Finitary and Infinitary Mathematics, the Possibility of Possibilities and the Definition of Probabilities

Some relations between physics and finitary and infinitary mathematics are explored in the context of a many-minds interpretation of quantum theory. The analogy between mathematical ``existence'' and physical ``existence'' is considered from the point of view of philosophical idealism. Some of the ways in which infinitary mathematics arises in modern mathematical physics are discussed. Empirical science has led to the mathematics of quantum theory. This in turn can be taken to suggest a picture of reality involving possible minds and the physical laws which determine their probabilities. In this picture, finitary and infinitary mathematics play separate roles. It is argued that mind, language, and finitary mathematics have similar prerequisites, in that each depends on the possibility of possibilities. The infinite, on the other hand, can be described but never experienced, and yet it seems that sets of possibilities and the physical laws which define their probabilities can be described most simply in terms of infinitary mathematics.Comment: 21 pages, plain TeX, related papers from http://www.poco.phy.cam.ac.uk/~mjd101

Stochastic Stability Analysis of Discrete Time System Using Lyapunov Measure

In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker set-theoretic notion of almost everywhere stochastic stability is introduced and verified, using Lyapunov measure-based stochastic stability theorems. Furthermore, connection between Lyapunov functions, a popular tool for stochastic stability verification, and Lyapunov measures is established. Using the duality property between the linear transfer Perron-Frobenius and Koopman operators, we show the Lyapunov measure and Lyapunov function used for the verification of stochastic stability are dual to each other. Set-oriented numerical methods are proposed for the finite dimensional approximation of the Perron-Frobenius operator; hence, Lyapunov measure is proposed. Stability results in finite dimensional approximation space are also presented. Finite dimensional approximation is shown to introduce further weaker notion of stability referred to as coarse stochastic stability. The results in this paper extend our earlier work on the use of Lyapunov measures for almost everywhere stability verification of deterministic dynamical systems ("Lyapunov Measure for Almost Everywhere Stability", {\it IEEE Trans. on Automatic Control}, Vol. 53, No. 1, Feb. 2008).Comment: Proceedings of American Control Conference, Chicago IL, 201

Convex computation of the region of attraction of polynomial control systems

We address the long-standing problem of computing the region of attraction (ROA) of a target set (e.g., a neighborhood of an equilibrium point) of a controlled nonlinear system with polynomial dynamics and semialgebraic state and input constraints. We show that the ROA can be computed by solving an infinite-dimensional convex linear programming (LP) problem over the space of measures. In turn, this problem can be solved approximately via a classical converging hierarchy of convex finite-dimensional linear matrix inequalities (LMIs). Our approach is genuinely primal in the sense that convexity of the problem of computing the ROA is an outcome of optimizing directly over system trajectories. The dual infinite-dimensional LP on nonnegative continuous functions (approximated by polynomial sum-of-squares) allows us to generate a hierarchy of semialgebraic outer approximations of the ROA at the price of solving a sequence of LMI problems with asymptotically vanishing conservatism. This sharply contrasts with the existing literature which follows an exclusively dual Lyapunov approach yielding either nonconvex bilinear matrix inequalities or conservative LMI conditions. The approach is simple and readily applicable as the outer approximations are the outcome of a single semidefinite program with no additional data required besides the problem description

The Dynamics of Group Codes: Dual Abelian Group Codes and Systems

Fundamental results concerning the dynamics of abelian group codes (behaviors) and their duals are developed. Duals of sequence spaces over locally compact abelian groups may be defined via Pontryagin duality; dual group codes are orthogonal subgroups of dual sequence spaces. The dual of a complete code or system is finite, and the dual of a Laurent code or system is (anti-)Laurent. If C and C^\perp are dual codes, then the state spaces of C act as the character groups of the state spaces of C^\perp. The controllability properties of C are the observability properties of C^\perp. In particular, C is (strongly) controllable if and only if C^\perp is (strongly) observable, and the controller memory of C is the observer memory of C^\perp. The controller granules of C act as the character groups of the observer granules of C^\perp. Examples of minimal observer-form encoder and syndrome-former constructions are given. Finally, every observer granule of C is an "end-around" controller granule of C.Comment: 30 pages, 11 figures. To appear in IEEE Trans. Inform. Theory, 200

From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming

We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite convex programs in which the performance of the approximation is quantified explicitly. To this end, we adopt the recent developments in two areas of randomized optimization and first order methods, leading to a priori as well as a posterior performance guarantees. We illustrate the generality and implications of our theoretical results in the special case of the long-run average cost and discounted cost optimal control problems for Markov decision processes on Borel spaces. The applicability of the theoretical results is demonstrated through a constrained linear quadratic optimal control problem and a fisheries management problem.Comment: 30 pages, 5 figure