Deterministic continutation of stochastic metastable equilibria via Lyapunov equations and ellipsoids

Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as in engineering to analyze ordinary, partial and delay differential equations. Here we show that the deterministic continuation algorithm for equilibrium points can be extended to track information about metastable equilibrium points of stochastic differential equations (SDEs). We stress that we do not develop a new technical tool but that we combine results and methods from probability theory, dynamical systems, numerical analysis, optimization and control theory into an algorithm that augments classical equilibrium continuation methods. In particular, we use ellipsoids defining regions of high concentration of sample paths. It is shown that these ellipsoids and the distances between them can be efficiently calculated using iterative methods that take advantage of the numerical continuation framework. We apply our method to a bistable neural competition model and a classical predator-prey system. Furthermore, we show how global assumptions on the flow can be incorporated - if they are available - by relating numerical continuation, Kramers' formula and Rayleigh iteration.Comment: 29 pages, 7 figures [Fig.7 reduced in quality due to arXiv size restrictions]; v2 - added Section 9 on Kramers' formula, additional computations, corrected typos, improved explanation

Parareal in time 3D numerical solver for the LWR Benchmark neutron diffusion transient model

We present a parareal in time algorithm for the simulation of neutron diffusion transient model. The method is made efficient by means of a coarse solver defined with large time steps and steady control rods model. Using finite element for the space discretization, our implementation provides a good scalability of the algorithm. Numerical results show the efficiency of the parareal method on large light water reactor transient model corresponding to the Langenbuch-Maurer-Werner (LMW) benchmark [1]

Two-Stage Subspace Constrained Precoding in Massive MIMO Cellular Systems

We propose a subspace constrained precoding scheme that exploits the spatial channel correlation structure in massive MIMO cellular systems to fully unleash the tremendous gain provided by massive antenna array with reduced channel state information (CSI) signaling overhead. The MIMO precoder at each base station (BS) is partitioned into an inner precoder and a Transmit (Tx) subspace control matrix. The inner precoder is adaptive to the local CSI at each BS for spatial multiplexing gain. The Tx subspace control is adaptive to the channel statistics for inter-cell interference mitigation and Quality of Service (QoS) optimization. Specifically, the Tx subspace control is formulated as a QoS optimization problem which involves an SINR chance constraint where the probability of each user's SINR not satisfying a service requirement must not exceed a given outage probability. Such chance constraint cannot be handled by the existing methods due to the two stage precoding structure. To tackle this, we propose a bi-convex approximation approach, which consists of three key ingredients: random matrix theory, chance constrained optimization and semidefinite relaxation. Then we propose an efficient algorithm to find the optimal solution of the resulting bi-convex approximation problem. Simulations show that the proposed design has significant gain over various baselines.Comment: 13 pages, accepted by IEEE Transactions on Wireless Communication