Time-Minimal Control of Dissipative Two-level Quantum Systems: the Generic Case

The objective of this article is to complete preliminary results concerning the time-minimal control of dissipative two-level quantum systems whose dynamics is governed by Lindblad equations. The extremal system is described by a 3D-Hamiltonian depending upon three parameters. We combine geometric techniques with numerical simulations to deduce the optimal solutions.Comment: 24 pages, 16 figures. submitted to IEEE transactions on automatic contro

Initialization of the Shooting Method via the Hamilton-Jacobi-Bellman Approach

The aim of this paper is to investigate from the numerical point of view the possibility of coupling the Hamilton-Jacobi-Bellman (HJB) equation and Pontryagin's Minimum Principle (PMP) to solve some control problems. A rough approximation of the value function computed by the HJB method is used to obtain an initial guess for the PMP method. The advantage of our approach over other initialization techniques (such as continuation or direct methods) is to provide an initial guess close to the global minimum. Numerical tests involving multiple minima, discontinuous control, singular arcs and state constraints are considered. The CPU time for the proposed method is less than four minutes up to dimension four, without code parallelization

On Singular Control Problems with State Constraints and Regime-Switching: A Viscosity Solution Approach

This paper investigates a singular stochastic control problem for a multi-dimensional regime-switching diffusion process confined in an unbounded domain. The objective is to maximize the total expected discounted rewards from exerting the singular control. Such a formulation stems from application areas such as optimal harvesting multiple species and optimal dividends payments schemes in random environments. With the aid of weak dynamic programming principle and an exponential transformation, we characterize the value function to be the unique constrained viscosity solution of a certain system of coupled nonlinear quasi-variational inequalities. Several examples are analyzed in details to demonstrate the main results

Optimal modelling and experimentation for the improved sustainability of microfluidic chemical technology design

Optimization of the dynamics and control of chemical processes holds the promise of improved sustainability for chemical technology by minimizing resource wastage. Anecdotally, chemical plant may be substantially over designed, say by 35-50%, due to designers taking account of uncertainties by providing greater flexibility. Once the plant is commissioned, techniques of nonlinear dynamics analysis can be used by process systems engineers to recoup some of this overdesign by optimization of the plant operation through tighter control. At the design stage, coupling the experimentation with data assimilation into the model, whilst using the partially informed, semi-empirical model to predict from parametric sensitivity studies which experiments to run should optimally improve the model. This approach has been demonstrated for optimal experimentation, but limited to a differential algebraic model of the process. Typically, such models for online monitoring have been limited to low dimensions. Recently it has been demonstrated that inverse methods such as data assimilation can be applied to PDE systems with algebraic constraints, a substantially more complicated parameter estimation using finite element multiphysics modelling. Parametric sensitivity can be used from such semi-empirical models to predict the optimum placement of sensors to be used to collect data that optimally informs the model for a microfluidic sensor system. This coupled optimum modelling and experiment procedure is ambitious in the scale of the modelling problem, as well as in the scale of the application - a microfluidic device. In general, microfluidic devices are sufficiently easy to fabricate, control, and monitor that they form an ideal platform for developing high dimensional spatio-temporal models for simultaneously coupling with experimentation. As chemical microreactors already promise low raw materials wastage through tight control of reagent contacting, improved design techniques should be able to augment optimal control systems to achieve very low resource wastage. In this paper, we discuss how the paradigm for optimal modelling and experimentation should be developed and foreshadow the exploitation of this methodology for the development of chemical microreactors and microfluidic sensors for online monitoring of chemical processes. Improvement in both of these areas bodes to improve the sustainability of chemical processes through innovative technology. (C) 2008 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved