel dynamic integral sliding mode control (DISMC) scheme is developed for stochastic nonlinear systems based on their stochastic T-S fuzzy approximation models. The key advantage of the proposed DISMC scheme is that two very restrictive assumptions in most existing ISMC approaches to stochastic fuzzy systems have been removed. Based on the stochastic Lyapunov theory, it is shown that the closed-loop control system trajectories are kept on the integral sliding surface almost surely since the initial time, and moreover, the stochastic stability of the sliding motion can be guaranteed in terms of linear matrix inequalities. Another main contribution is that the results of universal fuzzy integral sliding-mode controllers for two classes of stochastic nonlinear systems, along with constructive procedures to obtain the universal fuzzy integral sliding-mode controllers, are provided, respectively. Simulation results from an inverted pendulum example are presented to illustrate the advantages and effectiveness of the proposed approaches.

Control design for robust stability in linear regulators: Application to aerospace flight control

NASA Technical Reports Server (NTRS)

Yedavalli, R. K.

1986-01-01

Time domain stability robustness analysis and design for linear multivariable uncertain systems with bounded uncertainties is the central theme of the research. After reviewing the recently developed upper bounds on the linear elemental (structured), time varying perturbation of an asymptotically stable linear time invariant regulator, it is shown that it is possible to further improve these bounds by employing state transformations. Then introducing a quantitative measure called the stability robustness index, a state feedback conrol design algorithm is presented for a general linear regulator problem and then specialized to the case of modal systems as well as matched systems. The extension of the algorithm to stochastic systems with Kalman filter as the state estimator is presented. Finally an algorithm for robust dynamic compensator design is presented using Parameter Optimization (PO) procedure. Applications in a aircraft control and flexible structure control are presented along with a comparison with other existing methods.

Unification theory of optimal life histories and linear demographic models in internal stochasticity.

PubMed

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of "Stochastic Control Theory" in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path-integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models.

Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity

PubMed Central

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of “Stochastic Control Theory” in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path–integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models. PMID:24945258

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

Evolution in fluctuating environments: decomposing selection into additive components of the Robertson-Price equation.

PubMed

Engen, Steinar; Saether, Bernt-Erik

2014-03-01

We analyze the stochastic components of the Robertson-Price equation for the evolution of quantitative characters that enables decomposition of the selection differential into components due to demographic and environmental stochasticity. We show how these two types of stochasticity affect the evolution of multivariate quantitative characters by defining demographic and environmental variances as components of individual fitness. The exact covariance formula for selection is decomposed into three components, the deterministic mean value, as well as stochastic demographic and environmental components. We show that demographic and environmental stochasticity generate random genetic drift and fluctuating selection, respectively. This provides a common theoretical framework for linking ecological and evolutionary processes. Demographic stochasticity can cause random variation in selection differentials independent of fluctuating selection caused by environmental variation. We use this model of selection to illustrate that the effect on the expected selection differential of random variation in individual fitness is dependent on population size, and that the strength of fluctuating selection is affected by how environmental variation affects the covariance in Malthusian fitness between individuals with different phenotypes. Thus, our approach enables us to partition out the effects of fluctuating selection from the effects of selection due to random variation in individual fitness caused by demographic stochasticity. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

Optimality, stochasticity, and variability in motor behavior

PubMed Central

Guigon, Emmanuel; Baraduc, Pierre; Desmurget, Michel

2008-01-01

Recent theories of motor control have proposed that the nervous system acts as a stochastically optimal controller, i.e. it plans and executes motor behaviors taking into account the nature and statistics of noise. Detrimental effects of noise are converted into a principled way of controlling movements. Attractive aspects of such theories are their ability to explain not only characteristic features of single motor acts, but also statistical properties of repeated actions. Here, we present a critical analysis of stochastic optimality in motor control which reveals several difficulties with this hypothesis. We show that stochastic control may not be necessary to explain the stochastic nature of motor behavior, and we propose an alternative framework, based on the action of a deterministic controller coupled with an optimal state estimator, which relieves drawbacks of stochastic optimality and appropriately explains movement variability. PMID:18202922

A modified NARMAX model-based self-tuner with fault tolerance for unknown nonlinear stochastic hybrid systems with an input-output direct feed-through term.

PubMed

Tsai, Jason S-H; Hsu, Wen-Teng; Lin, Long-Guei; Guo, Shu-Mei; Tann, Joseph W

2014-01-01

A modified nonlinear autoregressive moving average with exogenous inputs (NARMAX) model-based state-space self-tuner with fault tolerance is proposed in this paper for the unknown nonlinear stochastic hybrid system with a direct transmission matrix from input to output. Through the off-line observer/Kalman filter identification method, one has a good initial guess of modified NARMAX model to reduce the on-line system identification process time. Then, based on the modified NARMAX-based system identification, a corresponding adaptive digital control scheme is presented for the unknown continuous-time nonlinear system, with an input-output direct transmission term, which also has measurement and system noises and inaccessible system states. Besides, an effective state space self-turner with fault tolerance scheme is presented for the unknown multivariable stochastic system. A quantitative criterion is suggested by comparing the innovation process error estimated by the Kalman filter estimation algorithm, so that a weighting matrix resetting technique by adjusting and resetting the covariance matrices of parameter estimate obtained by the Kalman filter estimation algorithm is utilized to achieve the parameter estimation for faulty system recovery. Consequently, the proposed method can effectively cope with partially abrupt and/or gradual system faults and input failures by the fault detection. Copyright © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE Office of Scientific and Technical Information (OSTI.GOV)

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Estimation of parameters in Shot-Noise-Driven Doubly Stochastic Poisson processes using the EM algorithm--modeling of pre- and postsynaptic spike trains.

PubMed

Mino, H

2007-01-01

To estimate the parameters, the impulse response (IR) functions of some linear time-invariant systems generating intensity processes, in Shot-Noise-Driven Doubly Stochastic Poisson Process (SND-DSPP) in which multivariate presynaptic spike trains and postsynaptic spike trains can be assumed to be modeled by the SND-DSPPs. An explicit formula for estimating the IR functions from observations of multivariate input processes of the linear systems and the corresponding counting process (output process) is derived utilizing the expectation maximization (EM) algorithm. The validity of the estimation formula was verified through Monte Carlo simulations in which two presynaptic spike trains and one postsynaptic spike train were assumed to be observable. The IR functions estimated on the basis of the proposed identification method were close to the true IR functions. The proposed method will play an important role in identifying the input-output relationship of pre- and postsynaptic neural spike trains in practical situations.

Towards sub-optimal stochastic control of partially observable stochastic systems

NASA Technical Reports Server (NTRS)

Ruzicka, G. J.

1980-01-01

A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

Analytical Models of Cross-Layer Protocol Optimization in Real-Time Wireless Sensor Ad Hoc Networks

NASA Astrophysics Data System (ADS)

Hortos, William S.

The real-time interactions among the nodes of a wireless sensor network (WSN) to cooperatively process data from multiple sensors are modeled. Quality-of-service (QoS) metrics are associated with the quality of fused information: throughput, delay, packet error rate, etc. Multivariate point process (MVPP) models of discrete random events in WSNs establish stochastic characteristics of optimal cross-layer protocols. Discrete-event, cross-layer interactions in mobile ad hoc network (MANET) protocols have been modeled using a set of concatenated design parameters and associated resource levels by the MVPPs. Characterization of the "best" cross-layer designs for a MANET is formulated by applying the general theory of martingale representations to controlled MVPPs. Performance is described in terms of concatenated protocol parameters and controlled through conditional rates of the MVPPs. Modeling limitations to determination of closed-form solutions versus explicit iterative solutions for ad hoc WSN controls are examined.

Stochastic receding horizon control: application to an octopedal robot

NASA Astrophysics Data System (ADS)

Shah, Shridhar K.; Tanner, Herbert G.

2013-06-01

Miniature autonomous systems are being developed under ARL's Micro Autonomous Systems and Technology (MAST). These systems can only be fitted with a small-size processor, and their motion behavior is inherently uncertain due to manufacturing and platform-ground interactions. One way to capture this uncertainty is through a stochastic model. This paper deals with stochastic motion control design and implementation for MAST- specific eight-legged miniature crawling robots, which have been kinematically modeled as systems exhibiting the behavior of a Dubin's car with stochastic noise. The control design takes the form of stochastic receding horizon control, and is implemented on a Gumstix Overo Fire COM with 720 MHz processor and 512 MB RAM, weighing 5.5 g. The experimental results show the effectiveness of this control law for miniature autonomous systems perturbed by stochastic noise.

Problems of Mathematical Finance by Stochastic Control Methods

NASA Astrophysics Data System (ADS)

Stettner, Łukasz

The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

Fast smooth second-order sliding mode control for stochastic systems with enumerable coloured noises

NASA Astrophysics Data System (ADS)

Yang, Peng-fei; Fang, Yang-wang; Wu, You-li; Zhang, Dan-xu; Xu, Yang

2018-01-01

A fast smooth second-order sliding mode control is presented for a class of stochastic systems driven by enumerable Ornstein-Uhlenbeck coloured noises with time-varying coefficients. Instead of treating the noise as bounded disturbance, the stochastic control techniques are incorporated into the design of the control. The finite-time mean-square practical stability and finite-time mean-square practical reachability are first introduced. Then the prescribed sliding variable dynamic is presented. The sufficient condition guaranteeing its finite-time convergence is given and proved using stochastic Lyapunov-like techniques. The proposed sliding mode controller is applied to a second-order nonlinear stochastic system. Simulation results are given comparing with smooth second-order sliding mode control to validate the analysis.

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Diffusion Processes Satisfying a Conservation Law Constraint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bakosi, J.; Ristorcelli, J. R.

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Two-part models with stochastic processes for modelling longitudinal semicontinuous data: Computationally efficient inference and modelling the overall marginal mean.

PubMed

Yiu, Sean; Tom, Brian Dm

2017-01-01

Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with patient-specific random effects. However, in practice, the high dimensional integrations involved in the marginal likelihood (i.e. integrated over the stochastic processes) significantly complicates model fitting. Thus, non-standard computationally intensive procedures based on simulating the marginal likelihood have so far only been proposed. In this paper, we describe an efficient method of implementation by demonstrating how the high dimensional integrations involved in the marginal likelihood can be computed efficiently. Specifically, by using a property of the multivariate normal distribution and the standard marginal cumulative distribution function identity, we transform the marginal likelihood so that the high dimensional integrations are contained in the cumulative distribution function of a multivariate normal distribution, which can then be efficiently evaluated. Hence, maximum likelihood estimation can be used to obtain parameter estimates and asymptotic standard errors (from the observed information matrix) of model parameters. We describe our proposed efficient implementation procedure for the standard two-part model parameterisation and when it is of interest to directly model the overall marginal mean. The methodology is applied on a psoriatic arthritis data set concerning functional disability.

General Results in Optimal Control of Discrete-Time Nonlinear Stochastic Systems

DTIC Science & Technology

1988-01-01

P. J. McLane, "Optimal Stochastic Control of Linear System. with State- and Control-Dependent Distur- bances," ZEEE Trans. 4uto. Contr., Vol. 16, No...Vol. 45, No. 1, pp. 359-362, 1987 (9] R. R. Mohler and W. J. Kolodziej, "An Overview of Stochastic Bilinear Control Processes," ZEEE Trans. Syst...34 J. of Math. anal. App.:, Vol. 47, pp. 156-161, 1974 [14) E. Yaz, "A Control Scheme for a Class of Discrete Nonlinear Stochastic Systems," ZEEE Trans

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

NASA Astrophysics Data System (ADS)

Zhu, Z. W.; Zhang, W. D.; Xu, J.

2014-03-01

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

NASA Astrophysics Data System (ADS)

Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

2017-01-01

This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

Identification and stochastic control of helicopter dynamic modes

NASA Technical Reports Server (NTRS)

Molusis, J. A.; Bar-Shalom, Y.

1983-01-01

A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models

PubMed Central

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful. PMID:28626348

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models.

PubMed

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful.

Controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion.

PubMed

Sathiyaraj, T; Balasubramaniam, P

2017-11-30

This paper presents a new set of sufficient conditions for controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion (fBm) in finite dimensional space using fractional calculus, fixed point technique and stochastic analysis approach. In particular, we discuss the complete controllability for nonlinear fractional stochastic integrodifferential systems under the proved result of the corresponding linear fractional system is controllable. Finally, an example is presented to illustrate the efficiency of the obtained theoretical results. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

2014-03-15

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

Control of stochastic sensitivity in a stabilization problem for gas discharge system

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bashkirtseva, Irina

2015-11-30

We consider a nonlinear dynamic stochastic system with control. A problem of stochastic sensitivity synthesis of the equilibrium is studied. A mathematical technique of the solution of this problem is discussed. This technique is applied to the problem of the stabilization of the operating mode for the stochastic gas discharge system. We construct a feedback regulator that reduces the stochastic sensitivity of the equilibrium, suppresses large-amplitude oscillations, and provides a proper operation of this engineering device.

Stochastic spectral projection of electrochemical thermal model for lithium-ion cell state estimation

NASA Astrophysics Data System (ADS)

Tagade, Piyush; Hariharan, Krishnan S.; Kolake, Subramanya Mayya; Song, Taewon; Oh, Dukjin

2017-03-01

A novel approach for integrating a pseudo-two dimensional electrochemical thermal (P2D-ECT) model and data assimilation algorithm is presented for lithium-ion cell state estimation. This approach refrains from making any simplifications in the P2D-ECT model while making it amenable for online state estimation. Though deterministic, uncertainty in the initial states induces stochasticity in the P2D-ECT model. This stochasticity is resolved by spectrally projecting the stochastic P2D-ECT model on a set of orthogonal multivariate Hermite polynomials. Volume averaging in the stochastic dimensions is proposed for efficient numerical solution of the resultant model. A state estimation framework is developed using a transformation of the orthogonal basis to assimilate the measurables with this system of equations. Effectiveness of the proposed method is first demonstrated by assimilating the cell voltage and temperature data generated using a synthetic test bed. This validated method is used with the experimentally observed cell voltage and temperature data for state estimation at different operating conditions and drive cycle protocols. The results show increased prediction accuracy when the data is assimilated every 30s. High accuracy of the estimated states is exploited to infer temperature dependent behavior of the lithium-ion cell.

Heterogeneous recurrence monitoring and control of nonlinear stochastic processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Hui, E-mail: huiyang@usf.edu; Chen, Yun

Recurrence is one of the most common phenomena in natural and engineering systems. Process monitoring of dynamic transitions in nonlinear and nonstationary systems is more concerned with aperiodic recurrences and recurrence variations. However, little has been done to investigate the heterogeneous recurrence variations and link with the objectives of process monitoring and anomaly detection. Notably, nonlinear recurrence methodologies are based on homogeneous recurrences, which treat all recurrence states in the same way as black dots, and non-recurrence is white in recurrence plots. Heterogeneous recurrences are more concerned about the variations of recurrence states in terms of state properties (e.g., valuesmore » and relative locations) and the evolving dynamics (e.g., sequential state transitions). This paper presents a novel approach of heterogeneous recurrence analysis that utilizes a new fractal representation to delineate heterogeneous recurrence states in multiple scales, including the recurrences of both single states and multi-state sequences. Further, we developed a new set of heterogeneous recurrence quantifiers that are extracted from fractal representation in the transformed space. To that end, we integrated multivariate statistical control charts with heterogeneous recurrence analysis to simultaneously monitor two or more related quantifiers. Experimental results on nonlinear stochastic processes show that the proposed approach not only captures heterogeneous recurrence patterns in the fractal representation but also effectively monitors the changes in the dynamics of a complex system.« less

On stochastic control and optimal measurement strategies. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Implementation of the Iterative Proportion Fitting Algorithm for Geostatistical Facies Modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li Yupeng, E-mail: yupeng@ualberta.ca; Deutsch, Clayton V.

2012-06-15

In geostatistics, most stochastic algorithm for simulation of categorical variables such as facies or rock types require a conditional probability distribution. The multivariate probability distribution of all the grouped locations including the unsampled location permits calculation of the conditional probability directly based on its definition. In this article, the iterative proportion fitting (IPF) algorithm is implemented to infer this multivariate probability. Using the IPF algorithm, the multivariate probability is obtained by iterative modification to an initial estimated multivariate probability using lower order bivariate probabilities as constraints. The imposed bivariate marginal probabilities are inferred from profiles along drill holes or wells.more » In the IPF process, a sparse matrix is used to calculate the marginal probabilities from the multivariate probability, which makes the iterative fitting more tractable and practical. This algorithm can be extended to higher order marginal probability constraints as used in multiple point statistics. The theoretical framework is developed and illustrated with estimation and simulation example.« less

Fast smooth second-order sliding mode control for systems with additive colored noises.

PubMed

Yang, Pengfei; Fang, Yangwang; Wu, Youli; Liu, Yunxia; Zhang, Danxu

2017-01-01

In this paper, a fast smooth second-order sliding mode control is presented for a class of stochastic systems with enumerable Ornstein-Uhlenbeck colored noises. The finite-time mean-square practical stability and finite-time mean-square practical reachability are first introduced. Instead of treating the noise as bounded disturbance, the stochastic control techniques are incorporated into the design of the controller. The finite-time convergence of the prescribed sliding variable dynamics system is proved by using stochastic Lyapunov-like techniques. Then the proposed sliding mode controller is applied to a second-order nonlinear stochastic system. Simulation results are presented comparing with smooth second-order sliding mode control to validate the analysis.

A combined stochastic feedforward and feedback control design methodology with application to autoland design

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1987-01-01

A combined stochastic feedforward and feedback control design methodology was developed. The objective of the feedforward control law is to track the commanded trajectory, whereas the feedback control law tries to maintain the plant state near the desired trajectory in the presence of disturbances and uncertainties about the plant. The feedforward control law design is formulated as a stochastic optimization problem and is embedded into the stochastic output feedback problem where the plant contains unstable and uncontrollable modes. An algorithm to compute the optimal feedforward is developed. In this approach, the use of error integral feedback, dynamic compensation, control rate command structures are an integral part of the methodology. An incremental implementation is recommended. Results on the eigenvalues of the implemented versus designed control laws are presented. The stochastic feedforward/feedback control methodology is used to design a digital automatic landing system for the ATOPS Research Vehicle, a Boeing 737-100 aircraft. The system control modes include localizer and glideslope capture and track, and flare to touchdown. Results of a detailed nonlinear simulation of the digital control laws, actuator systems, and aircraft aerodynamics are presented.

Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

2004-01-01

In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Hong; Aziz, H M Abdul; Young, Stan

Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections.more » In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.« less

Spatial scaling patterns and functional redundancies in a changing boreal lake landscape

USGS Publications Warehouse

Angeler, David G.; Allen, Craig R.; Uden, Daniel R.; Johnson, Richard K.

2015-01-01

Global transformations extend beyond local habitats; therefore, larger-scale approaches are needed to assess community-level responses and resilience to unfolding environmental changes. Using longterm data (1996–2011), we evaluated spatial patterns and functional redundancies in the littoral invertebrate communities of 85 Swedish lakes, with the objective of assessing their potential resilience to environmental change at regional scales (that is, spatial resilience). Multivariate spatial modeling was used to differentiate groups of invertebrate species exhibiting spatial patterns in composition and abundance (that is, deterministic species) from those lacking spatial patterns (that is, stochastic species). We then determined the functional feeding attributes of the deterministic and stochastic invertebrate species, to infer resilience. Between one and three distinct spatial patterns in invertebrate composition and abundance were identified in approximately one-third of the species; the remainder were stochastic. We observed substantial differences in metrics between deterministic and stochastic species. Functional richness and diversity decreased over time in the deterministic group, suggesting a loss of resilience in regional invertebrate communities. However, taxon richness and redundancy increased monotonically in the stochastic group, indicating the capacity of regional invertebrate communities to adapt to change. Our results suggest that a refined picture of spatial resilience emerges if patterns of both the deterministic and stochastic species are accounted for. Spatially extensive monitoring may help increase our mechanistic understanding of community-level responses and resilience to regional environmental change, insights that are critical for developing management and conservation agendas in this current period of rapid environmental transformation.

Stochastic resonance whole-body vibration improves postural control in health care professionals: a worksite randomized controlled trial.

PubMed

Elfering, Achim; Schade, Volker; Stoecklin, Lukas; Baur, Simone; Burger, Christian; Radlinger, Lorenz

2014-05-01

Slip, trip, and fall injuries are frequent among health care workers. Stochastic resonance whole-body vibration training was tested to improve postural control. Participants included 124 employees of a Swiss university hospital. The randomized controlled trial included an experimental group given 8 weeks of training and a control group with no intervention. In both groups, postural control was assessed as mediolateral sway on a force plate before and after the 8-week trial. Mediolateral sway was significantly decreased by stochastic resonance whole-body vibration training in the experimental group but not in the control group that received no training (p < .05). Stochastic resonance whole-body vibration training is an option in the primary prevention of balance-related injury at work. Copyright 2014, SLACK Incorporated.

Analysis of novel stochastic switched SILI epidemic models with continuous and impulsive control

NASA Astrophysics Data System (ADS)

Gao, Shujing; Zhong, Deming; Zhang, Yan

2018-04-01

In this paper, we establish two new stochastic switched epidemic models with continuous and impulsive control. The stochastic perturbations are considered for the natural death rate in each equation of the models. Firstly, a stochastic switched SILI model with continuous control schemes is investigated. By using Lyapunov-Razumikhin method, the sufficient conditions for extinction in mean are established. Our result shows that the disease could be die out theoretically if threshold value R is less than one, regardless of whether the disease-free solutions of the corresponding subsystems are stable or unstable. Then, a stochastic switched SILI model with continuous control schemes and pulse vaccination is studied. The threshold value R is derived. The global attractivity of the model is also obtained. At last, numerical simulations are carried out to support our results.

Prediction of UT1-UTC, LOD and AAM χ3 by combination of least-squares and multivariate stochastic methods

NASA Astrophysics Data System (ADS)

Niedzielski, Tomasz; Kosek, Wiesław

2008-02-01

This article presents the application of a multivariate prediction technique for predicting universal time (UT1-UTC), length of day (LOD) and the axial component of atmospheric angular momentum (AAM χ 3). The multivariate predictions of LOD and UT1-UTC are generated by means of the combination of (1) least-squares (LS) extrapolation of models for annual, semiannual, 18.6-year, 9.3-year oscillations and for the linear trend, and (2) multivariate autoregressive (MAR) stochastic prediction of LS residuals (LS + MAR). The MAR technique enables the use of the AAM χ 3 time-series as the explanatory variable for the computation of LOD or UT1-UTC predictions. In order to evaluate the performance of this approach, two other prediction schemes are also applied: (1) LS extrapolation, (2) combination of LS extrapolation and univariate autoregressive (AR) prediction of LS residuals (LS + AR). The multivariate predictions of AAM χ 3 data, however, are computed as a combination of the extrapolation of the LS model for annual and semiannual oscillations and the LS + MAR. The AAM χ 3 predictions are also compared with LS extrapolation and LS + AR prediction. It is shown that the predictions of LOD and UT1-UTC based on LS + MAR taking into account the axial component of AAM are more accurate than the predictions of LOD and UT1-UTC based on LS extrapolation or on LS + AR. In particular, the UT1-UTC predictions based on LS + MAR during El Niño/La Niña events exhibit considerably smaller prediction errors than those calculated by means of LS or LS + AR. The AAM χ 3 time-series is predicted using LS + MAR with higher accuracy than applying LS extrapolation itself in the case of medium-term predictions (up to 100 days in the future). However, the predictions of AAM χ 3 reveal the best accuracy for LS + AR.

An Error-Entropy Minimization Algorithm for Tracking Control of Nonlinear Stochastic Systems with Non-Gaussian Variables

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Yunlong; Wang, Aiping; Guo, Lei

This paper presents an error-entropy minimization tracking control algorithm for a class of dynamic stochastic system. The system is represented by a set of time-varying discrete nonlinear equations with non-Gaussian stochastic input, where the statistical properties of stochastic input are unknown. By using Parzen windowing with Gaussian kernel to estimate the probability densities of errors, recursive algorithms are then proposed to design the controller such that the tracking error can be minimized. The performance of the error-entropy minimization criterion is compared with the mean-square-error minimization in the simulation results.

Stochastic exponential synchronization of memristive neural networks with time-varying delays via quantized control.

PubMed

Zhang, Wanli; Yang, Shiju; Li, Chuandong; Zhang, Wei; Yang, Xinsong

2018-08-01

This paper focuses on stochastic exponential synchronization of delayed memristive neural networks (MNNs) by the aid of systems with interval parameters which are established by using the concept of Filippov solution. New intermittent controller and adaptive controller with logarithmic quantization are structured to deal with the difficulties induced by time-varying delays, interval parameters as well as stochastic perturbations, simultaneously. Moreover, not only control cost can be reduced but also communication channels and bandwidth are saved by using these controllers. Based on novel Lyapunov functions and new analytical methods, several synchronization criteria are established to realize the exponential synchronization of MNNs with stochastic perturbations via intermittent control and adaptive control with or without logarithmic quantization. Finally, numerical simulations are offered to substantiate our theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

A dual theory of price and value in a meso-scale economic model with stochastic profit rate

NASA Astrophysics Data System (ADS)

Greenblatt, R. E.

2014-12-01

The problem of commodity price determination in a market-based, capitalist economy has a long and contentious history. Neoclassical microeconomic theories are based typically on marginal utility assumptions, while classical macroeconomic theories tend to be value-based. In the current work, I study a simplified meso-scale model of a commodity capitalist economy. The production/exchange model is represented by a network whose nodes are firms, workers, capitalists, and markets, and whose directed edges represent physical or monetary flows. A pair of multivariate linear equations with stochastic input parameters represent physical (supply/demand) and monetary (income/expense) balance. The input parameters yield a non-degenerate profit rate distribution across firms. Labor time and price are found to be eigenvector solutions to the respective balance equations. A simple relation is derived relating the expected value of commodity price to commodity labor content. Results of Monte Carlo simulations are consistent with the stochastic price/labor content relation.

Forecasting the stochastic demand for inpatient care: the case of the Greek national health system.

PubMed

Boutsioli, Zoe

2010-08-01

The aim of this study is to estimate the unexpected demand of Greek public hospitals. A multivariate model with four explanatory variables is used. These are as follows: the weekend effect, the duty effect, the summer holiday and the official holiday. The method of the ordinary least squares is used to estimate the impact of these variables on the daily hospital emergency admissions series. The forecasted residuals of hospital regressions for each year give the estimated stochastic demand. Daily emergency admissions decline during weekends, summer months and official holidays, and increase on duty hospital days. Stochastic hospital demand varies both among hospitals and over the five-year time period under investigation. Variations among hospitals are larger than time variations. Hospital managers and health policy-makers can be availed by forecasting the future flows of emergent patients. The benefit can be both at managerial and economical level. More advanced models including additional daily variables such as the weather forecasts could provide more accurate estimations.

Performance of Stochastic Targeted Blood Glucose Control Protocol by virtual trials in the Malaysian intensive care unit.

PubMed

Jamaludin, Ummu K; M Suhaimi, Fatanah; Abdul Razak, Normy Norfiza; Md Ralib, Azrina; Mat Nor, Mohd Basri; Pretty, Christopher G; Humaidi, Luqman

2018-08-01

Blood glucose variability is common in healthcare and it is not related or influenced by diabetes mellitus. To minimise the risk of high blood glucose in critically ill patients, Stochastic Targeted Blood Glucose Control Protocol is used in intensive care unit at hospitals worldwide. Thus, this study focuses on the performance of stochastic modelling protocol in comparison to the current blood glucose management protocols in the Malaysian intensive care unit. Also, this study is to assess the effectiveness of Stochastic Targeted Blood Glucose Control Protocol when it is applied to a cohort of diabetic patients. Retrospective data from 210 patients were obtained from a general hospital in Malaysia from May 2014 until June 2015, where 123 patients were having comorbid diabetes mellitus. The comparison of blood glucose control protocol performance between both protocol simulations was conducted through blood glucose fitted with physiological modelling on top of virtual trial simulations, mean calculation of simulation error and several graphical comparisons using stochastic modelling. Stochastic Targeted Blood Glucose Control Protocol reduces hyperglycaemia by 16% in diabetic and 9% in nondiabetic cohorts. The protocol helps to control blood glucose level in the targeted range of 4.0-10.0 mmol/L for 71.8% in diabetic and 82.7% in nondiabetic cohorts, besides minimising the treatment hour up to 71 h for 123 diabetic patients and 39 h for 87 nondiabetic patients. It is concluded that Stochastic Targeted Blood Glucose Control Protocol is good in reducing hyperglycaemia as compared to the current blood glucose management protocol in the Malaysian intensive care unit. Hence, the current Malaysian intensive care unit protocols need to be modified to enhance their performance, especially in the integration of insulin and nutrition intervention in decreasing the hyperglycaemia incidences. Improvement in Stochastic Targeted Blood Glucose Control Protocol in terms of u en model is also a must to adapt with the diabetic cohort. Copyright © 2018 Elsevier B.V. All rights reserved.

A new design of robust H∞ sliding mode control for uncertain stochastic T-S fuzzy time-delay systems.

PubMed

Gao, Qing; Feng, Gang; Xi, Zhiyu; Wang, Yong; Qiu, Jianbin

2014-09-01

In this paper, a novel dynamic sliding mode control scheme is proposed for a class of uncertain stochastic nonlinear time-delay systems represented by Takagi-Sugeno fuzzy models. The key advantage of the proposed scheme is that two very restrictive assumptions in most existing sliding mode control approaches for stochastic fuzzy systems have been removed. It is shown that the closed-loop control system trajectories can be driven onto the sliding surface in finite time almost certainly. It is also shown that the stochastic stability of the resulting sliding motion can be guaranteed in terms of linear matrix inequalities; moreover, the sliding-mode controller can be obtained simultaneously. Simulation results illustrating the advantages and effectiveness of the proposed approaches are also provided.

Macro-Econophysics

NASA Astrophysics Data System (ADS)

Aoyama, Hideaki; Fujiwara, Yoshi; Ikeda, Yuichi; Iyetomi, Hiroshi; Souma, Wataru; Yoshikawa, Hiroshi

2017-07-01

Preface; Foreword, Acknowledgements, List of tables; List of figures, prologue, 1. Introduction: reconstructing macroeconomics; 2. Basic concepts in statistical physics and stochastic models; 3. Income and firm-size distributions; 4. Productivity distribution and related topics; 5. Multivariate time-series analysis; 6. Business cycles; 7. Price dynamics and inflation/deflation; 8. Complex network, community analysis, visualization; 9. Systemic risks; Appendix A: computer program for beginners; Epilogue; Bibliography; Index.

Design Of Combined Stochastic Feedforward/Feedback Control

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1989-01-01

Methodology accommodates variety of control structures and design techniques. In methodology for combined stochastic feedforward/feedback control, main objectives of feedforward and feedback control laws seen clearly. Inclusion of error-integral feedback, dynamic compensation, rate-command control structure, and like integral element of methodology. Another advantage of methodology flexibility to develop variety of techniques for design of feedback control with arbitrary structures to obtain feedback controller: includes stochastic output feedback, multiconfiguration control, decentralized control, or frequency and classical control methods. Control modes of system include capture and tracking of localizer and glideslope, crab, decrab, and flare. By use of recommended incremental implementation, control laws simulated on digital computer and connected with nonlinear digital simulation of aircraft and its systems.

Nest-site selection analysis of hooded crane (Grus monacha) in Northeastern China based on a multivariate ensemble model.

PubMed

Jiao, Shengwu; Guo, Yumin; Huettmann, Falk; Lei, Guangchun

2014-07-01

Avian nest-site selection is an important research and management subject. The hooded crane (Grus monacha) is a vulnerable (VU) species according to the IUCN Red List. Here, we present the first long-term Chinese legacy nest data for this species (1993-2010) with publicly available metadata. Further, we provide the first study that reports findings on multivariate nest habitat preference using such long-term field data for this species. Our work was carried out in Northeastern China, where we found and measured 24 nests and 81 randomly selected control plots and their environmental parameters in a vast landscape. We used machine learning (stochastic boosted regression trees) to quantify nest selection. Our analysis further included varclust (R Hmisc) and (TreenNet) to address statistical correlations and two-way interactions. We found that from an initial list of 14 measured field variables, water area (+), water depth (+) and shrub coverage (-) were the main explanatory variables that contributed to hooded crane nest-site selection. Agricultural sites played a smaller role in the selection of these nests. Our results are important for the conservation management of cranes all over East Asia and constitute a defensible and quantitative basis for predictive models.

Distributed Consensus of Stochastic Delayed Multi-agent Systems Under Asynchronous Switching.

PubMed

Wu, Xiaotai; Tang, Yang; Cao, Jinde; Zhang, Wenbing

2016-08-01

In this paper, the distributed exponential consensus of stochastic delayed multi-agent systems with nonlinear dynamics is investigated under asynchronous switching. The asynchronous switching considered here is to account for the time of identifying the active modes of multi-agent systems. After receipt of confirmation of mode's switching, the matched controller can be applied, which means that the switching time of the matched controller in each node usually lags behind that of system switching. In order to handle the coexistence of switched signals and stochastic disturbances, a comparison principle of stochastic switched delayed systems is first proved. By means of this extended comparison principle, several easy to verified conditions for the existence of an asynchronously switched distributed controller are derived such that stochastic delayed multi-agent systems with asynchronous switching and nonlinear dynamics can achieve global exponential consensus. Two examples are given to illustrate the effectiveness of the proposed method.

Bed Capacity Planning Using Stochastic Simulation Approach in Cardiac-surgery Department of Teaching Hospitals, Tehran, Iran

PubMed Central

TORABIPOUR, Amin; ZERAATI, Hojjat; ARAB, Mohammad; RASHIDIAN, Arash; AKBARI SARI, Ali; SARZAIEM, Mahmuod Reza

2016-01-01

Background: To determine the hospital required beds using stochastic simulation approach in cardiac surgery departments. Methods: This study was performed from Mar 2011 to Jul 2012 in three phases: First, collection data from 649 patients in cardiac surgery departments of two large teaching hospitals (in Tehran, Iran). Second, statistical analysis and formulate a multivariate linier regression model to determine factors that affect patient's length of stay. Third, develop a stochastic simulation system (from admission to discharge) based on key parameters to estimate required bed capacity. Results: Current cardiac surgery department with 33 beds can only admit patients in 90.7% of days. (4535 d) and will be required to over the 33 beds only in 9.3% of days (efficient cut off point). According to simulation method, studied cardiac surgery department will requires 41–52 beds for admission of all patients in the 12 next years. Finally, one-day reduction of length of stay lead to decrease need for two hospital beds annually. Conclusion: Variation of length of stay and its affecting factors can affect required beds. Statistic and stochastic simulation model are applied and useful methods to estimate and manage hospital beds based on key hospital parameters. PMID:27957466

Stochastic Feedforward Control Technique

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1990-01-01

Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Han Yuecai; Hu Yaozhong; Song Jian, E-mail: jsong2@math.rutgers.edu

2013-04-15

We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need tomore » develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.« less

Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

PubMed

Herzallah, Randa

2013-06-01

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.

IMPLICIT DUAL CONTROL BASED ON PARTICLE FILTERING AND FORWARD DYNAMIC PROGRAMMING.

PubMed

Bayard, David S; Schumitzky, Alan

2010-03-01

This paper develops a sampling-based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce probing into the control law by modifying the cost function to include a term that rewards learning. The proposed implicit dual control approach is novel in that it combines a particle filter with a policy-iteration method for forward dynamic programming. The integration of the two methods provides a complete sampling-based approach to the problem. Implementation of the approach is simplified by making use of a specific architecture denoted as an H-block. Practical suggestions are given for reducing computational loads within the H-block for real-time applications. As an example, the method is applied to the control of a stochastic pendulum model having unknown mass, length, initial position and velocity, and unknown sign of its dc gain. Simulation results indicate that active controllers based on the described method can systematically improve closed-loop performance with respect to other more common stochastic control approaches.

Copula-based analysis of rhythm

NASA Astrophysics Data System (ADS)

García, J. E.; González-López, V. A.; Viola, M. L. Lanfredi

2016-06-01

In this paper we establish stochastic profiles of the rhythm for three languages: English, Japanese and Spanish. We model the increase or decrease of the acoustical energy, collected into three bands coming from the acoustic signal. The number of parameters needed to specify a discrete multivariate Markov chain grows exponentially with the order and dimension of the chain. In this case the size of the database is not large enough for a consistent estimation of the model. We apply a strategy to estimate a multivariate process with an order greater than the order achieved using standard procedures. The new strategy consist on obtaining a partition of the state space which is constructed from a combination of the partitions corresponding to the three marginal processes, one for each band of energy, and the partition coming from to the multivariate Markov chain. Then, all the partitions are linked using a copula, in order to estimate the transition probabilities.

Stochastic Processes in Physics: Deterministic Origins and Control

NASA Astrophysics Data System (ADS)

Demers, Jeffery

Stochastic processes are ubiquitous in the physical sciences and engineering. While often used to model imperfections and experimental uncertainties in the macroscopic world, stochastic processes can attain deeper physical significance when used to model the seemingly random and chaotic nature of the underlying microscopic world. Nowhere more prevalent is this notion than in the field of stochastic thermodynamics - a modern systematic framework used describe mesoscale systems in strongly fluctuating thermal environments which has revolutionized our understanding of, for example, molecular motors, DNA replication, far-from equilibrium systems, and the laws of macroscopic thermodynamics as they apply to the mesoscopic world. With progress, however, come further challenges and deeper questions, most notably in the thermodynamics of information processing and feedback control. Here it is becoming increasingly apparent that, due to divergences and subtleties of interpretation, the deterministic foundations of the stochastic processes themselves must be explored and understood. This thesis presents a survey of stochastic processes in physical systems, the deterministic origins of their emergence, and the subtleties associated with controlling them. First, we study time-dependent billiards in the quivering limit - a limit where a billiard system is indistinguishable from a stochastic system, and where the simplified stochastic system allows us to view issues associated with deterministic time-dependent billiards in a new light and address some long-standing problems. Then, we embark on an exploration of the deterministic microscopic Hamiltonian foundations of non-equilibrium thermodynamics, and we find that important results from mesoscopic stochastic thermodynamics have simple microscopic origins which would not be apparent without the benefit of both the micro and meso perspectives. Finally, we study the problem of stabilizing a stochastic Brownian particle with feedback control, and we find that in order to avoid paradoxes involving the first law of thermodynamics, we need a model for the fine details of the thermal driving noise. The underlying theme of this thesis is the argument that the deterministic microscopic perspective and stochastic mesoscopic perspective are both important and useful, and when used together, we can more deeply and satisfyingly understand the physics occurring over either scale.

A stochastic maximum principle for backward control systems with random default time

NASA Astrophysics Data System (ADS)

Shen, Yang; Kuen Siu, Tak

2013-05-01

This paper establishes a necessary and sufficient stochastic maximum principle for backward systems, where the state processes are governed by jump-diffusion backward stochastic differential equations with random default time. An application of the sufficient stochastic maximum principle to an optimal investment and capital injection problem in the presence of default risk is discussed.

Distributed Adaptive Neural Control for Stochastic Nonlinear Multiagent Systems.

PubMed

Wang, Fang; Chen, Bing; Lin, Chong; Li, Xuehua

2016-11-14

In this paper, a consensus tracking problem of nonlinear multiagent systems is investigated under a directed communication topology. All the followers are modeled by stochastic nonlinear systems in nonstrict feedback form, where nonlinearities and stochastic disturbance terms are totally unknown. Based on the structural characteristic of neural networks (in Lemma 4), a novel distributed adaptive neural control scheme is put forward. The raised control method not only effectively handles unknown nonlinearities in nonstrict feedback systems, but also copes with the interactions among agents and coupling terms. Based on the stochastic Lyapunov functional method, it is indicated that all the signals of the closed-loop system are bounded in probability and all followers' outputs are convergent to a neighborhood of the output of leader. At last, the efficiency of the control method is testified by a numerical example.

Impulsive control of stochastic systems with applications in chaos control, chaos synchronization, and neural networks.

PubMed

Li, Chunguang; Chen, Luonan; Aihara, Kazuyuki

2008-06-01

Real systems are often subject to both noise perturbations and impulsive effects. In this paper, we study the stability and stabilization of systems with both noise perturbations and impulsive effects. In other words, we generalize the impulsive control theory from the deterministic case to the stochastic case. The method is based on extending the comparison method to the stochastic case. The method presented in this paper is general and easy to apply. Theoretical results on both stability in the pth mean and stability with disturbance attenuation are derived. To show the effectiveness of the basic theory, we apply it to the impulsive control and synchronization of chaotic systems with noise perturbations, and to the stability of impulsive stochastic neural networks. Several numerical examples are also presented to verify the theoretical results.

Optimal Control Inventory Stochastic With Production Deteriorating

NASA Astrophysics Data System (ADS)

Affandi, Pardi

2018-01-01

In this paper, we are using optimal control approach to determine the optimal rate in production. Most of the inventory production models deal with a single item. First build the mathematical models inventory stochastic, in this model we also assume that the items are in the same store. The mathematical model of the problem inventory can be deterministic and stochastic models. In this research will be discussed how to model the stochastic as well as how to solve the inventory model using optimal control techniques. The main tool in the study problems for the necessary optimality conditions in the form of the Pontryagin maximum principle involves the Hamilton function. So we can have the optimal production rate in a production inventory system where items are subject deterioration.

Global behavior analysis for stochastic system of 1,3-PD continuous fermentation

NASA Astrophysics Data System (ADS)

Zhu, Xi; Kliemann, Wolfgang; Li, Chunfa; Feng, Enmin; Xiu, Zhilong

2017-12-01

Global behavior for stochastic system of continuous fermentation in glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae is analyzed in this paper. This bioprocess cannot avoid the stochastic perturbation caused by internal and external disturbance which reflect on the growth rate. These negative factors can limit and degrade the achievable performance of controlled systems. Based on multiplicity phenomena, the equilibriums and bifurcations of the deterministic system are analyzed. Then, a stochastic model is presented by a bounded Markov diffusion process. In order to analyze the global behavior, we compute the control sets for the associated control system. The probability distributions of relative supports are also computed. The simulation results indicate that how the disturbed biosystem tend to stationary behavior globally.

Coordinated control system modelling of ultra-supercritical unit based on a new T-S fuzzy structure.

PubMed

Hou, Guolian; Du, Huan; Yang, Yu; Huang, Congzhi; Zhang, Jianhua

2018-03-01

The thermal power plant, especially the ultra-supercritical unit is featured with severe nonlinearity, strong multivariable coupling. In order to deal with these difficulties, it is of great importance to build an accurate and simple model of the coordinated control system (CCS) in the ultra-supercritical unit. In this paper, an improved T-S fuzzy model identification approach is proposed. First of all, the k-means++ algorithm is employed to identify the premise parameters so as to guarantee the number of fuzzy rules. Then, the local linearized models are determined by using the incremental historical data around the cluster centers, which are obtained via the stochastic gradient descent algorithm with momentum and variable learning rate. Finally, with the proposed method, the CCS model of a 1000 MW USC unit in Tai Zhou power plant is developed. The effectiveness of the proposed approach is validated by the given extensive simulation results, and it can be further employed to design the overall advanced controllers for the CCS in an USC unit. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Control of Finite-State, Finite Memory Stochastic Systems

NASA Technical Reports Server (NTRS)

Sandell, Nils R.

1974-01-01

A generalized problem of stochastic control is discussed in which multiple controllers with different data bases are present. The vehicle for the investigation is the finite state, finite memory (FSFM) stochastic control problem. Optimality conditions are obtained by deriving an equivalent deterministic optimal control problem. A FSFM minimum principle is obtained via the equivalent deterministic problem. The minimum principle suggests the development of a numerical optimization algorithm, the min-H algorithm. The relationship between the sufficiency of the minimum principle and the informational properties of the problem are investigated. A problem of hypothesis testing with 1-bit memory is investigated to illustrate the application of control theoretic techniques to information processing problems.

Multivariate bias adjustment of high-dimensional climate simulations: the Rank Resampling for Distributions and Dependences (R2D2) bias correction

NASA Astrophysics Data System (ADS)

Vrac, Mathieu

2018-06-01

Climate simulations often suffer from statistical biases with respect to observations or reanalyses. It is therefore common to correct (or adjust) those simulations before using them as inputs into impact models. However, most bias correction (BC) methods are univariate and so do not account for the statistical dependences linking the different locations and/or physical variables of interest. In addition, they are often deterministic, and stochasticity is frequently needed to investigate climate uncertainty and to add constrained randomness to climate simulations that do not possess a realistic variability. This study presents a multivariate method of rank resampling for distributions and dependences (R2D2) bias correction allowing one to adjust not only the univariate distributions but also their inter-variable and inter-site dependence structures. Moreover, the proposed R2D2 method provides some stochasticity since it can generate as many multivariate corrected outputs as the number of statistical dimensions (i.e., number of grid cell × number of climate variables) of the simulations to be corrected. It is based on an assumption of stability in time of the dependence structure - making it possible to deal with a high number of statistical dimensions - that lets the climate model drive the temporal properties and their changes in time. R2D2 is applied on temperature and precipitation reanalysis time series with respect to high-resolution reference data over the southeast of France (1506 grid cell). Bivariate, 1506-dimensional and 3012-dimensional versions of R2D2 are tested over a historical period and compared to a univariate BC. How the different BC methods behave in a climate change context is also illustrated with an application to regional climate simulations over the 2071-2100 period. The results indicate that the 1d-BC basically reproduces the climate model multivariate properties, 2d-R2D2 is only satisfying in the inter-variable context, 1506d-R2D2 strongly improves inter-site properties and 3012d-R2D2 is able to account for both. Applications of the proposed R2D2 method to various climate datasets are relevant for many impact studies. The perspectives of improvements are numerous, such as introducing stochasticity in the dependence itself, questioning its stability assumption, and accounting for temporal properties adjustment while including more physics in the adjustment procedures.

Evidence-based Controls for Epidemics Using Spatio-temporal Stochastic Model as a Bayesian Framwork

USDA-ARS?s Scientific Manuscript database

The control of highly infectious diseases of agricultural and plantation crops and livestock represents a key challenge in epidemiological and ecological modelling, with implemented control strategies often being controversial. Mathematical models, including the spatio-temporal stochastic models con...

Multivariate stochastic analysis for Monthly hydrological time series at Cuyahoga River Basin

NASA Astrophysics Data System (ADS)

zhang, L.

2011-12-01

Copula has become a very powerful statistic and stochastic methodology in case of the multivariate analysis in Environmental and Water resources Engineering. In recent years, the popular one-parameter Archimedean copulas, e.g. Gumbel-Houggard copula, Cook-Johnson copula, Frank copula, the meta-elliptical copula, e.g. Gaussian Copula, Student-T copula, etc. have been applied in multivariate hydrological analyses, e.g. multivariate rainfall (rainfall intensity, duration and depth), flood (peak discharge, duration and volume), and drought analyses (drought length, mean and minimum SPI values, and drought mean areal extent). Copula has also been applied in the flood frequency analysis at the confluences of river systems by taking into account the dependence among upstream gauge stations rather than by using the hydrological routing technique. In most of the studies above, the annual time series have been considered as stationary signal which the time series have been assumed as independent identically distributed (i.i.d.) random variables. But in reality, hydrological time series, especially the daily and monthly hydrological time series, cannot be considered as i.i.d. random variables due to the periodicity existed in the data structure. Also, the stationary assumption is also under question due to the Climate Change and Land Use and Land Cover (LULC) change in the fast years. To this end, it is necessary to revaluate the classic approach for the study of hydrological time series by relaxing the stationary assumption by the use of nonstationary approach. Also as to the study of the dependence structure for the hydrological time series, the assumption of same type of univariate distribution also needs to be relaxed by adopting the copula theory. In this paper, the univariate monthly hydrological time series will be studied through the nonstationary time series analysis approach. The dependence structure of the multivariate monthly hydrological time series will be studied through the copula theory. As to the parameter estimation, the maximum likelihood estimation (MLE) will be applied. To illustrate the method, the univariate time series model and the dependence structure will be determined and tested using the monthly discharge time series of Cuyahoga River Basin.

A climate-based multivariate extreme emulator of met-ocean-hydrological events for coastal flooding

NASA Astrophysics Data System (ADS)

Camus, Paula; Rueda, Ana; Mendez, Fernando J.; Tomas, Antonio; Del Jesus, Manuel; Losada, Iñigo J.

2015-04-01

Atmosphere-ocean general circulation models (AOGCMs) are useful to analyze large-scale climate variability (long-term historical periods, future climate projections). However, applications such as coastal flood modeling require climate information at finer scale. Besides, flooding events depend on multiple climate conditions: waves, surge levels from the open-ocean and river discharge caused by precipitation. Therefore, a multivariate statistical downscaling approach is adopted to reproduce relationships between variables and due to its low computational cost. The proposed method can be considered as a hybrid approach which combines a probabilistic weather type downscaling model with a stochastic weather generator component. Predictand distributions are reproduced modeling the relationship with AOGCM predictors based on a physical division in weather types (Camus et al., 2012). The multivariate dependence structure of the predictand (extreme events) is introduced linking the independent marginal distributions of the variables by a probabilistic copula regression (Ben Ayala et al., 2014). This hybrid approach is applied for the downscaling of AOGCM data to daily precipitation and maximum significant wave height and storm-surge in different locations along the Spanish coast. Reanalysis data is used to assess the proposed method. A commonly predictor for the three variables involved is classified using a regression-guided clustering algorithm. The most appropriate statistical model (general extreme value distribution, pareto distribution) for daily conditions is fitted. Stochastic simulation of the present climate is performed obtaining the set of hydraulic boundary conditions needed for high resolution coastal flood modeling. References: Camus, P., Menéndez, M., Méndez, F.J., Izaguirre, C., Espejo, A., Cánovas, V., Pérez, J., Rueda, A., Losada, I.J., Medina, R. (2014b). A weather-type statistical downscaling framework for ocean wave climate. Journal of Geophysical Research, doi: 10.1002/2014JC010141. Ben Ayala, M.A., Chebana, F., Ouarda, T.B.M.J. (2014). Probabilistic Gaussian Copula Regression Model for Multisite and Multivariable Downscaling, Journal of Climate, 27, 3331-3347.

High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics

PubMed Central

Carvalho, Carlos M.; Chang, Jeffrey; Lucas, Joseph E.; Nevins, Joseph R.; Wang, Quanli; West, Mike

2010-01-01

We describe studies in molecular profiling and biological pathway analysis that use sparse latent factor and regression models for microarray gene expression data. We discuss breast cancer applications and key aspects of the modeling and computational methodology. Our case studies aim to investigate and characterize heterogeneity of structure related to specific oncogenic pathways, as well as links between aggregate patterns in gene expression profiles and clinical biomarkers. Based on the metaphor of statistically derived “factors” as representing biological “subpathway” structure, we explore the decomposition of fitted sparse factor models into pathway subcomponents and investigate how these components overlay multiple aspects of known biological activity. Our methodology is based on sparsity modeling of multivariate regression, ANOVA, and latent factor models, as well as a class of models that combines all components. Hierarchical sparsity priors address questions of dimension reduction and multiple comparisons, as well as scalability of the methodology. The models include practically relevant non-Gaussian/nonparametric components for latent structure, underlying often quite complex non-Gaussianity in multivariate expression patterns. Model search and fitting are addressed through stochastic simulation and evolutionary stochastic search methods that are exemplified in the oncogenic pathway studies. Supplementary supporting material provides more details of the applications, as well as examples of the use of freely available software tools for implementing the methodology. PMID:21218139

On the comparison of stochastic model predictive control strategies applied to a hydrogen-based microgrid

NASA Astrophysics Data System (ADS)

Velarde, P.; Valverde, L.; Maestre, J. M.; Ocampo-Martinez, C.; Bordons, C.

2017-03-01

In this paper, a performance comparison among three well-known stochastic model predictive control approaches, namely, multi-scenario, tree-based, and chance-constrained model predictive control is presented. To this end, three predictive controllers have been designed and implemented in a real renewable-hydrogen-based microgrid. The experimental set-up includes a PEM electrolyzer, lead-acid batteries, and a PEM fuel cell as main equipment. The real experimental results show significant differences from the plant components, mainly in terms of use of energy, for each implemented technique. Effectiveness, performance, advantages, and disadvantages of these techniques are extensively discussed and analyzed to give some valid criteria when selecting an appropriate stochastic predictive controller.

Decentralized stochastic control

NASA Technical Reports Server (NTRS)

Speyer, J. L.

1980-01-01

Decentralized stochastic control is characterized by being decentralized in that the information to one controller is not the same as information to another controller. The system including the information has a stochastic or uncertain component. This complicates the development of decision rules which one determines under the assumption that the system is deterministic. The system is dynamic which means the present decisions affect future system responses and the information in the system. This circumstance presents a complex problem where tools like dynamic programming are no longer applicable. These difficulties are discussed from an intuitive viewpoint. Particular assumptions are introduced which allow a limited theory which produces mechanizable affine decision rules.

Stochasticity, succession, and environmental perturbations in a fluidic ecosystem.

PubMed

Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A; Hazen, Terry C; Tiedje, James M; Arkin, Adam P

2014-03-04

Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession.

Adaptive Neural Tracking Control for Switched High-Order Stochastic Nonlinear Systems.

PubMed

Zhao, Xudong; Wang, Xinyong; Zong, Guangdeng; Zheng, Xiaolong

2017-10-01

This paper deals with adaptive neural tracking control design for a class of switched high-order stochastic nonlinear systems with unknown uncertainties and arbitrary deterministic switching. The considered issues are: 1) completely unknown uncertainties; 2) stochastic disturbances; and 3) high-order nonstrict-feedback system structure. The considered mathematical models can represent many practical systems in the actual engineering. By adopting the approximation ability of neural networks, common stochastic Lyapunov function method together with adding an improved power integrator technique, an adaptive state feedback controller with multiple adaptive laws is systematically designed for the systems. Subsequently, a controller with only two adaptive laws is proposed to solve the problem of over parameterization. Under the designed controllers, all the signals in the closed-loop system are bounded-input bounded-output stable in probability, and the system output can almost surely track the target trajectory within a specified bounded error. Finally, simulation results are presented to show the effectiveness of the proposed approaches.

Idempotent Methods for Continuous Time Nonlinear Stochastic Control

DTIC Science & Technology

2012-09-13

AND ADDRESS(ES) dba AND ADDRESS(ES) 8. PERFORMING ORGANIZATION REPORT NUMBER Stochastech Corporation dba Tempest Technologies 8939 S...Stochastic Control Problems Ben G. Fitzpatrick Tempest Technologies 8939 S. Sepulveda Boulevard, Suite 506 Los Angeles, CA 90045 Sponsored by

The importance of environmental variability and management control error to optimal harvest policies

USGS Publications Warehouse

Hunter, C.M.; Runge, M.C.

2004-01-01

State-dependent strategies (SDSs) are the most general form of harvest policy because they allow the harvest rate to depend, without constraint, on the state of the system. State-dependent strategies that provide an optimal harvest rate for any system state can be calculated, and stochasticity can be appropriately accommodated in this optimization. Stochasticity poses 2 challenges to harvest policies: (1) the population will never be at the equilibrium state; and (2) stochasticity induces uncertainty about future states. We investigated the effects of 2 types of stochasticity, environmental variability and management control error, on SDS harvest policies for a white-tailed deer (Odocoileus virginianus) model, and contrasted these with a harvest policy based on maximum sustainable yield (MSY). Increasing stochasticity resulted in more conservative SDSs; that is, higher population densities were required to support the same harvest rate, but these effects were generally small. As stochastic effects increased, SDSs performed much better than MSY. Both deterministic and stochastic SDSs maintained maximum mean annual harvest yield (AHY) and optimal equilibrium population size (Neq) in a stochastic environment, whereas an MSY policy could not. We suggest 3 rules of thumb for harvest management of long-lived vertebrates in stochastic systems: (1) an SDS is advantageous over an MSY policy, (2) using an SDS rather than an MSY is more important than whether a deterministic or stochastic SDS is used, and (3) for SDSs, rankings of the variability in management outcomes (e.g., harvest yield) resulting from parameter stochasticity can be predicted by rankings of the deterministic elasticities.

Multivariate Markov chain modeling for stock markets

NASA Astrophysics Data System (ADS)

Maskawa, Jun-ichi

2003-06-01

We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.

Fitting Nonlinear Ordinary Differential Equation Models with Random Effects and Unknown Initial Conditions Using the Stochastic Approximation Expectation-Maximization (SAEM) Algorithm.

PubMed

Chow, Sy-Miin; Lu, Zhaohua; Sherwood, Andrew; Zhu, Hongtu

2016-03-01

The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation-maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed.

FITTING NONLINEAR ORDINARY DIFFERENTIAL EQUATION MODELS WITH RANDOM EFFECTS AND UNKNOWN INITIAL CONDITIONS USING THE STOCHASTIC APPROXIMATION EXPECTATION–MAXIMIZATION (SAEM) ALGORITHM

PubMed Central

Chow, Sy- Miin; Lu, Zhaohua; Zhu, Hongtu; Sherwood, Andrew

2014-01-01

The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation–maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed. PMID:25416456

Stochastic generators of multi-site daily temperature: comparison of performances in various applications

NASA Astrophysics Data System (ADS)

Evin, Guillaume; Favre, Anne-Catherine; Hingray, Benoit

2018-02-01

We present a multi-site stochastic model for the generation of average daily temperature, which includes a flexible parametric distribution and a multivariate autoregressive process. Different versions of this model are applied to a set of 26 stations located in Switzerland. The importance of specific statistical characteristics of the model (seasonality, marginal distributions of standardized temperature, spatial and temporal dependence) is discussed. In particular, the proposed marginal distribution is shown to improve the reproduction of extreme temperatures (minima and maxima). We also demonstrate that the frequency and duration of cold spells and heat waves are dramatically underestimated when the autocorrelation of temperature is not taken into account in the model. An adequate representation of these characteristics can be crucial depending on the field of application, and we discuss potential implications in different contexts (agriculture, forestry, hydrology, human health).

Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality.

PubMed

Grigoryeva, Lyudmila; Henriques, Julie; Larger, Laurent; Ortega, Juan-Pablo

2014-07-01

Reservoir computing is a recently introduced machine learning paradigm that has already shown excellent performances in the processing of empirical data. We study a particular kind of reservoir computers called time-delay reservoirs that are constructed out of the sampling of the solution of a time-delay differential equation and show their good performance in the forecasting of the conditional covariances associated to multivariate discrete-time nonlinear stochastic processes of VEC-GARCH type as well as in the prediction of factual daily market realized volatilities computed with intraday quotes, using as training input daily log-return series of moderate size. We tackle some problems associated to the lack of task-universality for individually operating reservoirs and propose a solution based on the use of parallel arrays of time-delay reservoirs. Copyright © 2014 Elsevier Ltd. All rights reserved.

Dynamical Epidemic Suppression Using Stochastic Prediction and Control

DTIC Science & Technology

2004-10-28

initial probability density function (PDF), p: D C R2 -- R, is defined by the stochastic Frobenius - Perron For deterministic systems, normal methods of...induced chaos. To analyze the qualitative change, we apply the technique of the stochastic Frobenius - Perron operator [L. Billings et al., Phys. Rev. Lett...transition matrix describing the probability of transport from one region of phase space to another, which approximates the stochastic Frobenius - Perron

Similar resilience attributes in lakes with different management practices

USGS Publications Warehouse

Baho, Didier L.; Drakare, Stina; Johnson, Richard K.; Allen, Craig R.; Angeler, David G.

2014-01-01

Liming has been used extensively in Scandinavia and elsewhere since the 1970s to counteract the negative effects of acidification. Communities in limed lakes usually return to acidified conditions once liming is discontinued, suggesting that liming is unlikely to shift acidified lakes to a state equivalent to pre-acidification conditions that requires no further management intervention. While this suggests a low resilience of limed lakes, attributes that confer resilience have not been assessed, limiting our understanding of the efficiency of costly management programs. In this study, we assessed community metrics (diversity, richness, evenness, biovolume), multivariate community structure and the relative resilience of phytoplankton in limed, acidified and circum-neutral lakes from 1997 to 2009, using multivariate time series modeling. We identified dominant temporal frequencies in the data, allowing us to track community change at distinct temporal scales. We assessed two attributes of relative resilience (cross-scale and within-scale structure) of the phytoplankton communities, based on the fluctuation frequency patterns identified. We also assessed species with stochastic temporal dynamics. Liming increased phytoplankton diversity and richness; however, multivariate community structure differed in limed relative to acidified and circum-neutral lakes. Cross-scale and within-scale attributes of resilience were similar across all lakes studied but the contribution of those species exhibiting stochastic dynamics was higher in the acidified and limed compared to circum-neutral lakes. From a resilience perspective, our results suggest that limed lakes comprise a particular condition of an acidified lake state. This explains why liming does not move acidified lakes out of a “degraded” basin of attraction. In addition, our study demonstrates the potential of time series modeling to assess the efficiency of restoration and management outcomes through quantification of the attributes contributing to resilience in ecosystems.

Adaptive output-feedback control for switched stochastic uncertain nonlinear systems with time-varying delay.

PubMed

Song, Zhibao; Zhai, Junyong

2018-04-01

This paper addresses the problem of adaptive output-feedback control for a class of switched stochastic time-delay nonlinear systems with uncertain output function, where both the control coefficients and time-varying delay are unknown. The drift and diffusion terms are subject to unknown homogeneous growth condition. By virtue of adding a power integrator technique, an adaptive output-feedback controller is designed to render that the closed-loop system is bounded in probability, and the state of switched stochastic nonlinear system can be globally regulated to the origin almost surely. A numerical example is provided to demonstrate the validity of the proposed control method. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Characteristics of Mild Cognitive Impairment Using the Thai Version of the Consortium to Establish a Registry for Alzheimer's Disease Tests: A Multivariate and Machine Learning Study.

PubMed

Tunvirachaisakul, Chavit; Supasitthumrong, Thitiporn; Tangwongchai, Sookjareon; Hemrunroj, Solaphat; Chuchuen, Phenphichcha; Tawankanjanachot, Itthipol; Likitchareon, Yuthachai; Phanthumchinda, Kamman; Sriswasdi, Sira; Maes, Michael

2018-04-04

The Consortium to Establish a Registry for Alzheimer's Disease (CERAD) developed a neuropsychological battery (CERAD-NP) to screen patients with Alzheimer's dementia. Mild cognitive impairment (MCI) has received attention as a pre-dementia stage. To delineate the CERAD-NP features of MCI and their clinical utility to externally validate MCI diagnosis. The study included 60 patients with MCI, diagnosed using the Clinical Dementia Rating, and 63 normal controls. Data were analysed employing receiver operating characteristic analysis, Linear Support Vector Machine, Random Forest, Adaptive Boosting, Neural Network models, and t-distributed stochastic neighbour embedding (t-SNE). MCI patients were best discriminated from normal controls using a combination of Wordlist Recall, Wordlist Memory, and Verbal Fluency Test. Machine learning showed that the CERAD features learned from MCI patients and controls were not strongly predictive of the diagnosis (maximal cross-validation 77.2%), whilst t-SNE showed that there is a considerable overlap between MCI and controls. The most important features of the CERAD-NP differentiating MCI from normal controls indicate impairments in episodic and semantic memory and recall. While these features significantly discriminate MCI patients from normal controls, the tests are not predictive of MCI. © 2018 S. Karger AG, Basel.

Adaptive optimal stochastic state feedback control of resistive wall modes in tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2006-01-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least-square method with exponential forgetting factor and covariance resetting is used to identify (experimentally determine) the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time-dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

Adaptive Optimal Stochastic State Feedback Control of Resistive Wall Modes in Tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2007-06-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least square method with exponential forgetting factor and covariance resetting is used to identify the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

Stochastic control and the second law of thermodynamics

NASA Technical Reports Server (NTRS)

Brockett, R. W.; Willems, J. C.

1979-01-01

The second law of thermodynamics is studied from the point of view of stochastic control theory. We find that the feedback control laws which are of interest are those which depend only on average values, and not on sample path behavior. We are lead to a criterion which, when satisfied, permits one to assign a temperature to a stochastic system in such a way as to have Carnot cycles be the optimal trajectories of optimal control problems. Entropy is also defined and we are able to prove an equipartition of energy theorem using this definition of temperature. Our formulation allows one to treat irreversibility in a quite natural and completely precise way.

The development of the deterministic nonlinear PDEs in particle physics to stochastic case

NASA Astrophysics Data System (ADS)

Abdelrahman, Mahmoud A. E.; Sohaly, M. A.

2018-06-01

In the present work, accuracy method called, Riccati-Bernoulli Sub-ODE technique is used for solving the deterministic and stochastic case of the Phi-4 equation and the nonlinear Foam Drainage equation. Also, the control on the randomness input is studied for stability stochastic process solution.

Identification of Stochastically Perturbed Autonomous Systems from Temporal Sequences of Probability Density Functions

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Luo, Jingjing; Coca, Daniel; Birkin, Mark; Chen, Jing

2018-03-01

The paper introduces a method for reconstructing one-dimensional iterated maps that are driven by an external control input and subjected to an additive stochastic perturbation, from sequences of probability density functions that are generated by the stochastic dynamical systems and observed experimentally.

Genetic Variation in the Nuclear and Organellar Genomes Modulates Stochastic Variation in the Metabolome, Growth, and Defense

PubMed Central

Joseph, Bindu; Corwin, Jason A.; Kliebenstein, Daniel J.

2015-01-01

Recent studies are starting to show that genetic control over stochastic variation is a key evolutionary solution of single celled organisms in the face of unpredictable environments. This has been expanded to show that genetic variation can alter stochastic variation in transcriptional processes within multi-cellular eukaryotes. However, little is known about how genetic diversity can control stochastic variation within more non-cell autonomous phenotypes. Using an Arabidopsis reciprocal RIL population, we showed that there is significant genetic diversity influencing stochastic variation in the plant metabolome, defense chemistry, and growth. This genetic diversity included loci specific for the stochastic variation of each phenotypic class that did not affect the other phenotypic classes or the average phenotype. This suggests that the organism's networks are established so that noise can exist in one phenotypic level like metabolism and not permeate up or down to different phenotypic levels. Further, the genomic variation within the plastid and mitochondria also had significant effects on the stochastic variation of all phenotypic classes. The genetic influence over stochastic variation within the metabolome was highly metabolite specific, with neighboring metabolites in the same metabolic pathway frequently showing different levels of noise. As expected from bet-hedging theory, there was more genetic diversity and a wider range of stochastic variation for defense chemistry than found for primary metabolism. Thus, it is possible to begin dissecting the stochastic variation of whole organismal phenotypes in multi-cellular organisms. Further, there are loci that modulate stochastic variation at different phenotypic levels. Finding the identity of these genes will be key to developing complete models linking genotype to phenotype. PMID:25569687

Genetic variation in the nuclear and organellar genomes modulates stochastic variation in the metabolome, growth, and defense.

PubMed

Joseph, Bindu; Corwin, Jason A; Kliebenstein, Daniel J

2015-01-01

Recent studies are starting to show that genetic control over stochastic variation is a key evolutionary solution of single celled organisms in the face of unpredictable environments. This has been expanded to show that genetic variation can alter stochastic variation in transcriptional processes within multi-cellular eukaryotes. However, little is known about how genetic diversity can control stochastic variation within more non-cell autonomous phenotypes. Using an Arabidopsis reciprocal RIL population, we showed that there is significant genetic diversity influencing stochastic variation in the plant metabolome, defense chemistry, and growth. This genetic diversity included loci specific for the stochastic variation of each phenotypic class that did not affect the other phenotypic classes or the average phenotype. This suggests that the organism's networks are established so that noise can exist in one phenotypic level like metabolism and not permeate up or down to different phenotypic levels. Further, the genomic variation within the plastid and mitochondria also had significant effects on the stochastic variation of all phenotypic classes. The genetic influence over stochastic variation within the metabolome was highly metabolite specific, with neighboring metabolites in the same metabolic pathway frequently showing different levels of noise. As expected from bet-hedging theory, there was more genetic diversity and a wider range of stochastic variation for defense chemistry than found for primary metabolism. Thus, it is possible to begin dissecting the stochastic variation of whole organismal phenotypes in multi-cellular organisms. Further, there are loci that modulate stochastic variation at different phenotypic levels. Finding the identity of these genes will be key to developing complete models linking genotype to phenotype.

Stochasticity, succession, and environmental perturbations in a fluidic ecosystem

PubMed Central

Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D.; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A.; Hazen, Terry C.; Tiedje, James M.; Arkin, Adam P.

2014-01-01

Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession. PMID:24550501

Stochastic Adaptive Particle Beam Tracker Using Meer Filter Feedback.

DTIC Science & Technology

1986-12-01

breakthrough required in controlling the beam location. In 1983, Zicker (27] conducted a feasibility study of a simple proportional gain controller... Zicker synthesized his stochastic controller designs from a deterministic optimal LQ controller assuming full state feedback. An LQ controller is a...34Merge" Method 2.5 Simlifying the eer Filter a Zicker ran a performance analysis on the Meer filter and found the Meer filter virtually insensitive to

Optimal regulation in systems with stochastic time sampling

NASA Technical Reports Server (NTRS)

Montgomery, R. C.; Lee, P. S.

1980-01-01

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

Improved Stability and Stabilization Results for Stochastic Synchronization of Continuous-Time Semi-Markovian Jump Neural Networks With Time-Varying Delay.

PubMed

Wei, Yanling; Park, Ju H; Karimi, Hamid Reza; Tian, Yu-Chu; Jung, Hoyoul; Yanling Wei; Park, Ju H; Karimi, Hamid Reza; Yu-Chu Tian; Hoyoul Jung; Tian, Yu-Chu; Wei, Yanling; Jung, Hoyoul; Karimi, Hamid Reza; Park, Ju H

2018-06-01

Continuous-time semi-Markovian jump neural networks (semi-MJNNs) are those MJNNs whose transition rates are not constant but depend on the random sojourn time. Addressing stochastic synchronization of semi-MJNNs with time-varying delay, an improved stochastic stability criterion is derived in this paper to guarantee stochastic synchronization of the response systems with the drive systems. This is achieved through constructing a semi-Markovian Lyapunov-Krasovskii functional together as well as making use of a novel integral inequality and the characteristics of cumulative distribution functions. Then, with a linearization procedure, controller synthesis is carried out for stochastic synchronization of the drive-response systems. The desired state-feedback controller gains can be determined by solving a linear matrix inequality-based optimization problem. Simulation studies are carried out to demonstrate the effectiveness and less conservatism of the presented approach.

H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

PubMed

Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

2018-03-01

This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

Stochastic Stability of Nonlinear Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

2004-01-01

This paper analyzes the stability of a sampled- data system consisting of a deterministic, nonlinear, time- invariant, continuous-time plant and a stochastic, discrete- time, jump linear controller. The jump linear controller mod- els, for example, computer systems and communication net- works that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. To analyze stability, appropriate topologies are introduced for the signal spaces of the sampled- data system. With these topologies, the ideal sampling and zero-order-hold operators are shown to be measurable maps. This paper shows that the known equivalence between the stability of a deterministic, linear sampled-data system and its associated discrete-time representation as well as between a nonlinear sampled-data system and a linearized representation holds even in a stochastic framework.

Estimating the decomposition of predictive information in multivariate systems

NASA Astrophysics Data System (ADS)

Faes, Luca; Kugiumtzis, Dimitris; Nollo, Giandomenico; Jurysta, Fabrice; Marinazzo, Daniele

2015-03-01

In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of conditional mutual information, to the present target process. Moreover, it computes all information-theoretic quantities using a nearest-neighbor technique designed to compensate the bias due to the different dimensionality of individual entropy terms. The resulting estimators of prediction entropy, storage entropy, transfer entropy, and partial transfer entropy are tested on simulations of coupled linear stochastic and nonlinear deterministic dynamic processes, demonstrating the superiority of the proposed approach over the traditional estimators based on uniform embedding. The framework is then applied to multivariate physiologic time series, resulting in physiologically well-interpretable information decompositions of cardiovascular and cardiorespiratory interactions during head-up tilt and of joint brain-heart dynamics during sleep.

Coherent signal amplification in bistable nanomechanical oscillators by stochastic resonance

NASA Astrophysics Data System (ADS)

Badzey, Robert L.; Mohanty, Pritiraj

2005-10-01

Stochastic resonance is a counterintuitive concept: the addition of noise to a noisy system induces coherent amplification of its response. First suggested as a mechanism for the cyclic recurrence of ice ages, stochastic resonance has been seen in a wide variety of macroscopic physical systems: bistable ring lasers, superconducting quantum interference devices (SQUIDs), magnetoelastic ribbons and neurophysiological systems such as the receptors in crickets and crayfish. Although fundamentally important as a mechanism of coherent signal amplification, stochastic resonance has yet to be observed in nanoscale systems. Here we report the observation of stochastic resonance in bistable nanomechanical silicon oscillators. Our nanomechanical systems consist of beams that are clamped at each end and driven into transverse oscillation with the use of a radiofrequency source. Modulation of the source induces controllable switching of the beams between two stable, distinct states. We observe that the addition of white noise causes a marked amplification of the signal strength. Stochastic resonance in nanomechanical systems could have a function in the realization of controllable high-speed nanomechanical memory cells, and paves the way for exploring macroscopic quantum coherence and tunnelling.

Adaptive Fuzzy Control Design for Stochastic Nonlinear Switched Systems With Arbitrary Switchings and Unmodeled Dynamics.

PubMed

Li, Yongming; Sui, Shuai; Tong, Shaocheng

2017-02-01

This paper deals with the problem of adaptive fuzzy output feedback control for a class of stochastic nonlinear switched systems. The controlled system in this paper possesses unmeasured states, completely unknown nonlinear system functions, unmodeled dynamics, and arbitrary switchings. A state observer which does not depend on the switching signal is constructed to tackle the unmeasured states. Fuzzy logic systems are employed to identify the completely unknown nonlinear system functions. Based on the common Lyapunov stability theory and stochastic small-gain theorem, a new robust adaptive fuzzy backstepping stabilization control strategy is developed. The stability of the closed-loop system on input-state-practically stable in probability is proved. The simulation results are given to verify the efficiency of the proposed fuzzy adaptive control scheme.

Stochastic Community Assembly: Does It Matter in Microbial Ecology?

PubMed

Zhou, Jizhong; Ning, Daliang

2017-12-01

Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research. Copyright © 2017 American Society for Microbiology.

Elegant anti-disturbance control for discrete-time stochastic systems with nonlinearity and multiple disturbances

NASA Astrophysics Data System (ADS)

Wei, Xinjiang; Sun, Shixiang

2018-03-01

An elegant anti-disturbance control (EADC) strategy for a class of discrete-time stochastic systems with both nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors, is proposed in this paper. A stochastic disturbance observer is constructed to estimate the disturbance with partially known information, based on which, an EADC scheme is proposed by combining pole placement and linear matrix inequality methods. It is proved that the two different disturbances can be rejected and attenuated, and the corresponding desired performances can be guaranteed for discrete-time stochastic systems with known and unknown nonlinear dynamics, respectively. Simulation examples are given to demonstrate the effectiveness of the proposed schemes compared with some existing results.

Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ma, Xiao; Dong, Jin; Djouadi, Seddik M

2015-01-01

The key goal in energy efficient buildings is to reduce energy consumption of Heating, Ventilation, and Air- Conditioning (HVAC) systems while maintaining a comfortable temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear Quadratic Control (cSLQC) by minimizing a quadratic cost function with a disturbance assumed to be Gaussian. The problem is formulated to minimize the expected cost subject to a linear constraint and a probabilistic constraint. By using cSLQC, the problem is reduced to a semidefinite optimization problem, wheremore » the optimal control can be computed efficiently by Semidefinite programming (SDP). Simulation results are provided to demonstrate the effectiveness and power efficiency by utilizing the proposed control approach.« less

Evaluation of the path integral for flow through random porous media

NASA Astrophysics Data System (ADS)

Westbroek, Marise J. E.; Coche, Gil-Arnaud; King, Peter R.; Vvedensky, Dimitri D.

2018-04-01

We present a path integral formulation of Darcy's equation in one dimension with random permeability described by a correlated multivariate lognormal distribution. This path integral is evaluated with the Markov chain Monte Carlo method to obtain pressure distributions, which are shown to agree with the solutions of the corresponding stochastic differential equation for Dirichlet and Neumann boundary conditions. The extension of our approach to flow through random media in two and three dimensions is discussed.

Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

Robust Stabilization of T-S Fuzzy Stochastic Descriptor Systems via Integral Sliding Modes.

PubMed

Li, Jinghao; Zhang, Qingling; Yan, Xing-Gang; Spurgeon, Sarah K

2017-09-19

This paper addresses the robust stabilization problem for T-S fuzzy stochastic descriptor systems using an integral sliding mode control paradigm. A classical integral sliding mode control scheme and a nonparallel distributed compensation (Non-PDC) integral sliding mode control scheme are presented. It is shown that two restrictive assumptions previously adopted developing sliding mode controllers for Takagi-Sugeno (T-S) fuzzy stochastic systems are not required with the proposed framework. A unified framework for sliding mode control of T-S fuzzy systems is formulated. The proposed Non-PDC integral sliding mode control scheme encompasses existing schemes when the previously imposed assumptions hold. Stability of the sliding motion is analyzed and the sliding mode controller is parameterized in terms of the solutions of a set of linear matrix inequalities which facilitates design. The methodology is applied to an inverted pendulum model to validate the effectiveness of the results presented.

An Analysis of Polynomial Chaos Approximations for Modeling Single-Fluid-Phase Flow in Porous Medium Systems

PubMed Central

Rupert, C.P.; Miller, C.T.

2008-01-01

We examine a variety of polynomial-chaos-motivated approximations to a stochastic form of a steady state groundwater flow model. We consider approaches for truncating the infinite dimensional problem and producing decoupled systems. We discuss conditions under which such decoupling is possible and show that to generalize the known decoupling by numerical cubature, it would be necessary to find new multivariate cubature rules. Finally, we use the acceleration of Monte Carlo to compare the quality of polynomial models obtained for all approaches and find that in general the methods considered are more efficient than Monte Carlo for the relatively small domains considered in this work. A curse of dimensionality in the series expansion of the log-normal stochastic random field used to represent hydraulic conductivity provides a significant impediment to efficient approximations for large domains for all methods considered in this work, other than the Monte Carlo method. PMID:18836519

Baldovin-Stella stochastic volatility process and Wiener process mixtures

NASA Astrophysics Data System (ADS)

Peirano, P. P.; Challet, D.

2012-08-01

Starting from inhomogeneous time scaling and linear decorrelation between successive price returns, Baldovin and Stella recently proposed a powerful and consistent way to build a model describing the time evolution of a financial index. We first make it fully explicit by using Student distributions instead of power law-truncated Lévy distributions and show that the analytic tractability of the model extends to the larger class of symmetric generalized hyperbolic distributions and provide a full computation of their multivariate characteristic functions; more generally, we show that the stochastic processes arising in this framework are representable as mixtures of Wiener processes. The basic Baldovin and Stella model, while mimicking well volatility relaxation phenomena such as the Omori law, fails to reproduce other stylized facts such as the leverage effect or some time reversal asymmetries. We discuss how to modify the dynamics of this process in order to reproduce real data more accurately.

Ecological prediction with nonlinear multivariate time-frequency functional data models

USGS Publications Warehouse

Yang, Wen-Hsi; Wikle, Christopher K.; Holan, Scott H.; Wildhaber, Mark L.

2013-01-01

Time-frequency analysis has become a fundamental component of many scientific inquiries. Due to improvements in technology, the amount of high-frequency signals that are collected for ecological and other scientific processes is increasing at a dramatic rate. In order to facilitate the use of these data in ecological prediction, we introduce a class of nonlinear multivariate time-frequency functional models that can identify important features of each signal as well as the interaction of signals corresponding to the response variable of interest. Our methodology is of independent interest and utilizes stochastic search variable selection to improve model selection and performs model averaging to enhance prediction. We illustrate the effectiveness of our approach through simulation and by application to predicting spawning success of shovelnose sturgeon in the Lower Missouri River.

Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ferrari, Giorgio, E-mail: giorgio.ferrari@uni-bielefeld.de; Riedel, Frank, E-mail: frank.riedel@uni-bielefeld.de; Steg, Jan-Henrik, E-mail: jsteg@uni-bielefeld.de

In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochasticmore » Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.« less

Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

NASA Astrophysics Data System (ADS)

Deng, M. L.; Zhu, W. Q.

2007-10-01

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Yunlong; Wang, Hong; Guo, Lei

Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

DOE PAGES

Liu, Yunlong; Wang, Hong; Guo, Lei

2018-03-26

Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

Stochastic control of inertial sea wave energy converter.

PubMed

Raffero, Mattia; Martini, Michele; Passione, Biagio; Mattiazzo, Giuliana; Giorcelli, Ermanno; Bracco, Giovanni

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks.

Stochastic Control of Inertial Sea Wave Energy Converter

PubMed Central

Mattiazzo, Giuliana; Giorcelli, Ermanno

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks. PMID:25874267

Exploring Ackermann and LQR stability control of stochastic state-space model of hexacopter equipped with robotic arm

NASA Astrophysics Data System (ADS)

Ibrahim, I. N.; Akkad, M. A. Al; Abramov, I. V.

2018-05-01

This paper discusses the control of Unmanned Aerial Vehicles (UAVs) for active interaction and manipulation of objects. The manipulator motion with an unknown payload was analysed concerning force and moment disturbances, which influence the mass distribution, and the centre of gravity (CG). Therefore, a general dynamics mathematical model of a hexacopter was formulated where a stochastic state-space model was extracted in order to build anti-disturbance controllers. Based on the compound pendulum method, the disturbances model that simulates the robotic arm with a payload was inserted into the stochastic model. This study investigates two types of controllers in order to study the stability of a hexacopter. A controller based on Ackermann’s method and the other - on the linear quadratic regulator (LQR) approach - were presented. The latter constitutes a challenge for UAV control performance especially with the presence of uncertainties and disturbances.

Linear regulator design for stochastic systems by a multiple time scales method

NASA Technical Reports Server (NTRS)

Teneketzis, D.; Sandell, N. R., Jr.

1976-01-01

A hierarchically-structured, suboptimal controller for a linear stochastic system composed of fast and slow subsystems is considered. The controller is optimal in the limit as the separation of time scales of the subsystems becomes infinite. The methodology is illustrated by design of a controller to suppress the phugoid and short period modes of the longitudinal dynamics of the F-8 aircraft.

Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control

NASA Astrophysics Data System (ADS)

Wang, Pengfei; Jin, Wei; Su, Huan

2018-04-01

This paper deals with the synchronization problem of a class of coupled stochastic complex-valued drive-response networks with time-varying delays via aperiodically intermittent adaptive control. Different from the previous works, the intermittent control is aperiodic and adaptive, and the restrictions on the control width and time delay are removed, which lead to a larger application scope for this control strategy. Then, based on the Lyapunov method and Kirchhoff's Matrix Tree Theorem as well as differential inequality techniques, several novel synchronization conditions are derived for the considered model. Specially, impulsive control is also considered, which can be seen as a special case of the aperiodically intermittent control when the control width tends to zero. And the corresponding synchronization criteria are given as well. As an application of the theoretical results, a class of stochastic complex-valued coupled oscillators with time-varying delays is studied, and the numerical simulations are also given to demonstrate the effectiveness of the control strategies.

Stochastic Models of Quality Control on Test Misgrading.

ERIC Educational Resources Information Center

Wang, Jianjun

Stochastic models are developed in this article to examine the rate of test misgrading in educational and psychological measurement. The estimation of inadvertent grading errors can serve as a basis for quality control in measurement. Limitations of traditional Poisson models have been reviewed to highlight the need to introduce new models using…

An Anatomically Constrained, Stochastic Model of Eye Movement Control in Reading

ERIC Educational Resources Information Center

McDonald, Scott A.; Carpenter, R. H. S.; Shillcock, Richard C.

2005-01-01

This article presents SERIF, a new model of eye movement control in reading that integrates an established stochastic model of saccade latencies (LATER; R. H. S. Carpenter, 1981) with a fundamental anatomical constraint on reading: the vertically split fovea and the initial projection of information in either visual field to the contralateral…

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

Adaptive Fuzzy Output Constrained Control Design for Multi-Input Multioutput Stochastic Nonstrict-Feedback Nonlinear Systems.

PubMed

Li, Yongming; Tong, Shaocheng

2017-12-01

In this paper, an adaptive fuzzy output constrained control design approach is addressed for multi-input multioutput uncertain stochastic nonlinear systems in nonstrict-feedback form. The nonlinear systems addressed in this paper possess unstructured uncertainties, unknown gain functions and unknown stochastic disturbances. Fuzzy logic systems are utilized to tackle the problem of unknown nonlinear uncertainties. The barrier Lyapunov function technique is employed to solve the output constrained problem. In the framework of backstepping design, an adaptive fuzzy control design scheme is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

This paper describes a novel set of stochastic unit commitment and economic dispatch models that consider stochastic loads and variable generation at multiple operational timescales. The stochastic model includes four distinct stages: stochastic day-ahead security-constrained unit commitment (SCUC), stochastic real-time SCUC, stochastic real-time security-constrained economic dispatch (SCED), and deterministic automatic generation control (AGC). These sub-models are integrated together such that they are continually updated with decisions passed from one to another. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies with deterministic approaches are conductedmore » in low wind and high wind penetration scenarios to highlight the advantages of the proposed methodology, one with perfect forecasts and the other with current state-of-the-art but imperfect deterministic forecasts. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and reliability metrics to provide a broader view of its impact.« less

The insertion of human dynamics models in the flight control loops of V/STOL research aircraft. Appendix 2: The optimal control model of a pilot in V/STOL aircraft control loops

NASA Technical Reports Server (NTRS)

Zipf, Mark E.

1989-01-01

An overview is presented of research work focussed on the design and insertion of classical models of human pilot dynamics within the flight control loops of V/STOL aircraft. The pilots were designed and configured for use in integrated control system research and design. The models of human behavior that were considered are: McRuer-Krendel (a single variable transfer function model); and Optimal Control Model (a multi-variable approach based on optimal control and stochastic estimation theory). These models attempt to predict human control response characteristics when confronted with compensatory tracking and state regulation tasks. An overview, mathematical description, and discussion of predictive limitations of the pilot models is presented. Design strategies and closed loop insertion configurations are introduced and considered for various flight control scenarios. Models of aircraft dynamics (both transfer function and state space based) are developed and discussed for their use in pilot design and application. Pilot design and insertion are illustrated for various flight control objectives. Results of pilot insertion within the control loops of two V/STOL research aricraft (Sikorski Black Hawk UH-60A, McDonnell Douglas Harrier II AV-8B) are presented and compared against actual pilot flight data. Conclusions are reached on the ability of the pilot models to adequately predict human behavior when confronted with similar control objectives.

New Developments in Uncertainty: Linking Risk Management, Reliability, Statistics and Stochastic Optimization

DTIC Science & Technology

2014-11-13

Cm) in a given set C ⊂ IRm . (5.7) Motivation for generalized regression comes from applications in which Y has the cost/loss orien- tation that we have...distribution. The corresponding probability measure on IRm is induced then by the multivariate distribution function FV1,...,Vm(v1, . . . , vm) = prob { (V1...could be generated by future observations of some variables V1, . . . , Vm, as above, in which case Ω would be a subset of IRm with elements ω = (v1

A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

NASA Astrophysics Data System (ADS)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

Active stability augmentation of large space structures: A stochastic control problem

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1987-01-01

A problem in SCOLE is that of slewing an offset antenna on a long flexible beam-like truss attached to the space shuttle, with rather stringent pointing accuracy requirements. The relevant methodology aspects in robust feedback-control design for stability augmentation of the beam using on-board sensors is examined. It is framed as a stochastic control problem, boundary control of a distributed parameter system described by partial differential equations. While the framework is mathematical, the emphasis is still on an engineering solution. An abstract mathematical formulation is developed as a nonlinear wave equation in a Hilbert space. That the system is controllable is shown and a feedback control law that is robust in the sense that it does not require quantitative knowledge of system parameters is developed. The stochastic control problem that arises in instrumenting this law using appropriate sensors is treated. Using an engineering first approximation which is valid for small damping, formulas for optimal choice of the control gain are developed.

Stochastic formation of magnetic vortex structures in asymmetric disks triggered by chaotic dynamics

DOE PAGES

Im, Mi-Young; Lee, Ki-Suk; Vogel, Andreas; ...

2014-12-17

The non-trivial spin configuration in a magnetic vortex is a prototype for fundamental studies of nanoscale spin behaviour with potential applications in magnetic information technologies. Arrays of magnetic vortices interfacing with perpendicular thin films have recently been proposed as enabler for skyrmionic structures at room temperature, which has opened exciting perspectives on practical applications of skyrmions. An important milestone for achieving not only such skyrmion materials but also general applications of magnetic vortices is a reliable control of vortex structures. However, controlling magnetic processes is hampered by stochastic behaviour, which is associated with thermal fluctuations in general. Here we showmore » that the dynamics in the initial stages of vortex formation on an ultrafast timescale plays a dominating role for the stochastic behaviour observed at steady state. Our results show that the intrinsic stochastic nature of vortex creation can be controlled by adjusting the interdisk distance in asymmetric disk arrays.« less

Dependence of Perpendicular Viscosity on Magnetic Fluctuations in a Stochastic Topology

NASA Astrophysics Data System (ADS)

Fridström, R.; Chapman, B. E.; Almagri, A. F.; Frassinetti, L.; Brunsell, P. R.; Nishizawa, T.; Sarff, J. S.

2018-06-01

In a magnetically confined plasma with a stochastic magnetic field, the dependence of the perpendicular viscosity on the magnetic fluctuation amplitude is measured for the first time. With a controlled, ˜ tenfold variation in the fluctuation amplitude, the viscosity increases ˜100 -fold, exhibiting the same fluctuation-amplitude-squared dependence as the predicted rate of stochastic field line diffusion. The absolute value of the viscosity is well predicted by a model based on momentum transport in a stochastic field, the first in-depth test of this model.

Stochastic characteristics of different duration annual maximum rainfall and its spatial difference in China based on information entropy

NASA Astrophysics Data System (ADS)

Li, X.; Sang, Y. F.

2017-12-01

Mountain torrents, urban floods and other disasters caused by extreme precipitation bring great losses to the ecological environment, social and economic development, people's lives and property security. So there is of great significance to floods prevention and control by the study of its spatial distribution. Based on the annual maximum rainfall data of 60min, 6h and 24h, the paper generate long sequences following Pearson-III distribution, and then use the information entropy index to study the spatial distribution and difference of different duration. The results show that the information entropy value of annual maximum rainfall in the south region is greater than that in the north region, indicating more obvious stochastic characteristics of annual maximum rainfall in the latter. However, the spatial distribution of stochastic characteristics is different in different duration. For example, stochastic characteristics of 60min annual maximum rainfall in the Eastern Tibet is smaller than surrounding, but 6h and 24h annual maximum rainfall is larger than surrounding area. In the Haihe River Basin and the Huaihe River Basin, the stochastic characteristics of the 60min annual maximum rainfall was not significantly different from that in the surrounding area, and stochastic characteristics of 6h and 24h was smaller than that in the surrounding area. We conclude that the spatial distribution of information entropy values of annual maximum rainfall in different duration can reflect the spatial distribution of its stochastic characteristics, thus the results can be an importantly scientific basis for the flood prevention and control, agriculture, economic-social developments and urban flood control and waterlogging.

Stochastic Multiscale Analysis and Design of Engine Disks

DTIC Science & Technology

2010-07-28

shown recently to fail when used with data-driven non-linear stochastic input models (KPCA, IsoMap, etc.). Need for scalable exascale computing algorithms Materials Process Design and Control Laboratory Cornell University

A generic methodology for the optimisation of sewer systems using stochastic programming and self-optimizing control.

PubMed

Mauricio-Iglesias, Miguel; Montero-Castro, Ignacio; Mollerup, Ane L; Sin, Gürkan

2015-05-15

The design of sewer system control is a complex task given the large size of the sewer networks, the transient dynamics of the water flow and the stochastic nature of rainfall. This contribution presents a generic methodology for the design of a self-optimising controller in sewer systems. Such controller is aimed at keeping the system close to the optimal performance, thanks to an optimal selection of controlled variables. The definition of an optimal performance was carried out by a two-stage optimisation (stochastic and deterministic) to take into account both the overflow during the current rain event as well as the expected overflow given the probability of a future rain event. The methodology is successfully applied to design an optimising control strategy for a subcatchment area in Copenhagen. The results are promising and expected to contribute to the advance of the operation and control problem of sewer systems. Copyright © 2015 Elsevier Ltd. All rights reserved.

Sliding mode control-based linear functional observers for discrete-time stochastic systems

NASA Astrophysics Data System (ADS)

Singh, Satnesh; Janardhanan, Sivaramakrishnan

2017-11-01

Sliding mode control (SMC) is one of the most popular techniques to stabilise linear discrete-time stochastic systems. However, application of SMC becomes difficult when the system states are not available for feedback. This paper presents a new approach to design a SMC-based functional observer for discrete-time stochastic systems. The functional observer is based on the Kronecker product approach. Existence conditions and stability analysis of the proposed observer are given. The control input is estimated by a novel linear functional observer. This approach leads to a non-switching type of control, thereby eliminating the fundamental cause of chatter. Furthermore, the functional observer is designed in such a way that the effect of process and measurement noise is minimised. Simulation example is given to illustrate and validate the proposed design method.

[Stochastic characteristics of daily precipitation and its spatiotemporal difference over China based on information entropy].

PubMed

Li, Xin Xin; Sang, Yan Fang; Xie, Ping; Liu, Chang Ming

2018-04-01

Daily precipitation process in China showed obvious randomness and spatiotemporal variation. It is important to accurately understand the influence of precipitation changes on control of flood and waterlogging disaster. Using the daily precipitation data measured at 520 stations in China during 1961-2013, we quantified the stochastic characteristics of daily precipitation over China based on the index of information entropy. Results showed that the randomness of daily precipitation in the southeast region were larger than that in the northwest region. Moreover, the spatial distribution of stochastic characteristics of precipitation was different at various grades. Stochastic characteri-stics of P 0 (precipitation at 0.1-10 mm) was large, but the spatial variation was not obvious. The stochastic characteristics of P 10 (precipitation at 10-25 mm) and P 25 (precipitation at 25-50 mm) were the largest and their spatial difference was obvious. P 50 (precipitation ≥50 mm) had the smallest stochastic characteristics and the most obviously spatial difference. Generally, the entropy values of precipitation obviously increased over the last five decades, indicating more significantly stochastic characteristics of precipitation (especially the obvious increase of heavy precipitation events) in most region over China under the scenarios of global climate change. Given that the spatial distribution and long-term trend of entropy values of daily precipitation could reflect thespatial distribution of stochastic characteristics of precipitation, our results could provide scientific basis for the control of flood and waterlogging disaster, the layout of agricultural planning, and the planning of ecological environment.

Nonlinear Markov Control Processes and Games

DTIC Science & Technology

2012-11-15

the analysis of a new class of stochastic games , nonlinear Markov games , as they arise as a ( competitive ) controlled version of nonlinear Markov... competitive interests) a nonlinear Markov game that we are investigating. I 0. :::tUt::JJt:.l.. I I t:t11VI;:, nonlinear Markov game , nonlinear Markov...corresponding stochastic game Γ+(T, h). In a slightly different setting one can assume that changes in a competitive control process occur as a

Multiscale analysis of information dynamics for linear multivariate processes.

PubMed

Faes, Luca; Montalto, Alessandro; Stramaglia, Sebastiano; Nollo, Giandomenico; Marinazzo, Daniele

2016-08-01

In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving average (MA) component, we describe how to represent the resulting VARMA process using statespace (SS) models and how to exploit the SS model parameters to compute analytical measures of information storage and information transfer for the original and rescaled processes. The framework is then used to quantify multiscale information dynamics for simulated unidirectionally and bidirectionally coupled VAR processes, showing that rescaling may lead to insightful patterns of information storage and transfer but also to potentially misleading behaviors.

Space-time-modulated stochastic processes

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

Optimal Control of Hybrid Systems in Air Traffic Applications

NASA Astrophysics Data System (ADS)

Kamgarpour, Maryam

Growing concerns over the scalability of air traffic operations, air transportation fuel emissions and prices, as well as the advent of communication and sensing technologies motivate improvements to the air traffic management system. To address such improvements, in this thesis a hybrid dynamical model as an abstraction of the air traffic system is considered. Wind and hazardous weather impacts are included using a stochastic model. This thesis focuses on the design of algorithms for verification and control of hybrid and stochastic dynamical systems and the application of these algorithms to air traffic management problems. In the deterministic setting, a numerically efficient algorithm for optimal control of hybrid systems is proposed based on extensions of classical optimal control techniques. This algorithm is applied to optimize the trajectory of an Airbus 320 aircraft in the presence of wind and storms. In the stochastic setting, the verification problem of reaching a target set while avoiding obstacles (reach-avoid) is formulated as a two-player game to account for external agents' influence on system dynamics. The solution approach is applied to air traffic conflict prediction in the presence of stochastic wind. Due to the uncertainty in forecasts of the hazardous weather, and hence the unsafe regions of airspace for aircraft flight, the reach-avoid framework is extended to account for stochastic target and safe sets. This methodology is used to maximize the probability of the safety of aircraft paths through hazardous weather. Finally, the problem of modeling and optimization of arrival air traffic and runway configuration in dense airspace subject to stochastic weather data is addressed. This problem is formulated as a hybrid optimal control problem and is solved with a hierarchical approach that decouples safety and performance. As illustrated with this problem, the large scale of air traffic operations motivates future work on the efficient implementation of the proposed algorithms.

CP function: an alpha spending function based on conditional power.

PubMed

Jiang, Zhiwei; Wang, Ling; Li, Chanjuan; Xia, Jielai; Wang, William

2014-11-20

Alpha spending function and stochastic curtailment are two frequently used methods in group sequential design. In the stochastic curtailment approach, the actual type I error probability cannot be well controlled within the specified significance level. But conditional power (CP) in stochastic curtailment is easier to be accepted and understood by clinicians. In this paper, we develop a spending function based on the concept of conditional power, named CP function, which combines desirable features of alpha spending and stochastic curtailment. Like other two-parameter functions, CP function is flexible to fit the needs of the trial. A simulation study is conducted to explore the choice of CP boundary in CP function that maximizes the trial power. It is equivalent to, even better than, classical Pocock, O'Brien-Fleming, and quadratic spending function as long as a proper ρ0 is given, which is pre-specified CP threshold for efficacy. It also well controls the overall type I error type I error rate and overcomes the disadvantage of stochastic curtailment. Copyright © 2014 John Wiley & Sons, Ltd.

Stochastic control of smart home energy management with plug-in electric vehicle battery energy storage and photovoltaic array

NASA Astrophysics Data System (ADS)

Wu, Xiaohua; Hu, Xiaosong; Moura, Scott; Yin, Xiaofeng; Pickert, Volker

2016-11-01

Energy management strategies are instrumental in the performance and economy of smart homes integrating renewable energy and energy storage. This article focuses on stochastic energy management of a smart home with PEV (plug-in electric vehicle) energy storage and photovoltaic (PV) array. It is motivated by the challenges associated with sustainable energy supplies and the local energy storage opportunity provided by vehicle electrification. This paper seeks to minimize a consumer's energy charges under a time-of-use tariff, while satisfying home power demand and PEV charging requirements, and accommodating the variability of solar power. First, the random-variable models are developed, including Markov Chain model of PEV mobility, as well as predictive models of home power demand and PV power supply. Second, a stochastic optimal control problem is mathematically formulated for managing the power flow among energy sources in the smart home. Finally, based on time-varying electricity price, we systematically examine the performance of the proposed control strategy. As a result, the electric cost is 493.6% less for a Tesla Model S with optimal stochastic dynamic programming (SDP) control relative to the no optimal control case, and it is by 175.89% for a Nissan Leaf.

Comparative analysis of the effectiveness of three immunization strategies in controlling disease outbreaks in realistic social networks.

PubMed

Xu, Zhijing; Zu, Zhenghu; Zheng, Tao; Zhang, Wendou; Xu, Qing; Liu, Jinjie

2014-01-01

The high incidence of emerging infectious diseases has highlighted the importance of effective immunization strategies, especially the stochastic algorithms based on local available network information. Present stochastic strategies are mainly evaluated based on classical network models, such as scale-free networks and small-world networks, and thus are insufficient. Three frequently referred stochastic immunization strategies-acquaintance immunization, community-bridge immunization, and ring vaccination-were analyzed in this work. The optimal immunization ratios for acquaintance immunization and community-bridge immunization strategies were investigated, and the effectiveness of these three strategies in controlling the spreading of epidemics were analyzed based on realistic social contact networks. The results show all the strategies have decreased the coverage of the epidemics compared to baseline scenario (no control measures). However the effectiveness of acquaintance immunization and community-bridge immunization are very limited, with acquaintance immunization slightly outperforming community-bridge immunization. Ring vaccination significantly outperforms acquaintance immunization and community-bridge immunization, and the sensitivity analysis shows it could be applied to controlling the epidemics with a wide infectivity spectrum. The effectiveness of several classical stochastic immunization strategies was evaluated based on realistic contact networks for the first time in this study. These results could have important significance for epidemic control research and practice.

Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance

DTIC Science & Technology

2003-07-21

Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance Vincent A. Cicirello CMU-RI-TR-03-27 Submitted in partial fulfillment...AND SUBTITLE Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM...lead to the development of a search control framework, called QD-BEACON that uses online -generated statistical models of search performance to

Suppression of large edge-localized modes in high-confinement DIII-D plasmas with a stochastic magnetic boundary.

PubMed

Evans, T E; Moyer, R A; Thomas, P R; Watkins, J G; Osborne, T H; Boedo, J A; Doyle, E J; Fenstermacher, M E; Finken, K H; Groebner, R J; Groth, M; Harris, J H; La Haye, R J; Lasnier, C J; Masuzaki, S; Ohyabu, N; Pretty, D G; Rhodes, T L; Reimerdes, H; Rudakov, D L; Schaffer, M J; Wang, G; Zeng, L

2004-06-11

A stochastic magnetic boundary, produced by an applied edge resonant magnetic perturbation, is used to suppress most large edge-localized modes (ELMs) in high confinement (H-mode) plasmas. The resulting H mode displays rapid, small oscillations with a bursty character modulated by a coherent 130 Hz envelope. The H mode transport barrier and core confinement are unaffected by the stochastic boundary, despite a threefold drop in the toroidal rotation. These results demonstrate that stochastic boundaries are compatible with H modes and may be attractive for ELM control in next-step fusion tokamaks.

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation

PubMed Central

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO2) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms. PMID:29670508

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation.

PubMed

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO 2 ) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms.

Modeling ecological traps for the control of feral pigs

PubMed Central

Dexter, Nick; McLeod, Steven R

2015-01-01

Ecological traps are habitat sinks that are preferred by dispersing animals but have higher mortality or reduced fecundity compared to source habitats. Theory suggests that if mortality rates are sufficiently high, then ecological traps can result in extinction. An ecological trap may be created when pest animals are controlled in one area, but not in another area of equal habitat quality, and when there is density-dependent immigration from the high-density uncontrolled area to the low-density controlled area. We used a logistic population model to explore how varying the proportion of habitat controlled, control mortality rate, and strength of density-dependent immigration for feral pigs could affect the long-term population abundance and time to extinction. Increasing control mortality, the proportion of habitat controlled and the strength of density-dependent immigration decreased abundance both within and outside the area controlled. At higher levels of these parameters, extinction was achieved for feral pigs. We extended the analysis with a more complex stochastic, interactive model of feral pig dynamics in the Australian rangelands to examine how the same variables as the logistic model affected long-term abundance in the controlled and uncontrolled area and time to extinction. Compared to the logistic model of feral pig dynamics, the stochastic interactive model predicted lower abundances and extinction at lower control mortalities and proportions of habitat controlled. To improve the realism of the stochastic interactive model, we substituted fixed mortality rates with a density-dependent control mortality function, empirically derived from helicopter shooting exercises in Australia. Compared to the stochastic interactive model with fixed mortality rates, the model with the density-dependent control mortality function did not predict as substantial decline in abundance in controlled or uncontrolled areas or extinction for any combination of variables. These models demonstrate that pest eradication is theoretically possible without the pest being controlled throughout its range because of density-dependent immigration into the area controlled. The stronger the density-dependent immigration, the better the overall control in controlled and uncontrolled habitat combined. However, the stronger the density-dependent immigration, the poorer the control in the area controlled. For feral pigs, incorporating environmental stochasticity improves the prospects for eradication, but adding a realistic density-dependent control function eliminates these prospects. PMID:26045954

Adaptive Fuzzy Output-Constrained Fault-Tolerant Control of Nonlinear Stochastic Large-Scale Systems With Actuator Faults.

PubMed

Li, Yongming; Ma, Zhiyao; Tong, Shaocheng

2017-09-01

The problem of adaptive fuzzy output-constrained tracking fault-tolerant control (FTC) is investigated for the large-scale stochastic nonlinear systems of pure-feedback form. The nonlinear systems considered in this paper possess the unstructured uncertainties, unknown interconnected terms and unknown nonaffine nonlinear faults. The fuzzy logic systems are employed to identify the unknown lumped nonlinear functions so that the problems of structured uncertainties can be solved. An adaptive fuzzy state observer is designed to solve the nonmeasurable state problem. By combining the barrier Lyapunov function theory, adaptive decentralized and stochastic control principles, a novel fuzzy adaptive output-constrained FTC approach is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

Topological Methods for Design and Control of Adaptive Stochastic Complex Systems - to Meet the Challenges of Resilient Urban Infrastructure

DTIC Science & Technology

2017-03-24

for Design and Control of Adaptive Stochastic Complex Systems John Baillieul∗ Contents 1 Executive Summary 2 2 Introduction and Issues to Be Addressed...difficult of real-world Systems-of-Systems challenges is the design and operational control of medical treatment networks that support forces operating...This report describes a brief research project on foundartional aspects of systems-of-systems design and operation. The overarching goal of the

Linear System Control Using Stochastic Learning Automata

NASA Technical Reports Server (NTRS)

Ziyad, Nigel; Cox, E. Lucien; Chouikha, Mohamed F.

1998-01-01

This paper explains the use of a Stochastic Learning Automata (SLA) to control switching between three systems to produce the desired output response. The SLA learns the optimal choice of the damping ratio for each system to achieve a desired result. We show that the SLA can learn these states for the control of an unknown system with the proper choice of the error criteria. The results of using a single automaton are compared to using multiple automata.

Passivity-based sliding mode control for a polytopic stochastic differential inclusion system.

PubMed

Liu, Leipo; Fu, Zhumu; Song, Xiaona

2013-11-01

Passivity-based sliding mode control for a polytopic stochastic differential inclusion (PSDI) system is considered. A control law is designed such that the reachability of sliding motion is guaranteed. Moreover, sufficient conditions for mean square asymptotic stability and passivity of sliding mode dynamics are obtained by linear matrix inequalities (LMIs). Finally, two examples are given to illustrate the effectiveness of the proposed method. © 2013 ISA. Published by ISA. All rights reserved.

Deterministic and stochastic algorithms for resolving the flow fields in ducts and networks using energy minimization

NASA Astrophysics Data System (ADS)

Sochi, Taha

2016-09-01

Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton and global) are investigated in conjunction with energy minimization principle to resolve the pressure and volumetric flow rate fields in single ducts and networks of interconnected ducts. The algorithms are tested with seven types of fluid: Newtonian, power law, Bingham, Herschel-Bulkley, Ellis, Ree-Eyring and Casson. The results obtained from all those algorithms for all these types of fluid agree very well with the analytically derived solutions as obtained from the traditional methods which are based on the conservation principles and fluid constitutive relations. The results confirm and generalize the findings of our previous investigations that the energy minimization principle is at the heart of the flow dynamics systems. The investigation also enriches the methods of computational fluid dynamics for solving the flow fields in tubes and networks for various types of Newtonian and non-Newtonian fluids.

Spectral simplicity of apparent complexity. II. Exact complexities and complexity spectra

NASA Astrophysics Data System (ADS)

Riechers, Paul M.; Crutchfield, James P.

2018-03-01

The meromorphic functional calculus developed in Part I overcomes the nondiagonalizability of linear operators that arises often in the temporal evolution of complex systems and is generic to the metadynamics of predicting their behavior. Using the resulting spectral decomposition, we derive closed-form expressions for correlation functions, finite-length Shannon entropy-rate approximates, asymptotic entropy rate, excess entropy, transient information, transient and asymptotic state uncertainties, and synchronization information of stochastic processes generated by finite-state hidden Markov models. This introduces analytical tractability to investigating information processing in discrete-event stochastic processes, symbolic dynamics, and chaotic dynamical systems. Comparisons reveal mathematical similarities between complexity measures originally thought to capture distinct informational and computational properties. We also introduce a new kind of spectral analysis via coronal spectrograms and the frequency-dependent spectra of past-future mutual information. We analyze a number of examples to illustrate the methods, emphasizing processes with multivariate dependencies beyond pairwise correlation. This includes spectral decomposition calculations for one representative example in full detail.

Quantifying parameter uncertainty in stochastic models using the Box Cox transformation

NASA Astrophysics Data System (ADS)

Thyer, Mark; Kuczera, George; Wang, Q. J.

2002-08-01

The Box-Cox transformation is widely used to transform hydrological data to make it approximately Gaussian. Bayesian evaluation of parameter uncertainty in stochastic models using the Box-Cox transformation is hindered by the fact that there is no analytical solution for the posterior distribution. However, the Markov chain Monte Carlo method known as the Metropolis algorithm can be used to simulate the posterior distribution. This method properly accounts for the nonnegativity constraint implicit in the Box-Cox transformation. Nonetheless, a case study using the AR(1) model uncovered a practical problem with the implementation of the Metropolis algorithm. The use of a multivariate Gaussian jump distribution resulted in unacceptable convergence behaviour. This was rectified by developing suitable parameter transformations for the mean and variance of the AR(1) process to remove the strong nonlinear dependencies with the Box-Cox transformation parameter. Applying this methodology to the Sydney annual rainfall data and the Burdekin River annual runoff data illustrates the efficacy of these parameter transformations and demonstrate the value of quantifying parameter uncertainty.

Sampling-Based Stochastic Sensitivity Analysis Using Score Functions for RBDO Problems with Correlated Random Variables

DTIC Science & Technology

2010-08-01

a collection of information if it does not display a currently valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE ADDRESS. a ...SECURITY CLASSIFICATION OF: This study presents a methodology for computing stochastic sensitivities with respect to the design variables, which are the...Random Variables Report Title ABSTRACT This study presents a methodology for computing stochastic sensitivities with respect to the design variables

Finite-time state feedback stabilisation of stochastic high-order nonlinear feedforward systems

NASA Astrophysics Data System (ADS)

Xie, Xue-Jun; Zhang, Xing-Hui; Zhang, Kemei

2016-07-01

This paper studies the finite-time state feedback stabilisation of stochastic high-order nonlinear feedforward systems. Based on the stochastic Lyapunov theorem on finite-time stability, by using the homogeneous domination method, the adding one power integrator and sign function method, constructing a ? Lyapunov function and verifying the existence and uniqueness of solution, a continuous state feedback controller is designed to guarantee the closed-loop system finite-time stable in probability.

On Nash Equilibria in Stochastic Games

DTIC Science & Technology

2003-10-01

Traditionally automata theory and veri cation has considered zero sum or strictly competitive versions of stochastic games . In these games there are two players...zero- sum discrete-time stochastic dynamic games . SIAM J. Control and Optimization, 19(5):617{634, 1981. 18. R.J. Lipton, E . Markakis, and A. Mehta...Playing large games using simple strate- gies. In EC 03: Electronic Commerce, pages 36{41. ACM Press, 2003. 19. A. Maitra and W. Sudderth. Finitely

Self-Tuning Methods for Multiple-Controller Systems.

DTIC Science & Technology

1981-08-01

the model. The plant is governed by y(t) + Aly (t-l) - B 0u(t-l) + e(t) - where -0.99101 8.80512 x 103 A1 i.. "+-0.80610 -0.77089 -0.89889 -4.59328 x 10...AC-19, No. 5, Oct. 1974, pp. 518-524. [8 Bar- Shalom , Y. and Tse, E., "Dual Effect, Certainty Equivalence and Separation in Stochastic Control," IEEE...Trans. on Automatic Control, Vol. AC-19, No. 5, Oct. 1974, pp. 494-500. [9) Bar- Shalom , Y. and Tse, E., "Concepts and Methods in Stochastic Control

A stochastic regulator for integrated communication and control systems. I - Formulation of control law. II - Numerical analysis and simulation

NASA Technical Reports Server (NTRS)

Liou, Luen-Woei; Ray, Asok

1991-01-01

A state feedback control law for integrated communication and control systems (ICCS) is formulated by using the dynamic programming and optimality principle on a finite-time horizon. The control law is derived on the basis of a stochastic model of the plant which is augmented in state space to allow for the effects of randomly varying delays in the feedback loop. A numerical procedure for synthesizing the control parameters is then presented, and the performance of the control law is evaluated by simulating the flight dynamics model of an advanced aircraft. Finally, recommendations for future work are made.

Anesthesia modifies subthreshold critical slowing down in a stochastic Hodgkin-Huxley-like model with inhibitory synaptic input

NASA Astrophysics Data System (ADS)

Bukoski, Alex; Steyn-Ross, D. A.; Pickett, Ashley F.; Steyn-Ross, Moira L.

2018-06-01

The dynamics of a stochastic type-I Hodgkin-Huxley-like point neuron model exposed to inhibitory synaptic noise are investigated as a function of distance from spiking threshold and the inhibitory influence of the general anesthetic agent propofol. The model is biologically motivated and includes the effects of intrinsic ion-channel noise via a stochastic differential equation description as well as inhibitory synaptic noise modeled as multiple Poisson-distributed impulse trains with saturating response functions. The effect of propofol on these synapses is incorporated through this drug's principal influence on fast inhibitory neurotransmission mediated by γ -aminobutyric acid (GABA) type-A receptors via reduction of the synaptic response decay rate. As the neuron model approaches spiking threshold from below, we track membrane voltage fluctuation statistics of numerically simulated stochastic trajectories. We find that for a given distance from spiking threshold, increasing the magnitude of anesthetic-induced inhibition is associated with augmented signatures of critical slowing: fluctuation amplitudes and correlation times grow as spectral power is increasingly focused at 0 Hz. Furthermore, as a function of distance from threshold, anesthesia significantly modifies the power-law exponents for variance and correlation time divergences observable in stochastic trajectories. Compared to the inverse square root power-law scaling of these quantities anticipated for the saddle-node bifurcation of type-I neurons in the absence of anesthesia, increasing anesthetic-induced inhibition results in an observable exponent <-0.5 for variance and >-0.5 for correlation time divergences. However, these behaviors eventually break down as distance from threshold goes to zero with both the variance and correlation time converging to common values independent of anesthesia. Compared to the case of no synaptic input, linearization of an approximating multivariate Ornstein-Uhlenbeck model reveals these effects to be the consequence of an additional slow eigenvalue associated with synaptic activity that competes with those of the underlying point neuron in a manner that depends on distance from spiking threshold.

Multivariate space - time analysis of PRE-STORM precipitation

NASA Technical Reports Server (NTRS)

Polyak, Ilya; North, Gerald R.; Valdes, Juan B.

1994-01-01

This paper presents the methodologies and results of the multivariate modeling and two-dimensional spectral and correlation analysis of PRE-STORM rainfall gauge data. Estimated parameters of the models for the specific spatial averages clearly indicate the eastward and southeastward wave propagation of rainfall fluctuations. A relationship between the coefficients of the diffusion equation and the parameters of the stochastic model of rainfall fluctuations is derived that leads directly to the exclusive use of rainfall data to estimate advection speed (about 12 m/s) as well as other coefficients of the diffusion equation of the corresponding fields. The statistical methodology developed here can be used for confirmation of physical models by comparison of the corresponding second-moment statistics of the observed and simulated data, for generating multiple samples of any size, for solving the inverse problem of the hydrodynamic equations, and for application in some other areas of meteorological and climatological data analysis and modeling.

Stochasticity in materials structure, properties, and processing—A review

NASA Astrophysics Data System (ADS)

Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

2018-03-01

We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

Ultimate open pit stochastic optimization

NASA Astrophysics Data System (ADS)

Marcotte, Denis; Caron, Josiane

2013-02-01

Classical open pit optimization (maximum closure problem) is made on block estimates, without directly considering the block grades uncertainty. We propose an alternative approach of stochastic optimization. The stochastic optimization is taken as the optimal pit computed on the block expected profits, rather than expected grades, computed from a series of conditional simulations. The stochastic optimization generates, by construction, larger ore and waste tonnages than the classical optimization. Contrary to the classical approach, the stochastic optimization is conditionally unbiased for the realized profit given the predicted profit. A series of simulated deposits with different variograms are used to compare the stochastic approach, the classical approach and the simulated approach that maximizes expected profit among simulated designs. Profits obtained with the stochastic optimization are generally larger than the classical or simulated pit. The main factor controlling the relative gain of stochastic optimization compared to classical approach and simulated pit is shown to be the information level as measured by the boreholes spacing/range ratio. The relative gains of the stochastic approach over the classical approach increase with the treatment costs but decrease with mining costs. The relative gains of the stochastic approach over the simulated pit approach increase both with the treatment and mining costs. At early stages of an open pit project, when uncertainty is large, the stochastic optimization approach appears preferable to the classical approach or the simulated pit approach for fair comparison of the values of alternative projects and for the initial design and planning of the open pit.

Algorithms for adaptive stochastic control for a class of linear systems

NASA Technical Reports Server (NTRS)

Toda, M.; Patel, R. V.

1977-01-01

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

Stochastic quantization of (λϕ4)d scalar theory: Generalized Langevin equation with memory kernel

NASA Astrophysics Data System (ADS)

Menezes, G.; Svaiter, N. F.

2007-02-01

The method of stochastic quantization for a scalar field theory is reviewed. A brief survey for the case of self-interacting scalar field, implementing the stochastic perturbation theory up to the one-loop level, is presented. Then, it is introduced a colored random noise in the Einstein's relations, a common prescription employed by one of the stochastic regularizations, to control the ultraviolet divergences of the theory. This formalism is extended to the case where a Langevin equation with a memory kernel is used. It is shown that, maintaining the Einstein's relations with a colored noise, there is convergence to a non-regularized theory.

Coevolution Maintains Diversity in the Stochastic "Kill the Winner" Model

NASA Astrophysics Data System (ADS)

Xue, Chi; Goldenfeld, Nigel

2017-12-01

The "kill the winner" hypothesis is an attempt to address the problem of diversity in biology. It argues that host-specific predators control the population of each prey, preventing a winner from emerging and thus maintaining the coexistence of all species in the system. We develop a stochastic model for the kill the winner paradigm and show that the stable coexistence state of the deterministic kill the winner model is destroyed by demographic stochasticity, through a cascade of extinction events. We formulate an individual-level stochastic model in which predator-prey coevolution promotes the high diversity of the ecosystem by generating a persistent population flux of species.

A microprocessor-based multichannel subsensory stochastic resonance electrical stimulator.

PubMed

Chang, Gwo-Ching

2013-01-01

Stochastic resonance electrical stimulation is a novel intervention which provides potential benefits for improving postural control ability in the elderly, those with diabetic neuropathy, and stroke patients. In this paper, a microprocessor-based subsensory white noise electrical stimulator for the applications of stochastic resonance stimulation is developed. The proposed stimulator provides four independent programmable stimulation channels with constant-current output, possesses linear voltage-to-current relationship, and has two types of stimulation modes, pulse amplitude and width modulation.

Controlled Quantum Packets

NASA Technical Reports Server (NTRS)

DeMartino, Salvatore; DeSiena, Silvio

1996-01-01

We look at time evolution of a physical system from the point of view of dynamical control theory. Normally we solve motion equation with a given external potential and we obtain time evolution. Standard examples are the trajectories in classical mechanics or the wave functions in Quantum Mechanics. In the control theory, we have the configurational variables of a physical system, we choose a velocity field and with a suited strategy we force the physical system to have a well defined evolution. The evolution of the system is the 'premium' that the controller receives if he has adopted the right strategy. The strategy is given by well suited laboratory devices. The control mechanisms are in many cases non linear; it is necessary, namely, a feedback mechanism to retain in time the selected evolution. Our aim is to introduce a scheme to obtain Quantum wave packets by control theory. The program is to choose the characteristics of a packet, that is, the equation of evolution for its centre and a controlled dispersion, and to give a building scheme from some initial state (for example a solution of stationary Schroedinger equation). It seems natural in this view to use stochastic approach to Quantum Mechanics, that is, Stochastic Mechanics [S.M.]. It is a quantization scheme different from ordinary ones only formally. This approach introduces in quantum theory the whole mathematical apparatus of stochastic control theory. Stochastic Mechanics, in our view, is more intuitive when we want to study all the classical-like problems. We apply our scheme to build two classes of quantum packets both derived generalizing some properties of coherent states.

Finite-Horizon H∞ Consensus Control of Time-Varying Multiagent Systems With Stochastic Communication Protocol.

PubMed

Zou, Lei; Wang, Zidong; Gao, Huijun; Alsaadi, Fuad E

2017-03-31

This paper is concerned with the distributed H∞ consensus control problem for a discrete time-varying multiagent system with the stochastic communication protocol (SCP). A directed graph is used to characterize the communication topology of the multiagent network. The data transmission between each agent and the neighboring ones is implemented via a constrained communication channel where only one neighboring agent is allowed to transmit data at each time instant. The SCP is applied to schedule the signal transmission of the multiagent system. A sequence of random variables is utilized to capture the scheduling behavior of the SCP. By using the mapping technology combined with the Hadamard product, the closed-loop multiagent system is modeled as a time-varying system with a stochastic parameter matrix. The purpose of the addressed problem is to design a cooperative controller for each agent such that, for all probabilistic scheduling behaviors, the H∞ consensus performance is achieved over a given finite horizon for the closed-loop multiagent system. A necessary and sufficient condition is derived to ensure the H∞ consensus performance based on the completing squares approach and the stochastic analysis technique. Then, the controller parameters are obtained by solving two coupled backward recursive Riccati difference equations. Finally, a numerical example is given to illustrate the effectiveness of the proposed controller design scheme.

Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game

PubMed Central

2015-01-01

Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions’ cooperative and noncooperative optimal emission paths, which maximize the regions’ discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games. PMID:26402322

Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game.

PubMed

Chang, Shuhua; Wang, Xinyu; Wang, Zheng

2015-01-01

Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions' cooperative and noncooperative optimal emission paths, which maximize the regions' discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games.

Inflow forecasting model construction with stochastic time series for coordinated dam operation

NASA Astrophysics Data System (ADS)

Kim, T.; Jung, Y.; Kim, H.; Heo, J. H.

2014-12-01

Dam inflow forecasting is one of the most important tasks in dam operation for an effective water resources management and control. In general, dam inflow forecasting with stochastic time series model is possible to apply when the data is stationary because most of stochastic process based on stationarity. However, recent hydrological data cannot be satisfied the stationarity anymore because of climate change. Therefore a stochastic time series model, which can consider seasonality and trend in the data series, named SARIMAX(Seasonal Autoregressive Integrated Average with eXternal variable) model were constructed in this study. This SARIMAX model could increase the performance of stochastic time series model by considering the nonstationarity components and external variable such as precipitation. For application, the models were constructed for four coordinated dams on Han river in South Korea with monthly time series data. As a result, the models of each dam have similar performance and it would be possible to use the model for coordinated dam operation.Acknowledgement This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-NH-12-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

Optimization under variability and uncertainty: a case study for NOx emissions control for a gasification system.

PubMed

Chen, Jianjun; Frey, H Christopher

2004-12-15

Methods for optimization of process technologies considering the distinction between variability and uncertainty are developed and applied to case studies of NOx control for Integrated Gasification Combined Cycle systems. Existing methods of stochastic optimization (SO) and stochastic programming (SP) are demonstrated. A comparison of SO and SP results provides the value of collecting additional information to reduce uncertainty. For example, an expected annual benefit of 240,000 dollars is estimated if uncertainty can be reduced before a final design is chosen. SO and SP are typically applied to uncertainty. However, when applied to variability, the benefit of dynamic process control is obtained. For example, an annual savings of 1 million dollars could be achieved if the system is adjusted to changes in process conditions. When variability and uncertainty are treated distinctively, a coupled stochastic optimization and programming method and a two-dimensional stochastic programming method are demonstrated via a case study. For the case study, the mean annual benefit of dynamic process control is estimated to be 700,000 dollars, with a 95% confidence range of 500,000 dollars to 940,000 dollars. These methods are expected to be of greatest utility for problems involving a large commitment of resources, for which small differences in designs can produce large cost savings.

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

Kinetic differential-difference equations containing terms with fractional derivatives and describing α -stable Levy processes with 0 < α < 1 have been derived in a unified manner in terms of one-dimensional stochastic differential equations controlled merely by the Poisson processes.

Control of Complex Dynamic Systems by Neural Networks

NASA Technical Reports Server (NTRS)

Spall, James C.; Cristion, John A.

1993-01-01

This paper considers the use of neural networks (NN's) in controlling a nonlinear, stochastic system with unknown process equations. The NN is used to model the resulting unknown control law. The approach here is based on using the output error of the system to train the NN controller without the need to construct a separate model (NN or other type) for the unknown process dynamics. To implement such a direct adaptive control approach, it is required that connection weights in the NN be estimated while the system is being controlled. As a result of the feedback of the unknown process dynamics, however, it is not possible to determine the gradient of the loss function for use in standard (back-propagation-type) weight estimation algorithms. Therefore, this paper considers the use of a new stochastic approximation algorithm for this weight estimation, which is based on a 'simultaneous perturbation' gradient approximation that only requires the system output error. It is shown that this algorithm can greatly enhance the efficiency over more standard stochastic approximation algorithms based on finite-difference gradient approximations.

Accounting for parameter uncertainty in the definition of parametric distributions used to describe individual patient variation in health economic models.

PubMed

Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik

2017-12-15

Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.

Generalised and Fractional Langevin Equations-Implications for Energy Balance Models

NASA Astrophysics Data System (ADS)

Watkins, N. W.; Chapman, S. C.; Chechkin, A.; Ford, I.; Klages, R.; Stainforth, D. A.

2017-12-01

Energy Balance Models (EBMs) have a long heritage in climate science, including their use in modelling anomalies in global mean temperature. Many types of EBM have now been studied, and this presentation concerns the stochastic EBMs, which allow direct treatment of climate fluctuations and noise. Some recent stochastic EBMs (e.g. [1]) map on to Langevin's original form of his equation, with temperature anomaly replacing velocity, and other corresponding replacements being made. Considerable sophistication has now been reached in the application of multivariate stochastic Langevin modelling in many areas of climate. Our work is complementary in intent and investigates the Mori-Kubo "Generalised Langevin Equation" (GLE) which incorporates non-Markovian noise and response in a univariate framework, as a tool for modelling GMT [2]. We show how, if it is present, long memory simplifies the GLE to a fractional Langevin equation (FLE). Evidence for long range memory in global temperature, and the success of fractional Gaussian noise in its prediction [5] has already motivated investigation of a power law response model [3,4,5]. We go beyond this work to ask whether an EBM of FLE-type exists, and what its solutions would be. [l] Padilla et al, J. Climate (2011); [2] Watkins, GRL (2013); [3] Rypdal, JGR (2012); [4] Rypdal and Rypdal, J. Climate (2014); [5] Lovejoy et al, ESDD (2015).

A Stochastic Point Cloud Sampling Method for Multi-Template Protein Comparative Modeling.

PubMed

Li, Jilong; Cheng, Jianlin

2016-05-10

Generating tertiary structural models for a target protein from the known structure of its homologous template proteins and their pairwise sequence alignment is a key step in protein comparative modeling. Here, we developed a new stochastic point cloud sampling method, called MTMG, for multi-template protein model generation. The method first superposes the backbones of template structures, and the Cα atoms of the superposed templates form a point cloud for each position of a target protein, which are represented by a three-dimensional multivariate normal distribution. MTMG stochastically resamples the positions for Cα atoms of the residues whose positions are uncertain from the distribution, and accepts or rejects new position according to a simulated annealing protocol, which effectively removes atomic clashes commonly encountered in multi-template comparative modeling. We benchmarked MTMG on 1,033 sequence alignments generated for CASP9, CASP10 and CASP11 targets, respectively. Using multiple templates with MTMG improves the GDT-TS score and TM-score of structural models by 2.96-6.37% and 2.42-5.19% on the three datasets over using single templates. MTMG's performance was comparable to Modeller in terms of GDT-TS score, TM-score, and GDT-HA score, while the average RMSD was improved by a new sampling approach. The MTMG software is freely available at: http://sysbio.rnet.missouri.edu/multicom_toolbox/mtmg.html.

A Stochastic Point Cloud Sampling Method for Multi-Template Protein Comparative Modeling

PubMed Central

Li, Jilong; Cheng, Jianlin

2016-01-01

Generating tertiary structural models for a target protein from the known structure of its homologous template proteins and their pairwise sequence alignment is a key step in protein comparative modeling. Here, we developed a new stochastic point cloud sampling method, called MTMG, for multi-template protein model generation. The method first superposes the backbones of template structures, and the Cα atoms of the superposed templates form a point cloud for each position of a target protein, which are represented by a three-dimensional multivariate normal distribution. MTMG stochastically resamples the positions for Cα atoms of the residues whose positions are uncertain from the distribution, and accepts or rejects new position according to a simulated annealing protocol, which effectively removes atomic clashes commonly encountered in multi-template comparative modeling. We benchmarked MTMG on 1,033 sequence alignments generated for CASP9, CASP10 and CASP11 targets, respectively. Using multiple templates with MTMG improves the GDT-TS score and TM-score of structural models by 2.96–6.37% and 2.42–5.19% on the three datasets over using single templates. MTMG’s performance was comparable to Modeller in terms of GDT-TS score, TM-score, and GDT-HA score, while the average RMSD was improved by a new sampling approach. The MTMG software is freely available at: http://sysbio.rnet.missouri.edu/multicom_toolbox/mtmg.html. PMID:27161489

Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models

PubMed Central

2016-01-01

The motivation behind this research is to innovatively combine new methods like wavelet, principal component analysis (PCA), and artificial neural network (ANN) approaches to analyze trade in today’s increasingly difficult and volatile financial futures markets. The main focus of this study is to facilitate forecasting by using an enhanced denoising process on market data, taken as a multivariate signal, in order to deduct the same noise from the open-high-low-close signal of a market. This research offers evidence on the predictive ability and the profitability of abnormal returns of a new hybrid forecasting model using Wavelet-PCA denoising and ANN (named WPCA-NN) on futures contracts of Hong Kong’s Hang Seng futures, Japan’s NIKKEI 225 futures, Singapore’s MSCI futures, South Korea’s KOSPI 200 futures, and Taiwan’s TAIEX futures from 2005 to 2014. Using a host of technical analysis indicators consisting of RSI, MACD, MACD Signal, Stochastic Fast %K, Stochastic Slow %K, Stochastic %D, and Ultimate Oscillator, empirical results show that the annual mean returns of WPCA-NN are more than the threshold buy-and-hold for the validation, test, and evaluation periods; this is inconsistent with the traditional random walk hypothesis, which insists that mechanical rules cannot outperform the threshold buy-and-hold. The findings, however, are consistent with literature that advocates technical analysis. PMID:27248692

Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models.

PubMed

Chan Phooi M'ng, Jacinta; Mehralizadeh, Mohammadali

2016-01-01

The motivation behind this research is to innovatively combine new methods like wavelet, principal component analysis (PCA), and artificial neural network (ANN) approaches to analyze trade in today's increasingly difficult and volatile financial futures markets. The main focus of this study is to facilitate forecasting by using an enhanced denoising process on market data, taken as a multivariate signal, in order to deduct the same noise from the open-high-low-close signal of a market. This research offers evidence on the predictive ability and the profitability of abnormal returns of a new hybrid forecasting model using Wavelet-PCA denoising and ANN (named WPCA-NN) on futures contracts of Hong Kong's Hang Seng futures, Japan's NIKKEI 225 futures, Singapore's MSCI futures, South Korea's KOSPI 200 futures, and Taiwan's TAIEX futures from 2005 to 2014. Using a host of technical analysis indicators consisting of RSI, MACD, MACD Signal, Stochastic Fast %K, Stochastic Slow %K, Stochastic %D, and Ultimate Oscillator, empirical results show that the annual mean returns of WPCA-NN are more than the threshold buy-and-hold for the validation, test, and evaluation periods; this is inconsistent with the traditional random walk hypothesis, which insists that mechanical rules cannot outperform the threshold buy-and-hold. The findings, however, are consistent with literature that advocates technical analysis.

Modeling the lake eutrophication stochastic ecosystem and the research of its stability.

PubMed

Wang, Bo; Qi, Qianqian

2018-06-01

In the reality, the lake system will be disturbed by stochastic factors including the external and internal factors. By adding the additive noise and the multiplicative noise to the right-hand sides of the model equation, the additive stochastic model and the multiplicative stochastic model are established respectively in order to reduce model errors induced by the absence of some physical processes. For both the two kinds of stochastic ecosystems, the authors studied the bifurcation characteristics with the FPK equation and the Lyapunov exponent method based on the Stratonovich-Khasminiskii stochastic average principle. Results show that, for the additive stochastic model, when control parameter (i.e., nutrient loading rate) falls into the interval [0.388644, 0.66003825], there exists bistability for the ecosystem and the additive noise intensities cannot make the bifurcation point drift. In the region of the bistability, the external stochastic disturbance which is one of the main triggers causing the lake eutrophication, may make the ecosystem unstable and induce a transition. When control parameter (nutrient loading rate) falls into the interval (0,  0.388644) and (0.66003825,  1.0), there only exists a stable equilibrium state and the additive noise intensity could not change it. For the multiplicative stochastic model, there exists more complex bifurcation performance and the multiplicative ecosystem will be broken by the multiplicative noise. Also, the multiplicative noise could reduce the extent of the bistable region, ultimately, the bistable region vanishes for sufficiently large noise. What's more, both the nutrient loading rate and the multiplicative noise will make the ecosystem have a regime shift. On the other hand, for the two kinds of stochastic ecosystems, the authors also discussed the evolution of the ecological variable in detail by using the Four-stage Runge-Kutta method of strong order γ=1.5. The numerical method was found to be capable of effectively explaining the regime shift theory and agreed with the realistic analyze. These conclusions also confirms the two paths for the system to move from one stable state to another proposed by Beisner et al. [3], which may help understand the occurrence mechanism related to the lake eutrophication from the view point of the stochastic model and mathematical analysis. Copyright © 2018 Elsevier Inc. All rights reserved.

Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yin, George; Wang, Le Yi; Zhang, Hongwei

2014-12-10

Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomlymore » switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.« less

Applied Nonlinear Dynamics and Stochastic Systems Near The Millenium. Proceedings

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kadtke, J.B.; Bulsara, A.

These proceedings represent papers presented at the Applied Nonlinear Dynamics and Stochastic Systems conference held in San Diego, California in July 1997. The conference emphasized the applications of nonlinear dynamical systems theory in fields as diverse as neuroscience and biomedical engineering, fluid dynamics, chaos control, nonlinear signal/image processing, stochastic resonance, devices and nonlinear dynamics in socio{minus}economic systems. There were 56 papers presented at the conference and 5 have been abstracted for the Energy Science and Technology database.(AIP)

Further studies using matched filter theory and stochastic simulation for gust loads prediction

NASA Technical Reports Server (NTRS)

Scott, Robert C.; Pototzky, Anthony S.; Perry, Boyd Iii

1993-01-01

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Twin rotor damper for the damping of stochastically forced vibrations using a power-efficient control algorithm

NASA Astrophysics Data System (ADS)

Bäumer, Richard; Terrill, Richard; Wollnack, Simon; Werner, Herbert; Starossek, Uwe

2018-01-01

The twin rotor damper (TRD), an active mass damper, uses the centrifugal forces of two eccentrically rotating control masses. In the continuous rotation mode, the preferred mode of operation, the two eccentric control masses rotate with a constant angular velocity about two parallel axes, creating, under further operational constraints, a harmonic control force in a single direction. In previous theoretical work, it was shown that this mode of operation is effective for the damping of large, harmonic vibrations of a single degree of freedom (SDOF) oscillator. In this paper, the SDOF oscillator is assumed to be affected by a stochastic excitation force and consequently responds with several frequencies. Therefore, the TRD must deviate from the continuous rotation mode to ensure the anti-phasing between the harmonic control force of the TRD and the velocity of the SDOF oscillator. It is found that the required deviation from the continuous rotation mode increases with lower vibration amplitude. Therefore, an operation of the TRD in the continuous rotation mode is no longer efficient below a specific vibration-amplitude threshold. To additionally dampen vibrations below this threshold, the TRD can switch to another, more energy-consuming mode of operation, the swinging mode in which both control masses oscillate about certain angular positions. A power-efficient control algorithm is presented which uses the continuous rotation mode for large vibrations and the swinging mode for small vibrations. To validate the control algorithm, numerical and experimental investigations are performed for a single degree of freedom oscillator under stochastic excitation. Using both modes of operation, it is shown that the control algorithm is effective for the cases of free and stochastically forced vibrations of arbitrary amplitude.

Control Improvement for Jump-Diffusion Processes with Applications to Finance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baeuerle, Nicole, E-mail: nicole.baeuerle@kit.edu; Rieder, Ulrich, E-mail: ulrich.rieder@uni-ulm.de

2012-02-15

We consider stochastic control problems with jump-diffusion processes and formulate an algorithm which produces, starting from a given admissible control {pi}, a new control with a better value. If no improvement is possible, then {pi} is optimal. Such an algorithm is well-known for discrete-time Markov Decision Problems under the name Howard's policy improvement algorithm. The idea can be traced back to Bellman. Here we show with the help of martingale techniques that such an algorithm can also be formulated for stochastic control problems with jump-diffusion processes. As an application we derive some interesting results in financial portfolio optimization.

On the decentralized control of large-scale systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

The decentralized control of stochastic large scale systems was considered. Particular emphasis was given to control strategies which utilize decentralized information and can be computed in a decentralized manner. The deterministic constrained optimization problem is generalized to the stochastic case when each decision variable depends on different information and the constraint is only required to be satisfied on the average. For problems with a particular structure, a hierarchical decomposition is obtained. For the stochastic control of dynamic systems with different information sets, a new kind of optimality is proposed which exploits the coupled nature of the dynamic system. The subsystems are assumed to be uncoupled and then certain constraints are required to be satisfied, either in a off-line or on-line fashion. For off-line coordination, a hierarchical approach of solving the problem is obtained. The lower level problems are all uncoupled. For on-line coordination, distinction is made between open loop feedback optimal coordination and closed loop optimal coordination.

Stochastic modelling of slow-progressing tumors: Analysis and applications to the cell interplay and control of low grade gliomas

NASA Astrophysics Data System (ADS)

Rodríguez, Clara Rojas; Fernández Calvo, Gabriel; Ramis-Conde, Ignacio; Belmonte-Beitia, Juan

2017-08-01

Tumor-normal cell interplay defines the course of a neoplastic malignancy. The outcome of this dual relation is the ultimate prevailing of one of the cells and the death or retreat of the other. In this paper we study the mathematical principles that underlay one important scenario: that of slow-progressing cancers. For this, we develop, within a stochastic framework, a mathematical model to account for tumor-normal cell interaction in such a clinically relevant situation and derive a number of deterministic approximations from the stochastic model. We consider in detail the existence and uniqueness of the solutions of the deterministic model and study the stability analysis. We then focus our model to the specific case of low grade gliomas, where we introduce an optimal control problem for different objective functionals under the administration of chemotherapy. We derive the conditions for which singular and bang-bang control exist and calculate the optimal control and states.

Fuzzy Adaptive Compensation Control of Uncertain Stochastic Nonlinear Systems With Actuator Failures and Input Hysteresis.

PubMed

Wang, Jianhui; Liu, Zhi; Chen, C L Philip; Zhang, Yun

2017-10-12

Hysteresis exists ubiquitously in physical actuators. Besides, actuator failures/faults may also occur in practice. Both effects would deteriorate the transient tracking performance, and even trigger instability. In this paper, we consider the problem of compensating for actuator failures and input hysteresis by proposing a fuzzy control scheme for stochastic nonlinear systems. Compared with the existing research on stochastic nonlinear uncertain systems, it is found that how to guarantee a prescribed transient tracking performance when taking into account actuator failures and hysteresis simultaneously also remains to be answered. Our proposed control scheme is designed on the basis of the fuzzy logic system and backstepping techniques for this purpose. It is proven that all the signals remain bounded and the tracking error is ensured to be within a preestablished bound with the failures of hysteretic actuator. Finally, simulations are provided to illustrate the effectiveness of the obtained theoretical results.

Impulsive synchronization of stochastic reaction-diffusion neural networks with mixed time delays.

PubMed

Sheng, Yin; Zeng, Zhigang

2018-07-01

This paper discusses impulsive synchronization of stochastic reaction-diffusion neural networks with Dirichlet boundary conditions and hybrid time delays. By virtue of inequality techniques, theories of stochastic analysis, linear matrix inequalities, and the contradiction method, sufficient criteria are proposed to ensure exponential synchronization of the addressed stochastic reaction-diffusion neural networks with mixed time delays via a designed impulsive controller. Compared with some recent studies, the neural network models herein are more general, some restrictions are relaxed, and the obtained conditions enhance and generalize some published ones. Finally, two numerical simulations are performed to substantiate the validity and merits of the developed theoretical analysis. Copyright © 2018 Elsevier Ltd. All rights reserved.

To react or not to react? Intrinsic stochasticity of human control in virtual stick balancing

PubMed Central

Zgonnikov, Arkady; Lubashevsky, Ihor; Kanemoto, Shigeru; Miyazawa, Toru; Suzuki, Takashi

2014-01-01

Understanding how humans control unstable systems is central to many research problems, with applications ranging from quiet standing to aircraft landing. Increasingly, much evidence appears in favour of event-driven control hypothesis: human operators only start actively controlling the system when the discrepancy between the current and desired system states becomes large enough. The event-driven models based on the concept of threshold can explain many features of the experimentally observed dynamics. However, much still remains unclear about the dynamics of human-controlled systems, which likely indicates that humans use more intricate control mechanisms. This paper argues that control activation in humans may be not threshold-driven, but instead intrinsically stochastic, noise-driven. Specifically, we suggest that control activation stems from stochastic interplay between the operator's need to keep the controlled system near the goal state, on the one hand, and the tendency to postpone interrupting the system dynamics, on the other hand. We propose a model capturing this interplay and show that it matches the experimental data on human balancing of virtual overdamped stick. Our results illuminate that the noise-driven activation mechanism plays a crucial role at least in the considered task, and, hypothetically, in a broad range of human-controlled processes. PMID:25056217

Seeking parsimony in hydrology and water resources technology

NASA Astrophysics Data System (ADS)

Koutsoyiannis, D.

2009-04-01

The principle of parsimony, also known as the principle of simplicity, the principle of economy and Ockham's razor, advises scientists to prefer the simplest theory among those that fit the data equally well. In this, it is an epistemic principle but reflects an ontological characterization that the universe is ultimately parsimonious. Is this principle useful and can it really be reconciled with, and implemented to, our modelling approaches of complex hydrological systems, whose elements and events are extraordinarily numerous, different and unique? The answer underlying the mainstream hydrological research of the last two decades seems to be negative. Hopes were invested to the power of computers that would enable faithful and detailed representation of the diverse system elements and the hydrological processes, based on merely "first principles" and resulting in "physically-based" models that tend to approach in complexity the real world systems. Today the account of such research endeavour seems not positive, as it did not improve model predictive capacity and processes comprehension. A return to parsimonious modelling seems to be again the promising route. The experience from recent research and from comparisons of parsimonious and complicated models indicates that the former can facilitate insight and comprehension, improve accuracy and predictive capacity, and increase efficiency. In addition - and despite aspiration that "physically based" models will have lower data requirements and, even, they ultimately become "data-free" - parsimonious models require fewer data to achieve the same accuracy with more complicated models. Naturally, the concepts that reconcile the simplicity of parsimonious models with the complexity of hydrological systems are probability theory and statistics. Probability theory provides the theoretical basis for moving from a microscopic to a macroscopic view of phenomena, by mapping sets of diverse elements and events of hydrological systems to single numbers (a probability or an expected value), and statistics provides the empirical basis of summarizing data, making inference from them, and supporting decision making in water resource management. Unfortunately, the current state of the art in probability, statistics and their union, often called stochastics, is not fully satisfactory for the needs of modelling of hydrological and water resource systems. A first problem is that stochastic modelling has traditionally relied on classical statistics, which is based on the independent "coin-tossing" prototype, rather than on the study of real-world systems whose behaviour is very different from the classical prototype. A second problem is that the stochastic models (particularly the multivariate ones) are often not parsimonious themselves. Therefore, substantial advancement of stochastics is necessary in a new paradigm of parsimonious hydrological modelling. These ideas are illustrated using several examples, namely: (a) hydrological modelling of a karst system in Bosnia and Herzegovina using three different approaches ranging from parsimonious to detailed "physically-based"; (b) parsimonious modelling of a peculiar modified catchment in Greece; (c) a stochastic approach that can replace parameter-excessive ARMA-type models with a generalized algorithm that produces any shape of autocorrelation function (consistent with the accuracy provided by the data) using a couple of parameters; (d) a multivariate stochastic approach which replaces a huge number of parameters estimated from data with coefficients estimated by the principle of maximum entropy; and (e) a parsimonious approach for decision making in multi-reservoir systems using a handful of parameters instead of thousands of decision variables.

EKF-Based Enhanced Performance Controller Design for Nonlinear Stochastic Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, Yuyang; Zhang, Qichun; Wang, Hong

In this paper, a novel control algorithm is presented to enhance the performance of tracking property for a class of non-linear dynamic stochastic systems with unmeasurable variables. To minimize the entropy of tracking errors without changing the existing closed loop with PI controller, the enhanced performance loop is constructed based on the state estimation by extended Kalman Filter and the new controller is designed by full state feedback following this presented control algorithm. Besides, the conditions are obtained for the stability analysis in the mean square sense. In the end, the comparative simulation results are given to illustrate the effectivenessmore » of proposed control algorithm.« less

Causal feedforward control of a stochastically excited fuselage structure with active sidewall panel.

PubMed

Misol, Malte; Haase, Thomas; Monner, Hans Peter; Sinapius, Michael

2014-10-01

This paper provides experimental results of an aircraft-relevant double panel structure mounted in a sound transmission loss facility. The primary structure of the double panel system is excited either by a stochastic point force or by a diffuse sound field synthesized in the reverberation room of the transmission loss facility. The secondary structure, which is connected to the frames of the primary structure, is augmented by actuators and sensors implementing an active feedforward control system. Special emphasis is placed on the causality of the active feedforward control system and its implications on the disturbance rejection at the error sensors. The coherence of the sensor signals is analyzed for the two different disturbance excitations. Experimental results are presented regarding the causality, coherence, and disturbance rejection of the active feedforward control system. Furthermore, the sound transmission loss of the double panel system is evaluated for different configurations of the active system. A principal result of this work is the evidence that it is possible to strongly influence the transmission of stochastic disturbance sources through double panel configurations by means of an active feedforward control system.

Energy Optimal Path Planning: Integrating Coastal Ocean Modelling with Optimal Control

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P. J., Jr.; Lermusiaux, P. F. J.

2016-02-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. To set up the energy optimization, the relative vehicle speed and headings are considered to be stochastic, and new stochastic Dynamically Orthogonal (DO) level-set equations that govern their stochastic time-optimal reachability fronts are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. The accuracy and efficiency of the DO level-set equations for solving the governing stochastic level-set reachability fronts are quantitatively assessed, including comparisons with independent semi-analytical solutions. Energy-optimal missions are studied in wind-driven barotropic quasi-geostrophic double-gyre circulations, and in realistic data-assimilative re-analyses of multiscale coastal ocean flows. The latter re-analyses are obtained from multi-resolution 2-way nested primitive-equation simulations of tidal-to-mesoscale dynamics in the Middle Atlantic Bight and Shelbreak Front region. The effects of tidal currents, strong wind events, coastal jets, and shelfbreak fronts on the energy-optimal paths are illustrated and quantified. Results showcase the opportunities for longer-duration missions that intelligently utilize the ocean environment to save energy, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

Implementation Challenges for Multivariable Control: What You Did Not Learn in School

NASA Technical Reports Server (NTRS)

Garg, Sanjay

2008-01-01

Multivariable control allows controller designs that can provide decoupled command tracking and robust performance in the presence of modeling uncertainties. Although the last two decades have seen extensive development of multivariable control theory and example applications to complex systems in software/hardware simulations, there are no production flying systems aircraft or spacecraft, that use multivariable control. This is because of the tremendous challenges associated with implementation of such multivariable control designs. Unfortunately, the curriculum in schools does not provide sufficient time to be able to provide an exposure to the students in such implementation challenges. The objective of this paper is to share the lessons learned by a practitioner of multivariable control in the process of applying some of the modern control theory to the Integrated Flight Propulsion Control (IFPC) design for an advanced Short Take-Off Vertical Landing (STOVL) aircraft simulation.

Robust synchronization control scheme of a population of nonlinear stochastic synthetic genetic oscillators under intrinsic and extrinsic molecular noise via quorum sensing.

PubMed

Chen, Bor-Sen; Hsu, Chih-Yuan

2012-10-26

Collective rhythms of gene regulatory networks have been a subject of considerable interest for biologists and theoreticians, in particular the synchronization of dynamic cells mediated by intercellular communication. Synchronization of a population of synthetic genetic oscillators is an important design in practical applications, because such a population distributed over different host cells needs to exploit molecular phenomena simultaneously in order to emerge a biological phenomenon. However, this synchronization may be corrupted by intrinsic kinetic parameter fluctuations and extrinsic environmental molecular noise. Therefore, robust synchronization is an important design topic in nonlinear stochastic coupled synthetic genetic oscillators with intrinsic kinetic parameter fluctuations and extrinsic molecular noise. Initially, the condition for robust synchronization of synthetic genetic oscillators was derived based on Hamilton Jacobi inequality (HJI). We found that if the synchronization robustness can confer enough intrinsic robustness to tolerate intrinsic parameter fluctuation and extrinsic robustness to filter the environmental noise, then robust synchronization of coupled synthetic genetic oscillators is guaranteed. If the synchronization robustness of a population of nonlinear stochastic coupled synthetic genetic oscillators distributed over different host cells could not be maintained, then robust synchronization could be enhanced by external control input through quorum sensing molecules. In order to simplify the analysis and design of robust synchronization of nonlinear stochastic synthetic genetic oscillators, the fuzzy interpolation method was employed to interpolate several local linear stochastic coupled systems to approximate the nonlinear stochastic coupled system so that the HJI-based synchronization design problem could be replaced by a simple linear matrix inequality (LMI)-based design problem, which could be solved with the help of LMI toolbox in MATLAB easily. If the synchronization robustness criterion, i.e. the synchronization robustness ≥ intrinsic robustness + extrinsic robustness, then the stochastic coupled synthetic oscillators can be robustly synchronized in spite of intrinsic parameter fluctuation and extrinsic noise. If the synchronization robustness criterion is violated, external control scheme by adding inducer can be designed to improve synchronization robustness of coupled synthetic genetic oscillators. The investigated robust synchronization criteria and proposed external control method are useful for a population of coupled synthetic networks with emergent synchronization behavior, especially for multi-cellular, engineered networks.

Robust synchronization control scheme of a population of nonlinear stochastic synthetic genetic oscillators under intrinsic and extrinsic molecular noise via quorum sensing

PubMed Central

2012-01-01

Background Collective rhythms of gene regulatory networks have been a subject of considerable interest for biologists and theoreticians, in particular the synchronization of dynamic cells mediated by intercellular communication. Synchronization of a population of synthetic genetic oscillators is an important design in practical applications, because such a population distributed over different host cells needs to exploit molecular phenomena simultaneously in order to emerge a biological phenomenon. However, this synchronization may be corrupted by intrinsic kinetic parameter fluctuations and extrinsic environmental molecular noise. Therefore, robust synchronization is an important design topic in nonlinear stochastic coupled synthetic genetic oscillators with intrinsic kinetic parameter fluctuations and extrinsic molecular noise. Results Initially, the condition for robust synchronization of synthetic genetic oscillators was derived based on Hamilton Jacobi inequality (HJI). We found that if the synchronization robustness can confer enough intrinsic robustness to tolerate intrinsic parameter fluctuation and extrinsic robustness to filter the environmental noise, then robust synchronization of coupled synthetic genetic oscillators is guaranteed. If the synchronization robustness of a population of nonlinear stochastic coupled synthetic genetic oscillators distributed over different host cells could not be maintained, then robust synchronization could be enhanced by external control input through quorum sensing molecules. In order to simplify the analysis and design of robust synchronization of nonlinear stochastic synthetic genetic oscillators, the fuzzy interpolation method was employed to interpolate several local linear stochastic coupled systems to approximate the nonlinear stochastic coupled system so that the HJI-based synchronization design problem could be replaced by a simple linear matrix inequality (LMI)-based design problem, which could be solved with the help of LMI toolbox in MATLAB easily. Conclusion If the synchronization robustness criterion, i.e. the synchronization robustness ≥ intrinsic robustness + extrinsic robustness, then the stochastic coupled synthetic oscillators can be robustly synchronized in spite of intrinsic parameter fluctuation and extrinsic noise. If the synchronization robustness criterion is violated, external control scheme by adding inducer can be designed to improve synchronization robustness of coupled synthetic genetic oscillators. The investigated robust synchronization criteria and proposed external control method are useful for a population of coupled synthetic networks with emergent synchronization behavior, especially for multi-cellular, engineered networks. PMID:23101662

Water erosion susceptibility mapping by applying Stochastic Gradient Treeboost to the Imera Meridionale River Basin (Sicily, Italy)

NASA Astrophysics Data System (ADS)

Angileri, Silvia Eleonora; Conoscenti, Christian; Hochschild, Volker; Märker, Michael; Rotigliano, Edoardo; Agnesi, Valerio

2016-06-01

Soil erosion by water constitutes a serious problem affecting various countries. In the last few years, a number of studies have adopted statistical approaches for erosion susceptibility zonation. In this study, the Stochastic Gradient Treeboost (SGT) was tested as a multivariate statistical tool for exploring, analyzing and predicting the spatial occurrence of rill-interrill erosion and gully erosion. This technique implements the stochastic gradient boosting algorithm with a tree-based method. The study area is a 9.5 km2 river catchment located in central-northern Sicily (Italy), where water erosion processes are prevalent, and affect the agricultural productivity of local communities. In order to model soil erosion by water, the spatial distribution of landforms due to rill-interrill and gully erosion was mapped and 12 environmental variables were selected as predictors. Four calibration and four validation subsets were obtained by randomly extracting sets of negative cases, both for rill-interrill erosion and gully erosion models. The results of validation, based on receiving operating characteristic (ROC) curves, showed excellent to outstanding accuracies of the models, and thus a high prediction skill. Moreover, SGT allowed us to explore the relationships between erosion landforms and predictors. A different suite of predictor variables was found to be important for the two models. Elevation, aspect, landform classification and land-use are the main controlling factors for rill-interrill erosion, whilst the stream power index, plan curvature and the topographic wetness index were the most important independent variables for gullies. Finally, an ROC plot analysis made it possible to define a threshold value to classify cells according to the presence/absence of the two erosion processes. Hence, by heuristically combining the resulting rill-interrill erosion and gully erosion susceptibility maps, an integrated water erosion susceptibility map was created. The adopted method offers the advantages of an objective and repeatable procedure, whose result is useful for local administrators to identify the areas that are most susceptible to water erosion and best allocate resources for soil conservation strategies.

Quantifying Listeria monocytogenes prevalence and concentration in minced pork meat and estimating performance of three culture media from presence/absence microbiological testing using a deterministic and stochastic approach.

PubMed

Andritsos, Nikolaos D; Mataragas, Marios; Paramithiotis, Spiros; Drosinos, Eleftherios H

2013-12-01

Listeria monocytogenes poses a serious threat to public health, and the majority of cases of human listeriosis are associated with contaminated food. Reliable microbiological testing is needed for effective pathogen control by food industry and competent authorities. The aims of this work were to estimate the prevalence and concentration of L. monocytogenes in minced pork meat by the application of a Bayesian modeling approach, and also to determine the performance of three culture media commonly used for detecting L. monocytogenes in foods from a deterministic and stochastic perspective. Samples (n = 100) collected from local markets were tested for L. monocytogenes using in parallel the PALCAM, ALOA and RAPID'L.mono selective media according to ISO 11290-1:1996 and 11290-2:1998 methods. Presence of the pathogen was confirmed by conducting biochemical and molecular tests. Independent experiments (n = 10) for model validation purposes were performed. Performance attributes were calculated from the presence-absence microbiological test results by combining the results obtained from the culture media and confirmative tests. Dirichlet distribution, the multivariate expression of a Beta distribution, was used to analyze the performance data from a stochastic perspective. No L. monocytogenes was enumerated by direct-plating (<10 CFU/g), though the pathogen was detected in 22% of the samples. L. monocytogenes concentration was estimated at 14-17 CFU/kg. Validation showed good agreement between observed and predicted prevalence (error = -2.17%). The results showed that all media were best at ruling in L. monocytogenes presence than ruling it out. Sensitivity and specificity varied depending on the culture-dependent method. None of the culture media was perfect in detecting L. monocytogenes in minced pork meat alone. The use of at least two culture media in parallel enhanced the efficiency of L. monocytogenes detection. Bayesian modeling may reduce the time needed to draw conclusions regarding L. monocytogenes presence and the uncertainty of the results obtained. Furthermore, the problem of observing zero counts may be overcome by applying Bayesian analysis, making the determination of a test performance feasible. Copyright © 2013 Elsevier Ltd. All rights reserved.

Multivariate dynamic Tobit models with lagged observed dependent variables: An effectiveness analysis of highway safety laws.

PubMed

Dong, Chunjiao; Xie, Kun; Zeng, Jin; Li, Xia

2018-04-01

Highway safety laws aim to influence driver behaviors so as to reduce the frequency and severity of crashes, and their outcomes. For one specific highway safety law, it would have different effects on the crashes across severities. Understanding such effects can help policy makers upgrade current laws and hence improve traffic safety. To investigate the effects of highway safety laws on crashes across severities, multivariate models are needed to account for the interdependency issues in crash counts across severities. Based on the characteristics of the dependent variables, multivariate dynamic Tobit (MVDT) models are proposed to analyze crash counts that are aggregated at the state level. Lagged observed dependent variables are incorporated into the MVDT models to account for potential temporal correlation issues in crash data. The state highway safety law related factors are used as the explanatory variables and socio-demographic and traffic factors are used as the control variables. Three models, a MVDT model with lagged observed dependent variables, a MVDT model with unobserved random variables, and a multivariate static Tobit (MVST) model are developed and compared. The results show that among the investigated models, the MVDT models with lagged observed dependent variables have the best goodness-of-fit. The findings indicate that, compared to the MVST, the MVDT models have better explanatory power and prediction accuracy. The MVDT model with lagged observed variables can better handle the stochasticity and dependency in the temporal evolution of the crash counts and the estimated values from the model are closer to the observed values. The results show that more lives could be saved if law enforcement agencies can make a sustained effort to educate the public about the importance of motorcyclists wearing helmets. Motor vehicle crash-related deaths, injuries, and property damages could be reduced if states enact laws for stricter text messaging rules, higher speeding fines, older licensing age, and stronger graduated licensing provisions. Injury and PDO crashes would be significantly reduced with stricter laws prohibiting the use of hand-held communication devices and higher fines for drunk driving. Copyright © 2018 Elsevier Ltd. All rights reserved.

On a stochastic control method for weakly coupled linear systems. M.S. Thesis

NASA Technical Reports Server (NTRS)

Kwong, R. H.

1972-01-01

The stochastic control of two weakly coupled linear systems with different controllers is considered. Each controller only makes measurements about his own system; no information about the other system is assumed to be available. Based on the noisy measurements, the controllers are to generate independently suitable control policies which minimize a quadratic cost functional. To account for the effects of weak coupling directly, an approximate model, which involves replacing the influence of one system on the other by a white noise process is proposed. Simple suboptimal control problem for calculating the covariances of these noises is solved using the matrix minimum principle. The overall system performance based on this scheme is analyzed as a function of the degree of intersystem coupling.

Strategy and model building in the fourth dimension: a null model for genotype x age interaction as a Gaussian stationary stochastic process.

PubMed

Diego, Vincent P; Almasy, Laura; Dyer, Thomas D; Soler, Júlia M P; Blangero, John

2003-12-31

Using univariate and multivariate variance components linkage analysis methods, we studied possible genotype x age interaction in cardiovascular phenotypes related to the aging process from the Framingham Heart Study. We found evidence for genotype x age interaction for fasting glucose and systolic blood pressure. There is polygenic genotype x age interaction for fasting glucose and systolic blood pressure and quantitative trait locus x age interaction for a linkage signal for systolic blood pressure phenotypes located on chromosome 17 at 67 cM.

Reflectance of vegetation, soil, and water

NASA Technical Reports Server (NTRS)

Wiegand, C. L. (Principal Investigator)

1973-01-01

There are no author-identified significant results in this report. This report deals with the selection of the best channels from the 24-channel aircraft data to represent crop and soil conditions. A three-step procedure has been developed that involves using univariate statistics and an F-ratio test to indicate the best 14 channels. From the 14, the 10 best channels are selected by a multivariate stochastic process. The third step involves the pattern recognition procedures developed in the data analysis plan. Indications are that the procedures in use are satsifactory and will extract the desired information from the data.

Stochastic-Constraints Method in Nonstationary Hot-Clutter Cancellation Part I: Fundamentals and Supervised Training Applications

DTIC Science & Technology

2003-04-01

any of the P interfering sources, and Hkt i (1) (P)] T is defined below. The P-variate vector = t kt , • t J consists of complex waveforms radiated by...line. More precisely, the (i, j ) t element of the matrix Hke is a complex 4-4 coefficient which is practically constant over the kth PRI, and is a...multivariate auto-regressive (AR) model of order n: Ykt + Z Bj Yk- j , t = tkt (25) j =l In the above equation, Bj are the M-variate matrices which are the

The evolution of multivariate maternal effects.

PubMed

Kuijper, Bram; Johnstone, Rufus A; Townley, Stuart

2014-04-01

There is a growing interest in predicting the social and ecological contexts that favor the evolution of maternal effects. Most predictions focus, however, on maternal effects that affect only a single character, whereas the evolution of maternal effects is poorly understood in the presence of suites of interacting traits. To overcome this, we simulate the evolution of multivariate maternal effects (captured by the matrix M) in a fluctuating environment. We find that the rate of environmental fluctuations has a substantial effect on the properties of M: in slowly changing environments, offspring are selected to have a multivariate phenotype roughly similar to the maternal phenotype, so that M is characterized by positive dominant eigenvalues; by contrast, rapidly changing environments favor Ms with dominant eigenvalues that are negative, as offspring favor a phenotype which substantially differs from the maternal phenotype. Moreover, when fluctuating selection on one maternal character is temporally delayed relative to selection on other traits, we find a striking pattern of cross-trait maternal effects in which maternal characters influence not only the same character in offspring, but also other offspring characters. Additionally, when selection on one character contains more stochastic noise relative to selection on other traits, large cross-trait maternal effects evolve from those maternal traits that experience the smallest amounts of noise. The presence of these cross-trait maternal effects shows that individual maternal effects cannot be studied in isolation, and that their study in a multivariate context may provide important insights about the nature of past selection. Our results call for more studies that measure multivariate maternal effects in wild populations.

The Evolution of Multivariate Maternal Effects

PubMed Central

Kuijper, Bram; Johnstone, Rufus A.; Townley, Stuart

2014-01-01

There is a growing interest in predicting the social and ecological contexts that favor the evolution of maternal effects. Most predictions focus, however, on maternal effects that affect only a single character, whereas the evolution of maternal effects is poorly understood in the presence of suites of interacting traits. To overcome this, we simulate the evolution of multivariate maternal effects (captured by the matrix M) in a fluctuating environment. We find that the rate of environmental fluctuations has a substantial effect on the properties of M: in slowly changing environments, offspring are selected to have a multivariate phenotype roughly similar to the maternal phenotype, so that M is characterized by positive dominant eigenvalues; by contrast, rapidly changing environments favor Ms with dominant eigenvalues that are negative, as offspring favor a phenotype which substantially differs from the maternal phenotype. Moreover, when fluctuating selection on one maternal character is temporally delayed relative to selection on other traits, we find a striking pattern of cross-trait maternal effects in which maternal characters influence not only the same character in offspring, but also other offspring characters. Additionally, when selection on one character contains more stochastic noise relative to selection on other traits, large cross-trait maternal effects evolve from those maternal traits that experience the smallest amounts of noise. The presence of these cross-trait maternal effects shows that individual maternal effects cannot be studied in isolation, and that their study in a multivariate context may provide important insights about the nature of past selection. Our results call for more studies that measure multivariate maternal effects in wild populations. PMID:24722346

Delayed-feedback chimera states: Forced multiclusters and stochastic resonance

NASA Astrophysics Data System (ADS)

Semenov, V.; Zakharova, A.; Maistrenko, Y.; Schöll, E.

2016-07-01

A nonlinear oscillator model with negative time-delayed feedback is studied numerically under external deterministic and stochastic forcing. It is found that in the unforced system complex partial synchronization patterns like chimera states as well as salt-and-pepper-like solitary states arise on the route from regular dynamics to spatio-temporal chaos. The control of the dynamics by external periodic forcing is demonstrated by numerical simulations. It is shown that one-cluster and multi-cluster chimeras can be achieved by adjusting the external forcing frequency to appropriate resonance conditions. If a stochastic component is superimposed to the deterministic external forcing, chimera states can be induced in a way similar to stochastic resonance, they appear, therefore, in regimes where they do not exist without noise.

Multiscale stochastic simulations of chemical reactions with regulated scale separation

NASA Astrophysics Data System (ADS)

Koumoutsakos, Petros; Feigelman, Justin

2013-07-01

We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

Input reconstruction for networked control systems subject to deception attacks and data losses on control signals

NASA Astrophysics Data System (ADS)

Keller, J. Y.; Chabir, K.; Sauter, D.

2016-03-01

State estimation of stochastic discrete-time linear systems subject to unknown inputs or constant biases has been widely studied but no work has been dedicated to the case where a disturbance switches between unknown input and constant bias. We show that such disturbance can affect a networked control system subject to deception attacks and data losses on the control signals transmitted by the controller to the plant. This paper proposes to estimate the switching disturbance from an augmented state version of the intermittent unknown input Kalman filter recently developed by the authors. Sufficient stochastic stability conditions are established when the arrival binary sequence of data losses follows a Bernoulli random process.

Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current

NASA Astrophysics Data System (ADS)

Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J.

2014-01-01

In stochastic optimal control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive), for a system participating in forced and controlled Langevin dynamics. We extend the SOC problem by introducing an additional cost-of-dynamics, characterized by a vector potential. We propose derivation of the generalized gauge-invariant Hamilton-Jacobi-Bellman equation as a variation over density and current, suggest hydrodynamic interpretation and discuss examples, e.g., ergodic control of a particle-within-a-circle, illustrating non-equilibrium space-time complexity.

Dynamical signatures of isometric force control as a function of age, expertise, and task constraints.

PubMed

Vieluf, Solveig; Sleimen-Malkoun, Rita; Voelcker-Rehage, Claudia; Jirsa, Viktor; Reuter, Eva-Maria; Godde, Ben; Temprado, Jean-Jacques; Huys, Raoul

2017-07-01

From the conceptual and methodological framework of the dynamical systems approach, force control results from complex interactions of various subsystems yielding observable behavioral fluctuations, which comprise both deterministic (predictable) and stochastic (noise-like) dynamical components. Here, we investigated these components contributing to the observed variability in force control in groups of participants differing in age and expertise level. To this aim, young (18-25 yr) as well as late middle-aged (55-65 yr) novices and experts (precision mechanics) performed a force maintenance and a force modulation task. Results showed that whereas the amplitude of force variability did not differ across groups in the maintenance tasks, in the modulation task it was higher for late middle-aged novices than for experts and higher for both these groups than for young participants. Within both tasks and for all groups, stochastic fluctuations were lowest where the deterministic influence was smallest. However, although all groups showed similar dynamics underlying force control in the maintenance task, a group effect was found for deterministic and stochastic fluctuations in the modulation task. The latter findings imply that both components were involved in the observed group differences in the variability of force fluctuations in the modulation task. These findings suggest that between groups the general characteristics of the dynamics do not differ in either task and that force control is more affected by age than by expertise. However, expertise seems to counteract some of the age effects. NEW & NOTEWORTHY Stochastic and deterministic dynamical components contribute to force production. Dynamical signatures differ between force maintenance and cyclic force modulation tasks but hardly between age and expertise groups. Differences in both stochastic and deterministic components are associated with group differences in behavioral variability, and observed behavioral variability is more strongly task dependent than person dependent. Copyright © 2017 the American Physiological Society.

On the impact of a refined stochastic model for airborne LiDAR measurements

NASA Astrophysics Data System (ADS)

Bolkas, Dimitrios; Fotopoulos, Georgia; Glennie, Craig

2016-09-01

Accurate topographic information is critical for a number of applications in science and engineering. In recent years, airborne light detection and ranging (LiDAR) has become a standard tool for acquiring high quality topographic information. The assessment of airborne LiDAR derived DEMs is typically based on (i) independent ground control points and (ii) forward error propagation utilizing the LiDAR geo-referencing equation. The latter approach is dependent on the stochastic model information of the LiDAR observation components. In this paper, the well-known statistical tool of variance component estimation (VCE) is implemented for a dataset in Houston, Texas, in order to refine the initial stochastic information. Simulations demonstrate the impact of stochastic-model refinement for two practical applications, namely coastal inundation mapping and surface displacement estimation. Results highlight scenarios where erroneous stochastic information is detrimental. Furthermore, the refined stochastic information provides insights on the effect of each LiDAR measurement in the airborne LiDAR error budget. The latter is important for targeting future advancements in order to improve point cloud accuracy.

Integrated Human Behavior Modeling and Stochastic Control (IHBMSC)

DTIC Science & Technology

2014-08-01

T after the outcome of two inspections has become available is calculated as in the Kalman filtering paradigm. First and foremost, n = 2 is adequate...output, the probability P2(T |·, ·) that the inspected object is a T is calculated—see equations (5.7, 5.8) where a discrete Kalman filtering ...information or value. The behavior of the Stochastic Controller can be usefully compared to a 2-stage screen or a 2-stage filter . The 1st stage of the

F100 multivariable control synthesis program: Evaluation of a multivariable control using a real-time engine simulation

NASA Technical Reports Server (NTRS)

Szuch, J. R.; Soeder, J. F.; Seldner, K.; Cwynar, D. S.

1977-01-01

The design, evaluation, and testing of a practical, multivariable, linear quadratic regulator control for the F100 turbofan engine were accomplished. NASA evaluation of the multivariable control logic and implementation are covered. The evaluation utilized a real time, hybrid computer simulation of the engine. Results of the evaluation are presented, and recommendations concerning future engine testing of the control are made. Results indicated that the engine testing of the control should be conducted as planned.

Enhanced Performance Controller Design for Stochastic Systems by Adding Extra State Estimation onto the Existing Closed Loop Control

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, Yuyang; Zhang, Qichun; Wang, Hong

To enhance the performance of the tracking property , this paper presents a novel control algorithm for a class of linear dynamic stochastic systems with unmeasurable states, where the performance enhancement loop is established based on Kalman filter. Without changing the existing closed loop with the PI controller, the compensative controller is designed to minimize the variances of the tracking errors using the estimated states and the propagation of state variances. Moreover, the stability of the closed-loop systems has been analyzed in the mean-square sense. A simulated example is included to show the effectiveness of the presented control algorithm, wheremore » encouraging results have been obtained.« less

Robust adaptive fuzzy tracking control for pure-feedback stochastic nonlinear systems with input constraints.

PubMed

Wang, Huanqing; Chen, Bing; Liu, Xiaoping; Liu, Kefu; Lin, Chong

2013-12-01

This paper is concerned with the problem of adaptive fuzzy tracking control for a class of pure-feedback stochastic nonlinear systems with input saturation. To overcome the design difficulty from nondifferential saturation nonlinearity, a smooth nonlinear function of the control input signal is first introduced to approximate the saturation function; then, an adaptive fuzzy tracking controller based on the mean-value theorem is constructed by using backstepping technique. The proposed adaptive fuzzy controller guarantees that all signals in the closed-loop system are bounded in probability and the system output eventually converges to a small neighborhood of the desired reference signal in the sense of mean quartic value. Simulation results further illustrate the effectiveness of the proposed control scheme.

A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation.

PubMed

Huang, Yong; Tao, Gang

2014-09-01

The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Yong, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn; Tao, Gang, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn

2014-09-01

The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

Production and efficiency of large wildland fire suppression effort: A stochastic frontier analysis

Treesearch

Hari Katuwal; Dave Calkin; Michael S. Hand

2016-01-01

This study examines the production and efficiency of wildland fire suppression effort. We estimate the effectiveness of suppression resource inputs to produce controlled fire lines that contain large wildland fires using stochastic frontier analysis. Determinants of inefficiency are identified and the effects of these determinants on the daily production of...

A stochastic storm surge generator for the German North Sea and the multivariate statistical assessment of the simulation results

NASA Astrophysics Data System (ADS)

Wahl, Thomas; Jensen, Jürgen; Mudersbach, Christoph

2010-05-01

Storm surges along the German North Sea coastline led to major damages in the past and the risk of inundation is expected to increase in the course of an ongoing climate change. The knowledge of the characteristics of possible storm surges is essential for the performance of integrated risk analyses, e.g. based on the source-pathway-receptor concept. The latter includes the storm surge simulation/analyses (source), modelling of dike/dune breach scenarios (pathway) and the quantification of potential losses (receptor). In subproject 1b of the German joint research project XtremRisK (www.xtremrisk.de), a stochastic storm surge generator for the south-eastern North Sea area is developed. The input data for the multivariate model are high resolution sea level observations from tide gauges during extreme events. Based on 25 parameters (19 sea level parameters and 6 time parameters) observed storm surge hydrographs consisting of three tides are parameterised. Followed by the adaption of common parametric probability distributions and a large number of Monte-Carlo-Simulations, the final reconstruction leads to a set of 100.000 (default) synthetic storm surge events with a one-minute resolution. Such a data set can potentially serve as the basis for a large number of applications. For risk analyses, storm surges with peak water levels exceeding the design water levels are of special interest. The occurrence probabilities of the simulated extreme events are estimated based on multivariate statistics, considering the parameters "peak water level" and "fullness/intensity". In the past, most studies considered only the peak water levels during extreme events, which might not be the most important parameter in any cases. Here, a 2D-Archimedian copula model is used for the estimation of the joint probabilities of the selected parameters, accounting for the structures of dependence overlooking the margins. In coordination with subproject 1a, the results will be used as the input for the XtremRisK subprojects 2 to 4. The project is funded by the German Federal Ministry of Education and Research (BMBF) (Project No. 03 F 0483 B).

Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions

NASA Technical Reports Server (NTRS)

Bole, Brian; Goebel, Kai; Vachtsevanos, George

2012-01-01

A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.

Helicopter Control Energy Reduction Using Moving Horizontal Tail

PubMed Central

Oktay, Tugrul; Sal, Firat

2015-01-01

Helicopter moving horizontal tail (i.e., MHT) strategy is applied in order to save helicopter flight control system (i.e., FCS) energy. For this intention complex, physics-based, control-oriented nonlinear helicopter models are used. Equations of MHT are integrated into these models and they are together linearized around straight level flight condition. A specific variance constrained control strategy, namely, output variance constrained Control (i.e., OVC) is utilized for helicopter FCS. Control energy savings due to this MHT idea with respect to a conventional helicopter are calculated. Parameters of helicopter FCS and dimensions of MHT are simultaneously optimized using a stochastic optimization method, namely, simultaneous perturbation stochastic approximation (i.e., SPSA). In order to observe improvement in behaviors of classical controls closed loop analyses are done. PMID:26180841

Detecting synchronization clusters in multivariate time series via coarse-graining of Markov chains.

PubMed

Allefeld, Carsten; Bialonski, Stephan

2007-12-01

Synchronization cluster analysis is an approach to the detection of underlying structures in data sets of multivariate time series, starting from a matrix R of bivariate synchronization indices. A previous method utilized the eigenvectors of R for cluster identification, analogous to several recent attempts at group identification using eigenvectors of the correlation matrix. All of these approaches assumed a one-to-one correspondence of dominant eigenvectors and clusters, which has however been shown to be wrong in important cases. We clarify the usefulness of eigenvalue decomposition for synchronization cluster analysis by translating the problem into the language of stochastic processes, and derive an enhanced clustering method harnessing recent insights from the coarse-graining of finite-state Markov processes. We illustrate the operation of our method using a simulated system of coupled Lorenz oscillators, and we demonstrate its superior performance over the previous approach. Finally we investigate the question of robustness of the algorithm against small sample size, which is important with regard to field applications.

Stochastic resonant damping in a noisy monostable system: theory and experiment.

PubMed

Volpe, Giovanni; Perrone, Sandro; Rubi, J Miguel; Petrov, Dmitri

2008-05-01

Usually in the presence of a background noise an increased effort put in controlling a system stabilizes its behavior. Rarely it is thought that an increased control of the system can lead to a looser response and, therefore, to a poorer performance. Strikingly there are many systems that show this weird behavior; examples can be drawn form physical, biological, and social systems. Until now no simple and general mechanism underlying such behaviors has been identified. Here we show that such a mechanism, named stochastic resonant damping, can be provided by the interplay between the background noise and the control exerted on the system. We experimentally verify our prediction on a physical model system based on a colloidal particle held in an oscillating optical potential. Our result adds a tool for the study of intrinsically noisy phenomena, joining the many constructive facets of noise identified in the past decades-for example, stochastic resonance, noise-induced activation, and Brownian ratchets.

Multivariable optimization of an auto-thermal ammonia synthesis reactor using genetic algorithm

NASA Astrophysics Data System (ADS)

Anh-Nga, Nguyen T.; Tuan-Anh, Nguyen; Tien-Dung, Vu; Kim-Trung, Nguyen

2017-09-01

The ammonia synthesis system is an important chemical process used in the manufacture of fertilizers, chemicals, explosives, fibers, plastics, refrigeration. In the literature, many works approaching the modeling, simulation and optimization of an auto-thermal ammonia synthesis reactor can be found. However, they just focus on the optimization of the reactor length while keeping the others parameters constant. In this study, the other parameters are also considered in the optimization problem such as the temperature of feed gas enters the catalyst zone. The optimal problem requires the maximization of a multivariable objective function which subjects to a number of equality constraints involving the solution of coupled differential equations and also inequality constraints. The solution of an optimization problem can be found through, among others, deterministic or stochastic approaches. The stochastic methods, such as evolutionary algorithm (EA), which is based on natural phenomenon, can overcome the drawbacks such as the requirement of the derivatives of the objective function and/or constraints, or being not efficient in non-differentiable or discontinuous problems. Genetic algorithm (GA) which is a class of EA, exceptionally simple, robust at numerical optimization and is more likely to find a true global optimum. In this study, the genetic algorithm is employed to find the optimum profit of the process. The inequality constraints were treated using penalty method. The coupled differential equations system was solved using Runge-Kutta 4th order method. The results showed that the presented numerical method could be applied to model the ammonia synthesis reactor. The optimum economic profit obtained from this study are also compared to the results from the literature. It suggests that the process should be operated at higher temperature of feed gas in catalyst zone and the reactor length is slightly longer.

Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

NASA Astrophysics Data System (ADS)

Sutrisno; Widowati; Solikhin

2016-06-01

In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.

Decentralized adaptive neural control for high-order interconnected stochastic nonlinear time-delay systems with unknown system dynamics.

PubMed

Si, Wenjie; Dong, Xunde; Yang, Feifei

2018-03-01

This paper is concerned with the problem of decentralized adaptive backstepping state-feedback control for uncertain high-order large-scale stochastic nonlinear time-delay systems. For the control design of high-order large-scale nonlinear systems, only one adaptive parameter is constructed to overcome the over-parameterization, and neural networks are employed to cope with the difficulties raised by completely unknown system dynamics and stochastic disturbances. And then, the appropriate Lyapunov-Krasovskii functional and the property of hyperbolic tangent functions are used to deal with the unknown unmatched time-delay interactions of high-order large-scale systems for the first time. At last, on the basis of Lyapunov stability theory, the decentralized adaptive neural controller was developed, and it decreases the number of learning parameters. The actual controller can be designed so as to ensure that all the signals in the closed-loop system are semi-globally uniformly ultimately bounded (SGUUB) and the tracking error converges in the small neighborhood of zero. The simulation example is used to further show the validity of the design method. Copyright © 2018 Elsevier Ltd. All rights reserved.

Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics

NASA Technical Reports Server (NTRS)

Huang, Jen-Kuang; Hsiao, Min-Hung; Cox, David E.

1996-01-01

An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.

Digital program for solving the linear stochastic optimal control and estimation problem

NASA Technical Reports Server (NTRS)

Geyser, L. C.; Lehtinen, B.

1975-01-01

A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.

Nonlinear Image Denoising Methodologies

DTIC Science & Technology

2002-05-01

53 5.3 A Multiscale Approach to Scale-Space Analysis . . . . . . . . . . . . . . . . 53 5.4...etc. In this thesis, Our approach to denoising is first based on a controlled nonlinear stochastic random walk to achieve a scale space analysis ( as in... stochastic treatment or interpretation of the diffusion. In addition, unless a specific stopping time is known to be adequate, the resulting evolution

Global output feedback stabilisation of stochastic high-order feedforward nonlinear systems with time-delay

NASA Astrophysics Data System (ADS)

Zhang, Kemei; Zhao, Cong-Ran; Xie, Xue-Jun

2015-12-01

This paper considers the problem of output feedback stabilisation for stochastic high-order feedforward nonlinear systems with time-varying delay. By using the homogeneous domination theory and solving several troublesome obstacles in the design and analysis, an output feedback controller is constructed to drive the closed-loop system globally asymptotically stable in probability.

On the Kolmogorov constant in stochastic turbulence models

NASA Astrophysics Data System (ADS)

Heinz, Stefan

2002-11-01

The Kolmogorov constant is fundamental in stochastic models of turbulence. To explain the reasons for observed variations of this quantity, it is calculated for two flows by various methods and data. Velocity fluctuations are considered as the sum of contributions due to anisotropy, acceleration fluctuations and stochastic forcing that is controlled by the Kolmogorov constant. It is shown that the effects of anisotropy and acceleration fluctuations are responsible for significant variations of the Kolmogorov constant. It is found near 2 for flows where anisotropy and acceleration fluctuations contribute to the energy budget, and near 6 if such contributions disappear.

Conference on Stochastic Processes and Their Applications (12th) held at Ithaca, New York on 11-15 Jul 83,

DTIC Science & Technology

1983-07-15

RD- R136 626 CONFERENCE ON STOCHASTIC PROCESSES AND THEIR APPLICATIONS (12TH> JULY 11 15 1983 ITHACA NEW YORK(U) CORNELL UNIV ITHACA NY 15 JUL 83...oscillator phase Instability" 2t53 - 3s15 p.m. M.N. GOPALAN, Indian Institute of Technoloy, Bombay "Cost benefit analysis of systems subject to inspection...p.m. W. KLIEDANN, Univ. Bremen, Fed. Rep. Germany "Controllability of stochastic systems 8sO0 - lOsO0 p.m. RECEPTION Johnson Art Museum ’q % , t

Dynamical behavior of a stochastic SVIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir

2017-10-01

In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s < 1, the disease of stochastic autonomous SVIR model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.

Gryphon: A Hybrid Agent-Based Modeling and Simulation Platform for Infectious Diseases

NASA Astrophysics Data System (ADS)

Yu, Bin; Wang, Jijun; McGowan, Michael; Vaidyanathan, Ganesh; Younger, Kristofer

In this paper we present Gryphon, a hybrid agent-based stochastic modeling and simulation platform developed for characterizing the geographic spread of infectious diseases and the effects of interventions. We study both local and non-local transmission dynamics of stochastic simulations based on the published parameters and data for SARS. The results suggest that the expected numbers of infections and the timeline of control strategies predicted by our stochastic model are in reasonably good agreement with previous studies. These preliminary results indicate that Gryphon is able to characterize other future infectious diseases and identify endangered regions in advance.

F100 Multivariable Control Synthesis Program. Computer Implementation of the F100 Multivariable Control Algorithm

NASA Technical Reports Server (NTRS)

Soeder, J. F.

1983-01-01

As turbofan engines become more complex, the development of controls necessitate the use of multivariable control techniques. A control developed for the F100-PW-100(3) turbofan engine by using linear quadratic regulator theory and other modern multivariable control synthesis techniques is described. The assembly language implementation of this control on an SEL 810B minicomputer is described. This implementation was then evaluated by using a real-time hybrid simulation of the engine. The control software was modified to run with a real engine. These modifications, in the form of sensor and actuator failure checks and control executive sequencing, are discussed. Finally recommendations for control software implementations are presented.

Guidance and Control strategies for aerospace vehicles

NASA Technical Reports Server (NTRS)

Hibey, J. L.; Naidu, D. S.; Charalambous, C. D.

1989-01-01

A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions.

Real-Time Optimal Flood Control Decision Making and Risk Propagation Under Multiple Uncertainties

NASA Astrophysics Data System (ADS)

Zhu, Feilin; Zhong, Ping-An; Sun, Yimeng; Yeh, William W.-G.

2017-12-01

Multiple uncertainties exist in the optimal flood control decision-making process, presenting risks involving flood control decisions. This paper defines the main steps in optimal flood control decision making that constitute the Forecast-Optimization-Decision Making (FODM) chain. We propose a framework for supporting optimal flood control decision making under multiple uncertainties and evaluate risk propagation along the FODM chain from a holistic perspective. To deal with uncertainties, we employ stochastic models at each link of the FODM chain. We generate synthetic ensemble flood forecasts via the martingale model of forecast evolution. We then establish a multiobjective stochastic programming with recourse model for optimal flood control operation. The Pareto front under uncertainty is derived via the constraint method coupled with a two-step process. We propose a novel SMAA-TOPSIS model for stochastic multicriteria decision making. Then we propose the risk assessment model, the risk of decision-making errors and rank uncertainty degree to quantify the risk propagation process along the FODM chain. We conduct numerical experiments to investigate the effects of flood forecast uncertainty on optimal flood control decision making and risk propagation. We apply the proposed methodology to a flood control system in the Daduhe River basin in China. The results indicate that the proposed method can provide valuable risk information in each link of the FODM chain and enable risk-informed decisions with higher reliability.

Stochastic optimal control of non-stationary response of a single-degree-of-freedom vehicle model

NASA Astrophysics Data System (ADS)

Narayanan, S.; Raju, G. V.

1990-09-01

An active suspension system to control the non-stationary response of a single-degree-of-freedom (sdf) vehicle model with variable velocity traverse over a rough road is investigated. The suspension is optimized with respect to ride comfort and road holding, using stochastic optimal control theory. The ground excitation is modelled as a spatial homogeneous random process, being the output of a linear shaping filter to white noise. The effect of the rolling contact of the tyre is considered by an additional filter in cascade. The non-stationary response with active suspension is compared with that of a passive system.

Synchronizing stochastic circadian oscillators in single cells of Neurospora crassa

NASA Astrophysics Data System (ADS)

Deng, Zhaojie; Arsenault, Sam; Caranica, Cristian; Griffith, James; Zhu, Taotao; Al-Omari, Ahmad; Schüttler, Heinz-Bernd; Arnold, Jonathan; Mao, Leidong

2016-10-01

The synchronization of stochastic coupled oscillators is a central problem in physics and an emerging problem in biology, particularly in the context of circadian rhythms. Most measurements on the biological clock are made at the macroscopic level of millions of cells. Here measurements are made on the oscillators in single cells of the model fungal system, Neurospora crassa, with droplet microfluidics and the use of a fluorescent recorder hooked up to a promoter on a clock controlled gene-2 (ccg-2). The oscillators of individual cells are stochastic with a period near 21 hours (h), and using a stochastic clock network ensemble fitted by Markov Chain Monte Carlo implemented on general-purpose graphical processing units (or GPGPUs) we estimated that >94% of the variation in ccg-2 expression was stochastic (as opposed to experimental error). To overcome this stochasticity at the macroscopic level, cells must synchronize their oscillators. Using a classic measure of similarity in cell trajectories within droplets, the intraclass correlation (ICC), the synchronization surface ICC is measured on >25,000 cells as a function of the number of neighboring cells within a droplet and of time. The synchronization surface provides evidence that cells communicate, and synchronization varies with genotype.

Habitat connectivity and in-stream vegetation control temporal variability of benthic invertebrate communities.

PubMed

Huttunen, K-L; Mykrä, H; Oksanen, J; Astorga, A; Paavola, R; Muotka, T

2017-05-03

One of the key challenges to understanding patterns of β diversity is to disentangle deterministic patterns from stochastic ones. Stochastic processes may mask the influence of deterministic factors on community dynamics, hindering identification of the mechanisms causing variation in community composition. We studied temporal β diversity (among-year dissimilarity) of macroinvertebrate communities in near-pristine boreal streams across 14 years. To assess whether the observed β diversity deviates from that expected by chance, and to identify processes (deterministic vs. stochastic) through which different explanatory factors affect community variability, we used a null model approach. We observed that at the majority of sites temporal β diversity was low indicating high community stability. When stochastic variation was unaccounted for, connectivity was the only variable explaining temporal β diversity, with weakly connected sites exhibiting higher community variability through time. After accounting for stochastic effects, connectivity lost importance, suggesting that it was related to temporal β diversity via random colonization processes. Instead, β diversity was best explained by in-stream vegetation, community variability decreasing with increasing bryophyte cover. These results highlight the potential of stochastic factors to dampen the influence of deterministic processes, affecting our ability to understand and predict changes in biological communities through time.

Synchronizing stochastic circadian oscillators in single cells of Neurospora crassa

PubMed Central

Deng, Zhaojie; Arsenault, Sam; Caranica, Cristian; Griffith, James; Zhu, Taotao; Al-Omari, Ahmad; Schüttler, Heinz-Bernd; Arnold, Jonathan; Mao, Leidong

2016-01-01

The synchronization of stochastic coupled oscillators is a central problem in physics and an emerging problem in biology, particularly in the context of circadian rhythms. Most measurements on the biological clock are made at the macroscopic level of millions of cells. Here measurements are made on the oscillators in single cells of the model fungal system, Neurospora crassa, with droplet microfluidics and the use of a fluorescent recorder hooked up to a promoter on a clock controlled gene-2 (ccg-2). The oscillators of individual cells are stochastic with a period near 21 hours (h), and using a stochastic clock network ensemble fitted by Markov Chain Monte Carlo implemented on general-purpose graphical processing units (or GPGPUs) we estimated that >94% of the variation in ccg-2 expression was stochastic (as opposed to experimental error). To overcome this stochasticity at the macroscopic level, cells must synchronize their oscillators. Using a classic measure of similarity in cell trajectories within droplets, the intraclass correlation (ICC), the synchronization surface ICC is measured on >25,000 cells as a function of the number of neighboring cells within a droplet and of time. The synchronization surface provides evidence that cells communicate, and synchronization varies with genotype. PMID:27786253

FINITE-STATE APPROXIMATIONS TO DENUMERABLE-STATE DYNAMIC PROGRAMS,

DTIC Science & Technology

AIR FORCE OPERATIONS, LOGISTICS), (*INVENTORY CONTROL, DYNAMIC PROGRAMMING), (*DYNAMIC PROGRAMMING, APPROXIMATION(MATHEMATICS)), INVENTORY CONTROL, DECISION MAKING, STOCHASTIC PROCESSES, GAME THEORY, ALGORITHMS, CONVERGENCE

Time-delayed feedback control of diffusion in random walkers.

PubMed

Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U

2017-07-01

Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.

Finite-Dimensional Representations for Controlled Diffusions with Delay

DOE Office of Scientific and Technical Information (OSTI.GOV)

Federico, Salvatore, E-mail: salvatore.federico@unimi.it; Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr

2015-02-15

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

A Q-Learning Approach to Flocking With UAVs in a Stochastic Environment.

PubMed

Hung, Shao-Ming; Givigi, Sidney N

2017-01-01

In the past two decades, unmanned aerial vehicles (UAVs) have demonstrated their efficacy in supporting both military and civilian applications, where tasks can be dull, dirty, dangerous, or simply too costly with conventional methods. Many of the applications contain tasks that can be executed in parallel, hence the natural progression is to deploy multiple UAVs working together as a force multiplier. However, to do so requires autonomous coordination among the UAVs, similar to swarming behaviors seen in animals and insects. This paper looks at flocking with small fixed-wing UAVs in the context of a model-free reinforcement learning problem. In particular, Peng's Q(λ) with a variable learning rate is employed by the followers to learn a control policy that facilitates flocking in a leader-follower topology. The problem is structured as a Markov decision process, where the agents are modeled as small fixed-wing UAVs that experience stochasticity due to disturbances such as winds and control noises, as well as weight and balance issues. Learned policies are compared to ones solved using stochastic optimal control (i.e., dynamic programming) by evaluating the average cost incurred during flight according to a cost function. Simulation results demonstrate the feasibility of the proposed learning approach at enabling agents to learn how to flock in a leader-follower topology, while operating in a nonstationary stochastic environment.

Stochastic optimal preview control of a vehicle suspension

NASA Astrophysics Data System (ADS)

Marzbanrad, Javad; Ahmadi, Goodarz; Zohoor, Hassan; Hojjat, Yousef

2004-08-01

Stochastic optimal control of a vehicle suspension on a random road is studied. The road roughness height is modelled as a filtered white noise stochastic process and a four-degree-of-freedom half-car model is used in the analysis. It is assumed that a sensor is mounted in the front bumper that measures the road irregularity at some distances in the front of the vehicle. Two other sensors also measure relative velocities of the vehicle body with respect to the unsprung masses in the vehicle suspension spaces. All measurements are assumed to be conducted in a noisy environment. The state variables of the vehicle system are estimated using a method similar to the Kalman filter. The suspension system is optimized by minimizing the performance index containing the mean-square values of body accelerations (including effects of heave and pitch), tire deflections and front and rear suspension rattle spaces. The effect of delay between front and rear wheels is included in the analysis. For stochastic active control with and without preview, the suspension performance and the power demand are evaluated and compared with those of the passive system. The results show that the inclusion of time delay between the front and rear axles and the preview information measured by the sensor mounted on the vehicle improves all aspects of the suspension performance, while reducing the energy consumption.

Equilibrium in a Production Economy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chiarolla, Maria B., E-mail: maria.chiarolla@uniroma1.it; Haussmann, Ulrich G., E-mail: uhaus@math.ubc.ca

2011-06-15

Consider a closed production-consumption economy with multiple agents and multiple resources. The resources are used to produce the consumption good. The agents derive utility from holding resources as well as consuming the good produced. They aim to maximize their utility while the manager of the production facility aims to maximize profits. With the aid of a representative agent (who has a multivariable utility function) it is shown that an Arrow-Debreu equilibrium exists. In so doing we establish technical results that will be used to solve the stochastic dynamic problem (a case with infinite dimensional commodity space so the General Equilibriummore » Theory does not apply) elsewhere.« less

Diffuse reflection from a stochastically bounded, semi-infinite medium

NASA Technical Reports Server (NTRS)

Lumme, K.; Peltoniemi, J. I.; Irvine, W. M.

1990-01-01

In order to determine the diffuse reflection from a medium bounded by a rough surface, the problem of radiative transfer in a boundary layer characterized by a statistical distribution of heights is considered. For the case that the surface is defined by a multivariate normal probability density, the propagation probability for rays traversing the boundary layer is derived and, from that probability, a corresponding radiative transfer equation. A solution of the Eddington (two stream) type is found explicitly, and examples are given. The results should be applicable to reflection from the regoliths of solar system bodies, as well as from a rough ocean surface.

Finite-time synchronization of stochastic coupled neural networks subject to Markovian switching and input saturation.

PubMed

Selvaraj, P; Sakthivel, R; Kwon, O M

2018-06-07

This paper addresses the problem of finite-time synchronization of stochastic coupled neural networks (SCNNs) subject to Markovian switching, mixed time delay, and actuator saturation. In addition, coupling strengths of the SCNNs are characterized by mutually independent random variables. By utilizing a simple linear transformation, the problem of stochastic finite-time synchronization of SCNNs is converted into a mean-square finite-time stabilization problem of an error system. By choosing a suitable mode dependent switched Lyapunov-Krasovskii functional, a new set of sufficient conditions is derived to guarantee the finite-time stability of the error system. Subsequently, with the help of anti-windup control scheme, the actuator saturation risks could be mitigated. Moreover, the derived conditions help to optimize estimation of the domain of attraction by enlarging the contractively invariant set. Furthermore, simulations are conducted to exhibit the efficiency of proposed control scheme. Copyright © 2018 Elsevier Ltd. All rights reserved.

Stochastic collective dynamics of charged-particle beams in the stability regime

NASA Astrophysics Data System (ADS)

Petroni, Nicola Cufaro; de Martino, Salvatore; de Siena, Silvio; Illuminati, Fabrizio

2001-01-01

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by λcN, where N is the number of particles in the beam and λc the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called ``quantum-like approaches'' to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.

A Mapping Model for Magnetic Fields with q-profile Variations Typical of Internal Transport Barrier Experiments

NASA Astrophysics Data System (ADS)

Rapoport, B. I.; Pavlenko, I.; Weyssow, B.; Carati, D.

2002-11-01

Recent studies of ion and electron transport indicate that the safety factor profile, q(r), affects internal transport barrier (ITB) formation in magnetic confinement devices [1, 2]. These studies are consistent with experimental observations that low shear suppresses magnetic island interaction and associated stochasticity when the ITB is formed [3]. In this sense the position and quality of the ITB depend on the stochasticity of the magnetic field, and can be controlled by q(r). This study explores effects of the q-profile on magnetic field stochasticity using two-dimensional mapping techniques. Q-profiles typical of ITB experiments are incorporated into Hamiltonian maps to investigate the relation between magnetic field stochasticity and ITB parameters predicted by other models. It is shown that the mapping technique generates results consistent with these predictions, and suggested that Hamiltonian mappings can be useful as simple and computationally inexpensive approximation methods for describing the magnetic field in ITB experiments. 1. I. Voitsekhovitch et al. 29th EPS Conference on Plasma Physics and Controlled Fusion (2002). O-4.04. 2. G.M.D. Hogeweij et al. Nucl. Fusion. 38 (1998): 1881. 3. K.A. Razumova et al. Plasma Phys. Contr. Fusion. 42 (2000): 973.

An investigation of adaptive controllers for helicopter vibration and the development of a new dual controller

NASA Technical Reports Server (NTRS)

Mookerjee, P.; Molusis, J. A.; Bar-Shalom, Y.

1985-01-01

An investigation of the properties important for the design of stochastic adaptive controllers for the higher harmonic control of helicopter vibration is presented. Three different model types are considered for the transfer relationship between the helicopter higher harmonic control input and the vibration output: (1) nonlinear; (2) linear with slow time varying coefficients; and (3) linear with constant coefficients. The stochastic controller formulations and solutions are presented for a dual, cautious, and deterministic controller for both linear and nonlinear transfer models. Extensive simulations are performed with the various models and controllers. It is shown that the cautious adaptive controller can sometimes result in unacceptable vibration control. A new second order dual controller is developed which is shown to modify the cautious adaptive controller by adding numerator and denominator correction terms to the cautious control algorithm. The new dual controller is simulated on a simple single-control vibration example and is found to achieve excellent vibration reduction and significantly improves upon the cautious controller.

Application of IFT and SPSA to servo system control.

PubMed

Rădac, Mircea-Bogdan; Precup, Radu-Emil; Petriu, Emil M; Preitl, Stefan

2011-12-01

This paper treats the application of two data-based model-free gradient-based stochastic optimization techniques, i.e., iterative feedback tuning (IFT) and simultaneous perturbation stochastic approximation (SPSA), to servo system control. The representative case of controlled processes modeled by second-order systems with an integral component is discussed. New IFT and SPSA algorithms are suggested to tune the parameters of the state feedback controllers with an integrator in the linear-quadratic-Gaussian (LQG) problem formulation. An implementation case study concerning the LQG-based design of an angular position controller for a direct current servo system laboratory equipment is included to highlight the pros and cons of IFT and SPSA from an application's point of view. The comparison of IFT and SPSA algorithms is focused on an insight into their implementation.

Developments in Stochastic Fuel Efficient Cruise Control and Constrained Control with Applications to Aircraft

NASA Astrophysics Data System (ADS)

McDonough, Kevin K.

The dissertation presents contributions to fuel-efficient control of vehicle speed and constrained control with applications to aircraft. In the first part of this dissertation a stochastic approach to fuel-efficient vehicle speed control is developed. This approach encompasses stochastic modeling of road grade and traffic speed, modeling of fuel consumption through the use of a neural network, and the application of stochastic dynamic programming to generate vehicle speed control policies that are optimized for the trade-off between fuel consumption and travel time. The fuel economy improvements with the proposed policies are quantified through simulations and vehicle experiments. It is shown that the policies lead to the emergence of time-varying vehicle speed patterns that are referred to as time-varying cruise. Through simulations and experiments it is confirmed that these time-varying vehicle speed profiles are more fuel-efficient than driving at a comparable constant speed. Motivated by these results, a simpler implementation strategy that is more appealing for practical implementation is also developed. This strategy relies on a finite state machine and state transition threshold optimization, and its benefits are quantified through model-based simulations and vehicle experiments. Several additional contributions are made to approaches for stochastic modeling of road grade and vehicle speed that include the use of Kullback-Liebler divergence and divergence rate and a stochastic jump-like model for the behavior of the road grade. In the second part of the dissertation, contributions to constrained control with applications to aircraft are described. Recoverable sets and integral safe sets of initial states of constrained closed-loop systems are introduced first and computational procedures of such sets based on linear discrete-time models are given. The use of linear discrete-time models is emphasized as they lead to fast computational procedures. Examples of these sets for aircraft longitudinal and lateral aircraft dynamics are reported, and it is shown that these sets can be larger in size compared to the more commonly used safe sets. An approach to constrained maneuver planning based on chaining recoverable sets or integral safe sets is described and illustrated with a simulation example. To facilitate the application of this maneuver planning approach in aircraft loss of control (LOC) situations when the model is only identified at the current trim condition but when these sets need to be predicted at other flight conditions, the dependence trends of the safe and recoverable sets on aircraft flight conditions are characterized. The scaling procedure to estimate subsets of safe and recoverable sets at one trim condition based on their knowledge at another trim condition is defined. Finally, two control schemes that exploit integral safe sets are proposed. The first scheme, referred to as the controller state governor (CSG), resets the controller state (typically an integrator) to enforce the constraints and enlarge the set of plant states that can be recovered without constraint violation. The second scheme, referred to as the controller state and reference governor (CSRG), combines the controller state governor with the reference governor control architecture and provides the capability of simultaneously modifying the reference command and the controller state to enforce the constraints. Theoretical results that characterize the response properties of both schemes are presented. Examples are reported that illustrate the operation of these schemes on aircraft flight dynamics models and gas turbine engine dynamic models.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr; Li, Juan, E-mail: juanli@sdu.edu.cn; Ma, Jin, E-mail: jinma@usc.edu

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and wemore » extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.« less

A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

DOE Office of Scientific and Technical Information (OSTI.GOV)

Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at; Tuffaha, Amjad, E-mail: atufaha@aus.edu

We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solutionmore » of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.« less

Observer-based state tracking control of uncertain stochastic systems via repetitive controller

NASA Astrophysics Data System (ADS)

Sakthivel, R.; Susana Ramya, L.; Selvaraj, P.

2017-08-01

This paper develops the repetitive control scheme for state tracking control of uncertain stochastic time-varying delay systems via equivalent-input-disturbance approach. The main purpose of this work is to design a repetitive controller to guarantee the tracking performance under the effects of unknown disturbances with bounded frequency and parameter variations. Specifically, a new set of linear matrix inequality (LMI)-based conditions is derived based on the suitable Lyapunov-Krasovskii functional theory for designing a repetitive controller which guarantees stability and desired tracking performance. More precisely, an equivalent-input-disturbance estimator is incorporated into the control design to reduce the effect of the external disturbances. Simulation results are provided to demonstrate the desired control system stability and their tracking performance. A practical stream water quality preserving system is also provided to show the effectiveness and advantage of the proposed approach.

Theory and applications survey of decentralized control methods

NASA Technical Reports Server (NTRS)

Athans, M.

1975-01-01

A nonmathematical overview is presented of trends in the general area of decentralized control strategies which are suitable for hierarchical systems. Advances in decentralized system theory are closely related to advances in the so-called stochastic control problem with nonclassical information pattern. The basic assumptions and mathematical tools pertaining to the classical stochastic control problem are outlined. Particular attention is devoted to pitfalls in the mathematical problem formulation for decentralized control. Major conclusions are that any purely deterministic approach to multilevel hierarchical dynamic systems is unlikely to lead to realistic theories or designs, that the flow of measurements and decisions in a decentralized system should not be instantaneous and error-free, and that delays in information exchange in a decentralized system lead to reasonable approaches to decentralized control. A mathematically precise notion of aggregating information is not yet available.

Adaptive Neural Output Feedback Control for Nonstrict-Feedback Stochastic Nonlinear Systems With Unknown Backlash-Like Hysteresis and Unknown Control Directions.

PubMed

Yu, Zhaoxu; Li, Shugang; Yu, Zhaosheng; Li, Fangfei

2018-04-01

This paper investigates the problem of output feedback adaptive stabilization for a class of nonstrict-feedback stochastic nonlinear systems with both unknown backlashlike hysteresis and unknown control directions. A new linear state transformation is applied to the original system, and then, control design for the new system becomes feasible. By combining the neural network's (NN's) parameterization, variable separation technique, and Nussbaum gain function method, an input-driven observer-based adaptive NN control scheme, which involves only one parameter to be updated, is developed for such systems. All closed-loop signals are bounded in probability and the error signals remain semiglobally bounded in the fourth moment (or mean square). Finally, the effectiveness and the applicability of the proposed control design are verified by two simulation examples.

Optimal control strategy for an impulsive stochastic competition system with time delays and jumps

NASA Astrophysics Data System (ADS)

Liu, Lidan; Meng, Xinzhu; Zhang, Tonghua

2017-07-01

Driven by both white and jump noises, a stochastic delayed model with two competitive species in a polluted environment is proposed and investigated. By using the comparison theorem of stochastic differential equations and limit superior theory, sufficient conditions for persistence in mean and extinction of two species are established. In addition, we obtain that the system is asymptotically stable in distribution by using ergodic method. Furthermore, the optimal harvesting effort and the maximum of expectation of sustainable yield (ESY) are derived from Hessian matrix method and optimal harvesting theory of differential equations. Finally, some numerical simulations are provided to illustrate the theoretical results.

Graph Theory-Based Pinning Synchronization of Stochastic Complex Dynamical Networks.

PubMed

Li, Xiao-Jian; Yang, Guang-Hong

2017-02-01

This paper is concerned with the adaptive pinning synchronization problem of stochastic complex dynamical networks (CDNs). Based on algebraic graph theory and Lyapunov theory, pinning controller design conditions are derived, and the rigorous convergence analysis of synchronization errors in the probability sense is also conducted. Compared with the existing results, the topology structures of stochastic CDN are allowed to be unknown due to the use of graph theory. In particular, it is shown that the selection of nodes for pinning depends on the unknown lower bounds of coupling strengths. Finally, an example on a Chua's circuit network is given to validate the effectiveness of the theoretical results.

Evaluation of an F100 multivariable control using a real-time engine simulation

NASA Technical Reports Server (NTRS)

Szuch, J. R.; Skira, C.; Soeder, J. F.

1977-01-01

A multivariable control design for the F100 turbofan engine was evaluated, as part of the F100 multivariable control synthesis (MVCS) program. The evaluation utilized a real-time, hybrid computer simulation of the engine and a digital computer implementation of the control. Significant results of the evaluation are presented and recommendations concerning future engine testing of the control are made.

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using all three stochastic approaches to address model uncertainty. Results from the stochastic perturbation testing were compared to a baseline multi-physics control ensemble. For probabilistic forecast performance the Model Evaluation Tools (MET) verification package was used.

Adaptive neural network output feedback control for stochastic nonlinear systems with unknown dead-zone and unmodeled dynamics.

PubMed

Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang

2014-06-01

This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.

Networked iterative learning control design for discrete-time systems with stochastic communication delay in input and output channels

NASA Astrophysics Data System (ADS)

Liu, Jian; Ruan, Xiaoe

2017-07-01

This paper develops two kinds of derivative-type networked iterative learning control (NILC) schemes for repetitive discrete-time systems with stochastic communication delay occurred in input and output channels and modelled as 0-1 Bernoulli-type stochastic variable. In the two schemes, the delayed signal of the current control input is replaced by the synchronous input utilised at the previous iteration, whilst for the delayed signal of the system output the one scheme substitutes it by the synchronous predetermined desired trajectory and the other takes it by the synchronous output at the previous operation, respectively. In virtue of the mathematical expectation, the tracking performance is analysed which exhibits that for both the linear time-invariant and nonlinear affine systems the two kinds of NILCs are convergent under the assumptions that the probabilities of communication delays are adequately constrained and the product of the input-output coupling matrices is full-column rank. Last, two illustrative examples are presented to demonstrate the effectiveness and validity of the proposed NILC schemes.

Limited variance control in statistical low thrust guidance analysis. [stochastic algorithm for SEP comet Encke flyby mission

NASA Technical Reports Server (NTRS)

Jacobson, R. A.

1975-01-01

Difficulties arise in guiding a solar electric propulsion spacecraft due to nongravitational accelerations caused by random fluctuations in the magnitude and direction of the thrust vector. These difficulties may be handled by using a low thrust guidance law based on the linear-quadratic-Gaussian problem of stochastic control theory with a minimum terminal miss performance criterion. Explicit constraints are imposed on the variances of the control parameters, and an algorithm based on the Hilbert space extension of a parameter optimization method is presented for calculation of gains in the guidance law. The terminal navigation of a 1980 flyby mission to the comet Encke is used as an example.

Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management

NASA Astrophysics Data System (ADS)

Marcozzi, Michael D.

2008-12-01

We consider theoretical and approximation aspects of the stochastic optimal control of ultradiffusion processes in the context of a prototype model for the selling price of a European call option. Within a continuous-time framework, the dynamic management of a portfolio of assets is effected through continuous or point control, activation costs, and phase delay. The performance index is derived from the unique weak variational solution to the ultraparabolic Hamilton-Jacobi equation; the value function is the optimal realization of the performance index relative to all feasible portfolios. An approximation procedure based upon a temporal box scheme/finite element method is analyzed; numerical examples are presented in order to demonstrate the viability of the approach.

Toward Control of Universal Scaling in Critical Dynamics

DTIC Science & Technology

2016-01-27

program that aims to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi...RESPONSIBLE PERSON 19b. TELEPHONE NUMBER Uwe Tauber Uwe C. T? uber , Michel Pleimling, Daniel J. Stilwell 611102 c. THIS PAGE The public reporting burden...to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi-component systems, namely

Sequence Learning with Stochastic Feedback in a Cross-Cultural Sample of Boys in the Autistic Spectrum

ERIC Educational Resources Information Center

Hentschel, Maren; Lange-Kuttner, Christiane; Averbeck, Bruno B.

2016-01-01

The study investigated sequence learning from stochastic feedback in boys with Autistic Spectrum Disorder (ASD) and typically developed (TD) boys. We asked boys with ASD from Nigeria and the UK as well as age- and gender-matched controls (also males only) to deduce a sequence of four left and right button presses, LLRR, RRLL, LRLR, RLRL, LRRL and…

Stochastic dynamics and stable equilibrium of evolutionary optional public goods game in finite populations

NASA Astrophysics Data System (ADS)

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2018-07-01

Continuous noise caused by mutation is widely present in evolutionary systems. Considering the noise effects and under the optional participation mechanism, a stochastic model for evolutionary public goods game in a finite size population is established. The evolutionary process of strategies in the population is described as a multidimensional ergodic and continuous time Markov process. The stochastic stable state of the system is analyzed by the limit distribution of the stochastic process. By numerical experiments, the influences of the fixed income coefficient for non-participants and the investment income coefficient of the public goods on the stochastic stable equilibrium of the system are analyzed. Through the numerical calculation results, we found that the optional participation mechanism can change the evolutionary dynamics and the equilibrium of the public goods game, and there is a range of parameters which can effectively promote the evolution of cooperation. Further, we obtain the accurate quantitative relationship between the parameters and the probabilities for the system to choose different stable equilibriums, which can be used to realize the control of cooperation.

Stochastic Optimally Tuned Range-Separated Hybrid Density Functional Theory.

PubMed

Neuhauser, Daniel; Rabani, Eran; Cytter, Yael; Baer, Roi

2016-05-19

We develop a stochastic formulation of the optimally tuned range-separated hybrid density functional theory that enables significant reduction of the computational effort and scaling of the nonlocal exchange operator at the price of introducing a controllable statistical error. Our method is based on stochastic representations of the Coulomb convolution integral and of the generalized Kohn-Sham density matrix. The computational cost of the approach is similar to that of usual Kohn-Sham density functional theory, yet it provides a much more accurate description of the quasiparticle energies for the frontier orbitals. This is illustrated for a series of silicon nanocrystals up to sizes exceeding 3000 electrons. Comparison with the stochastic GW many-body perturbation technique indicates excellent agreement for the fundamental band gap energies, good agreement for the band edge quasiparticle excitations, and very low statistical errors in the total energy for large systems. The present approach has a major advantage over one-shot GW by providing a self-consistent Hamiltonian that is central for additional postprocessing, for example, in the stochastic Bethe-Salpeter approach.

A stochastic spatiotemporal model of a response-regulator network in the Caulobacter crescentus cell cycle

NASA Astrophysics Data System (ADS)

Li, Fei; Subramanian, Kartik; Chen, Minghan; Tyson, John J.; Cao, Yang

2016-06-01

The asymmetric cell division cycle in Caulobacter crescentus is controlled by an elaborate molecular mechanism governing the production, activation and spatial localization of a host of interacting proteins. In previous work, we proposed a deterministic mathematical model for the spatiotemporal dynamics of six major regulatory proteins. In this paper, we study a stochastic version of the model, which takes into account molecular fluctuations of these regulatory proteins in space and time during early stages of the cell cycle of wild-type Caulobacter cells. We test the stochastic model with regard to experimental observations of increased variability of cycle time in cells depleted of the divJ gene product. The deterministic model predicts that overexpression of the divK gene blocks cell cycle progression in the stalked stage; however, stochastic simulations suggest that a small fraction of the mutants cells do complete the cell cycle normally.

Data-adaptive harmonic spectra and multilayer Stuart-Landau models

NASA Astrophysics Data System (ADS)

Chekroun, Mickaël D.; Kondrashov, Dmitri

2017-09-01

Harmonic decompositions of multivariate time series are considered for which we adopt an integral operator approach with periodic semigroup kernels. Spectral decomposition theorems are derived that cover the important cases of two-time statistics drawn from a mixing invariant measure. The corresponding eigenvalues can be grouped per Fourier frequency and are actually given, at each frequency, as the singular values of a cross-spectral matrix depending on the data. These eigenvalues obey, furthermore, a variational principle that allows us to define naturally a multidimensional power spectrum. The eigenmodes, as far as they are concerned, exhibit a data-adaptive character manifested in their phase which allows us in turn to define a multidimensional phase spectrum. The resulting data-adaptive harmonic (DAH) modes allow for reducing the data-driven modeling effort to elemental models stacked per frequency, only coupled at different frequencies by the same noise realization. In particular, the DAH decomposition extracts time-dependent coefficients stacked by Fourier frequency which can be efficiently modeled—provided the decay of temporal correlations is sufficiently well-resolved—within a class of multilayer stochastic models (MSMs) tailored here on stochastic Stuart-Landau oscillators. Applications to the Lorenz 96 model and to a stochastic heat equation driven by a space-time white noise are considered. In both cases, the DAH decomposition allows for an extraction of spatio-temporal modes revealing key features of the dynamics in the embedded phase space. The multilayer Stuart-Landau models (MSLMs) are shown to successfully model the typical patterns of the corresponding time-evolving fields, as well as their statistics of occurrence.

Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

NASA Astrophysics Data System (ADS)

Li, Z.; Ghaith, M.

2017-12-01

Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.

Generalized Polynomial Chaos Based Uncertainty Quantification for Planning MRgLITT Procedures

PubMed Central

Fahrenholtz, S.; Stafford, R. J.; Maier, F.; Hazle, J. D.; Fuentes, D.

2014-01-01

Purpose A generalized polynomial chaos (gPC) method is used to incorporate constitutive parameter uncertainties within the Pennes representation of bioheat transfer phenomena. The stochastic temperature predictions of the mathematical model are critically evaluated against MR thermometry data for planning MR-guided Laser Induced Thermal Therapies (MRgLITT). Methods Pennes bioheat transfer model coupled with a diffusion theory approximation of laser tissue interaction was implemented as the underlying deterministic kernel. A probabilistic sensitivity study was used to identify parameters that provide the most variance in temperature output. Confidence intervals of the temperature predictions are compared to MR temperature imaging (MRTI) obtained during phantom and in vivo canine (n=4) MRgLITT experiments. The gPC predictions were quantitatively compared to MRTI data using probabilistic linear and temporal profiles as well as 2-D 60 °C isotherms. Results Within the range of physically meaningful constitutive values relevant to the ablative temperature regime of MRgLITT, the sensitivity study indicated that the optical parameters, particularly the anisotropy factor, created the most variance in the stochastic model's output temperature prediction. Further, within the statistical sense considered, a nonlinear model of the temperature and damage dependent perfusion, absorption, and scattering is captured within the confidence intervals of the linear gPC method. Multivariate stochastic model predictions using parameters with the dominant sensitivities show good agreement with experimental MRTI data. Conclusions Given parameter uncertainties and mathematical modeling approximations of the Pennes bioheat model, the statistical framework demonstrates conservative estimates of the therapeutic heating and has potential for use as a computational prediction tool for thermal therapy planning. PMID:23692295

Stochastic evolutionary voluntary public goods game with punishment in a Quasi-birth-and-death process.

PubMed

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2017-11-23

Traditional replication dynamic model and the corresponding concept of evolutionary stable strategy (ESS) only takes into account whether the system can return to the equilibrium after being subjected to a small disturbance. In the real world, due to continuous noise, the ESS of the system may not be stochastically stable. In this paper, a model of voluntary public goods game with punishment is studied in a stochastic situation. Unlike the existing model, we describe the evolutionary process of strategies in the population as a generalized quasi-birth-and-death process. And we investigate the stochastic stable equilibrium (SSE) instead. By numerical experiments, we get all possible SSEs of the system for any combination of parameters, and investigate the influence of parameters on the probabilities of the system to select different equilibriums. It is found that in the stochastic situation, the introduction of the punishment and non-participation strategies can change the evolutionary dynamics of the system and equilibrium of the game. There is a large range of parameters that the system selects the cooperative states as its SSE with a high probability. This result provides us an insight and control method for the evolution of cooperation in the public goods game in stochastic situations.

A stochastic differential equation model of diurnal cortisol patterns

NASA Technical Reports Server (NTRS)

Brown, E. N.; Meehan, P. M.; Dempster, A. P.

2001-01-01

Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.

Unifying three perspectives on information processing in stochastic thermodynamics.

PubMed

Barato, A C; Seifert, U

2014-03-07

So far, feedback-driven systems have been discussed using (i) measurement and control, (ii) a tape interacting with a system, or (iii) by identifying an implicit Maxwell demon in steady-state transport. We derive the corresponding second laws from one master fluctuation theorem and discuss their relationship. In particular, we show that both the entropy production involving mutual information between system and controller and the one involving a Shannon entropy difference of an information reservoir like a tape carry an extra term different from the usual current times affinity. We, thus, generalize stochastic thermodynamics to the presence of an information reservoir.

Synchronisation control for neutral-type multi-slave stochastic hybrid systems

NASA Astrophysics Data System (ADS)

Zhou, Jun; Pan, Feng; Cai, Tingting; Sun, Yuqing; Zhou, Wuneng; Liu, Huashan

2017-10-01

In this paper, an exponential synchronisation problem for neutral-type multi-slave hybrid systems with stochastic perturbation is discussed, where the adaptive synchronisation model involves a master system and multiple slave systems. By the use of generalised It?'s formula and M-matrix method, a sufficient condition is obtained to guarantee the stability of the error system, and the update law of the feedback controller is determined to deduce the synchronisation between the master system and the sum system of all slave systems. Finally, a numerical example is given to illustrate the effectiveness of the results obtained in this paper.

Adaptive tracking control for a class of stochastic switched systems

NASA Astrophysics Data System (ADS)

Zhang, Hui; Xia, Yuanqing

2018-02-01

The problem of adaptive tracking is considered for a class of stochastic switched systems, in this paper. As preliminaries, the criterion of global asymptotical practical stability in probability is first presented by the aid of common Lyapunov function method. Based on the Lyapunov stability criterion, adaptive backstepping controllers are designed to guarantee that the closed-loop system has a unique global solution, which is globally asymptotically practically stable in probability, and the tracking error in the fourth moment converges to an arbitrarily small neighbourhood of zero. Simulation examples are given to demonstrate the efficiency of the proposed schemes.

Modeling of contact tracing in social networks

NASA Astrophysics Data System (ADS)

Tsimring, Lev S.; Huerta, Ramón

2003-07-01

Spreading of certain infections in complex networks is effectively suppressed by using intelligent strategies for epidemic control. One such standard epidemiological strategy consists in tracing contacts of infected individuals. In this paper, we use a recently introduced generalization of the standard susceptible-infectious-removed stochastic model for epidemics in sparse random networks which incorporates an additional (traced) state. We describe a deterministic mean-field description which yields quantitative agreement with stochastic simulations on random graphs. We also discuss the role of contact tracing in epidemics control in small-world and scale-free networks. Effectiveness of contact tracing grows as the rewiring probability is reduced.

Impact of stochasticity in immigration and reintroduction on colonizing and extirpating populations.

PubMed

Rajakaruna, Harshana; Potapov, Alexei; Lewis, Mark

2013-05-01

A thorough quantitative understanding of populations at the edge of extinction is needed to manage both invasive and extirpating populations. Immigration can govern the population dynamics when the population levels are low. It increases the probability of a population establishing (or reestablishing) before going extinct (EBE). However, the rate of immigration can be highly fluctuating. Here, we investigate how the stochasticity in immigration impacts the EBE probability for small populations in variable environments. We use a population model with an Allee effect described by a stochastic differential equation (SDE) and employ the Fokker-Planck diffusion approximation to quantify the EBE probability. We find that, the effect of the stochasticity in immigration on the EBE probability depends on both the intrinsic growth rate (r) and the mean rate of immigration (p). In general, if r is large and positive (e.g. invasive species introduced to favorable habitats), or if p is greater than the rate of population decline due to the demographic Allee effect (e.g., effective stocking of declining populations), then the stochasticity in immigration decreases the EBE probability. If r is large and negative (e.g. endangered populations in unfavorable habitats), or if the rate of decline due to the demographic Allee effect is much greater than p (e.g., weak stocking of declining populations), then the stochasticity in immigration increases the EBE probability. However, the mean time for EBE decreases with the increasing stochasticity in immigration with both positive and negative large r. Thus, results suggest that ecological management of populations involves a tradeoff as to whether to increase or decrease the stochasticity in immigration in order to optimize the desired outcome. Moreover, the control of invasive species spread through stochastic means, for example, by stochastic monitoring and treatment of vectors such as ship-ballast water, may be suitable strategies given the environmental and demographic uncertainties at introductions. Similarly, the recovery of declining and extirpated populations through stochastic stocking, translocation, and reintroduction, may also be suitable strategies. Copyright © 2013 Elsevier Inc. All rights reserved.

Economic-Oriented Stochastic Optimization in Advanced Process Control of Chemical Processes

PubMed Central

Dobos, László; Király, András; Abonyi, János

2012-01-01

Finding the optimal operating region of chemical processes is an inevitable step toward improving economic performance. Usually the optimal operating region is situated close to process constraints related to product quality or process safety requirements. Higher profit can be realized only by assuring a relatively low frequency of violation of these constraints. A multilevel stochastic optimization framework is proposed to determine the optimal setpoint values of control loops with respect to predetermined risk levels, uncertainties, and costs of violation of process constraints. The proposed framework is realized as direct search-type optimization of Monte-Carlo simulation of the controlled process. The concept is illustrated throughout by a well-known benchmark problem related to the control of a linear dynamical system and the model predictive control of a more complex nonlinear polymerization process. PMID:23213298

The effectiveness of cognitive-behavioral group therapy training on improving emotional intelligence and general health of adolescents.

PubMed

Aghel Masjedi, M; Taghavizadeh, M; Azadi, N; Hosseinzadeh, F; Koushkestani, A

2015-01-01

Introduction: The aim of the current research was to examine the effectiveness of cognitive-behavioral group therapy (CBT) training on the general health and improve the emotional intelligence of male adolescents in Tehran city. Methodology: The current research is a semi-trial research with pretest-posttest experimental design and two test and control groups, which were carried out in the 2014-2015 academic year. 40 high school male students were chosen via proper sampling approach and they were stochastically classified into test and control team (each team, n = 20). The students were protested via Baron emotional intelligence and GHQ-28 general health questionnaire. Subsequently, the test group was trained in the cognitive-behavioral group therapy for eight sessions and the control group received no interventions. In the end, both groups were post-tested, and the data were investigated by using a multivariate investigation of covariance method and SPSS-20. Findings: The outcomes demonstrated that there were notable distinctions between the experiment and the checking teams after the implementation of the CBT training (P < 0.001) so that the average score of emotional intelligence and general health increased in test group rather than in the check team. Conclusion: The findings indicated that the CBT practice is useful in improving emotional intelligence and general health in adolescent male students. Thus, one can recommend that appropriate therapy training could be designed to improve their emotional intelligence and general health.

The effectiveness of cognitive-behavioral group therapy training on improving emotional intelligence and general health of adolescents

PubMed Central

Aghel Masjedi, M; Taghavizadeh, M; Azadi, N; Hosseinzadeh, F; Koushkestani, A

2015-01-01

Introduction: The aim of the current research was to examine the effectiveness of cognitive-behavioral group therapy (CBT) training on the general health and improve the emotional intelligence of male adolescents in Tehran city. Methodology: The current research is a semi-trial research with pretest-posttest experimental design and two test and control groups, which were carried out in the 2014-2015 academic year. 40 high school male students were chosen via proper sampling approach and they were stochastically classified into test and control team (each team, n = 20). The students were protested via Baron emotional intelligence and GHQ-28 general health questionnaire. Subsequently, the test group was trained in the cognitive-behavioral group therapy for eight sessions and the control group received no interventions. In the end, both groups were post-tested, and the data were investigated by using a multivariate investigation of covariance method and SPSS-20. Findings: The outcomes demonstrated that there were notable distinctions between the experiment and the checking teams after the implementation of the CBT training (P < 0.001) so that the average score of emotional intelligence and general health increased in test group rather than in the check team. Conclusion: The findings indicated that the CBT practice is useful in improving emotional intelligence and general health in adolescent male students. Thus, one can recommend that appropriate therapy training could be designed to improve their emotional intelligence and general health. PMID:28316719

Annual Review of Research Under the Joint Services Electronics Program.

DTIC Science & Technology

1978-10-01

Electronic Science at Texas Tech University. Specific topics covered include fault analysis, Stochastic control and estimation, nonlinear control, multidimensional system theory , Optical noise, and pattern recognition.

Stochastic modeling and control system designs of the NASA/MSFC Ground Facility for large space structures: The maximum entropy/optimal projection approach

NASA Technical Reports Server (NTRS)

Hsia, Wei-Shen

1986-01-01

In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.

Meteorological Measurements from Satellite Platforms. [stability and control of flexible stochastic satellites

NASA Technical Reports Server (NTRS)

Suomi, V. E.

1975-01-01

The stability of stochastic satellites and the stability and control of flexible satellites were investigated. The effects of random environmental torques and noises in the moments of inertia of spinning and three-axes stabilized satellites were first compared analytically by four methods and by analog simulations. Among the analytical methods, it was shown that the Fokker-Planck formulation yields predictions which most coincide with the simulation results. It was then shown that the required stability criterion of a satellite is quite different from that obtained by a deterministic approach, under the assumption that the environmental and control torques experienced by the satellite are random. Finally, it was demonstrated that, by monitoring the deformations of the flexible elements of a satellite, the effectiveness of the satellite control system can be increased considerably.

Randomly Sampled-Data Control Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Han, Kuoruey

1990-01-01

The purpose is to solve the Linear Quadratic Regulator (LQR) problem with random time sampling. Such a sampling scheme may arise from imperfect instrumentation as in the case of sampling jitter. It can also model the stochastic information exchange among decentralized controllers to name just a few. A practical suboptimal controller is proposed with the nice property of mean square stability. The proposed controller is suboptimal in the sense that the control structure is limited to be linear. Because of i. i. d. assumption, this does not seem unreasonable. Once the control structure is fixed, the stochastic discrete optimal control problem is transformed into an equivalent deterministic optimal control problem with dynamics described by the matrix difference equation. The N-horizon control problem is solved using the Lagrange's multiplier method. The infinite horizon control problem is formulated as a classical minimization problem. Assuming existence of solution to the minimization problem, the total system is shown to be mean square stable under certain observability conditions. Computer simulations are performed to illustrate these conditions.

Non-fragile ?-? control for discrete-time stochastic nonlinear systems under event-triggered protocols

NASA Astrophysics Data System (ADS)

Sun, Ying; Ding, Derui; Zhang, Sunjie; Wei, Guoliang; Liu, Hongjian

2018-07-01

In this paper, the non-fragile ?-? control problem is investigated for a class of discrete-time stochastic nonlinear systems under event-triggered communication protocols, which determine whether the measurement output should be transmitted to the controller or not. The main purpose of the addressed problem is to design an event-based output feedback controller subject to gain variations guaranteeing the prescribed disturbance attenuation level described by the ?-? performance index. By utilizing the Lyapunov stability theory combined with S-procedure, a sufficient condition is established to guarantee both the exponential mean-square stability and the ?-? performance for the closed-loop system. In addition, with the help of the orthogonal decomposition, the desired controller parameter is obtained in terms of the solution to certain linear matrix inequalities. Finally, a simulation example is exploited to demonstrate the effectiveness of the proposed event-based controller design scheme.

Production and efficiency of large wildland fire suppression effort: A stochastic frontier analysis.

PubMed

Katuwal, Hari; Calkin, David E; Hand, Michael S

2016-01-15

This study examines the production and efficiency of wildland fire suppression effort. We estimate the effectiveness of suppression resource inputs to produce controlled fire lines that contain large wildland fires using stochastic frontier analysis. Determinants of inefficiency are identified and the effects of these determinants on the daily production of controlled fire line are examined. Results indicate that the use of bulldozers and fire engines increase the production of controlled fire line, while firefighter crews do not tend to contribute to controlled fire line production. Production of controlled fire line is more efficient if it occurs along natural or built breaks, such as rivers and roads, and within areas previously burned by wildfires. However, results also indicate that productivity and efficiency of the controlled fire line are sensitive to weather, landscape and fire characteristics. Copyright © 2015 Elsevier Ltd. All rights reserved.

A data driven nonlinear stochastic model for blood glucose dynamics.

PubMed

Zhang, Yan; Holt, Tim A; Khovanova, Natalia

2016-03-01

The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.

Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

NASA Technical Reports Server (NTRS)

Stengel, Robert F.; Ray, Laura R.

1991-01-01

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Malikopoulos, Andreas; Djouadi, Seddik M; Kuruganti, Teja

We consider the optimal stochastic control problem for home energy systems with solar and energy storage devices when the demand is realized from the grid. The demand is subject to Brownian motions with both drift and variance parameters modulated by a continuous-time Markov chain that represents the regime of electricity price. We model the systems as pure stochastic differential equation models, and then we follow the completing square technique to solve the stochastic home energy management problem. The effectiveness of the efficiency of the proposed approach is validated through a simulation example. For practical situations with constraints consistent to thosemore » studied here, our results imply the proposed framework could reduce the electricity cost from short-term purchase in peak hour market.« less

Theoretical study of a molecular turbine.

PubMed

Perez-Carrasco, R; Sancho, J M

2013-10-01

We present an analytic and stochastic simulation study of a molecular engine working with a flux of particles as a turbine. We focus on the physical observables of velocity, flux, power, and efficiency. The control parameters are the external conservative force and the particle densities. We revise a simpler previous study by using a more realistic model containing multiple equidistant vanes complemented by stochastic simulations of the particles and the turbine. Here we show that the effect of the thermal fluctuations into the flux and the efficiency of these nanometric devices are relevant to the working scale of the system. The stochastic simulations of the Brownian motion of the particles and turbine support the simplified analytical calculations performed.

Proceedings of the 3rd Annual SCOLE Workshop

NASA Technical Reports Server (NTRS)

Taylor, Lawrence W., Jr. (Compiler)

1987-01-01

Topics addressed include: modeling and controlling the Spacecraft Control Laboratory Experiment (SCOLE) configurations; slewing maneuvers; mathematical models; vibration damping; gravitational effects; structural dynamics; finite element method; distributed parameter system; on-line pulse control; stability augmentation; and stochastic processes.

Control of Stochastic Master Equation Models of Genetic Regulatory Networks by Approximating Their Average Behavior

NASA Astrophysics Data System (ADS)

Umut Caglar, Mehmet; Pal, Ranadip

2010-10-01

The central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid.'' However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of data in the cellular level and probabilistic nature of interactions. Probabilistic models like Stochastic Master Equation (SME) or deterministic models like differential equations (DE) can be used to analyze these types of interactions. SME models based on chemical master equation (CME) can provide detailed representation of genetic regulatory system, but their use is restricted by the large data requirements and computational costs of calculations. The differential equations models on the other hand, have low calculation costs and much more adequate to generate control procedures on the system; but they are not adequate to investigate the probabilistic nature of interactions. In this work the success of the mapping between SME and DE is analyzed, and the success of a control policy generated by DE model with respect to SME model is examined. Index Terms--- Stochastic Master Equation models, Differential Equation Models, Control Policy Design, Systems biology

New control concepts for uncertain water resources systems: 1. Theory

NASA Astrophysics Data System (ADS)

Georgakakos, Aris P.; Yao, Huaming

1993-06-01

A major complicating factor in water resources systems management is handling unknown inputs. Stochastic optimization provides a sound mathematical framework but requires that enough data exist to develop statistical input representations. In cases where data records are insufficient (e.g., extreme events) or atypical of future input realizations, stochastic methods are inadequate. This article presents a control approach where input variables are only expected to belong in certain sets. The objective is to determine sets of admissible control actions guaranteeing that the system will remain within desirable bounds. The solution is based on dynamic programming and derived for the case where all sets are convex polyhedra. A companion paper (Yao and Georgakakos, this issue) addresses specific applications and problems in relation to reservoir system management.

Optimal control of switching time in switched stochastic systems with multi-switching times and different costs

NASA Astrophysics Data System (ADS)

Liu, Xiaomei; Li, Shengtao; Zhang, Kanjian

2017-08-01

In this paper, we solve an optimal control problem for a class of time-invariant switched stochastic systems with multi-switching times, where the objective is to minimise a cost functional with different costs defined on the states. In particular, we focus on problems in which a pre-specified sequence of active subsystems is given and the switching times are the only control variables. Based on the calculus of variation, we derive the gradient of the cost functional with respect to the switching times on an especially simple form, which can be directly used in gradient descent algorithms to locate the optimal switching instants. Finally, a numerical example is given, highlighting the validity of the proposed methodology.

Control mechanisms for stochastic biochemical systems via computation of reachable sets.

PubMed

Lakatos, Eszter; Stumpf, Michael P H

2017-08-01

Controlling the behaviour of cells by rationally guiding molecular processes is an overarching aim of much of synthetic biology. Molecular processes, however, are notoriously noisy and frequently nonlinear. We present an approach to studying the impact of control measures on motifs of molecular interactions that addresses the problems faced in many biological systems: stochasticity, parameter uncertainty and nonlinearity. We show that our reachability analysis formalism can describe the potential behaviour of biological (naturally evolved as well as engineered) systems, and provides a set of bounds on their dynamics at the level of population statistics: for example, we can obtain the possible ranges of means and variances of mRNA and protein expression levels, even in the presence of uncertainty about model parameters.

Control mechanisms for stochastic biochemical systems via computation of reachable sets

PubMed Central

Lakatos, Eszter

2017-01-01

Controlling the behaviour of cells by rationally guiding molecular processes is an overarching aim of much of synthetic biology. Molecular processes, however, are notoriously noisy and frequently nonlinear. We present an approach to studying the impact of control measures on motifs of molecular interactions that addresses the problems faced in many biological systems: stochasticity, parameter uncertainty and nonlinearity. We show that our reachability analysis formalism can describe the potential behaviour of biological (naturally evolved as well as engineered) systems, and provides a set of bounds on their dynamics at the level of population statistics: for example, we can obtain the possible ranges of means and variances of mRNA and protein expression levels, even in the presence of uncertainty about model parameters. PMID:28878957

A Course in... Multivariable Control Methods.

ERIC Educational Resources Information Center

Deshpande, Pradeep B.

1988-01-01

Describes an engineering course for graduate study in process control. Lists four major topics: interaction analysis, multiloop controller design, decoupling, and multivariable control strategies. Suggests a course outline and gives information about each topic. (MVL)

Knowledge-based processing for aircraft flight control

NASA Technical Reports Server (NTRS)

Painter, John H.; Glass, Emily; Economides, Gregory; Russell, Paul

1994-01-01

This Contractor Report documents research in Intelligent Control using knowledge-based processing in a manner dual to methods found in the classic stochastic decision, estimation, and control discipline. Such knowledge-based control has also been called Declarative, and Hybid. Software architectures were sought, employing the parallelism inherent in modern object-oriented modeling and programming. The viewpoint adopted was that Intelligent Control employs a class of domain-specific software architectures having features common over a broad variety of implementations, such as management of aircraft flight, power distribution, etc. As much attention was paid to software engineering issues as to artificial intelligence and control issues. This research considered that particular processing methods from the stochastic and knowledge-based worlds are duals, that is, similar in a broad context. They provide architectural design concepts which serve as bridges between the disparate disciplines of decision, estimation, control, and artificial intelligence. This research was applied to the control of a subsonic transport aircraft in the airport terminal area.

Estimating radiative feedbacks from stochastic fluctuations in surface temperature and energy imbalance

NASA Astrophysics Data System (ADS)

Proistosescu, C.; Donohoe, A.; Armour, K.; Roe, G.; Stuecker, M. F.; Bitz, C. M.

2017-12-01

Joint observations of global surface temperature and energy imbalance provide for a unique opportunity to empirically constrain radiative feedbacks. However, the satellite record of Earth's radiative imbalance is relatively short and dominated by stochastic fluctuations. Estimates of radiative feedbacks obtained by regressing energy imbalance against surface temperature depend strongly on sampling choices and on assumptions about whether the stochastic fluctuations are primarily forced by atmospheric or oceanic variability (e.g. Murphy and Forster 2010, Dessler 2011, Spencer and Braswell 2011, Forster 2016). We develop a framework around a stochastic energy balance model that allows us to parse the different contributions of atmospheric and oceanic forcing based on their differing impacts on the covariance structure - or lagged regression - of temperature and radiative imbalance. We validate the framework in a hierarchy of general circulation models: the impact of atmospheric forcing is examined in unforced control simulations of fixed sea-surface temperature and slab ocean model versions; the impact of oceanic forcing is examined in coupled simulations with prescribed ENSO variability. With the impact of atmospheric and oceanic forcing constrained, we are able to predict the relationship between temperature and radiative imbalance in a fully coupled control simulation, finding that both forcing sources are needed to explain the structure of the lagged-regression. We further model the dependence of feedback estimates on sampling interval by considering the effects of a finite equilibration time for the atmosphere, and issues of smoothing and aliasing. Finally, we develop a method to fit the stochastic model to the short timeseries of temperature and radiative imbalance by performing a Bayesian inference based on a modified version of the spectral Whittle likelihood. We are thus able to place realistic joint uncertainty estimates on both stochastic forcing and radiative feedbacks derived from observational records. We find that these records are, as of yet, too short to be useful in constraining radiative feedbacks, and we provide estimates of how the uncertainty narrows as a function of record length.

Aircraft adaptive learning control

NASA Technical Reports Server (NTRS)

Lee, P. S. T.; Vanlandingham, H. F.

1979-01-01

The optimal control theory of stochastic linear systems is discussed in terms of the advantages of distributed-control systems, and the control of randomly-sampled systems. An optimal solution to longitudinal control is derived and applied to the F-8 DFBW aircraft. A randomly-sampled linear process model with additive process and noise is developed.

Stability and Performance Robustness Assessment of Multivariable Control Systems

DTIC Science & Technology

1993-04-01

00- STABILITY AND PERFORMANCE ROBUSTNESS ASSESSMENT OF MULTIVARIABLE CONTROL SYSTEMS Asok Ray , Jenny I. Shen, and Chen-Kuo Weng Mechanical...Office of Naval Research Assessment of Multivariable Control Systems Grant No. N00014-90-J- 1513 6. AUTHOR(S) (Extension) Professor Asok Ray , Dr...20 The Pennsylvania State University University Park, PA 16802 (20 for Professor Asok Ray ) Naval Postgraduate School

Design of multivariable feedback control systems via spectral assignment. [as applied to aircraft flight control

NASA Technical Reports Server (NTRS)

Liberty, S. R.; Mielke, R. R.; Tung, L. J.

1981-01-01

Applied research in the area of spectral assignment in multivariable systems is reported. A frequency domain technique for determining the set of all stabilizing controllers for a single feedback loop multivariable system is described. It is shown that decoupling and tracking are achievable using this procedure. The technique is illustrated with a simple example.

Economic consequences of paratuberculosis control in dairy cattle: A stochastic modeling study.

PubMed

Smith, R L; Al-Mamun, M A; Gröhn, Y T

2017-03-01

The cost of paratuberculosis to dairy herds, through decreased milk production, early culling, and poor reproductive performance, has been well-studied. The benefit of control programs, however, has been debated. A recent stochastic compartmental model for paratuberculosis transmission in US dairy herds was modified to predict herd net present value (NPV) over 25 years in herds of 100 and 1000 dairy cattle with endemic paratuberculosis at initial prevalence of 10% and 20%. Control programs were designed by combining 5 tests (none, fecal culture, ELISA, PCR, or calf testing), 3 test-related culling strategies (all test-positive, high-positive, or repeated positive), 2 test frequencies (annual and biannual), 3 hygiene levels (standard, moderate, or improved), and 2 cessation decisions (testing ceased after 5 negative whole-herd tests or testing continued). Stochastic dominance was determined for each herd scenario; no control program was fully dominant for maximizing herd NPV in any scenario. Use of the ELISA test was generally preferred in all scenarios, but no paratuberculosis control was highly preferred for the small herd with 10% initial prevalence and was frequently preferred in other herd scenarios. Based on their effect on paratuberculosis alone, hygiene improvements were not found to be as cost-effective as test-and-cull strategies in most circumstances. Global sensitivity analysis found that economic parameters, such as the price of milk, had more influence on NPV than control program-related parameters. We conclude that paratuberculosis control can be cost effective, and multiple control programs can be applied for equivalent economic results. Copyright © 2017 Elsevier B.V. All rights reserved.

Northern Hemisphere glaciation and the evolution of Plio-Pleistocene climate noise

NASA Astrophysics Data System (ADS)

Meyers, Stephen R.; Hinnov, Linda A.

2010-08-01

Deterministic orbital controls on climate variability are commonly inferred to dominate across timescales of 104-106 years, although some studies have suggested that stochastic processes may be of equal or greater importance. Here we explicitly quantify changes in deterministic orbital processes (forcing and/or pacing) versus stochastic climate processes during the Plio-Pleistocene, via time-frequency analysis of two prominent foraminifera oxygen isotopic stacks. Our results indicate that development of the Northern Hemisphere ice sheet is paralleled by an overall amplification of both deterministic and stochastic climate energy, but their relative dominance is variable. The progression from a more stochastic early Pliocene to a strongly deterministic late Pleistocene is primarily accommodated during two transitory phases of Northern Hemisphere ice sheet growth. This long-term trend is punctuated by “stochastic events,” which we interpret as evidence for abrupt reorganization of the climate system at the initiation and termination of the mid-Pleistocene transition and at the onset of Northern Hemisphere glaciation. In addition to highlighting a complex interplay between deterministic and stochastic climate change during the Plio-Pleistocene, our results support an early onset for Northern Hemisphere glaciation (between 3.5 and 3.7 Ma) and reveal some new characteristics of the orbital signal response, such as the puzzling emergence of 100 ka and 400 ka cyclic climate variability during theoretical eccentricity nodes.

Stochastic Switching Induced Adaptation in a Starved Escherichia coli Population

PubMed Central

Ito, Yoichiro; Ying, Bei-Wen; Yomo, Tetsuya

2011-01-01

Population adaptation can be determined by stochastic switching in living cells. To examine how stochastic switching contributes to the fate decision for a population under severe stress, we constructed an Escherichia coli strain crucially dependent on the expression of a rewired gene. The gene essential for tryptophan biosynthesis, trpC, was removed from the native regulatory unit, the Trp operon, and placed under the extraneous control of the lactose utilisation network. Bistability of the network provided the cells two discrete phenotypes: the induced and suppressed level of trpC. The two phenotypes permitted the cells to grow or not, respectively, under conditions of tryptophan depletion. We found that stochastic switching between the two states allowed the initially suppressed cells to form a new population with induced trpC in response to tryptophan starvation. However, the frequency of the transition from suppressed to induced state dropped off dramatically in the starved population, in comparison to that in the nourished population. This reduced switching rate was compensated by increasing the initial population size, which probably provided the cell population more chances to wait for the rarely appearing fit cells from the unfit cells. Taken together, adaptation of a starved bacterial population because of stochasticity in the gene rewired from the ancient regulon was experimentally confirmed, and the nutritional status and the population size played a great role in stochastic adaptation. PMID:21931628

Stochastic analysis of concentration field in a wake region.

PubMed

Yassin, Mohamed F; Elmi, Abdirashid A

2011-02-01

Identifying geographic locations in urban areas from which air pollutants enter the atmosphere is one of the most important information needed to develop effective mitigation strategies for pollution control. Stochastic analysis is a powerful tool that can be used for estimating concentration fluctuation in plume dispersion in a wake region around buildings. Only few studies have been devoted to evaluate applications of stochastic analysis to pollutant dispersion in an urban area. This study was designed to investigate the concentration fields in the wake region using obstacle model such as an isolated building model. We measured concentration fluctuations at centerline of various downwind distances from the source, and different heights with the frequency of 1 KHz. Concentration fields were analyzed stochastically, using the probability density functions (pdf). Stochastic analysis was performed on the concentration fluctuation and the pdf of mean concentration, fluctuation intensity, and crosswind mean-plume dispersion. The pdf of the concentration fluctuation data have shown a significant non-Gaussian behavior. The lognormal distribution appeared to be the best fit to the shape of concentration measured in the boundary layer. We observed that the plume dispersion pdf near the source was shorter than the plume dispersion far from the source. Our findings suggest that the use of stochastic technique in complex building environment can be a powerful tool to help understand the distribution and location of air pollutants.

Hybrid Stochastic Search Technique based Suboptimal AGC Regulator Design for Power System using Constrained Feedback Control Strategy

NASA Astrophysics Data System (ADS)

Ibraheem, Omveer, Hasan, N.

2010-10-01

A new hybrid stochastic search technique is proposed to design of suboptimal AGC regulator for a two area interconnected non reheat thermal power system incorporating DC link in parallel with AC tie-line. In this technique, we are proposing the hybrid form of Genetic Algorithm (GA) and simulated annealing (SA) based regulator. GASA has been successfully applied to constrained feedback control problems where other PI based techniques have often failed. The main idea in this scheme is to seek a feasible PI based suboptimal solution at each sampling time. The feasible solution decreases the cost function rather than minimizing the cost function.

Effects of stochastic noise on dynamical decoupling procedures

NASA Astrophysics Data System (ADS)

Bernád, J. Z.; Frydrych, H.

2014-06-01

Dynamical decoupling is an important tool to counter decoherence and dissipation effects in quantum systems originating from environmental interactions. It has been used successfully in many experiments; however, there is still a gap between fidelity improvements achieved in practice compared to theoretical predictions. We propose a model for imperfect dynamical decoupling based on a stochastic Ito differential equation which could explain the observed gap. We discuss the impact of our model on the time evolution of various quantum systems in finite- and infinite-dimensional Hilbert spaces. Analytical results are given for the limit of continuous control, whereas we present numerical simulations and upper bounds for the case of finite control.

Design of sliding-mode observer for a class of uncertain neutral stochastic systems

NASA Astrophysics Data System (ADS)

Liu, Zhen; Zhao, Lin; Zhu, Quanmin; Gao, Cunchen

2017-05-01

The problem of robust ? control for a class of uncertain neutral stochastic systems (NSS) is investigated by utilising the sliding-mode observer (SMO) technique. This paper presents a novel observer and integral-type sliding-surface design, based on which a new sufficient condition guaranteeing the resultant sliding-mode dynamics (SMDs) to be mean-square exponentially stable with a prescribed level of ? performance is derived. Then, an adaptive reaching motion controller is synthesised to lead the system to the predesigned sliding surface in finite-time almost surely. Finally, two illustrative examples are exhibited to verify the validity and superiority of the developed scheme.

Optimal Control via Self-Generated Stochasticity

NASA Technical Reports Server (NTRS)

Zak, Michail

2011-01-01

The problem of global maxima of functionals has been examined. Mathematical roots of local maxima are the same as those for a much simpler problem of finding global maximum of a multi-dimensional function. The second problem is instability even if an optimal trajectory is found, there is no guarantee that it is stable. As a result, a fundamentally new approach is introduced to optimal control based upon two new ideas. The first idea is to represent the functional to be maximized as a limit of a probability density governed by the appropriately selected Liouville equation. Then, the corresponding ordinary differential equations (ODEs) become stochastic, and that sample of the solution that has the largest value will have the highest probability to appear in ODE simulation. The main advantages of the stochastic approach are that it is not sensitive to local maxima, the function to be maximized must be only integrable but not necessarily differentiable, and global equality and inequality constraints do not cause any significant obstacles. The second idea is to remove possible instability of the optimal solution by equipping the control system with a self-stabilizing device. The applications of the proposed methodology will optimize the performance of NASA spacecraft, as well as robot performance.

Taming stochastic bifurcations in fractional-order systems via noise and delayed feedback

NASA Astrophysics Data System (ADS)

Sun, Zhongkui; Zhang, Jintian; Yang, Xiaoli; Xu, Wei

2017-08-01

The dynamics in fractional-order systems have been widely studied during the past decade due to the potential applications in new materials and anomalous diffusions, but the investigations have been so far restricted to a fractional-order system without time delay(s). In this paper, we report the first study of random responses of fractional-order system coupled with noise and delayed feedback. Stochastic averaging method has been utilized to determine the stationary probability density functions (PDFs) by means of the principle of minimum mean-square error, based on which stochastic bifurcations could be identified through recognizing the shape of the PDFs. It has been found that by changing the fractional order the shape of the PDFs can switch from unimodal distribution to bimodal one, or from bimodal distribution to unimodal one, thus announcing the onset of stochastic bifurcation. Further, we have demonstrated that by merely modulating the time delay, the feedback strengths, or the noise intensity, the shapes of PDFs can transit between a single peak and a double peak. Therefore, it provides an efficient candidate to control, say, induce or suppress, the stochastic bifurcations in fractional-order systems.

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks

PubMed Central

Walpole, J.; Chappell, J.C.; Cluceru, J.G.; Mac Gabhann, F.; Bautch, V.L.; Peirce, S. M.

2015-01-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods. PMID:26158406

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks.

PubMed

Walpole, J; Chappell, J C; Cluceru, J G; Mac Gabhann, F; Bautch, V L; Peirce, S M

2015-09-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods.

Influence of vectors' risk-spreading strategies and environmental stochasticity on the epidemiology and evolution of vector-borne diseases: the example of Chagas' disease.

PubMed

Pelosse, Perrine; Kribs-Zaleta, Christopher M; Ginoux, Marine; Rabinovich, Jorge E; Gourbière, Sébastien; Menu, Frédéric

2013-01-01

Insects are known to display strategies that spread the risk of encountering unfavorable conditions, thereby decreasing the extinction probability of genetic lineages in unpredictable environments. To what extent these strategies influence the epidemiology and evolution of vector-borne diseases in stochastic environments is largely unknown. In triatomines, the vectors of the parasite Trypanosoma cruzi, the etiological agent of Chagas' disease, juvenile development time varies between individuals and such variation most likely decreases the extinction risk of vector populations in stochastic environments. We developed a simplified multi-stage vector-borne SI epidemiological model to investigate how vector risk-spreading strategies and environmental stochasticity influence the prevalence and evolution of a parasite. This model is based on available knowledge on triatomine biodemography, but its conceptual outcomes apply, to a certain extent, to other vector-borne diseases. Model comparisons between deterministic and stochastic settings led to the conclusion that environmental stochasticity, vector risk-spreading strategies (in particular an increase in the length and variability of development time) and their interaction have drastic consequences on vector population dynamics, disease prevalence, and the relative short-term evolution of parasite virulence. Our work shows that stochastic environments and associated risk-spreading strategies can increase the prevalence of vector-borne diseases and favor the invasion of more virulent parasite strains on relatively short evolutionary timescales. This study raises new questions and challenges in a context of increasingly unpredictable environmental variations as a result of global climate change and human interventions such as habitat destruction or vector control.

Influence of Vectors’ Risk-Spreading Strategies and Environmental Stochasticity on the Epidemiology and Evolution of Vector-Borne Diseases: The Example of Chagas’ Disease

PubMed Central

Pelosse, Perrine; Kribs-Zaleta, Christopher M.; Ginoux, Marine; Rabinovich, Jorge E.; Gourbière, Sébastien; Menu, Frédéric

2013-01-01

Insects are known to display strategies that spread the risk of encountering unfavorable conditions, thereby decreasing the extinction probability of genetic lineages in unpredictable environments. To what extent these strategies influence the epidemiology and evolution of vector-borne diseases in stochastic environments is largely unknown. In triatomines, the vectors of the parasite Trypanosoma cruzi, the etiological agent of Chagas’ disease, juvenile development time varies between individuals and such variation most likely decreases the extinction risk of vector populations in stochastic environments. We developed a simplified multi-stage vector-borne SI epidemiological model to investigate how vector risk-spreading strategies and environmental stochasticity influence the prevalence and evolution of a parasite. This model is based on available knowledge on triatomine biodemography, but its conceptual outcomes apply, to a certain extent, to other vector-borne diseases. Model comparisons between deterministic and stochastic settings led to the conclusion that environmental stochasticity, vector risk-spreading strategies (in particular an increase in the length and variability of development time) and their interaction have drastic consequences on vector population dynamics, disease prevalence, and the relative short-term evolution of parasite virulence. Our work shows that stochastic environments and associated risk-spreading strategies can increase the prevalence of vector-borne diseases and favor the invasion of more virulent parasite strains on relatively short evolutionary timescales. This study raises new questions and challenges in a context of increasingly unpredictable environmental variations as a result of global climate change and human interventions such as habitat destruction or vector control. PMID:23951018

Design and validation of a dynamic discrete event stochastic simulation model of mastitis control in dairy herds.

PubMed

Allore, H G; Schruben, L W; Erb, H N; Oltenacu, P A

1998-03-01

A dynamic stochastic simulation model for discrete events, SIMMAST, was developed to simulate the effect of mastitis on the composition of the bulk tank milk of dairy herds. Intramammary infections caused by Streptococcus agalactiae, Streptococcus spp. other than Strep. agalactiae, Staphylococcus aureus, and coagulase-negative staphylococci were modeled as were the milk, fat, and protein test day solutions for individual cows, which accounted for the fixed effects of days in milk, age at calving, season of calving, somatic cell count (SCC), and random effects of test day, cow yield differences from herdmates, and autocorrelated errors. Probabilities for the transitions among various states of udder health (uninfected or subclinically or clinically infected) were calculated to account for exposure, heifer infection, spontaneous recovery, lactation cure, infection or cure during the dry period, month of lactation, parity, within-herd yields, and the number of quarters with clinical intramammary infection in the previous and current lactations. The stochastic simulation model was constructed using estimates from the literature and also using data from 164 herds enrolled with Quality Milk Promotion Services that each had bulk tank SCC between 500,000 and 750,000/ml. Model parameters and outputs were validated against a separate data file of 69 herds from the Northeast Dairy Herd Improvement Association, each with a bulk tank SCC that was > or = 500,000/ml. Sensitivity analysis was performed on all input parameters for control herds. Using the validated stochastic simulation model, the control herds had a stable time average bulk tank SCC between 500,000 and 750,000/ml.

Probabilistic dual heuristic programming-based adaptive critic

NASA Astrophysics Data System (ADS)

Herzallah, Randa

2010-02-01

Adaptive critic (AC) methods have common roots as generalisations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, non-linear and non-stationary environments. In this study, a novel probabilistic dual heuristic programming (DHP)-based AC controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) AC method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterised by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the probabilistic critic network is then calculated and shown to be equal to the analytically derived correct value. Full derivation of the Riccati solution for this non-standard stochastic linear quadratic control problem is also provided. Moreover, the performance of the proposed probabilistic controller is demonstrated on linear and non-linear control examples.

Transcriptional dynamics with time-dependent reaction rates

NASA Astrophysics Data System (ADS)

Nandi, Shubhendu; Ghosh, Anandamohan

2015-02-01

Transcription is the first step in the process of gene regulation that controls cell response to varying environmental conditions. Transcription is a stochastic process, involving synthesis and degradation of mRNAs, that can be modeled as a birth-death process. We consider a generic stochastic model, where the fluctuating environment is encoded in the time-dependent reaction rates. We obtain an exact analytical expression for the mRNA probability distribution and are able to analyze the response for arbitrary time-dependent protocols. Our analytical results and stochastic simulations confirm that the transcriptional machinery primarily act as a low-pass filter. We also show that depending on the system parameters, the mRNA levels in a cell population can show synchronous/asynchronous fluctuations and can deviate from Poisson statistics.

First-passage times for pattern formation in nonlocal partial differential equations

NASA Astrophysics Data System (ADS)

Cáceres, Manuel O.; Fuentes, Miguel A.

2015-10-01

We describe the lifetimes associated with the stochastic evolution from an unstable uniform state to a patterned one when the time evolution of the field is controlled by a nonlocal Fisher equation. A small noise is added to the evolution equation to define the lifetimes and to calculate the mean first-passage time of the stochastic field through a given threshold value, before the patterned steady state is reached. In order to obtain analytical results we introduce a stochastic multiscale perturbation expansion. This multiscale expansion can also be used to tackle multiplicative stochastic partial differential equations. A critical slowing down is predicted for the marginal case when the Fourier phase of the unstable initial condition is null. We carry out Monte Carlo simulations to show the agreement with our theoretical predictions. Analytic results for the bifurcation point and asymptotic analysis of traveling wave-front solutions are included to get insight into the noise-induced transition phenomena mediated by invading fronts.

First-passage times for pattern formation in nonlocal partial differential equations.

PubMed

Cáceres, Manuel O; Fuentes, Miguel A

2015-10-01

We describe the lifetimes associated with the stochastic evolution from an unstable uniform state to a patterned one when the time evolution of the field is controlled by a nonlocal Fisher equation. A small noise is added to the evolution equation to define the lifetimes and to calculate the mean first-passage time of the stochastic field through a given threshold value, before the patterned steady state is reached. In order to obtain analytical results we introduce a stochastic multiscale perturbation expansion. This multiscale expansion can also be used to tackle multiplicative stochastic partial differential equations. A critical slowing down is predicted for the marginal case when the Fourier phase of the unstable initial condition is null. We carry out Monte Carlo simulations to show the agreement with our theoretical predictions. Analytic results for the bifurcation point and asymptotic analysis of traveling wave-front solutions are included to get insight into the noise-induced transition phenomena mediated by invading fronts.

Mechanical Autonomous Stochastic Heat Engine

NASA Astrophysics Data System (ADS)

Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara

2016-07-01

Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir.

Mechanical Autonomous Stochastic Heat Engine.

PubMed

Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara

2016-07-01

Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir.

Casein Kinase II Regulation of the Hot1 Transcription Factor Promotes Stochastic Gene Expression*

PubMed Central

Burns, Laura T.; Wente, Susan R.

2014-01-01

In Saccharomyces cerevisiae, Hog1 MAPK is activated and induces a transcriptional program in response to hyperosmotic stress. Several Hog1-responsive genes exhibit stochastic transcription, resulting in cell-to-cell variability in mRNA and protein levels. However, the mechanisms governing stochastic gene activity are not fully defined. Here we uncover a novel role for casein kinase II (CK2) in the cellular response to hyperosmotic stress. CK2 interacts with and phosphorylates the Hot1 transcription factor; however, Hot1 phosphorylation is not sufficient for controlling the stochastic response. The CK2 protein itself is required to negatively regulate mRNA expression of Hot1-responsive genes and Hot1 enrichment at target promoters. Single-cell gene expression analysis reveals altered activation of Hot1-targeted STL1 in ck2 mutants, resulting in a bimodal to unimodal shift in expression. Together, this work reveals a novel CK2 function during the hyperosmotic stress response that promotes cell-to-cell variability in gene expression. PMID:24817120

Numerical research of the optimal control problem in the semi-Markov inventory model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gorshenin, Andrey K.; Belousov, Vasily V.; Shnourkoff, Peter V.

2015-03-10

This paper is devoted to the numerical simulation of stochastic system for inventory management products using controlled semi-Markov process. The results of a special software for the system’s research and finding the optimal control are presented.

Developing population models with data from marked individuals

USGS Publications Warehouse

Hae Yeong Ryu,; Kevin T. Shoemaker,; Eva Kneip,; Anna Pidgeon,; Patricia Heglund,; Brooke Bateman,; Thogmartin, Wayne E.; Reşit Akçakaya,

2016-01-01

Population viability analysis (PVA) is a powerful tool for biodiversity assessments, but its use has been limited because of the requirements for fully specified population models such as demographic structure, density-dependence, environmental stochasticity, and specification of uncertainties. Developing a fully specified population model from commonly available data sources – notably, mark–recapture studies – remains complicated due to lack of practical methods for estimating fecundity, true survival (as opposed to apparent survival), natural temporal variability in both survival and fecundity, density-dependence in the demographic parameters, and uncertainty in model parameters. We present a general method that estimates all the key parameters required to specify a stochastic, matrix-based population model, constructed using a long-term mark–recapture dataset. Unlike standard mark–recapture analyses, our approach provides estimates of true survival rates and fecundities, their respective natural temporal variabilities, and density-dependence functions, making it possible to construct a population model for long-term projection of population dynamics. Furthermore, our method includes a formal quantification of parameter uncertainty for global (multivariate) sensitivity analysis. We apply this approach to 9 bird species and demonstrate the feasibility of using data from the Monitoring Avian Productivity and Survivorship (MAPS) program. Bias-correction factors for raw estimates of survival and fecundity derived from mark–recapture data (apparent survival and juvenile:adult ratio, respectively) were non-negligible, and corrected parameters were generally more biologically reasonable than their uncorrected counterparts. Our method allows the development of fully specified stochastic population models using a single, widely available data source, substantially reducing the barriers that have until now limited the widespread application of PVA. This method is expected to greatly enhance our understanding of the processes underlying population dynamics and our ability to analyze viability and project trends for species of conservation concern.

A comparison of monthly precipitation point estimates at 6 locations in Iran using integration of soft computing methods and GARCH time series model

NASA Astrophysics Data System (ADS)

Mehdizadeh, Saeid; Behmanesh, Javad; Khalili, Keivan

2017-11-01

Precipitation plays an important role in determining the climate of a region. Precise estimation of precipitation is required to manage and plan water resources, as well as other related applications such as hydrology, climatology, meteorology and agriculture. Time series of hydrologic variables such as precipitation are composed of deterministic and stochastic parts. Despite this fact, the stochastic part of the precipitation data is not usually considered in modeling of precipitation process. As an innovation, the present study introduces three new hybrid models by integrating soft computing methods including multivariate adaptive regression splines (MARS), Bayesian networks (BN) and gene expression programming (GEP) with a time series model, namely generalized autoregressive conditional heteroscedasticity (GARCH) for modeling of the monthly precipitation. For this purpose, the deterministic (obtained by soft computing methods) and stochastic (obtained by GARCH time series model) parts are combined with each other. To carry out this research, monthly precipitation data of Babolsar, Bandar Anzali, Gorgan, Ramsar, Tehran and Urmia stations with different climates in Iran were used during the period of 1965-2014. Root mean square error (RMSE), relative root mean square error (RRMSE), mean absolute error (MAE) and determination coefficient (R2) were employed to evaluate the performance of conventional/single MARS, BN and GEP, as well as the proposed MARS-GARCH, BN-GARCH and GEP-GARCH hybrid models. It was found that the proposed novel models are more precise than single MARS, BN and GEP models. Overall, MARS-GARCH and BN-GARCH models yielded better accuracy than GEP-GARCH. The results of the present study confirmed the suitability of proposed methodology for precise modeling of precipitation.

Geotechnical parameter spatial distribution stochastic analysis based on multi-precision information assimilation

NASA Astrophysics Data System (ADS)

Wang, C.; Rubin, Y.

2014-12-01

Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi-precision information assimilation method of other geotechnical parameters.

Applications of stochastic models and geostatistical analyses to study sources and spatial patterns of soil heavy metals in a metalliferous industrial district of China.

PubMed

Zhong, Buqing; Liang, Tao; Wang, Lingqing; Li, Kexin

2014-08-15

An extensive soil survey was conducted to study pollution sources and delineate contamination of heavy metals in one of the metalliferous industrial bases, in the karst areas of southwest China. A total of 597 topsoil samples were collected and the concentrations of five heavy metals, namely Cd, As (metalloid), Pb, Hg and Cr were analyzed. Stochastic models including a conditional inference tree (CIT) and a finite mixture distribution model (FMDM) were applied to identify the sources and partition the contribution from natural and anthropogenic sources for heavy metal in topsoils of the study area. Regression trees for Cd, As, Pb and Hg were proved to depend mostly on indicators of anthropogenic activities such as industrial type and distance from urban area, while the regression tree for Cr was found to be mainly influenced by the geogenic characteristics. The FMDM analysis showed that the geometric means of modeled background values for Cd, As, Pb, Hg and Cr were close to their background values previously reported in the study area, while the contamination of Cd and Hg were widespread in the study area, imposing potentially detrimental effects on organisms through the food chain. Finally, the probabilities of single and multiple heavy metals exceeding the threshold values derived from the FMDM were estimated using indicator kriging (IK) and multivariate indicator kriging (MVIK). The high probabilities exceeding the thresholds of heavy metals were associated with metalliferous production and atmospheric deposition of heavy metals transported from the urban and industrial areas. Geostatistics coupled with stochastic models provide an effective way to delineate multiple heavy metal pollution to facilitate improved environmental management. Copyright © 2014 Elsevier B.V. All rights reserved.

A Correlation-based Framework for Evaluating Postural Control Stochastic Dynamics

PubMed Central

Hernandez, Manuel E.; Snider, Joseph; Stevenson, Cory; Cauwenberghs, Gert; Poizner, Howard

2016-01-01

The inability to maintain balance during varying postural control conditions can lead to falls, a significant cause of mortality and serious injury among older adults. However, our understanding of the underlying dynamical and stochastic processes in human postural control have not been fully explored. To further our understanding of the underlying dynamical processes, we examine a novel conceptual framework for studying human postural control using the center of pressure (COP) velocity autocorrelation function (COP-VAF) and compare its results to Stabilogram Diffusion Analysis (SDA). Eleven healthy young participants were studied under quiet unipedal or bipedal standing conditions with eyes either opened or closed. COP trajectories were analyzed using both the traditional posturographic measure SDA and the proposed COP-VAF. It is shown that the COP-VAF leads to repeatable, physiologically meaningful measures that distinguish postural control differences in unipedal versus bipedal stance trials with and without vision in healthy individuals. More specifically, both a unipedal stance and lack of visual feedback increased initial values of the COP-VAF, magnitude of the first minimum, and diffusion coefficient, particularly in contrast to bipedal stance trials with open eyes. Use of a stochastic postural control model, based on an Ornstein-Uhlenbeck process that accounts for natural weight-shifts, suggests an increase in spring constant and decreased damping coefficient when fitted to experimental data. This work suggests that we can further extend our understanding of the underlying mechanisms behind postural control in quiet stance under varying stance conditions using the COP-VAF and provides a tool for quantifying future neurorehabilitative interventions. PMID:26011886

A New Control Paradigm for Stochastic Differential Equations

NASA Astrophysics Data System (ADS)

Schmid, Matthias J. A.

This study presents a novel comprehensive approach to the control of dynamic systems under uncertainty governed by stochastic differential equations (SDEs). Large Deviations (LD) techniques are employed to arrive at a control law for a large class of nonlinear systems minimizing sample path deviations. Thereby, a paradigm shift is suggested from point-in-time to sample path statistics on function spaces. A suitable formal control framework which leverages embedded Freidlin-Wentzell theory is proposed and described in detail. This includes the precise definition of the control objective and comprises an accurate discussion of the adaptation of the Freidlin-Wentzell theorem to the particular situation. The new control design is enabled by the transformation of an ill-posed control objective into a well-conditioned sequential optimization problem. A direct numerical solution process is presented using quadratic programming, but the emphasis is on the development of a closed-form expression reflecting the asymptotic deviation probability of a particular nominal path. This is identified as the key factor in the success of the new paradigm. An approach employing the second variation and the differential curvature of the effective action is suggested for small deviation channels leading to the Jacobi field of the rate function and the subsequently introduced Jacobi field performance measure. This closed-form solution is utilized in combination with the supplied parametrization of the objective space. For the first time, this allows for an LD based control design applicable to a large class of nonlinear systems. Thus, Minimum Large Deviations (MLD) control is effectively established in a comprehensive structured framework. The construction of the new paradigm is completed by an optimality proof for the Jacobi field performance measure, an interpretive discussion, and a suggestion for efficient implementation. The potential of the new approach is exhibited by its extension to scalar systems subject to state-dependent noise and to systems of higher order. The suggested control paradigm is further advanced when a sequential application of MLD control is considered. This technique yields a nominal path corresponding to the minimum total deviation probability on the entire time domain. It is demonstrated that this sequential optimization concept can be unified in a single objective function which is revealed to be the Jacobi field performance index on the entire domain subject to an endpoint deviation. The emerging closed-form term replaces the previously required nested optimization and, thus, results in a highly efficient application-ready control design. This effectively substantiates Minimum Path Deviation (MPD) control. The proposed control paradigm allows the specific problem of stochastic cost control to be addressed as a special case. This new technique is employed within this study for the stochastic cost problem giving rise to Cost Constrained MPD (CCMPD) as well as to Minimum Quadratic Cost Deviation (MQCD) control. An exemplary treatment of a generic scalar nonlinear system subject to quadratic costs is performed for MQCD control to demonstrate the elementary expandability of the new control paradigm. This work concludes with a numerical evaluation of both MPD and CCMPD control for three exemplary benchmark problems. Numerical issues associated with the simulation of SDEs are briefly discussed and illustrated. The numerical examples furnish proof of the successful design. This study is complemented by a thorough review of statistical control methods, stochastic processes, Large Deviations techniques and the Freidlin-Wentzell theory, providing a comprehensive, self-contained account. The presentation of the mathematical tools and concepts is of a unique character, specifically addressing an engineering audience.

Structural Properties and Estimation of Delay Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kwong, R. H. S.

1975-01-01

Two areas in the theory of delay systems were studied: structural properties and their applications to feedback control, and optimal linear and nonlinear estimation. The concepts of controllability, stabilizability, observability, and detectability were investigated. The property of pointwise degeneracy of linear time-invariant delay systems is considered. Necessary and sufficient conditions for three dimensional linear systems to be made pointwise degenerate by delay feedback were obtained, while sufficient conditions for this to be possible are given for higher dimensional linear systems. These results were applied to obtain solvability conditions for the minimum time output zeroing control problem by delay feedback. A representation theorem is given for conditional moment functionals of general nonlinear stochastic delay systems, and stochastic differential equations are derived for conditional moment functionals satisfying certain smoothness properties.

Finite-time robust passive control for a class of switched reaction-diffusion stochastic complex dynamical networks with coupling delays and impulsive control

NASA Astrophysics Data System (ADS)

Syed Ali, M.; Yogambigai, J.; Kwon, O. M.

2018-03-01

Finite-time boundedness and finite-time passivity for a class of switched stochastic complex dynamical networks (CDNs) with coupling delays, parameter uncertainties, reaction-diffusion term and impulsive control are studied. Novel finite-time synchronisation criteria are derived based on passivity theory. This paper proposes a CDN consisting of N linearly and diffusively coupled identical reaction- diffusion neural networks. By constructing of a suitable Lyapunov-Krasovskii's functional and utilisation of Jensen's inequality and Wirtinger's inequality, new finite-time passivity criteria for the networks are established in terms of linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Finally, two interesting numerical examples are given to show the effectiveness of the theoretical results.

Epidemic outbreaks and its control using a fractional order model with seasonality and stochastic infection

NASA Astrophysics Data System (ADS)

He, Shaobo; Banerjee, Santo

2018-07-01

A fractional-order SIR epidemic model is proposed under the influence of both parametric seasonality and the external noise. The integer order SIR epidemic model originally is stable. By introducing seasonality and noise force to the model, behaviors of the system is changed. It is shown that the system has rich dynamical behaviors with different system parameters, fractional derivative order and the degree of seasonality and noise. Complexity of the stochastic model is investigated by using multi-scale fuzzy entropy. Finally, hard limiter controlled system is designed and simulation results show the ratio of infected individuals can converge to a small enough target ρ, which means the epidemic outbreak can be under control by the implementation of some effective medical and health measures.

Artificial emotion triggered stochastic behavior transitions with motivational gain effects for multi-objective robot tasks

NASA Astrophysics Data System (ADS)

Dağlarli, Evren; Temeltaş, Hakan

2007-04-01

This paper presents artificial emotional system based autonomous robot control architecture. Hidden Markov model developed as mathematical background for stochastic emotional and behavior transitions. Motivation module of architecture considered as behavioral gain effect generator for achieving multi-objective robot tasks. According to emotional and behavioral state transition probabilities, artificial emotions determine sequences of behaviors. Also motivational gain effects of proposed architecture can be observed on the executing behaviors during simulation.

Centralized PI control for high dimensional multivariable systems based on equivalent transfer function.

PubMed

Luan, Xiaoli; Chen, Qiang; Liu, Fei

2014-09-01

This article presents a new scheme to design full matrix controller for high dimensional multivariable processes based on equivalent transfer function (ETF). Differing from existing ETF method, the proposed ETF is derived directly by exploiting the relationship between the equivalent closed-loop transfer function and the inverse of open-loop transfer function. Based on the obtained ETF, the full matrix controller is designed utilizing the existing PI tuning rules. The new proposed ETF model can more accurately represent the original processes. Furthermore, the full matrix centralized controller design method proposed in this paper is applicable to high dimensional multivariable systems with satisfactory performance. Comparison with other multivariable controllers shows that the designed ETF based controller is superior with respect to design-complexity and obtained performance. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Multivariate Non-Symmetric Stochastic Models for Spatial Dependence Models

NASA Astrophysics Data System (ADS)

Haslauer, C. P.; Bárdossy, A.

2017-12-01

A copula based multivariate framework allows more flexibility to describe different kind of dependences than what is possible using models relying on the confining assumption of symmetric Gaussian models: different quantiles can be modelled with a different degree of dependence; it will be demonstrated how this can be expected given process understanding. maximum likelihood based multivariate quantitative parameter estimation yields stable and reliable results; not only improved results in cross-validation based measures of uncertainty are obtained but also a more realistic spatial structure of uncertainty compared to second order models of dependence; as much information as is available is included in the parameter estimation: incorporation of censored measurements (e.g., below detection limit, or ones that are above the sensitive range of the measurement device) yield to more realistic spatial models; the proportion of true zeros can be jointly estimated with and distinguished from censored measurements which allow estimates about the age of a contaminant in the system; secondary information (categorical and on the rational scale) has been used to improve the estimation of the primary variable; These copula based multivariate statistical techniques are demonstrated based on hydraulic conductivity observations at the Borden (Canada) site, the MADE site (USA), and a large regional groundwater quality data-set in south-west Germany. Fields of spatially distributed K were simulated with identical marginal simulation, identical second order spatial moments, yet substantially differing solute transport characteristics when numerical tracer tests were performed. A statistical methodology is shown that allows the delineation of a boundary layer separating homogenous parts of a spatial data-set. The effects of this boundary layer (macro structure) and the spatial dependence of K (micro structure) on solute transport behaviour is shown.

Designing robust control laws using genetic algorithms

NASA Technical Reports Server (NTRS)

Marrison, Chris

1994-01-01

The purpose of this research is to create a method of finding practical, robust control laws. The robustness of a controller is judged by Stochastic Robustness metrics and the level of robustness is optimized by searching for design parameters that minimize a robustness cost function.

Stochastic Control Synthesis of Systems with Structured Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

2003-01-01

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

Cross-layer protocol design for QoS optimization in real-time wireless sensor networks

NASA Astrophysics Data System (ADS)

Hortos, William S.

2010-04-01

The metrics of quality of service (QoS) for each sensor type in a wireless sensor network can be associated with metrics for multimedia that describe the quality of fused information, e.g., throughput, delay, jitter, packet error rate, information correlation, etc. These QoS metrics are typically set at the highest, or application, layer of the protocol stack to ensure that performance requirements for each type of sensor data are satisfied. Application-layer metrics, in turn, depend on the support of the lower protocol layers: session, transport, network, data link (MAC), and physical. The dependencies of the QoS metrics on the performance of the higher layers of the Open System Interconnection (OSI) reference model of the WSN protocol, together with that of the lower three layers, are the basis for a comprehensive approach to QoS optimization for multiple sensor types in a general WSN model. The cross-layer design accounts for the distributed power consumption along energy-constrained routes and their constituent nodes. Following the author's previous work, the cross-layer interactions in the WSN protocol are represented by a set of concatenated protocol parameters and enabling resource levels. The "best" cross-layer designs to achieve optimal QoS are established by applying the general theory of martingale representations to the parameterized multivariate point processes (MVPPs) for discrete random events occurring in the WSN. Adaptive control of network behavior through the cross-layer design is realized through the parametric factorization of the stochastic conditional rates of the MVPPs. The cross-layer protocol parameters for optimal QoS are determined in terms of solutions to stochastic dynamic programming conditions derived from models of transient flows for heterogeneous sensor data and aggregate information over a finite time horizon. Markov state processes, embedded within the complex combinatorial history of WSN events, are more computationally tractable and lead to simplifications for any simulated or analytical performance evaluations of the cross-layer designs.

Non-fragile multivariable PID controller design via system augmentation

NASA Astrophysics Data System (ADS)

Liu, Jinrong; Lam, James; Shen, Mouquan; Shu, Zhan

2017-07-01

In this paper, the issue of designing non-fragile H∞ multivariable proportional-integral-derivative (PID) controllers with derivative filters is investigated. In order to obtain the controller gains, the original system is associated with an extended system such that the PID controller design can be formulated as a static output-feedback control problem. By taking the system augmentation approach, the conditions with slack matrices for solving the non-fragile H∞ multivariable PID controller gains are established. Based on the results, linear matrix inequality -based iterative algorithms are provided to compute the controller gains. Simulations are conducted to verify the effectiveness of the proposed approaches.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.

PubMed

Herzallah, Randa

2015-03-01

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained. Copyright © 2014 Elsevier Ltd. All rights reserved.

Output-Feedback Control of Unknown Linear Discrete-Time Systems With Stochastic Measurement and Process Noise via Approximate Dynamic Programming.

PubMed

Wang, Jun-Sheng; Yang, Guang-Hong

2017-07-25

This paper studies the optimal output-feedback control problem for unknown linear discrete-time systems with stochastic measurement and process noise. A dithered Bellman equation with the innovation covariance matrix is constructed via the expectation operator given in the form of a finite summation. On this basis, an output-feedback-based approximate dynamic programming method is developed, where the terms depending on the innovation covariance matrix are available with the aid of the innovation covariance matrix identified beforehand. Therefore, by iterating the Bellman equation, the resulting value function can converge to the optimal one in the presence of the aforementioned noise, and the nearly optimal control laws are delivered. To show the effectiveness and the advantages of the proposed approach, a simulation example and a velocity control experiment on a dc machine are employed.

Feasibility of Stochastic Voltage/VAr Optimization Considering Renewable Energy Resources for Smart Grid

NASA Astrophysics Data System (ADS)

Momoh, James A.; Salkuti, Surender Reddy

2016-06-01

This paper proposes a stochastic optimization technique for solving the Voltage/VAr control problem including the load demand and Renewable Energy Resources (RERs) variation. The RERs often take along some inputs like stochastic behavior. One of the important challenges i. e., Voltage/VAr control is a prime source for handling power system complexity and reliability, hence it is the fundamental requirement for all the utility companies. There is a need for the robust and efficient Voltage/VAr optimization technique to meet the peak demand and reduction of system losses. The voltages beyond the limit may damage costly sub-station devices and equipments at consumer end as well. Especially, the RERs introduces more disturbances and some of the RERs are not even capable enough to meet the VAr demand. Therefore, there is a strong need for the Voltage/VAr control in RERs environment. This paper aims at the development of optimal scheme for Voltage/VAr control involving RERs. In this paper, Latin Hypercube Sampling (LHS) method is used to cover full range of variables by maximally satisfying the marginal distribution. Here, backward scenario reduction technique is used to reduce the number of scenarios effectively and maximally retain the fitting accuracy of samples. The developed optimization scheme is tested on IEEE 24 bus Reliability Test System (RTS) considering the load demand and RERs variation.

An Approximation Solution to Refinery Crude Oil Scheduling Problem with Demand Uncertainty Using Joint Constrained Programming

PubMed Central

Duan, Qianqian; Yang, Genke; Xu, Guanglin; Pan, Changchun

2014-01-01

This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can be more practical for optimizing crude oil operations. Using joint chance constraints, the demand uncertainty is treated by specifying proximity level on the satisfaction of product demands. However, the joint chance constraints usually hold strong nonlinearity and consequently, it is still hard to handle it directly. In this paper, an approximation method combines a relax-and-tight technique to approximately transform the joint chance constraints to a serial of parameterized linear constraints so that the complicated problem can be attacked iteratively. The basic idea behind this approach is to approximate, as much as possible, nonlinear constraints by a lot of easily handled linear constraints which will lead to a well balance between the problem complexity and tractability. Case studies are conducted to demonstrate the proposed methods. Results show that the operation cost can be reduced effectively compared with the case without considering the demand correlation. PMID:24757433

An approximation solution to refinery crude oil scheduling problem with demand uncertainty using joint constrained programming.

PubMed

Duan, Qianqian; Yang, Genke; Xu, Guanglin; Pan, Changchun

2014-01-01

This paper is devoted to develop an approximation method for scheduling refinery crude oil operations by taking into consideration the demand uncertainty. In the stochastic model the demand uncertainty is modeled as random variables which follow a joint multivariate distribution with a specific correlation structure. Compared to deterministic models in existing works, the stochastic model can be more practical for optimizing crude oil operations. Using joint chance constraints, the demand uncertainty is treated by specifying proximity level on the satisfaction of product demands. However, the joint chance constraints usually hold strong nonlinearity and consequently, it is still hard to handle it directly. In this paper, an approximation method combines a relax-and-tight technique to approximately transform the joint chance constraints to a serial of parameterized linear constraints so that the complicated problem can be attacked iteratively. The basic idea behind this approach is to approximate, as much as possible, nonlinear constraints by a lot of easily handled linear constraints which will lead to a well balance between the problem complexity and tractability. Case studies are conducted to demonstrate the proposed methods. Results show that the operation cost can be reduced effectively compared with the case without considering the demand correlation.

A Unified Statistical Rain-Attenuation Model for Communication Link Fade Predictions and Optimal Stochastic Fade Control Design Using a Location-Dependent Rain-Statistic Database

NASA Technical Reports Server (NTRS)

Manning, Robert M.

1990-01-01

A static and dynamic rain-attenuation model is presented which describes the statistics of attenuation on an arbitrarily specified satellite link for any location for which there are long-term rainfall statistics. The model may be used in the design of the optimal stochastic control algorithms to mitigate the effects of attenuation and maintain link reliability. A rain-statistics data base is compiled, which makes it possible to apply the model to any location in the continental U.S. with a resolution of 0-5 degrees in latitude and longitude. The model predictions are compared with experimental observations, showing good agreement.

Supercomputer optimizations for stochastic optimal control applications

NASA Technical Reports Server (NTRS)

Chung, Siu-Leung; Hanson, Floyd B.; Xu, Huihuang

1991-01-01

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

Fixed-time synchronization of complex networks with nonidentical nodes and stochastic noise perturbations

NASA Astrophysics Data System (ADS)

Zhang, Wanli; Li, Chuandong; Huang, Tingwen; Huang, Junjian

2018-02-01

This paper investigates the fixed-time synchronization of complex networks (CNs) with nonidentical nodes and stochastic noise perturbations. By designing new controllers, constructing Lyapunov functions and using the properties of Weiner process, different synchronization criteria are derived according to whether the node systems in the CNs or the goal system satisfies the corresponding conditions. Moreover, the role of the designed controllers is analyzed in great detail by constructing a suitable comparison system and a new method is presented to estimate the settling time by utilizing the comparison system. Results of this paper can be applied to both directed and undirected weighted networks. Numerical simulations are offered to verify the effectiveness of our new results.

FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

PubMed

Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

2008-08-29

Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new systems biology applications. Finally, complex scenarios requiring intervention during the simulation progress can be modelled easily with FERN.

Angular reconstitution-based 3D reconstructions of nanomolecular structures from superresolution light-microscopy images

PubMed Central

Salas, Desirée; Le Gall, Antoine; Fiche, Jean-Bernard; Valeri, Alessandro; Ke, Yonggang; Bron, Patrick; Bellot, Gaetan

2017-01-01

Superresolution light microscopy allows the imaging of labeled supramolecular assemblies at a resolution surpassing the classical diffraction limit. A serious limitation of the superresolution approach is sample heterogeneity and the stochastic character of the labeling procedure. To increase the reproducibility and the resolution of the superresolution results, we apply multivariate statistical analysis methods and 3D reconstruction approaches originally developed for cryogenic electron microscopy of single particles. These methods allow for the reference-free 3D reconstruction of nanomolecular structures from two-dimensional superresolution projection images. Since these 2D projection images all show the structure in high-resolution directions of the optical microscope, the resulting 3D reconstructions have the best possible isotropic resolution in all directions. PMID:28811371

Proceedings of the Seventh International Symposium on Methodologies for Intelligent Systems (Poster Session)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Harber, K.S.

1993-05-01

This report contains the following papers: Implications in vivid logic; a self-learning bayesian expert system; a natural language generation system for a heterogeneous distributed database system; competence-switching'' managed by intelligent systems; strategy acquisition by an artificial neural network: Experiments in learning to play a stochastic game; viewpoints and selective inheritance in object-oriented modeling; multivariate discretization of continuous attributes for machine learning; utilization of the case-based reasoning method to resolve dynamic problems; formalization of an ontology of ceramic science in CLASSIC; linguistic tools for intelligent systems; an application of rough sets in knowledge synthesis; and a relational model for imprecise queries.more » These papers have been indexed separately.« less

Proceedings of the Seventh International Symposium on Methodologies for Intelligent Systems (Poster Session)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Harber, K.S.

1993-05-01

This report contains the following papers: Implications in vivid logic; a self-learning Bayesian Expert System; a natural language generation system for a heterogeneous distributed database system; ``competence-switching`` managed by intelligent systems; strategy acquisition by an artificial neural network: Experiments in learning to play a stochastic game; viewpoints and selective inheritance in object-oriented modeling; multivariate discretization of continuous attributes for machine learning; utilization of the case-based reasoning method to resolve dynamic problems; formalization of an ontology of ceramic science in CLASSIC; linguistic tools for intelligent systems; an application of rough sets in knowledge synthesis; and a relational model for imprecise queries.more » These papers have been indexed separately.« less

Floaters may buffer the extinction risk of small populations: an empirical assessment

PubMed Central

2017-01-01

The high extinction risk of small populations is commonly explained by reductions in fecundity and breeder survival associated with demographic and environmental stochasticity. However, ecological theory suggests that population extinctions may also arise from reductions in the number of floaters able to replace the lost breeders. This can be particularly plausible under harsh fragmentation scenarios, where species must survive as small populations subjected to severe effects of stochasticity. Using a woodpecker study in fragmented habitats (2004–2016), we provide here empirical support for the largely neglected hypothesis that floaters buffer population extirpation risks. After controlling for population size, patch size and the intrinsic quality of habitat, populations in patches with floaters had a lower extinction probability than populations in patches without floaters (0.013 versus 0.131). Floaters, which often replace the lost breeders, were less likely to occur in small and low-quality patches, showing that population extirpations may arise from unnoticed reductions in floater numbers in poor-quality habitats. We argue that adequate pools of the typically overlooked floaters may buffer extirpation risks by reducing the detrimental impacts of demographic and environmental stochasticity. However, unravelling the influence of floaters in buffering stochastic effects and promoting population stability require additional studies in an ample array of species and stochastic scenarios. PMID:28424345

Floaters may buffer the extinction risk of small populations: an empirical assessment.

PubMed

Robles, Hugo; Ciudad, Carlos

2017-04-26

The high extinction risk of small populations is commonly explained by reductions in fecundity and breeder survival associated with demographic and environmental stochasticity. However, ecological theory suggests that population extinctions may also arise from reductions in the number of floaters able to replace the lost breeders. This can be particularly plausible under harsh fragmentation scenarios, where species must survive as small populations subjected to severe effects of stochasticity. Using a woodpecker study in fragmented habitats (2004-2016), we provide here empirical support for the largely neglected hypothesis that floaters buffer population extirpation risks. After controlling for population size, patch size and the intrinsic quality of habitat, populations in patches with floaters had a lower extinction probability than populations in patches without floaters (0.013 versus 0.131). Floaters, which often replace the lost breeders, were less likely to occur in small and low-quality patches, showing that population extirpations may arise from unnoticed reductions in floater numbers in poor-quality habitats. We argue that adequate pools of the typically overlooked floaters may buffer extirpation risks by reducing the detrimental impacts of demographic and environmental stochasticity. However, unravelling the influence of floaters in buffering stochastic effects and promoting population stability require additional studies in an ample array of species and stochastic scenarios. © 2017 The Author(s).

Stochastic assembly in a subtropical forest chronosequence: evidence from contrasting changes of species, phylogenetic and functional dissimilarity over succession.

PubMed

Mi, Xiangcheng; Swenson, Nathan G; Jia, Qi; Rao, Mide; Feng, Gang; Ren, Haibao; Bebber, Daniel P; Ma, Keping

2016-09-07

Deterministic and stochastic processes jointly determine the community dynamics of forest succession. However, it has been widely held in previous studies that deterministic processes dominate forest succession. Furthermore, inference of mechanisms for community assembly may be misleading if based on a single axis of diversity alone. In this study, we evaluated the relative roles of deterministic and stochastic processes along a disturbance gradient by integrating species, functional, and phylogenetic beta diversity in a subtropical forest chronosequence in Southeastern China. We found a general pattern of increasing species turnover, but little-to-no change in phylogenetic and functional turnover over succession at two spatial scales. Meanwhile, the phylogenetic and functional beta diversity were not significantly different from random expectation. This result suggested a dominance of stochastic assembly, contrary to the general expectation that deterministic processes dominate forest succession. On the other hand, we found significant interactions of environment and disturbance and limited evidence for significant deviations of phylogenetic or functional turnover from random expectations for different size classes. This result provided weak evidence of deterministic processes over succession. Stochastic assembly of forest succession suggests that post-disturbance restoration may be largely unpredictable and difficult to control in subtropical forests.

Baseline-dependent effect of noise-enhanced insoles on gait variability in healthy elderly walkers.

PubMed

Stephen, Damian G; Wilcox, Bethany J; Niemi, James B; Franz, Jason R; Franz, Jason; Kerrigan, Dr; Kerrigan, D Casey; D'Andrea, Susan E

2012-07-01

The purpose of this study was to determine whether providing subsensory stochastic-resonance mechanical vibration to the foot soles of elderly walkers could decrease gait variability. In a randomized double-blind controlled trial, 29 subjects engaged in treadmill walking while wearing sandals customized with three actuators capable of producing stochastic-resonance mechanical vibration embedded in each sole. For each subject, we determined a subsensory level of vibration stimulation. After a 5-min acclimation period of walking with the footwear, subjects were asked to walk on the treadmill for six trials, each 30s long. Trials were pair-wise random: in three trials, actuators provided subsensory vibration; in the other trials, they did not. Subjects wore reflective markers to track body motion. Stochastic-resonance mechanical stimulation exhibited baseline-dependent effects on spatial stride-to-stride variability in gait, slightly increasing variability in subjects with least baseline variability and providing greater reductions in variability for subjects with greater baseline variability (p<.001). Thus, applying stochastic-resonance mechanical vibrations on the plantar surface of the foot reduces gait variability for subjects with more variable gait. Stochastic-resonance mechanical vibrations may provide an effective intervention for preventing falls in healthy elderly walkers. Published by Elsevier B.V.

Magnetic steering control of multi-cellular bio-hybrid microswimmers.

PubMed

Carlsen, Rika Wright; Edwards, Matthew R; Zhuang, Jiang; Pacoret, Cecile; Sitti, Metin

2014-10-07

Bio-hybrid devices, which integrate biological cells with synthetic components, have opened a new path in miniaturized systems with the potential to provide actuation and control for systems down to a few microns in size. Here, we address the challenge of remotely controlling bio-hybrid microswimmers propelled by multiple bacterial cells. These devices have been proposed as a viable method for targeted drug delivery but have also been shown to exhibit stochastic motion. We demonstrate a method of remote magnetic control that significantly reduces the stochasticity of the motion, enabling steering control. The demonstrated microswimmers consist of multiple Serratia marcescens (S. marcescens) bacteria attached to a 6 μm-diameter superparamagnetic bead. We characterize their motion and define the parameters governing their controllability. We show that the microswimmers can be controlled along two-dimensional (2-D) trajectories using weak magnetic fields (≤10 mT) and can achieve 2-D swimming speeds up to 7.3 μm s(-1). This magnetic steering approach can be integrated with sensory-based steering in future work, enabling new control strategies for bio-hybrid microsystems.

Towards Quantum Cybernetics:. Optimal Feedback Control in Quantum Bio Informatics

NASA Astrophysics Data System (ADS)

Belavkin, V. P.

2009-02-01

A brief account of the quantum information dynamics and dynamical programming methods for the purpose of optimal control in quantum cybernetics with convex constraints and cońcave cost and bequest functions of the quantum state is given. Consideration is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme with continuous observations we exploit the separation theorem of filtering and control aspects for quantum stochastic micro-dynamics of the total system. This allows to start with the Belavkin quantum filtering equation and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to only Hamiltonian terms in the filtering equation. A controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

Design and evaluation of a Stochastic Optimal Feed-forward and Feedback Technology (SOFFT) flight control architecture

NASA Technical Reports Server (NTRS)

Ostroff, Aaron J.; Proffitt, Melissa S.

1994-01-01

This paper describes the design and evaluation of a stochastic optimal feed-forward and feedback technology (SOFFT) control architecture with emphasis on the feed-forward controller design. The SOFFT approach allows the designer to independently design the feed-forward and feedback controllers to meet separate objectives and then integrate the two controllers. The feed-forward controller has been integrated with an existing high-angle-of-attack (high-alpha) feedback controller. The feed-forward controller includes a variable command model with parameters selected to satisfy level 1 flying qualities with a high-alpha adjustment to achieve desired agility guidelines, a nonlinear interpolation approach that scales entire matrices for approximation of the plant model, and equations for calculating feed-forward gains developed for perfect plant-model tracking. The SOFFT design was applied to a nonlinear batch simulation model of an F/A-18 aircraft modified for thrust vectoring. Simulation results show that agility guidelines are met and that the SOFFT controller filters undesired pilot-induced frequencies more effectively during a tracking task than a flight controller that has the same feedback control law but does not have the SOFFT feed-forward control.

Controlling multiple plasma channels created by a high-power femtosecond laser pulse

NASA Astrophysics Data System (ADS)

Kosareva, O. G.; Luo, Q.

2005-10-01

Femtosecond light filaments are comparatively long regions of the spatially and temporally localized radiation zones, which generate free electrons in the medium. At high pulse peak power multiple filaments are produced leading to stochastic plasma channels (Mlejnek et al.: PRL 83, 2938 (1999)). In both atmospheric long-distance propagation (Sprangle et al., PRE 66, 046418 (2002), Kasparian et al, Science 301, 61 (2003)) and focusing the radiation into condensed matter important issues are production of elongated plasma channels, as well as high conversion efficiency to the white light. We control stochastic plasma channels by changing the initial beam size or shape. The result is the increase in the plasma density and white light signal. Control by regular small-scale perturbations allows us to suppress atmospheric turbulence in air and create an array of well-arranged filaments in fused silica.

Predicting the stochastic guiding of kinesin-driven microtubules in microfabricated tracks: a statistical-mechanics-based modeling approach.

PubMed

Lin, Chih-Tin; Meyhofer, Edgar; Kurabayashi, Katsuo

2010-01-01

Directional control of microtubule shuttles via microfabricated tracks is key to the development of controlled nanoscale mass transport by kinesin motor molecules. Here we develop and test a model to quantitatively predict the stochastic behavior of microtubule guiding when they mechanically collide with the sidewalls of lithographically patterned tracks. By taking into account appropriate probability distributions of microscopic states of the microtubule system, the model allows us to theoretically analyze the roles of collision conditions and kinesin surface densities in determining how the motion of microtubule shuttles is controlled. In addition, we experimentally observe the statistics of microtubule collision events and compare our theoretical prediction with experimental data to validate our model. The model will direct the design of future hybrid nanotechnology devices that integrate nanoscale transport systems powered by kinesin-driven molecular shuttles.

Tradeoff studies in multiobjective insensitive design of airplane control systems

NASA Technical Reports Server (NTRS)

Schy, A. A.; Giesy, D. P.

1983-01-01

A computer aided design method for multiobjective parameter-insensitive design of airplane control systems is described. Methods are presented for trading off nominal values of design objectives against sensitivities of the design objectives to parameter uncertainties, together with guidelines for designer utilization of the methods. The methods are illustrated by application to the design of a lateral stability augmentation system for two supersonic flight conditions of the Shuttle Orbiter. Objective functions are conventional handling quality measures and peak magnitudes of control deflections and rates. The uncertain parameters are assumed Gaussian, and numerical approximations of the stochastic behavior of the objectives are described. Results of applying the tradeoff methods to this example show that stochastic-insensitive designs are distinctly different from deterministic multiobjective designs. The main penalty for achieving significant decrease in sensitivity is decreased speed of response for the nominal system.

Delay compensation in integrated communication and control systems. I - Conceptual development and analysis

NASA Technical Reports Server (NTRS)

Luck, Rogelio; Ray, Asok

1990-01-01

A procedure for compensating for the effects of distributed network-induced delays in integrated communication and control systems (ICCS) is proposed. The problem of analyzing systems with time-varying and possibly stochastic delays could be circumvented by use of a deterministic observer which is designed to perform under certain restrictive but realistic assumptions. The proposed delay-compensation algorithm is based on a deterministic state estimator and a linear state-variable-feedback control law. The deterministic observer can be replaced by a stochastic observer without any structural modifications of the delay compensation algorithm. However, if a feedforward-feedback control law is chosen instead of the state-variable feedback control law, the observer must be modified as a conventional nondelayed system would be. Under these circumstances, the delay compensation algorithm would be accordingly changed. The separation principle of the classical Luenberger observer holds true for the proposed delay compensator. The algorithm is suitable for ICCS in advanced aircraft, spacecraft, manufacturing automation, and chemical process applications.

Dual adaptive dynamic control of mobile robots using neural networks.

PubMed

Bugeja, Marvin K; Fabri, Simon G; Camilleri, Liberato

2009-02-01

This paper proposes two novel dual adaptive neural control schemes for the dynamic control of nonholonomic mobile robots. The two schemes are developed in discrete time, and the robot's nonlinear dynamic functions are assumed to be unknown. Gaussian radial basis function and sigmoidal multilayer perceptron neural networks are used for function approximation. In each scheme, the unknown network parameters are estimated stochastically in real time, and no preliminary offline neural network training is used. In contrast to other adaptive techniques hitherto proposed in the literature on mobile robots, the dual control laws presented in this paper do not rely on the heuristic certainty equivalence property but account for the uncertainty in the estimates. This results in a major improvement in tracking performance, despite the plant uncertainty and unmodeled dynamics. Monte Carlo simulation and statistical hypothesis testing are used to illustrate the effectiveness of the two proposed stochastic controllers as applied to the trajectory-tracking problem of a differentially driven wheeled mobile robot.

Misspecification of Cox regression models with composite endpoints

PubMed Central

Wu, Longyang; Cook, Richard J

2012-01-01

Researchers routinely adopt composite endpoints in multicenter randomized trials designed to evaluate the effect of experimental interventions in cardiovascular disease, diabetes, and cancer. Despite their widespread use, relatively little attention has been paid to the statistical properties of estimators of treatment effect based on composite endpoints. We consider this here in the context of multivariate models for time to event data in which copula functions link marginal distributions with a proportional hazards structure. We then examine the asymptotic and empirical properties of the estimator of treatment effect arising from a Cox regression model for the time to the first event. We point out that even when the treatment effect is the same for the component events, the limiting value of the estimator based on the composite endpoint is usually inconsistent for this common value. We find that in this context the limiting value is determined by the degree of association between the events, the stochastic ordering of events, and the censoring distribution. Within the framework adopted, marginal methods for the analysis of multivariate failure time data yield consistent estimators of treatment effect and are therefore preferred. We illustrate the methods by application to a recent asthma study. Copyright © 2012 John Wiley & Sons, Ltd. PMID:22736519

Stochastic Endogenous Replication Stress Causes ATR-Triggered Fluctuations in CDK2 Activity that Dynamically Adjust Global DNA Synthesis Rates.

PubMed

Daigh, Leighton H; Liu, Chad; Chung, Mingyu; Cimprich, Karlene A; Meyer, Tobias

2018-06-04

Faithful DNA replication is challenged by stalling of replication forks during S phase. Replication stress is further increased in cancer cells or in response to genotoxic insults. Using live single-cell image analysis, we found that CDK2 activity fluctuates throughout an unperturbed S phase. We show that CDK2 fluctuations result from transient ATR signals triggered by stochastic replication stress events. In turn, fluctuating endogenous CDK2 activity causes corresponding decreases and increases in DNA synthesis rates, linking changes in stochastic replication stress to fluctuating global DNA replication rates throughout S phase. Moreover, cells that re-enter the cell cycle after mitogen stimulation have increased CDK2 fluctuations and prolonged S phase resulting from increased replication stress-induced CDK2 suppression. Thus, our study reveals a dynamic control principle for DNA replication whereby CDK2 activity is suppressed and fluctuates throughout S phase to continually adjust global DNA synthesis rates in response to recurring stochastic replication stress events. Copyright © 2018. Published by Elsevier Inc.

Stochastic analysis of motor-control stability, polymer based force sensing, and optical stimulation as a preventive measure for falls

NASA Astrophysics Data System (ADS)

Landrock, Clinton K.

Falls are the leading cause of all external injuries. Outcomes of falls include the leading cause of traumatic brain injury and bone fractures, and high direct medical costs in the billions of dollars. This work focused on developing three areas of enabling component technology to be used in postural control monitoring tools targeting the mitigation of falls. The first was an analysis tool based on stochastic fractal analysis to reliably measure levels of motor control. The second focus was on thin film wearable pressure sensors capable of relaying data for the first tool. The third was new thin film advanced optics for improving phototherapy devices targeting postural control disorders. Two populations, athletes and elderly, were studied against control groups. The results of these studies clearly show that monitoring postural stability in at-risk groups can be achieved reliably, and an integrated wearable system can be envisioned for both monitoring and treatment purposes. Keywords: electro-active polymer, ionic polymer-metal composite, postural control, motor control, fall prevention, sports medicine, fractal analysis, physiological signals, wearable sensors, phototherapy, photobiomodulation, nano-optics.

Distributed Synchronization in Networks of Agent Systems With Nonlinearities and Random Switchings.

PubMed

Tang, Yang; Gao, Huijun; Zou, Wei; Kurths, Jürgen

2013-02-01

In this paper, the distributed synchronization problem of networks of agent systems with controllers and nonlinearities subject to Bernoulli switchings is investigated. Controllers and adaptive updating laws injected in each vertex of networks depend on the state information of its neighborhood. Three sets of Bernoulli stochastic variables are introduced to describe the occurrence probabilities of distributed adaptive controllers, updating laws and nonlinearities, respectively. By the Lyapunov functions method, we show that the distributed synchronization of networks composed of agent systems with multiple randomly occurring nonlinearities, multiple randomly occurring controllers, and multiple randomly occurring updating laws can be achieved in mean square under certain criteria. The conditions derived in this paper can be solved by semi-definite programming. Moreover, by mathematical analysis, we find that the coupling strength, the probabilities of the Bernoulli stochastic variables, and the form of nonlinearities have great impacts on the convergence speed and the terminal control strength. The synchronization criteria and the observed phenomena are demonstrated by several numerical simulation examples. In addition, the advantage of distributed adaptive controllers over conventional adaptive controllers is illustrated.

Human factors phase IV : risk analysis tool for new train control technology.

DOT National Transportation Integrated Search

2005-01-31

This report covers the theoretical development of the safety state model for railroad operations. Using data from a train control technology experiment, experimental application of the model is demonstrated. A stochastic model of system behavior is d...

Human factors phase IV : risk analysis tool for new train control technology

DOT National Transportation Integrated Search

2005-01-01

This report covers the theoretical development of the safety state model for railroad operations. Using data from a train control technology experiment, experimental application of the model is demonstrated. A stochastic model of system behavior is d...

Stochastic E2F activation and reconciliation of phenomenological cell-cycle models.

PubMed

Lee, Tae J; Yao, Guang; Bennett, Dorothy C; Nevins, Joseph R; You, Lingchong

2010-09-21

The transition of the mammalian cell from quiescence to proliferation is a highly variable process. Over the last four decades, two lines of apparently contradictory, phenomenological models have been proposed to account for such temporal variability. These include various forms of the transition probability (TP) model and the growth control (GC) model, which lack mechanistic details. The GC model was further proposed as an alternative explanation for the concept of the restriction point, which we recently demonstrated as being controlled by a bistable Rb-E2F switch. Here, through a combination of modeling and experiments, we show that these different lines of models in essence reflect different aspects of stochastic dynamics in cell cycle entry. In particular, we show that the variable activation of E2F can be described by stochastic activation of the bistable Rb-E2F switch, which in turn may account for the temporal variability in cell cycle entry. Moreover, we show that temporal dynamics of E2F activation can be recast into the frameworks of both the TP model and the GC model via parameter mapping. This mapping suggests that the two lines of phenomenological models can be reconciled through the stochastic dynamics of the Rb-E2F switch. It also suggests a potential utility of the TP or GC models in defining concise, quantitative phenotypes of cell physiology. This may have implications in classifying cell types or states.

Stochastic amplification and signaling in enzymatic futile cycles through noise-induced bistability with oscillations

NASA Astrophysics Data System (ADS)

Samoilov, Michael; Plyasunov, Sergey; Arkin, Adam P.

2005-02-01

Stochastic effects in biomolecular systems have now been recognized as a major physiologically and evolutionarily important factor in the development and function of many living organisms. Nevertheless, they are often thought of as providing only moderate refinements to the behaviors otherwise predicted by the classical deterministic system description. In this work we show by using both analytical and numerical investigation that at least in one ubiquitous class of (bio)chemical-reaction mechanisms, enzymatic futile cycles, the external noise may induce a bistable oscillatory (dynamic switching) behavior that is both quantitatively and qualitatively different from what is predicted or possible deterministically. We further demonstrate that the noise required to produce these distinct properties can itself be caused by a set of auxiliary chemical reactions, making it feasible for biological systems of sufficient complexity to generate such behavior internally. This new stochastic dynamics then serves to confer additional functional modalities on the enzymatic futile cycle mechanism that include stochastic amplification and signaling, the characteristics of which could be controlled by both the type and parameters of the driving noise. Hence, such noise-induced phenomena may, among other roles, potentially offer a novel type of control mechanism in pathways that contain these cycles and the like units. In particular, observations of endogenous or externally driven noise-induced dynamics in regulatory networks may thus provide additional insight into their topology, structure, and kinetics. network motif | signal transduction | chemical reaction | synthetic biology | systems biology

Multivariate normative comparisons using an aggregated database

PubMed Central

Murre, Jaap M. J.; Huizenga, Hilde M.

2017-01-01

In multivariate normative comparisons, a patient’s profile of test scores is compared to those in a normative sample. Recently, it has been shown that these multivariate normative comparisons enhance the sensitivity of neuropsychological assessment. However, multivariate normative comparisons require multivariate normative data, which are often unavailable. In this paper, we show how a multivariate normative database can be constructed by combining healthy control group data from published neuropsychological studies. We show that three issues should be addressed to construct a multivariate normative database. First, the database may have a multilevel structure, with participants nested within studies. Second, not all tests are administered in every study, so many data may be missing. Third, a patient should be compared to controls of similar age, gender and educational background rather than to the entire normative sample. To address these issues, we propose a multilevel approach for multivariate normative comparisons that accounts for missing data and includes covariates for age, gender and educational background. Simulations show that this approach controls the number of false positives and has high sensitivity to detect genuine deviations from the norm. An empirical example is provided. Implications for other domains than neuropsychology are also discussed. To facilitate broader adoption of these methods, we provide code implementing the entire analysis in the open source software package R. PMID:28267796

Some Results of Weak Anticipative Concept Applied in Simulation Based Decision Support in Enterprise

NASA Astrophysics Data System (ADS)

Kljajić, Miroljub; Kofjač, Davorin; Kljajić Borštnar, Mirjana; Škraba, Andrej

2010-11-01

The simulation models are used as for decision support and learning in enterprises and in schools. Tree cases of successful applications demonstrate usefulness of weak anticipative information. Job shop scheduling production with makespan criterion presents a real case customized flexible furniture production optimization. The genetic algorithm for job shop scheduling optimization is presented. Simulation based inventory control for products with stochastic lead time and demand describes inventory optimization for products with stochastic lead time and demand. Dynamic programming and fuzzy control algorithms reduce the total cost without producing stock-outs in most cases. Values of decision making information based on simulation were discussed too. All two cases will be discussed from optimization, modeling and learning point of view.

Synchrony and entrainment properties of robust circadian oscillators

PubMed Central

Bagheri, Neda; Taylor, Stephanie R.; Meeker, Kirsten; Petzold, Linda R.; Doyle, Francis J.

2008-01-01

Systems theoretic tools (i.e. mathematical modelling, control, and feedback design) advance the understanding of robust performance in complex biological networks. We highlight phase entrainment as a key performance measure used to investigate dynamics of a single deterministic circadian oscillator for the purpose of generating insight into the behaviour of a population of (synchronized) oscillators. More specifically, the analysis of phase characteristics may facilitate the identification of appropriate coupling mechanisms for the ensemble of noisy (stochastic) circadian clocks. Phase also serves as a critical control objective to correct mismatch between the biological clock and its environment. Thus, we introduce methods of investigating synchrony and entrainment in both stochastic and deterministic frameworks, and as a property of a single oscillator or population of coupled oscillators. PMID:18426774

Computation of output feedback gains for linear stochastic systems using the Zangwill-Powell method

NASA Technical Reports Server (NTRS)

Kaufman, H.

1977-01-01

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell.

A finite state, finite memory minimum principle, part 2. [a discussion of game theory, signaling, stochastic processes, and control theory

NASA Technical Reports Server (NTRS)

Sandell, N. R., Jr.; Athans, M.

1975-01-01

The development of the theory of the finite - state, finite - memory (FSFM) stochastic control problem is discussed. The sufficiency of the FSFM minimum principle (which is in general only a necessary condition) was investigated. By introducing the notion of a signaling strategy as defined in the literature on games, conditions under which the FSFM minimum principle is sufficient were determined. This result explicitly interconnects the information structure of the FSFM problem with its optimality conditions. The min-H algorithm for the FSFM problem was studied. It is demonstrated that a version of the algorithm always converges to a particular type of local minimum termed a person - by - person extremal.

Etiology and treatment of hematological neoplasms: stochastic mathematical models.

PubMed

Radivoyevitch, Tomas; Li, Huamin; Sachs, Rainer K

2014-01-01

Leukemias are driven by stemlike cancer cells (SLCC), whose initiation, growth, response to treatment, and posttreatment behavior are often "stochastic", i.e., differ substantially even among very similar patients for reasons not observable with present techniques. We review the probabilistic mathematical methods used to analyze stochastics and give two specific examples. The first example concerns a treatment protocol, e.g., for acute myeloid leukemia (AML), where intermittent cytotoxic drug dosing (e.g., once each weekday) is used with intent to cure. We argue mathematically that, if independent SLCC are growing stochastically during prolonged treatment, then, other things being equal, front-loading doses are more effective for tumor eradication than back loading. We also argue that the interacting SLCC dynamics during treatment is often best modeled by considering SLCC in microenvironmental niches, with SLCC-SLCC interactions occurring only among SLCC within the same niche, and we present a stochastic dynamics formalism, involving "Poissonization," applicable in such situations. Interactions at a distance due to partial control of total cell numbers are also considered. The second half of this chapter concerns chromosomal aberrations, lesions known to cause some leukemias. A specific example is the induction of a Philadelphia chromosome by ionizing radiation, subsequent development of chronic myeloid leukemia (CML), CML treatment, and treatment outcome. This time evolution involves a coordinated sequence of > 10 steps, each stochastic in its own way, at the subatomic, molecular, macromolecular, cellular, tissue, and population scales, with corresponding time scales ranging from picoseconds to decades. We discuss models of these steps and progress in integrating models across scales.

Spatially Controlled Relay Beamforming

NASA Astrophysics Data System (ADS)

Kalogerias, Dionysios

This thesis is about fusion of optimal stochastic motion control and physical layer communications. Distributed, networked communication systems, such as relay beamforming networks (e.g., Amplify & Forward (AF)), are typically designed without explicitly considering how the positions of the respective nodes might affect the quality of the communication. Optimum placement of network nodes, which could potentially improve the quality of the communication, is not typically considered. However, in most practical settings in physical layer communications, such as relay beamforming, the Channel State Information (CSI) observed by each node, per channel use, although it might be (modeled as) random, it is both spatially and temporally correlated. It is, therefore, reasonable to ask if and how the performance of the system could be improved by (predictively) controlling the positions of the network nodes (e.g., the relays), based on causal side (CSI) information, and exploitting the spatiotemporal dependencies of the wireless medium. In this work, we address this problem in the context of AF relay beamforming networks. This novel, cyber-physical system approach to relay beamforming is termed as "Spatially Controlled Relay Beamforming". First, we discuss wireless channel modeling, however, in a rigorous, Bayesian framework. Experimentally accurate and, at the same time, technically precise channel modeling is absolutely essential for designing and analyzing spatially controlled communication systems. In this work, we are interested in two distinct spatiotemporal statistical models, for describing the behavior of the log-scale magnitude of the wireless channel: 1. Stationary Gaussian Fields: In this case, the channel is assumed to evolve as a stationary, Gaussian stochastic field in continuous space and discrete time (say, for instance, time slots). Under such assumptions, spatial and temporal statistical interactions are determined by a set of time and space invariant parameters, which completely determine the mean and covariance of the underlying Gaussian measure. This model is relatively simple to describe, and can be sufficiently characterized, at least for our purposes, both statistically and topologically. Additionally, the model is rather versatile and there is existing experimental evidence, supporting its practical applicability. Our contributions are summarized in properly formulating the whole spatiotemporal model in a completely rigorous mathematical setting, under a convenient measure theoretic framework. Such framework greatly facilitates formulation of meaningful stochastic control problems, where the wireless channel field (or a function of it) can be regarded as a stochastic optimization surface.. 2. Conditionally Gaussian Fields, when conditioned on a Markovian channel state: This is a completely novel approach to wireless channel modeling. In this approach, the communication medium is assumed to behave as a partially observable (or hidden) system, where a hidden, global, temporally varying underlying stochastic process, called the channel state, affects the spatial interactions of the actual channel magnitude, evaluated at any set of locations in the plane. More specifically, we assume that, conditioned on the channel state, the wireless channel constitutes an observable, conditionally Gaussian stochastic process. The channel state evolves in time according to a known, possibly non stationary, non Gaussian, low dimensional Markov kernel. Recognizing the intractability of general nonlinear state estimation, we advocate the use of grid based approximate nonlinear filters as an effective and robust means for recursive tracking of the channel state. We also propose a sequential spatiotemporal predictor for tracking the channel gains at any point in time and space, providing real time sequential estimates for the respective channel gain map. In this context, our contributions are multifold. Except for the introduction of the layered channel model previously described, this line of research has resulted in a number of general, asymptotic convergence results, advancing the theory of grid-based approximate nonlinear stochastic filtering. In particular, sufficient conditions, ensuring asymptotic optimality are relaxed, and, at the same time, the mode of convergence is strengthened. Although the need for such results initiated as an attempt to theoretically characterize the performance of the proposed approximate methods for statistical inference, in regard to the proposed channel modeling approach, they turn out to be of fundamental importance in the areas of nonlinear estimation and stochastic control. The experimental validation of the proposed channel model, as well as the related parameter estimation problem, termed as "Markovian Channel Profiling (MCP)", fundamentally important for any practical deployment, are subject of current, ongoing research. Second, adopting the first of the two aforementioned channel modeling approaches, we consider the spatially controlled relay beamforming problem for an AF network with a single source, a single destination, and multiple, controlled at will, relay nodes. (Abstract shortened by ProQuest.).

A Functional Central Limit Theorem for the Becker-Döring Model

NASA Astrophysics Data System (ADS)

Sun, Wen

2018-04-01

We investigate the fluctuations of the stochastic Becker-Döring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a given size. It is shown that the stochastic process associated to fluctuations is converging to the strong solution of an infinite dimensional stochastic differential equation (SDE) in a Hilbert space. We also prove that, at equilibrium, the solution of this SDE is a Gaussian process. The proofs are based on a specific representation of the evolution equations, the introduction of a convenient Hilbert space and several technical estimates to control the fluctuations, especially of the first coordinate which interacts with all components of the infinite dimensional vector representing the state of the process.

Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints

NASA Astrophysics Data System (ADS)

Yan, Wei

2012-01-01

An investment problem is considered with dynamic mean-variance(M-V) portfolio criterion under discontinuous prices which follow jump-diffusion processes according to the actual prices of stocks and the normality and stability of the financial market. The short-selling of stocks is prohibited in this mathematical model. Then, the corresponding stochastic Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and the solution of the stochastic HJB equation based on the theory of stochastic LQ control and viscosity solution is obtained. The efficient frontier and optimal strategies of the original dynamic M-V portfolio selection problem are also provided. And then, the effects on efficient frontier under the value-at-risk constraint are illustrated. Finally, an example illustrating the discontinuous prices based on M-V portfolio selection is presented.

A game-theoretic method for cross-layer stochastic resilient control design in CPS

NASA Astrophysics Data System (ADS)

Shen, Jiajun; Feng, Dongqin

2018-03-01

In this paper, the cross-layer security problem of cyber-physical system (CPS) is investigated from the game-theoretic perspective. Physical dynamics of plant is captured by stochastic differential game with cyber-physical influence being considered. The sufficient and necessary condition for the existence of state-feedback equilibrium strategies is given. The attack-defence cyber interactions are formulated by a Stackelberg game intertwined with stochastic differential game in physical layer. The condition such that the Stackelberg equilibrium being unique and the corresponding analytical solutions are both provided. An algorithm is proposed for obtaining hierarchical security strategy by solving coupled games, which ensures the operational normalcy and cyber security of CPS subject to uncertain disturbance and unexpected cyberattacks. Simulation results are given to show the effectiveness and performance of the proposed algorithm.

The effects of spaceflight on open-loop and closed-loop postural control mechanisms: human neurovestibular studies on SLS-2

NASA Technical Reports Server (NTRS)

Collins, J. J.; De Luca, C. J.; Pavlik, A. E.; Roy, S. H.; Emley, M. S.; Young, L. R. (Principal Investigator)

1995-01-01

Stabilogram-diffusion analysis was used to examine how prolonged periods in microgravity affect the open-loop and closed-loop postural control mechanisms. It was hypothesized that following spaceflight: (1) the effective stochastic activity of the open-loop postural control schemes in astronauts is increased; (2) the effective stochastic activity and uncorrelated behavior, respectively, of the closed-loop postural control mechanisms in astronauts are increased; and (3) astronauts utilized open-loop postural controls schemes for shorter time intervals and smaller displacements. Four crew members and two alternates from the 14-day Spacelab Life Sciences 2 Mission were included in the study. Each subject was tested under eyes-open, quiet-standing conditions on multiple preflight and postflight days. The subjects' center-of-pressure trajectories were measured with a force platform and analyzed according to stabilogram-diffusion analysis. It was found that the effective stochastic activity of the open-loop postural control schemes in three of the four crew members was increased following spaceflight. This result is interpreted as an indication that there may be in-flight adaptations to higher-level descending postural control pathways, e.g., a postflight increase in the tonic activation of postural muscles. This change may also be the consequence of a compensatory (e.g., "stiffening") postural control strategy that is adopted by astronauts to account for general feeling of postflight unsteadiness. The crew members, as a group, did not exhibit any consistent preflight/postflight differences in the steady-state behavior of their closed-loop postural control mechanisms or in the functional interaction of their open-loop and closed-loop postural control mechanisms. These results are interpreted as indications that although there may be in-flight adaptations to the vestibular system and/or proprioceptive system, input from the visual system can compensate for such changes during undisturbed stance.

Adjustment of automatic control systems of production facilities at coal processing plants using multivariant physico- mathematical models

NASA Astrophysics Data System (ADS)

Evtushenko, V. F.; Myshlyaev, L. P.; Makarov, G. V.; Ivushkin, K. A.; Burkova, E. V.

2016-10-01

The structure of multi-variant physical and mathematical models of control system is offered as well as its application for adjustment of automatic control system (ACS) of production facilities on the example of coal processing plant.

Assessment of methane emissions from oil and gas production pads using mobile measurements.

PubMed

Brantley, Halley L; Thoma, Eben D; Squier, William C; Guven, Birnur B; Lyon, David

2014-12-16

A new mobile methane emissions inspection approach, Other Test Method (OTM) 33A, was used to quantify short-term emission rates from 210 oil and gas production pads during eight two-week field studies in Texas, Colorado, and Wyoming from 2010 to 2013. Emission rates were log-normally distributed with geometric means and 95% confidence intervals (CIs) of 0.33 (0.23, 0.48), 0.14 (0.11, 0.19), and 0.59 (0.47, 0.74) g/s in the Barnett, Denver-Julesburg, and Pinedale basins, respectively. This study focused on sites with emission rates above 0.01 g/s and included short-term (i.e., condensate tank flashing) and maintenance-related emissions. The results fell within the upper ranges of the distributions observed in recent onsite direct measurement studies. Considering data across all basins, a multivariate linear regression was used to assess the relationship of methane emissions to well age, gas production, and hydrocarbon liquids (oil or condensate) production. Methane emissions were positively correlated with gas production, but only approximately 10% of the variation in emission rates was explained by variation in production levels. The weak correlation between emission and production rates may indicate that maintenance-related stochastic variables and design of production and control equipment are factors determining emissions.

Estimating the effects of 17α-ethinylestradiol on stochastic population growth rate of fathead minnows: a population synthesis of empirically derived vital rates.

PubMed

Schwindt, Adam R; Winkelman, Dana L

2016-09-01

Urban freshwater streams in arid climates are wastewater effluent dominated ecosystems particularly impacted by bioactive chemicals including steroid estrogens that disrupt vertebrate reproduction. However, more understanding of the population and ecological consequences of exposure to wastewater effluent is needed. We used empirically derived vital rate estimates from a mesocosm study to develop a stochastic stage-structured population model and evaluated the effect of 17α-ethinylestradiol (EE2), the estrogen in human contraceptive pills, on fathead minnow Pimephales promelas stochastic population growth rate. Tested EE2 concentrations ranged from 3.2 to 10.9 ng L(-1) and produced stochastic population growth rates (λ S ) below 1 at the lowest concentration, indicating potential for population decline. Declines in λ S compared to controls were evident in treatments that were lethal to adult males despite statistically insignificant effects on egg production and juvenile recruitment. In fact, results indicated that λ S was most sensitive to the survival of juveniles and female egg production. More broadly, our results document that population model results may differ even when empirically derived estimates of vital rates are similar among experimental treatments, and demonstrate how population models integrate and project the effects of stressors throughout the life cycle. Thus, stochastic population models can more effectively evaluate the ecological consequences of experimentally derived vital rates.

Developing a stochastic conflict resolution model for urban runoff quality management: Application of info-gap and bargaining theories

NASA Astrophysics Data System (ADS)

Ghodsi, Seyed Hamed; Kerachian, Reza; Estalaki, Siamak Malakpour; Nikoo, Mohammad Reza; Zahmatkesh, Zahra

2016-02-01

In this paper, two deterministic and stochastic multilateral, multi-issue, non-cooperative bargaining methodologies are proposed for urban runoff quality management. In the proposed methodologies, a calibrated Storm Water Management Model (SWMM) is used to simulate stormwater runoff quantity and quality for different urban stormwater runoff management scenarios, which have been defined considering several Low Impact Development (LID) techniques. In the deterministic methodology, the best management scenario, representing location and area of LID controls, is identified using the bargaining model. In the stochastic methodology, uncertainties of some key parameters of SWMM are analyzed using the info-gap theory. For each water quality management scenario, robustness and opportuneness criteria are determined based on utility functions of different stakeholders. Then, to find the best solution, the bargaining model is performed considering a combination of robustness and opportuneness criteria for each scenario based on utility function of each stakeholder. The results of applying the proposed methodology in the Velenjak urban watershed located in the northeastern part of Tehran, the capital city of Iran, illustrate its practical utility for conflict resolution in urban water quantity and quality management. It is shown that the solution obtained using the deterministic model cannot outperform the result of the stochastic model considering the robustness and opportuneness criteria. Therefore, it can be concluded that the stochastic model, which incorporates the main uncertainties, could provide more reliable results.

Clk post-transcriptional control denoises circadian transcription both temporally and spatially.

PubMed

Lerner, Immanuel; Bartok, Osnat; Wolfson, Victoria; Menet, Jerome S; Weissbein, Uri; Afik, Shaked; Haimovich, Daniel; Gafni, Chen; Friedman, Nir; Rosbash, Michael; Kadener, Sebastian

2015-05-08

The transcription factor CLOCK (CLK) is essential for the development and maintenance of circadian rhythms in Drosophila. However, little is known about how CLK levels are controlled. Here we show that Clk mRNA is strongly regulated post-transcriptionally through its 3' UTR. Flies expressing Clk transgenes without normal 3' UTR exhibit variable CLK-driven transcription and circadian behaviour as well as ectopic expression of CLK-target genes in the brain. In these flies, the number of the key circadian neurons differs stochastically between individuals and within the two hemispheres of the same brain. Moreover, flies carrying Clk transgenes with deletions in the binding sites for the miRNA bantam have stochastic number of pacemaker neurons, suggesting that this miRNA mediates the deterministic expression of CLK. Overall our results demonstrate a key role of Clk post-transcriptional control in stabilizing circadian transcription, which is essential for proper development and maintenance of circadian rhythms in Drosophila.

Distributed Adaptive Neural Network Output Tracking of Leader-Following High-Order Stochastic Nonlinear Multiagent Systems With Unknown Dead-Zone Input.

PubMed

Hua, Changchun; Zhang, Liuliu; Guan, Xinping

2017-01-01

This paper studies the problem of distributed output tracking consensus control for a class of high-order stochastic nonlinear multiagent systems with unknown nonlinear dead-zone under a directed graph topology. The adaptive neural networks are used to approximate the unknown nonlinear functions and a new inequality is used to deal with the completely unknown dead-zone input. Then, we design the controllers based on backstepping method and the dynamic surface control technique. It is strictly proved that the resulting closed-loop system is stable in probability in the sense of semiglobally uniform ultimate boundedness and the tracking errors between the leader and the followers approach to a small residual set based on Lyapunov stability theory. Finally, two simulation examples are presented to show the effectiveness and the advantages of the proposed techniques.

A novel adaptive switching function on fault tolerable sliding mode control for uncertain stochastic systems.

PubMed

Zahiripour, Seyed Ali; Jalali, Ali Akbar

2014-09-01

A novel switching function based on an optimization strategy for the sliding mode control (SMC) method has been provided for uncertain stochastic systems subject to actuator degradation such that the closed-loop system is globally asymptotically stable with probability one. In the previous researches the focus on sliding surface has been on proportional or proportional-integral function of states. In this research, from a degree of freedom that depends on designer choice is used to meet certain objectives. In the design of the switching function, there is a parameter which the designer can regulate for specified objectives. A sliding-mode controller is synthesized to ensure the reachability of the specified switching surface, despite actuator degradation and uncertainties. Finally, the simulation results demonstrate the effectiveness of the proposed method. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Phase locking of a seven-channel continuous wave fibre laser system by a stochastic parallel gradient algorithm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Volkov, M V; Garanin, S G; Dolgopolov, Yu V

2014-11-30

A seven-channel fibre laser system operated by the master oscillator – multichannel power amplifier scheme is the phase locked using a stochastic parallel gradient algorithm. The phase modulators on lithium niobate crystals are controlled by a multichannel electronic unit with the microcontroller processing signals in real time. The dynamic phase locking of the laser system with the bandwidth of 14 kHz is demonstrated, the time of phasing is 3 – 4 ms. (fibre and integrated-optical structures)

Modeling and simulation of high dimensional stochastic multiscale PDE systems at the exascale

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zabaras, Nicolas J.

2016-11-08

Predictive Modeling of multiscale and Multiphysics systems requires accurate data driven characterization of the input uncertainties, and understanding of how they propagate across scales and alter the final solution. This project develops a rigorous mathematical framework and scalable uncertainty quantification algorithms to efficiently construct realistic low dimensional input models, and surrogate low complexity systems for the analysis, design, and control of physical systems represented by multiscale stochastic PDEs. The work can be applied to many areas including physical and biological processes, from climate modeling to systems biology.

Effect of multiplicative noise on stationary stochastic process

NASA Astrophysics Data System (ADS)

Kargovsky, A. V.; Chikishev, A. Yu.; Chichigina, O. A.

2018-03-01

An open system that can be analyzed using the Langevin equation with multiplicative noise is considered. The stationary state of the system results from a balance of deterministic damping and random pumping simulated as noise with controlled periodicity. The dependence of statistical moments of the variable that characterizes the system on parameters of the problem is studied. A nontrivial decrease in the mean value of the main variable with an increase in noise stochasticity is revealed. Applications of the results in several physical, chemical, biological, and technical problems of natural and humanitarian sciences are discussed.

Output regulation control for switched stochastic delay systems with dissipative property under error-dependent switching

NASA Astrophysics Data System (ADS)

Li, L. L.; Jin, C. L.; Ge, X.

2018-01-01

In this paper, the output regulation problem with dissipative property for a class of switched stochastic delay systems is investigated, based on an error-dependent switching law. Under the assumption that none subsystem is solvable for the problem, a sufficient condition is derived by structuring multiple Lyapunov-Krasovskii functionals with respect to multiple supply rates, via designing error feedback regulators. The condition is also established when dissipative property reduces to passive property. Finally, two numerical examples are given to demonstrate the feasibility and efficiency of the present method.

Analytical approach to cross-layer protocol optimization in wireless sensor networks

NASA Astrophysics Data System (ADS)

Hortos, William S.

2008-04-01

In the distributed operations of route discovery and maintenance, strong interaction occurs across mobile ad hoc network (MANET) protocol layers. Quality of service (QoS) requirements of multimedia service classes must be satisfied by the cross-layer protocol, along with minimization of the distributed power consumption at nodes and along routes to battery-limited energy constraints. In previous work by the author, cross-layer interactions in the MANET protocol are modeled in terms of a set of concatenated design parameters and associated resource levels by multivariate point processes (MVPPs). Determination of the "best" cross-layer design is carried out using the optimal control of martingale representations of the MVPPs. In contrast to the competitive interaction among nodes in a MANET for multimedia services using limited resources, the interaction among the nodes of a wireless sensor network (WSN) is distributed and collaborative, based on the processing of data from a variety of sensors at nodes to satisfy common mission objectives. Sensor data originates at the nodes at the periphery of the WSN, is successively transported to other nodes for aggregation based on information-theoretic measures of correlation and ultimately sent as information to one or more destination (decision) nodes. The "multimedia services" in the MANET model are replaced by multiple types of sensors, e.g., audio, seismic, imaging, thermal, etc., at the nodes; the QoS metrics associated with MANETs become those associated with the quality of fused information flow, i.e., throughput, delay, packet error rate, data correlation, etc. Significantly, the essential analytical approach to MANET cross-layer optimization, now based on the MVPPs for discrete random events occurring in the WSN, can be applied to develop the stochastic characteristics and optimality conditions for cross-layer designs of sensor network protocols. Functional dependencies of WSN performance metrics are described in terms of the concatenated protocol parameters. New source-to-destination routes are sought that optimize cross-layer interdependencies to achieve the "best available" performance in the WSN. The protocol design, modified from a known reactive protocol, adapts the achievable performance to the transient network conditions and resource levels. Control of network behavior is realized through the conditional rates of the MVPPs. Optimal cross-layer protocol parameters are determined by stochastic dynamic programming conditions derived from models of transient packetized sensor data flows. Moreover, the defining conditions for WSN configurations, grouping sensor nodes into clusters and establishing data aggregation at processing nodes within those clusters, lead to computationally tractable solutions to the stochastic differential equations that describe network dynamics. Closed-form solution characteristics provide an alternative to the "directed diffusion" methods for resource-efficient WSN protocols published previously by other researchers. Performance verification of the resulting cross-layer designs is found by embedding the optimality conditions for the protocols in actual WSN scenarios replicated in a wireless network simulation environment. Performance tradeoffs among protocol parameters remain for a sequel to the paper.

Modern control concepts in hydrology. [parameter identification in adaptive stochastic control approach

NASA Technical Reports Server (NTRS)

Duong, N.; Winn, C. B.; Johnson, G. R.

1975-01-01

Two approaches to an identification problem in hydrology are presented, based upon concepts from modern control and estimation theory. The first approach treats the identification of unknown parameters in a hydrologic system subject to noisy inputs as an adaptive linear stochastic control problem; the second approach alters the model equation to account for the random part in the inputs, and then uses a nonlinear estimation scheme to estimate the unknown parameters. Both approaches use state-space concepts. The identification schemes are sequential and adaptive and can handle either time-invariant or time-dependent parameters. They are used to identify parameters in the Prasad model of rainfall-runoff. The results obtained are encouraging and confirm the results from two previous studies; the first using numerical integration of the model equation along with a trial-and-error procedure, and the second using a quasi-linearization technique. The proposed approaches offer a systematic way of analyzing the rainfall-runoff process when the input data are imbedded in noise.

Novel approaches to pin cluster synchronization on complex dynamical networks in Lur'e forms

NASA Astrophysics Data System (ADS)

Tang, Ze; Park, Ju H.; Feng, Jianwen

2018-04-01

This paper investigates the cluster synchronization of complex dynamical networks consisted of identical or nonidentical Lur'e systems. Due to the special topology structure of the complex networks and the existence of stochastic perturbations, a kind of randomly occurring pinning controller is designed which not only synchronizes all Lur'e systems in the same cluster but also decreases the negative influence among different clusters. Firstly, based on an extended integral inequality, the convex combination theorem and S-procedure, the conditions for cluster synchronization of identical Lur'e networks are derived in a convex domain. Secondly, randomly occurring adaptive pinning controllers with two independent Bernoulli stochastic variables are designed and then sufficient conditions are obtained for the cluster synchronization on complex networks consisted of nonidentical Lur'e systems. In addition, suitable control gains for successful cluster synchronization of nonidentical Lur'e networks are acquired by designing some adaptive updating laws. Finally, we present two numerical examples to demonstrate the validity of the control scheme and the theoretical analysis.

A fuzzy reinforcement learning approach to power control in wireless transmitters.

PubMed

Vengerov, David; Bambos, Nicholas; Berenji, Hamid R

2005-08-01

We address the issue of power-controlled shared channel access in wireless networks supporting packetized data traffic. We formulate this problem using the dynamic programming framework and present a new distributed fuzzy reinforcement learning algorithm (ACFRL-2) capable of adequately solving a class of problems to which the power control problem belongs. Our experimental results show that the algorithm converges almost deterministically to a neighborhood of optimal parameter values, as opposed to a very noisy stochastic convergence of earlier algorithms. The main tradeoff facing a transmitter is to balance its current power level with future backlog in the presence of stochastically changing interference. Simulation experiments demonstrate that the ACFRL-2 algorithm achieves significant performance gains over the standard power control approach used in CDMA2000. Such a large improvement is explained by the fact that ACFRL-2 allows transmitters to learn implicit coordination policies, which back off under stressful channel conditions as opposed to engaging in escalating "power wars."

Low-complexity stochastic modeling of wall-bounded shear flows

NASA Astrophysics Data System (ADS)

Zare, Armin

Turbulent flows are ubiquitous in nature and they appear in many engineering applications. Transition to turbulence, in general, increases skin-friction drag in air/water vehicles compromising their fuel-efficiency and reduces the efficiency and longevity of wind turbines. While traditional flow control techniques combine physical intuition with costly experiments, their effectiveness can be significantly enhanced by control design based on low-complexity models and optimization. In this dissertation, we develop a theoretical and computational framework for the low-complexity stochastic modeling of wall-bounded shear flows. Part I of the dissertation is devoted to the development of a modeling framework which incorporates data-driven techniques to refine physics-based models. We consider the problem of completing partially known sample statistics in a way that is consistent with underlying stochastically driven linear dynamics. Neither the statistics nor the dynamics are precisely known. Thus, our objective is to reconcile the two in a parsimonious manner. To this end, we formulate optimization problems to identify the dynamics and directionality of input excitation in order to explain and complete available covariance data. For problem sizes that general-purpose solvers cannot handle, we develop customized optimization algorithms based on alternating direction methods. The solution to the optimization problem provides information about critical directions that have maximal effect in bringing model and statistics in agreement. In Part II, we employ our modeling framework to account for statistical signatures of turbulent channel flow using low-complexity stochastic dynamical models. We demonstrate that white-in-time stochastic forcing is not sufficient to explain turbulent flow statistics and develop models for colored-in-time forcing of the linearized Navier-Stokes equations. We also examine the efficacy of stochastically forced linearized NS equations and their parabolized equivalents in the receptivity analysis of velocity fluctuations to external sources of excitation as well as capturing the effect of the slowly-varying base flow on streamwise streaks and Tollmien-Schlichting waves. In Part III, we develop a model-based approach to design surface actuation of turbulent channel flow in the form of streamwise traveling waves. This approach is capable of identifying the drag reducing trends of traveling waves in a simulation-free manner. We also use the stochastically forced linearized NS equations to examine the Reynolds number independent effects of spanwise wall oscillations on drag reduction in turbulent channel flows. This allows us to extend the predictive capability of our simulation-free approach to high Reynolds numbers.

Asymmetric and Stochastic Behavior in Magnetic Vortices Studied by Soft X-ray Microscopy

NASA Astrophysics Data System (ADS)

Im, Mi-Young

Asymmetry and stochasticity in spin processes are not only long-standing fundamental issues but also highly relevant to technological applications of nanomagnetic structures to memory and storage nanodevices. Those nontrivial phenomena have been studied by direct imaging of spin structures in magnetic vortices utilizing magnetic transmission soft x-ray microscopy (BL6.1.2 at ALS). Magnetic vortices have attracted enormous scientific interests due to their fascinating spin structures consisting of circularity rotating clockwise (c = + 1) or counter-clockwise (c = -1) and polarity pointing either up (p = + 1) or down (p = -1). We observed a symmetry breaking in the formation process of vortex structures in circular permalloy (Ni80Fe20) disks. The generation rates of two different vortex groups with the signature of cp = + 1 and cp =-1 are completely asymmetric. The asymmetric nature was interpreted to be triggered by ``intrinsic'' Dzyaloshinskii-Moriya interaction (DMI) arising from the spin-orbit coupling due to the lack of inversion symmetry near the disk surface and ``extrinsic'' factors such as roughness and defects. We also investigated the stochastic behavior of vortex creation in the arrays of asymmetric disks. The stochasticity was found to be very sensitive to the geometry of disk arrays, particularly interdisk distance. The experimentally observed phenomenon couldn't be explained by thermal fluctuation effect, which has been considered as a main reason for the stochastic behavior in spin processes. We demonstrated for the first time that the ultrafast dynamics at the early stage of vortex creation, which has a character of classical chaos significantly affects the stochastic nature observed at the steady state in asymmetric disks. This work provided the new perspective of dynamics as a critical factor contributing to the stochasticity in spin processes and also the possibility for the control of the intrinsic stochastic nature by optimizing the design of asymmetric disk arrays. This work was supported by the Director, Office of Science, Office of Basic Energy Sciences, of the U.S. Department of Energy under Contract No. DE-AC02-05CH11231, by Leading Foreign Research Institute Recruitment Program through the NRF.

Developing stochastic epidemiological models to quantify the dynamics of infectious diseases in domestic livestock.

PubMed

MacKenzie, K; Bishop, S C

2001-08-01

A stochastic model describing disease transmission dynamics for a microparasitic infection in a structured domestic animal population is developed and applied to hypothetical epidemics on a pig farm. Rational decision making regarding appropriate control strategies for infectious diseases in domestic livestock requires an understanding of the disease dynamics and risk profiles for different groups of animals. This is best achieved by means of stochastic epidemic models. Methodologies are presented for 1) estimating the probability of an epidemic, given the presence of an infected animal, whether this epidemic is major (requires intervention) or minor (dies out without intervention), and how the location of the infected animal on the farm influences the epidemic probabilities; 2) estimating the basic reproductive ratio, R0 (i.e., the expected number of secondary cases on the introduction of a single infected animal) and the variability of the estimate of this parameter; and 3) estimating the total proportion of animals infected during an epidemic and the total proportion infected at any point in time. The model can be used for assessing impact of altering farm structure on disease dynamics, as well as disease control strategies, including altering farm structure, vaccination, culling, and genetic selection.

Switching neuronal state: optimal stimuli revealed using a stochastically-seeded gradient algorithm.

PubMed

Chang, Joshua; Paydarfar, David

2014-12-01

Inducing a switch in neuronal state using energy optimal stimuli is relevant to a variety of problems in neuroscience. Analytical techniques from optimal control theory can identify such stimuli; however, solutions to the optimization problem using indirect variational approaches can be elusive in models that describe neuronal behavior. Here we develop and apply a direct gradient-based optimization algorithm to find stimulus waveforms that elicit a change in neuronal state while minimizing energy usage. We analyze standard models of neuronal behavior, the Hodgkin-Huxley and FitzHugh-Nagumo models, to show that the gradient-based algorithm: (1) enables automated exploration of a wide solution space, using stochastically generated initial waveforms that converge to multiple locally optimal solutions; and (2) finds optimal stimulus waveforms that achieve a physiological outcome condition, without a priori knowledge of the optimal terminal condition of all state variables. Analysis of biological systems using stochastically-seeded gradient methods can reveal salient dynamical mechanisms underlying the optimal control of system behavior. The gradient algorithm may also have practical applications in future work, for example, finding energy optimal waveforms for therapeutic neural stimulation that minimizes power usage and diminishes off-target effects and damage to neighboring tissue.

Research on Coordination of Fresh Produce Supply Chain in Big Market Sales Environment

PubMed Central

Su, Juning; Liu, Chenguang

2014-01-01

In this paper, we propose two decision models for decentralized and centralized fresh produce supply chains with stochastic supply and demand and controllable transportation time. The optimal order quantity and the optimal transportation time in these two supply chain systems are derived. To improve profits in a decentralized supply chain, based on analyzing the risk taken by each participant in the supply chain, we design a set of contracts which can coordinate this type of fresh produce supply chain with stochastic supply and stochastic demand, and controllable transportation time as well. We also obtain a value range of contract parameters that can increase profits of all participants in the decentralized supply chain. The expected profits of the decentralized setting and the centralized setting are compared with respect to given numerical examples. Furthermore, the sensitivity analyses of the deterioration rate factor and the freshness factor are performed. The results of numerical examples show that the transportation time is shorter, the order quantity is smaller, the total profit of whole supply chain is less, and the possibility of cooperation between supplier and retailer is higher for the fresh produce which is more perishable and its quality decays more quickly. PMID:24764770

Research on coordination of fresh produce supply chain in big market sales environment.

PubMed

Su, Juning; Wu, Jiebing; Liu, Chenguang

2014-01-01

In this paper, we propose two decision models for decentralized and centralized fresh produce supply chains with stochastic supply and demand and controllable transportation time. The optimal order quantity and the optimal transportation time in these two supply chain systems are derived. To improve profits in a decentralized supply chain, based on analyzing the risk taken by each participant in the supply chain, we design a set of contracts which can coordinate this type of fresh produce supply chain with stochastic supply and stochastic demand, and controllable transportation time as well. We also obtain a value range of contract parameters that can increase profits of all participants in the decentralized supply chain. The expected profits of the decentralized setting and the centralized setting are compared with respect to given numerical examples. Furthermore, the sensitivity analyses of the deterioration rate factor and the freshness factor are performed. The results of numerical examples show that the transportation time is shorter, the order quantity is smaller, the total profit of whole supply chain is less, and the possibility of cooperation between supplier and retailer is higher for the fresh produce which is more perishable and its quality decays more quickly.

Self-tuning multivariable pole placement control of a multizone crystal growth furnace

NASA Technical Reports Server (NTRS)

Batur, C.; Sharpless, R. B.; Duval, W. M. B.; Rosenthal, B. N.

1992-01-01

This paper presents the design and implementation of a multivariable self-tuning temperature controller for the control of lead bromide crystal growth. The crystal grows inside a multizone transparent furnace. There are eight interacting heating zones shaping the axial temperature distribution inside the furnace. A multi-input, multi-output furnace model is identified on-line by a recursive least squares estimation algorithm. A multivariable pole placement controller based on this model is derived and implemented. Comparison between single-input, single-output and multi-input, multi-output self-tuning controllers demonstrates that the zone-to-zone interactions can be minimized better by a multi-input, multi-output controller design. This directly affects the quality of crystal grown.

Capture of fixation by rotational flow; a deterministic hypothesis regarding scaling and stochasticity in fixational eye movements

PubMed Central

Wilkinson, Nicholas M.; Metta, Giorgio

2014-01-01

Visual scan paths exhibit complex, stochastic dynamics. Even during visual fixation, the eye is in constant motion. Fixational drift and tremor are thought to reflect fluctuations in the persistent neural activity of neural integrators in the oculomotor brainstem, which integrate sequences of transient saccadic velocity signals into a short term memory of eye position. Despite intensive research and much progress, the precise mechanisms by which oculomotor posture is maintained remain elusive. Drift exhibits a stochastic statistical profile which has been modeled using random walk formalisms. Tremor is widely dismissed as noise. Here we focus on the dynamical profile of fixational tremor, and argue that tremor may be a signal which usefully reflects the workings of oculomotor postural control. We identify signatures reminiscent of a certain flavor of transient neurodynamics; toric traveling waves which rotate around a central phase singularity. Spiral waves play an organizational role in dynamical systems at many scales throughout nature, though their potential functional role in brain activity remains a matter of educated speculation. Spiral waves have a repertoire of functionally interesting dynamical properties, including persistence, which suggest that they could in theory contribute to persistent neural activity in the oculomotor postural control system. Whilst speculative, the singularity hypothesis of oculomotor postural control implies testable predictions, and could provide the beginnings of an integrated dynamical framework for eye movements across scales. PMID:24616670

Probabilistic switching circuits in DNA

PubMed Central

Wilhelm, Daniel; Bruck, Jehoshua

2018-01-01

A natural feature of molecular systems is their inherent stochastic behavior. A fundamental challenge related to the programming of molecular information processing systems is to develop a circuit architecture that controls the stochastic states of individual molecular events. Here we present a systematic implementation of probabilistic switching circuits, using DNA strand displacement reactions. Exploiting the intrinsic stochasticity of molecular interactions, we developed a simple, unbiased DNA switch: An input signal strand binds to the switch and releases an output signal strand with probability one-half. Using this unbiased switch as a molecular building block, we designed DNA circuits that convert an input signal to an output signal with any desired probability. Further, this probability can be switched between 2n different values by simply varying the presence or absence of n distinct DNA molecules. We demonstrated several DNA circuits that have multiple layers and feedback, including a circuit that converts an input strand to an output strand with eight different probabilities, controlled by the combination of three DNA molecules. These circuits combine the advantages of digital and analog computation: They allow a small number of distinct input molecules to control a diverse signal range of output molecules, while keeping the inputs robust to noise and the outputs at precise values. Moreover, arbitrarily complex circuit behaviors can be implemented with just a single type of molecular building block. PMID:29339484

Robust Path Planning and Feedback Design Under Stochastic Uncertainty

NASA Technical Reports Server (NTRS)

Blackmore, Lars

2008-01-01

Autonomous vehicles require optimal path planning algorithms to achieve mission goals while avoiding obstacles and being robust to uncertainties. The uncertainties arise from exogenous disturbances, modeling errors, and sensor noise, which can be characterized via stochastic models. Previous work defined a notion of robustness in a stochastic setting by using the concept of chance constraints. This requires that mission constraint violation can occur with a probability less than a prescribed value.In this paper we describe a novel method for optimal chance constrained path planning with feedback design. The approach optimizes both the reference trajectory to be followed and the feedback controller used to reject uncertainty. Our method extends recent results in constrained control synthesis based on convex optimization to solve control problems with nonconvex constraints. This extension is essential for path planning problems, which inherently have nonconvex obstacle avoidance constraints. Unlike previous approaches to chance constrained path planning, the new approach optimizes the feedback gain as wellas the reference trajectory.The key idea is to couple a fast, nonconvex solver that does not take into account uncertainty, with existing robust approaches that apply only to convex feasible regions. By alternating between robust and nonrobust solutions, the new algorithm guarantees convergence to a global optimum. We apply the new method to an unmanned aircraft and show simulation results that demonstrate the efficacy of the approach.

Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less

Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

DOE PAGES

Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai

2018-03-01

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less

Bayesian experimental design for models with intractable likelihoods.

PubMed

Drovandi, Christopher C; Pettitt, Anthony N

2013-12-01

In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.

Investigation of air transportation technology at Princeton University, 1990-1991

NASA Technical Reports Server (NTRS)

Stengel, Robert F.

1991-01-01

The Air Transportation Technology Program at Princeton University is a program that emphasizes graduate and undergraduate student research. The program proceeded along six avenues during the past year: microburst hazards to aircraft, intelligent failure tolerant control, computer-aided heuristics for piloted flight, stochastic robustness of flight control systems, neural networks for flight control, and computer-aided control system design.

A guide to differences between stochastic point-source and stochastic finite-fault simulations

USGS Publications Warehouse

Atkinson, G.M.; Assatourians, K.; Boore, D.M.; Campbell, K.; Motazedian, D.

2009-01-01

Why do stochastic point-source and finite-fault simulation models not agree on the predicted ground motions for moderate earthquakes at large distances? This question was posed by Ken Campbell, who attempted to reproduce the Atkinson and Boore (2006) ground-motion prediction equations for eastern North America using the stochastic point-source program SMSIM (Boore, 2005) in place of the finite-source stochastic program EXSIM (Motazedian and Atkinson, 2005) that was used by Atkinson and Boore (2006) in their model. His comparisons suggested that a higher stress drop is needed in the context of SMSIM to produce an average match, at larger distances, with the model predictions of Atkinson and Boore (2006) based on EXSIM; this is so even for moderate magnitudes, which should be well-represented by a point-source model. Why? The answer to this question is rooted in significant differences between point-source and finite-source stochastic simulation methodologies, specifically as implemented in SMSIM (Boore, 2005) and EXSIM (Motazedian and Atkinson, 2005) to date. Point-source and finite-fault methodologies differ in general in several important ways: (1) the geometry of the source; (2) the definition and application of duration; and (3) the normalization of finite-source subsource summations. Furthermore, the specific implementation of the methods may differ in their details. The purpose of this article is to provide a brief overview of these differences, their origins, and implications. This sets the stage for a more detailed companion article, "Comparing Stochastic Point-Source and Finite-Source Ground-Motion Simulations: SMSIM and EXSIM," in which Boore (2009) provides modifications and improvements in the implementations of both programs that narrow the gap and result in closer agreement. These issues are important because both SMSIM and EXSIM have been widely used in the development of ground-motion prediction equations and in modeling the parameters that control observed ground motions.

Multivariable PID controller design tuning using bat algorithm for activated sludge process

NASA Astrophysics Data System (ADS)

Atikah Nor’Azlan, Nur; Asmiza Selamat, Nur; Mat Yahya, Nafrizuan

2018-04-01

The designing of a multivariable PID control for multi input multi output is being concerned with this project by applying four multivariable PID control tuning which is Davison, Penttinen-Koivo, Maciejowski and Proposed Combined method. The determination of this study is to investigate the performance of selected optimization technique to tune the parameter of MPID controller. The selected optimization technique is Bat Algorithm (BA). All the MPID-BA tuning result will be compared and analyzed. Later, the best MPID-BA will be chosen in order to determine which techniques are better based on the system performances in terms of transient response.

Comparison of Two Stochastic Daily Rainfall Models and their Ability to Preserve Multi-year Rainfall Variability

NASA Astrophysics Data System (ADS)

Kamal Chowdhury, AFM; Lockart, Natalie; Willgoose, Garry; Kuczera, George; Kiem, Anthony; Parana Manage, Nadeeka

2016-04-01

Stochastic simulation of rainfall is often required in the simulation of streamflow and reservoir levels for water security assessment. As reservoir water levels generally vary on monthly to multi-year timescales, it is important that these rainfall series accurately simulate the multi-year variability. However, the underestimation of multi-year variability is a well-known issue in daily rainfall simulation. Focusing on this issue, we developed a hierarchical Markov Chain (MC) model in a traditional two-part MC-Gamma Distribution modelling structure, but with a new parameterization technique. We used two parameters of first-order MC process (transition probabilities of wet-to-wet and dry-to-dry days) to simulate the wet and dry days, and two parameters of Gamma distribution (mean and standard deviation of wet day rainfall) to simulate wet day rainfall depths. We found that use of deterministic Gamma parameter values results in underestimation of multi-year variability of rainfall depths. Therefore, we calculated the Gamma parameters for each month of each year from the observed data. Then, for each month, we fitted a multi-variate normal distribution to the calculated Gamma parameter values. In the model, we stochastically sampled these two Gamma parameters from the multi-variate normal distribution for each month of each year and used them to generate rainfall depth in wet days using the Gamma distribution. In another study, Mehrotra and Sharma (2007) proposed a semi-parametric Markov model. They also used a first-order MC process for rainfall occurrence simulation. But, the MC parameters were modified by using an additional factor to incorporate the multi-year variability. Generally, the additional factor is analytically derived from the rainfall over a pre-specified past periods (e.g. last 30, 180, or 360 days). They used a non-parametric kernel density process to simulate the wet day rainfall depths. In this study, we have compared the performance of our hierarchical MC model with the semi-parametric model in preserving rainfall variability in daily, monthly, and multi-year scales. To calibrate the parameters of both models and assess their ability to preserve observed statistics, we have used ground based data from 15 raingauge stations around Australia, which consist a wide range of climate zones including coastal, monsoonal, and arid climate characteristics. In preliminary results, both models show comparative performances in preserving the multi-year variability of rainfall depth and occurrence. However, the semi-parametric model shows a tendency of overestimating the mean rainfall depth, while our model shows a tendency of overestimating the number of wet days. We will discuss further the relative merits of the both models for hydrology simulation in the presentation.

Switchable genetic oscillator operating in quasi-stable mode

PubMed Central

Strelkowa, Natalja; Barahona, Mauricio

2010-01-01

Ring topologies of repressing genes have qualitatively different long-term dynamics if the number of genes is odd (they oscillate) or even (they exhibit bistability). However, these attractors may not fully explain the observed behaviour in transient and stochastic environments such as the cell. We show here that even repressilators possess quasi-stable, travelling wave periodic solutions that are reachable, long-lived and robust to parameter changes. These solutions underlie the sustained oscillations observed in even rings in the stochastic regime, even if these circuits are expected to behave as switches. The existence of such solutions can also be exploited for control purposes: operation of the system around the quasi-stable orbit allows us to turn on and off the oscillations reliably and on demand. We illustrate these ideas with a simple protocol based on optical interference that can induce oscillations robustly both in the stochastic and deterministic regimes. PMID:20097721

Diffusive flux in a model of stochastically gated oxygen transport in insect respiration

DOE Office of Scientific and Technical Information (OSTI.GOV)

Berezhkovskii, Alexander M.; Shvartsman, Stanislav Y.

Oxygen delivery to insect tissues is controlled by transport through a branched tubular network that is connected to the atmosphere by valve-like gates, known as spiracles. In certain physiological regimes, the spiracles appear to be randomly switching between open and closed states. Quantitative analysis of this regime leads a reaction-diffusion problem with stochastically switching boundary condition. We derive an expression for the diffusive flux at long times in this problem. Our approach starts with the derivation of the passage probability for a single particle that diffuses between a stochastically gated boundary, which models the opening and closing spiracle, and themore » perfectly absorbing boundary, which models oxygen absorption by the tissue. This passage probability is then used to derive an expression giving the diffusive flux as a function of the geometric parameters of the tube and characteristic time scales of diffusion and gate dynamics.« less

Optimal growth trajectories with finite carrying capacity.

PubMed

Caravelli, F; Sindoni, L; Caccioli, F; Ududec, C

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

What Controls ENSO-Amplitude Diversity in Climate Models?

NASA Astrophysics Data System (ADS)

Wengel, C.; Dommenget, D.; Latif, M.; Bayr, T.; Vijayeta, A.

2018-02-01

Climate models depict large diversity in the strength of the El Niño/Southern Oscillation (ENSO) (ENSO amplitude). Here we investigate ENSO-amplitude diversity in the Coupled Model Intercomparison Project Phase 5 (CMIP5) by means of the linear recharge oscillator model, which reduces ENSO dynamics to a two-dimensional problem in terms of eastern equatorial Pacific sea surface temperature anomalies (T) and equatorial Pacific upper ocean heat content anomalies (h). We find that a large contribution to ENSO-amplitude diversity originates from stochastic forcing. Further, significant interactions exist between the stochastic forcing and the growth rates of T and h with competing effects on ENSO amplitude. The joint consideration of stochastic forcing and growth rates explains more than 80% of the ENSO-amplitude variance within CMIP5. Our results can readily explain the lack of correlation between the Bjerknes Stability index, a measure of the growth rate of T, and ENSO amplitude in a multimodel ensemble.

A Stochastic Model of Eye Lens Growth

PubMed Central

Šikić, Hrvoje; Shi, Yanrong; Lubura, Snježana; Bassnett, Steven

2015-01-01

The size and shape of the ocular lens must be controlled with precision if light is to be focused sharply on the retina. The lifelong growth of the lens depends on the production of cells in the anterior epithelium. At the lens equator, epithelial cells differentiate into fiber cells, which are added to the surface of the existing fiber cell mass, increasing its volume and area. We developed a stochastic model relating the rates of cell proliferation and death in various regions of the lens epithelium to deposition of fiber cells and lens growth. Epithelial population dynamics were modeled as a branching process with emigration and immigration between various proliferative zones. Numerical simulations were in agreement with empirical measurements and demonstrated that, operating within the strict confines of lens geometry, a stochastic growth engine can produce the smooth and precise growth necessary for lens function. PMID:25816743

A cholinergic feedback circuit to regulate striatal population uncertainty and optimize reinforcement learning.

PubMed

Franklin, Nicholas T; Frank, Michael J

2015-12-25

Convergent evidence suggests that the basal ganglia support reinforcement learning by adjusting action values according to reward prediction errors. However, adaptive behavior in stochastic environments requires the consideration of uncertainty to dynamically adjust the learning rate. We consider how cholinergic tonically active interneurons (TANs) may endow the striatum with such a mechanism in computational models spanning three Marr's levels of analysis. In the neural model, TANs modulate the excitability of spiny neurons, their population response to reinforcement, and hence the effective learning rate. Long TAN pauses facilitated robustness to spurious outcomes by increasing divergence in synaptic weights between neurons coding for alternative action values, whereas short TAN pauses facilitated stochastic behavior but increased responsiveness to change-points in outcome contingencies. A feedback control system allowed TAN pauses to be dynamically modulated by uncertainty across the spiny neuron population, allowing the system to self-tune and optimize performance across stochastic environments.

Power Spectrum of a Noisy System Close to a Heteroclinic Orbit

NASA Astrophysics Data System (ADS)

Giner-Baldó, Jordi; Thomas, Peter J.; Lindner, Benjamin

2017-07-01

We consider a two-dimensional dynamical system that possesses a heteroclinic orbit connecting four saddle points. This system is not able to show self-sustained oscillations on its own. If endowed with white Gaussian noise it displays stochastic oscillations, the frequency and quality factor of which are controlled by the noise intensity. This stochastic oscillation of a nonlinear system with noise is conveniently characterized by the power spectrum of suitable observables. In this paper we explore different analytical and semianalytical ways to compute such power spectra. Besides a number of explicit expressions for the power spectrum, we find scaling relations for the frequency, spectral width, and quality factor of the stochastic heteroclinic oscillator in the limit of weak noise. In particular, the quality factor shows a slow logarithmic increase with decreasing noise of the form Q˜ [ln (1/D)]^2. Our results are compared to numerical simulations of the respective Langevin equations.

Diffusive flux in a model of stochastically gated oxygen transport in insect respiration.

PubMed

Berezhkovskii, Alexander M; Shvartsman, Stanislav Y

2016-05-28

Oxygen delivery to insect tissues is controlled by transport through a branched tubular network that is connected to the atmosphere by valve-like gates, known as spiracles. In certain physiological regimes, the spiracles appear to be randomly switching between open and closed states. Quantitative analysis of this regime leads a reaction-diffusion problem with stochastically switching boundary condition. We derive an expression for the diffusive flux at long times in this problem. Our approach starts with the derivation of the passage probability for a single particle that diffuses between a stochastically gated boundary, which models the opening and closing spiracle, and the perfectly absorbing boundary, which models oxygen absorption by the tissue. This passage probability is then used to derive an expression giving the diffusive flux as a function of the geometric parameters of the tube and characteristic time scales of diffusion and gate dynamics.

Optimal growth trajectories with finite carrying capacity

NASA Astrophysics Data System (ADS)

Caravelli, F.; Sindoni, L.; Caccioli, F.; Ududec, C.

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

Reducing the stochasticity of crystal nucleation to enable subnanosecond memory writing

NASA Astrophysics Data System (ADS)

Rao, Feng; Ding, Keyuan; Zhou, Yuxing; Zheng, Yonghui; Xia, Mengjiao; Lv, Shilong; Song, Zhitang; Feng, Songlin; Ronneberger, Ider; Mazzarello, Riccardo; Zhang, Wei; Ma, Evan

2017-12-01

Operation speed is a key challenge in phase-change random-access memory (PCRAM) technology, especially for achieving subnanosecond high-speed cache memory. Commercialized PCRAM products are limited by the tens of nanoseconds writing speed, originating from the stochastic crystal nucleation during the crystallization of amorphous germanium antimony telluride (Ge2Sb2Te5). Here, we demonstrate an alloying strategy to speed up the crystallization kinetics. The scandium antimony telluride (Sc0.2Sb2Te3) compound that we designed allows a writing speed of only 700 picoseconds without preprogramming in a large conventional PCRAM device. This ultrafast crystallization stems from the reduced stochasticity of nucleation through geometrically matched and robust scandium telluride (ScTe) chemical bonds that stabilize crystal precursors in the amorphous state. Controlling nucleation through alloy design paves the way for the development of cache-type PCRAM technology to boost the working efficiency of computing systems.

Complex Systems Simulation and Optimization | Computational Science | NREL

Science.gov Websites

account. Stochastic Optimization and Control: Formulation and implementation of advanced optimization and account uncertainty. Contact Wesley Jones Group Manager, Complex Systems Simulation and Optimiziation

Improving the Fitness of High-Dimensional Biomechanical Models via Data-Driven Stochastic Exploration

PubMed Central

Bustamante, Carlos D.; Valero-Cuevas, Francisco J.

2010-01-01

The field of complex biomechanical modeling has begun to rely on Monte Carlo techniques to investigate the effects of parameter variability and measurement uncertainty on model outputs, search for optimal parameter combinations, and define model limitations. However, advanced stochastic methods to perform data-driven explorations, such as Markov chain Monte Carlo (MCMC), become necessary as the number of model parameters increases. Here, we demonstrate the feasibility and, what to our knowledge is, the first use of an MCMC approach to improve the fitness of realistically large biomechanical models. We used a Metropolis–Hastings algorithm to search increasingly complex parameter landscapes (3, 8, 24, and 36 dimensions) to uncover underlying distributions of anatomical parameters of a “truth model” of the human thumb on the basis of simulated kinematic data (thumbnail location, orientation, and linear and angular velocities) polluted by zero-mean, uncorrelated multivariate Gaussian “measurement noise.” Driven by these data, ten Markov chains searched each model parameter space for the subspace that best fit the data (posterior distribution). As expected, the convergence time increased, more local minima were found, and marginal distributions broadened as the parameter space complexity increased. In the 36-D scenario, some chains found local minima but the majority of chains converged to the true posterior distribution (confirmed using a cross-validation dataset), thus demonstrating the feasibility and utility of these methods for realistically large biomechanical problems. PMID:19272906

Statistical Techniques Complement UML When Developing Domain Models of Complex Dynamical Biosystems.

PubMed

Williams, Richard A; Timmis, Jon; Qwarnstrom, Eva E

2016-01-01

Computational modelling and simulation is increasingly being used to complement traditional wet-lab techniques when investigating the mechanistic behaviours of complex biological systems. In order to ensure computational models are fit for purpose, it is essential that the abstracted view of biology captured in the computational model, is clearly and unambiguously defined within a conceptual model of the biological domain (a domain model), that acts to accurately represent the biological system and to document the functional requirements for the resultant computational model. We present a domain model of the IL-1 stimulated NF-κB signalling pathway, which unambiguously defines the spatial, temporal and stochastic requirements for our future computational model. Through the development of this model, we observe that, in isolation, UML is not sufficient for the purpose of creating a domain model, and that a number of descriptive and multivariate statistical techniques provide complementary perspectives, in particular when modelling the heterogeneity of dynamics at the single-cell level. We believe this approach of using UML to define the structure and interactions within a complex system, along with statistics to define the stochastic and dynamic nature of complex systems, is crucial for ensuring that conceptual models of complex dynamical biosystems, which are developed using UML, are fit for purpose, and unambiguously define the functional requirements for the resultant computational model.

Stochastic epigenetic mutations (DNA methylation) increase exponentially in human aging and correlate with X chromosome inactivation skewing in females.

PubMed

Gentilini, Davide; Garagnani, Paolo; Pisoni, Serena; Bacalini, Maria Giulia; Calzari, Luciano; Mari, Daniela; Vitale, Giovanni; Franceschi, Claudio; Di Blasio, Anna Maria

2015-08-01

In this study we applied a new analytical strategy to investigate the relations between stochastic epigenetic mutations (SEMs) and aging. We analysed methylation levels through the Infinium HumanMethylation27 and HumanMethylation450 BeadChips in a population of 178 subjects ranging from 3 to 106 years. For each CpG probe, epimutated subjects were identified as the extreme outliers with methylation level exceeding three times interquartile ranges the first quartile (Q1-(3 x IQR)) or the third quartile (Q3+(3 x IQR)). We demonstrated that the number of SEMs was low in childhood and increased exponentially during aging. Using the HUMARA method, skewing of X chromosome inactivation (XCI) was evaluated in heterozygotes women. Multivariate analysis indicated a significant correlation between log(SEMs) and degree of XCI skewing after adjustment for age (β = 0.41; confidence interval: 0.14, 0.68; p-value = 0.0053). The PATH analysis tested the complete model containing the variables: skewing of XCI, age, log(SEMs) and overall CpG methylation. After adjusting for the number of epimutations we failed to confirm the well reported correlation between skewing of XCI and aging. This evidence might suggest that the known correlation between XCI skewing and aging could not be a direct association but mediated by the number of SEMs.

Statistical Techniques Complement UML When Developing Domain Models of Complex Dynamical Biosystems

PubMed Central

Timmis, Jon; Qwarnstrom, Eva E.

2016-01-01

Computational modelling and simulation is increasingly being used to complement traditional wet-lab techniques when investigating the mechanistic behaviours of complex biological systems. In order to ensure computational models are fit for purpose, it is essential that the abstracted view of biology captured in the computational model, is clearly and unambiguously defined within a conceptual model of the biological domain (a domain model), that acts to accurately represent the biological system and to document the functional requirements for the resultant computational model. We present a domain model of the IL-1 stimulated NF-κB signalling pathway, which unambiguously defines the spatial, temporal and stochastic requirements for our future computational model. Through the development of this model, we observe that, in isolation, UML is not sufficient for the purpose of creating a domain model, and that a number of descriptive and multivariate statistical techniques provide complementary perspectives, in particular when modelling the heterogeneity of dynamics at the single-cell level. We believe this approach of using UML to define the structure and interactions within a complex system, along with statistics to define the stochastic and dynamic nature of complex systems, is crucial for ensuring that conceptual models of complex dynamical biosystems, which are developed using UML, are fit for purpose, and unambiguously define the functional requirements for the resultant computational model. PMID:27571414

Stochastic resonance in attention control

NASA Astrophysics Data System (ADS)

Kitajo, K.; Yamanaka, K.; Ward, L. M.; Yamamoto, Y.

2006-12-01

We investigated the beneficial role of noise in a human higher brain function, namely visual attention control. We asked subjects to detect a weak gray-level target inside a marker box either in the left or the right visual field. Signal detection performance was optimized by presenting a low level of randomly flickering gray-level noise between and outside the two possible target locations. Further, we found that an increase in eye movement (saccade) rate helped to compensate for the usual deterioration in detection performance at higher noise levels. To our knowledge, this is the first experimental evidence that noise can optimize a higher brain function which involves distinct brain regions above the level of primary sensory systems -- switching behavior between multi-stable attention states -- via the mechanism of stochastic resonance.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

Stochastic and superharmonic stochastic resonances of a confined overdamped harmonic oscillator

NASA Astrophysics Data System (ADS)

Zhang, Lu; Lai, Li; Peng, Hao; Tu, Zhe; Zhong, Suchuan

2018-01-01

The dynamics of many soft condensed matter and biological systems is affected by space limitations, which produce some peculiar effects on the systems' stochastic resonance (SR) behavior. In this study, we propose a model where SR can be observed: a confined overdamped harmonic oscillator that is subjected to a sinusoidal driving force and is under the influence of a multiplicative white noise. The output response of the system is a periodic signal with harmonic frequencies that are odd multiples of the driving frequency. We verify the amplitude resonances at the driving frequencies and superharmonic frequencies that are equal to three, five, and seven times the driving frequency, using a numerical method based on the stochastic Taylor expansion. The synergistic effect of the multiplicative white noise, constant boundaries, and periodic driving force that can induce a SR in the output amplitude at the driving and superharmonic frequencies is found. The SR phenomenon found in this paper is sensitive to the driving amplitude and frequency, inherent potential parameter, and boundary width, thus leading to various resonance conditions. Therefore, the mechanism found could be beneficial for the characterization of these confined systems and could constitute an important tool for controlling their basic properties.

Accelerating deep neural network training with inconsistent stochastic gradient descent.

PubMed

Wang, Linnan; Yang, Yi; Min, Renqiang; Chakradhar, Srimat

2017-09-01

Stochastic Gradient Descent (SGD) updates Convolutional Neural Network (CNN) with a noisy gradient computed from a random batch, and each batch evenly updates the network once in an epoch. This model applies the same training effort to each batch, but it overlooks the fact that the gradient variance, induced by Sampling Bias and Intrinsic Image Difference, renders different training dynamics on batches. In this paper, we develop a new training strategy for SGD, referred to as Inconsistent Stochastic Gradient Descent (ISGD) to address this problem. The core concept of ISGD is the inconsistent training, which dynamically adjusts the training effort w.r.t the loss. ISGD models the training as a stochastic process that gradually reduces down the mean of batch's loss, and it utilizes a dynamic upper control limit to identify a large loss batch on the fly. ISGD stays on the identified batch to accelerate the training with additional gradient updates, and it also has a constraint to penalize drastic parameter changes. ISGD is straightforward, computationally efficient and without requiring auxiliary memories. A series of empirical evaluations on real world datasets and networks demonstrate the promising performance of inconsistent training. Copyright © 2017 Elsevier Ltd. All rights reserved.

Tuning stochastic transition rates in a bistable genetic network.

NASA Astrophysics Data System (ADS)

Chickarmane, Vijay; Peterson, Carsten

2009-03-01

We investigate the stochastic dynamics of a simple genetic network, a toggle switch, in which the system makes transitions between the two alternative states. Our interest is in exploring whether such stochastic transitions, which occur due to the intrinsic noise such as transcriptional and degradation events, can be slowed down/speeded up, without changing the mean expression levels of the two genes, which comprise the toggle network. Such tuning is achieved by linking a signaling network to the toggle switch. The signaling network comprises of a protein, which can exist either in an active (phosphorylated) or inactive (dephosphorylated) form, and where its state is determined by one of the genetic network components. The active form of the protein in turn feeds back on the dynamics of the genetic network. We find that the rate of stochastic transitions from one state to the other, is determined essentially by the speed of phosphorylation, and hence the rate can be modulated by varying the phosphatase levels. We hypothesize that such a network architecture can be implemented as a general mechanism for controlling transition rates and discuss applications in population studies of two differentiated cell lineages, ex: the myeloid/erythroid lineage in hematopoiesis.

Disease mapping based on stochastic SIR-SI model for Dengue and Chikungunya in Malaysia

NASA Astrophysics Data System (ADS)

Samat, N. A.; Ma'arof, S. H. Mohd Imam

2014-12-01

This paper describes and demonstrates a method for relative risk estimation which is based on the stochastic SIR-SI vector-borne infectious disease transmission model specifically for Dengue and Chikungunya diseases in Malaysia. Firstly, the common compartmental model for vector-borne infectious disease transmission called the SIR-SI model (susceptible-infective-recovered for human populations; susceptible-infective for vector populations) is presented. This is followed by the explanations on the stochastic SIR-SI model which involve the Bayesian description. This stochastic model then is used in the relative risk formulation in order to obtain the posterior relative risk estimation. Then, this relative estimation model is demonstrated using Dengue and Chikungunya data of Malaysia. The viruses of these diseases are transmitted by the same type of female vector mosquito named Aedes Aegypti and Aedes Albopictus. Finally, the findings of the analysis of relative risk estimation for both Dengue and Chikungunya diseases are presented, compared and displayed in graphs and maps. The distribution from risk maps show the high and low risk area of Dengue and Chikungunya diseases occurrence. This map can be used as a tool for the prevention and control strategies for both diseases.

Disease mapping based on stochastic SIR-SI model for Dengue and Chikungunya in Malaysia

DOE Office of Scientific and Technical Information (OSTI.GOV)

Samat, N. A.; Ma'arof, S. H. Mohd Imam

This paper describes and demonstrates a method for relative risk estimation which is based on the stochastic SIR-SI vector-borne infectious disease transmission model specifically for Dengue and Chikungunya diseases in Malaysia. Firstly, the common compartmental model for vector-borne infectious disease transmission called the SIR-SI model (susceptible-infective-recovered for human populations; susceptible-infective for vector populations) is presented. This is followed by the explanations on the stochastic SIR-SI model which involve the Bayesian description. This stochastic model then is used in the relative risk formulation in order to obtain the posterior relative risk estimation. Then, this relative estimation model is demonstrated using Denguemore » and Chikungunya data of Malaysia. The viruses of these diseases are transmitted by the same type of female vector mosquito named Aedes Aegypti and Aedes Albopictus. Finally, the findings of the analysis of relative risk estimation for both Dengue and Chikungunya diseases are presented, compared and displayed in graphs and maps. The distribution from risk maps show the high and low risk area of Dengue and Chikungunya diseases occurrence. This map can be used as a tool for the prevention and control strategies for both diseases.« less

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

PubMed

Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis

2008-10-01

We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)

Rupture Propagation for Stochastic Fault Models

NASA Astrophysics Data System (ADS)

Favreau, P.; Lavallee, D.; Archuleta, R.

2003-12-01

The inversion of strong motion data of large earhquakes give the spatial distribution of pre-stress on the ruptured faults and it can be partially reproduced by stochastic models, but a fundamental question remains: how rupture propagates, constrained by the presence of spatial heterogeneity? For this purpose we investigate how the underlying random variables, that control the pre-stress spatial variability, condition the propagation of the rupture. Two stochastic models of prestress distributions are considered, respectively based on Cauchy and Gaussian random variables. The parameters of the two stochastic models have values corresponding to the slip distribution of the 1979 Imperial Valley earthquake. We use a finite difference code to simulate the spontaneous propagation of shear rupture on a flat fault in a 3D continuum elastic body. The friction law is the slip dependent friction law. The simulations show that the propagation of the rupture front is more complex, incoherent or snake-like for a prestress distribution based on Cauchy random variables. This may be related to the presence of a higher number of asperities in this case. These simulations suggest that directivity is stronger in the Cauchy scenario, compared to the smoother rupture of the Gauss scenario.

Stochastic stability assessment of a semi-free piston engine generator concept

NASA Astrophysics Data System (ADS)

Kigezi, T. N.; Gonzalez Anaya, J. A.; Dunne, J. F.

2016-09-01

Small engines, as power generators with low-noise and vibration characteristics, are needed in two niche application areas: as electric vehicle range extenders and as domestic micro Combined Heat and Power systems. A recent semi-free piston design known as the AMOCATIC generator fully meets this requirement. The engine potentially allows for high energy conversion efficiencies at resonance derived from having a mass and spring assembly. As with free-piston engines in general, stability and control of piston motion has been cited as the prime challenge limiting the technology's widespread application. Using physical principles, we derive in this paper two important results: an energy balance criterion and a related general stability criterion for a semi-free piston engine. Control is achieved by systematically designing a Proportional Integral (PI) controller using a control-oriented engine model for which a specific stability condition is stated. All results are presented in closed form throughout the paper. Simulation results under stochastic pressure conditions show that the proposed energy balance, stability criterion, and PI controller, operate as predicted to yield stable engine operation at fixed compression ratio.

Formalization, implementation, and modeling of institutional controllers for distributed robotic systems.

PubMed

Pereira, José N; Silva, Porfírio; Lima, Pedro U; Martinoli, Alcherio

2014-01-01

The work described is part of a long term program of introducing institutional robotics, a novel framework for the coordination of robot teams that stems from institutional economics concepts. Under the framework, institutions are cumulative sets of persistent artificial modifications made to the environment or to the internal mechanisms of a subset of agents, thought to be functional for the collective order. In this article we introduce a formal model of institutional controllers based on Petri nets. We define executable Petri nets-an extension of Petri nets that takes into account robot actions and sensing-to design, program, and execute institutional controllers. We use a generalized stochastic Petri net view of the robot team controlled by the institutional controllers to model and analyze the stochastic performance of the resulting distributed robotic system. The ability of our formalism to replicate results obtained using other approaches is assessed through realistic simulations of up to 40 e-puck robots. In particular, we model a robot swarm and its institutional controller with the goal of maintaining wireless connectivity, and successfully compare our model predictions and simulation results with previously reported results, obtained by using finite state automaton models and controllers.

Analyzing the dynamic response of rotating blades in small-scale wind turbines

NASA Astrophysics Data System (ADS)

Hsiung, Wan-Ying; Huang, Yu-Ting; Loh, Chin-Hsiung; Loh, Kenneth J.; Kamisky, Robert J.; Nip, Danny; van Dam, Cornelis

2014-03-01

The objective of this study was to validate modal analysis, system identification and damage detection of small-scale rotating wind turbine blades in the laboratory and in the field. Here, wind turbine blades were instrumented with accelerometers and strain gages, and data acquisition was achieved using a prototype wireless sensing system. In the first portion of this study conducted in the laboratory, sensors were installed onto metallic structural elements that were fabricated to be representative of an actual wind blade. In order to control the excitation (rotation of the wind blade), a motor was used to spin the blades at controlled angular velocities. The wind turbine was installed on a shaking table for testing under rotation of turbine blades. Data measured by the sensors were recorded while the blade was operated at different speeds. On the other hand, the second part of this study utilized a small-scale wind turbine system mounted on the rooftop of a building. The main difference, as compared to the lab tests, was that the field tests relied on actual wind excitations (as opposed to a controlled motor). The raw data from both tests were analyzed using signal processing and system identification techniques for deriving the model response of the blades. The multivariate singular spectrum analysis (MSSA) and covariance-driven stochastic subspace identification method (SSI-COV) were used to identify the dynamic characteristics of the system. Damage of one turbine blade (loose bolts connection) in the lab test was also conducted. The extracted modal properties for both undamaged and damage cases under different ambient or forced excitations (earthquake loading) were compared. These tests confirmed that dynamic characterization of rotating wind turbines was feasible, and the results will guide future monitoring studies planned for larger-scale systems.

Resist image quality control via acid diffusion constant and/or photodecomposable quencher concentration in the fabrication of 11 nm half-pitch line-and-space patterns using extreme-ultraviolet lithography

NASA Astrophysics Data System (ADS)

Kozawa, Takahiro; Santillan, Julius Joseph; Itani, Toshiro

2018-05-01

Extreme-ultraviolet (EUV) lithography will be applied to the high-volume production of semiconductor devices with 16 nm half-pitch resolution and is expected to be extended to that of devices with 11 nm half-pitch resolution. With the reduction in the feature sizes, the control of acid diffusion becomes a significant concern. In this study, the dependence of resist image quality on T PEB D acid and photodecomposable quencher concentration was investigated by the Monte Carlo method on the basis of the sensitization and reaction mechanisms of chemically amplified EUV resists. Here, T PEB and D acid are the postexposure baking (PEB) time and the acid diffusion constant, respectively. The resist image quality of 11 nm line-and-space patterns is discussed in terms of line edge roughness (LER) and stochastic defect generation. For the minimization of LER, it is necessary to design and control not only the photodecomposable quencher concentration but also T PEB D acid. In this case, D acid should be adjusted to be 0.3–1.5 nm2 s‑1 for a PEB time of 60 s with optimization of the balance among LER and stochastic pinching and bridging. Even if it is difficult to decrease D acid to the range of 0.3–1.5 nm2 s‑1, the image quality can still be controlled via only the photodecomposable quencher concentration, although LER and stochastic pinching and bridging are slightly increased. In this case, accurate control of the photodecomposable quencher concentration and the reduction in the initial standard deviation of the number of protected units are required.

Design, evaluation and test of an electronic, multivariable control for the F100 turbofan engine

NASA Technical Reports Server (NTRS)

Skira, C. A.; Dehoff, R. L.; Hall, W. E., Jr.

1980-01-01

A digital, multivariable control design procedure for the F100 turbofan engine is described. The controller is based on locally linear synthesis techniques using linear, quadratic regulator design methods. The control structure uses an explicit model reference form with proportional and integral feedback near a nominal trajectory. Modeling issues, design procedures for the control law and the estimation of poorly measured variables are presented.

Development of a Comprehensive Digital Avionics Curriculum for the Aeronautical Engineer

DTIC Science & Technology

2006-03-01

able to analyze and design aircraft and missile guidance and control systems, including feedback stabilization schemes and stochastic processes, using ...Uncertainty modeling for robust control; Robust closed-loop stability and performance; Robust H- infinity control; Robustness check using mu-analysis...Controlled feedback (reduces noise) 3. Statistical group response (reduce pressure toward conformity) When used as a tool to study a complex problem

Stochastic Adaptive Estimation and Control.

DTIC Science & Technology

1994-10-26

Marcus, "Language Stability and Stabilizability of Discrete Event Dynamical Systems ," SIAM Journal on Control and Optimization, 31, September 1993...in the hierarchical control of flexible manufacturing systems ; in this problem, the model involves a hybrid process in continuous time whose state is...of the average cost control problem for discrete- time Markov processes. Our exposition covers from finite to Borel state and action spaces and

Application of the MNA design method to a nonlinear turbofan engine. [multivariable Nyquist array method

NASA Technical Reports Server (NTRS)

Leininger, G. G.

1981-01-01

Using nonlinear digital simulation as a representative model of the dynamic operation of the QCSEE turbofan engine, a feedback control system is designed by variable frequency design techniques. Transfer functions are generated for each of five power level settings covering the range of operation from approach power to full throttle (62.5% to 100% full power). These transfer functions are then used by an interactive control system design synthesis program to provide a closed loop feedback control using the multivariable Nyquist array and extensions to multivariable Bode diagrams and Nichols charts.

Data-driven Climate Modeling and Prediction

NASA Astrophysics Data System (ADS)

Kondrashov, D. A.; Chekroun, M.

2016-12-01

Global climate models aim to simulate a broad range of spatio-temporal scales of climate variability with state vector having many millions of degrees of freedom. On the other hand, while detailed weather prediction out to a few days requires high numerical resolution, it is fairly clear that a major fraction of large-scale climate variability can be predicted in a much lower-dimensional phase space. Low-dimensional models can simulate and predict this fraction of climate variability, provided they are able to account for linear and nonlinear interactions between the modes representing large scales of climate dynamics, as well as their interactions with a much larger number of modes representing fast and small scales. This presentation will highlight several new applications by Multilayered Stochastic Modeling (MSM) [Kondrashov, Chekroun and Ghil, 2015] framework that has abundantly proven its efficiency in the modeling and real-time forecasting of various climate phenomena. MSM is a data-driven inverse modeling technique that aims to obtain a low-order nonlinear system of prognostic equations driven by stochastic forcing, and estimates both the dynamical operator and the properties of the driving noise from multivariate time series of observations or a high-end model's simulation. MSM leads to a system of stochastic differential equations (SDEs) involving hidden (auxiliary) variables of fast-small scales ranked by layers, which interact with the macroscopic (observed) variables of large-slow scales to model the dynamics of the latter, and thus convey memory effects. New MSM climate applications focus on development of computationally efficient low-order models by using data-adaptive decomposition methods that convey memory effects by time-embedding techniques, such as Multichannel Singular Spectrum Analysis (M-SSA) [Ghil et al. 2002] and recently developed Data-Adaptive Harmonic (DAH) decomposition method [Chekroun and Kondrashov, 2016]. In particular, new results by DAH-MSM modeling and prediction of Arctic Sea Ice, as well as decadal predictions of near-surface Earth temperatures will be presented.

Resources alter the structure and increase stochasticity in bromeliad microfauna communities.

PubMed

Petermann, Jana S; Kratina, Pavel; Marino, Nicholas A C; MacDonald, A Andrew M; Srivastava, Diane S

2015-01-01

Although stochastic and deterministic processes have been found to jointly shape structure of natural communities, the relative importance of both forces may vary across different environmental conditions and across levels of biological organization. We tested the effects of abiotic environmental conditions, altered trophic interactions and dispersal limitation on the structure of aquatic microfauna communities in Costa Rican tank bromeliads. Our approach combined natural gradients in environmental conditions with experimental manipulations of bottom-up interactions (resources), top-down interactions (predators) and dispersal at two spatial scales in the field. We found that resource addition strongly increased the abundance and reduced the richness of microfauna communities. Community composition shifted in a predictable way towards assemblages dominated by flagellates and ciliates but with lower abundance and richness of algae and amoebae. While all functional groups responded strongly and predictably to resource addition, similarity among communities at the species level decreased, suggesting a role of stochasticity in species-level assembly processes. Dispersal limitation did not affect the communities. Since our design excluded potential priority effects we can attribute the differences in community similarity to increased demographic stochasticity of resource-enriched communities related to erratic changes in population sizes of some species. In contrast to resources, predators and environmental conditions had negligible effects on community structure. Our results demonstrate that bromeliad microfauna communities are strongly controlled by bottom-up forces. They further suggest that the relative importance of stochasticity may change with productivity and with the organizational level at which communities are examined.

Resources Alter the Structure and Increase Stochasticity in Bromeliad Microfauna Communities

PubMed Central

Petermann, Jana S.; Kratina, Pavel; Marino, Nicholas A. C.; MacDonald, A. Andrew M.; Srivastava, Diane S.

2015-01-01

Although stochastic and deterministic processes have been found to jointly shape structure of natural communities, the relative importance of both forces may vary across different environmental conditions and across levels of biological organization. We tested the effects of abiotic environmental conditions, altered trophic interactions and dispersal limitation on the structure of aquatic microfauna communities in Costa Rican tank bromeliads. Our approach combined natural gradients in environmental conditions with experimental manipulations of bottom-up interactions (resources), top-down interactions (predators) and dispersal at two spatial scales in the field. We found that resource addition strongly increased the abundance and reduced the richness of microfauna communities. Community composition shifted in a predictable way towards assemblages dominated by flagellates and ciliates but with lower abundance and richness of algae and amoebae. While all functional groups responded strongly and predictably to resource addition, similarity among communities at the species level decreased, suggesting a role of stochasticity in species-level assembly processes. Dispersal limitation did not affect the communities. Since our design excluded potential priority effects we can attribute the differences in community similarity to increased demographic stochasticity of resource-enriched communities related to erratic changes in population sizes of some species. In contrast to resources, predators and environmental conditions had negligible effects on community structure. Our results demonstrate that bromeliad microfauna communities are strongly controlled by bottom-up forces. They further suggest that the relative importance of stochasticity may change with productivity and with the organizational level at which communities are examined. PMID:25775464

Estimating the effects of 17α-ethinylestradiol on stochastic population growth rate of fathead minnows: a population synthesis of empirically derived vital rates

USGS Publications Warehouse

Schwindt, Adam R.; Winkelman, Dana L.

2016-01-01

Urban freshwater streams in arid climates are wastewater effluent dominated ecosystems particularly impacted by bioactive chemicals including steroid estrogens that disrupt vertebrate reproduction. However, more understanding of the population and ecological consequences of exposure to wastewater effluent is needed. We used empirically derived vital rate estimates from a mesocosm study to develop a stochastic stage-structured population model and evaluated the effect of 17α-ethinylestradiol (EE2), the estrogen in human contraceptive pills, on fathead minnow Pimephales promelas stochastic population growth rate. Tested EE2 concentrations ranged from 3.2 to 10.9 ng L−1 and produced stochastic population growth rates (λ S ) below 1 at the lowest concentration, indicating potential for population decline. Declines in λ S compared to controls were evident in treatments that were lethal to adult males despite statistically insignificant effects on egg production and juvenile recruitment. In fact, results indicated that λ S was most sensitive to the survival of juveniles and female egg production. More broadly, our results document that population model results may differ even when empirically derived estimates of vital rates are similar among experimental treatments, and demonstrate how population models integrate and project the effects of stressors throughout the life cycle. Thus, stochastic population models can more effectively evaluate the ecological consequences of experimentally derived vital rates.

Stochastic Geometric Network Models for Groups of Functional and Structural Connectomes

PubMed Central

Friedman, Eric J.; Landsberg, Adam S.; Owen, Julia P.; Li, Yi-Ou; Mukherjee, Pratik

2014-01-01

Structural and functional connectomes are emerging as important instruments in the study of normal brain function and in the development of new biomarkers for a variety of brain disorders. In contrast to single-network studies that presently dominate the (non-connectome) network literature, connectome analyses typically examine groups of empirical networks and then compare these against standard (stochastic) network models. Current practice in connectome studies is to employ stochastic network models derived from social science and engineering contexts as the basis for the comparison. However, these are not necessarily best suited for the analysis of connectomes, which often contain groups of very closely related networks, such as occurs with a set of controls or a set of patients with a specific disorder. This paper studies important extensions of standard stochastic models that make them better adapted for analysis of connectomes, and develops new statistical fitting methodologies that account for inter-subject variations. The extensions explicitly incorporate geometric information about a network based on distances and inter/intra hemispherical asymmetries (to supplement ordinary degree-distribution information), and utilize a stochastic choice of networks' density levels (for fixed threshold networks) to better capture the variance in average connectivity among subjects. The new statistical tools introduced here allow one to compare groups of networks by matching both their average characteristics and the variations among them. A notable finding is that connectomes have high “smallworldness” beyond that arising from geometric and degree considerations alone. PMID:25067815

A stochastic model for the probability of malaria extinction by mass drug administration.

PubMed

Pemberton-Ross, Peter; Chitnis, Nakul; Pothin, Emilie; Smith, Thomas A

2017-09-18

Mass drug administration (MDA) has been proposed as an intervention to achieve local extinction of malaria. Although its effect on the reproduction number is short lived, extinction may subsequently occur in a small population due to stochastic fluctuations. This paper examines how the probability of stochastic extinction depends on population size, MDA coverage and the reproduction number under control, R c . A simple compartmental model is developed which is used to compute the probability of extinction using probability generating functions. The expected time to extinction in small populations after MDA for various scenarios in this model is calculated analytically. The results indicate that mass drug administration (Firstly, R c must be sustained at R c  < 1.2 to avoid the rapid re-establishment of infections in the population. Secondly, the MDA must produce effective cure rates of >95% to have a non-negligible probability of successful elimination. Stochastic fluctuations only significantly affect the probability of extinction in populations of about 1000 individuals or less. The expected time to extinction via stochastic fluctuation is less than 10 years only in populations less than about 150 individuals. Clustering of secondary infections and of MDA distribution both contribute positively to the potential probability of success, indicating that MDA would most effectively be administered at the household level. There are very limited circumstances in which MDA will lead to local malaria elimination with a substantial probability.

Spatial stochastic modelling of the Hes1 gene regulatory network: intrinsic noise can explain heterogeneity in embryonic stem cell differentiation.

PubMed

Sturrock, Marc; Hellander, Andreas; Matzavinos, Anastasios; Chaplain, Mark A J

2013-03-06

Individual mouse embryonic stem cells have been found to exhibit highly variable differentiation responses under the same environmental conditions. The noisy cyclic expression of Hes1 and its downstream genes are known to be responsible for this, but the mechanism underlying this variability in expression is not well understood. In this paper, we show that the observed experimental data and diverse differentiation responses can be explained by a spatial stochastic model of the Hes1 gene regulatory network. We also propose experiments to control the precise differentiation response using drug treatment.