Viscosity Solutions for a System of PDEs and Optimal Switching

In this paper, we study the $m$-states optimal switching problem in finite horizon, when the switching cost functions are arbitrary and can be positive or negative. This has an economic incentive in terms of central evaluation in cases where such organizations or state grants or financial assistance to power plants that promotes green energy in their production activity or what uses less polluting modes in their production. We show existence for optimal strategy via a verification theorem then we show existence and uniqueness of the value processes by using an approximation scheme. In the markovian framework we show that the value processes can be characterized in terms of deterministic continuous functions of the state of the process. Those latter functions are the unique viscosity solutions for a system of $m$ variational partial differential inequalities with inter-connected obstacles.Comment: 26 pages. arXiv admin note: substantial text overlap with arXiv:1102.1256, arXiv:0805.1306, arXiv:0904.0707, arXiv:1202.1108, and arXiv:0707.2663 and arXiv:1104.2689 by other authors. IMA Journal of Mathematical Control and Information (2016

Model Prediction-Based Approach to Fault Tolerant Control with Applications

Abstract— Fault-tolerant control (FTC) is an integral component in industrial processes as it enables the system to continue robust operation under some conditions. In this paper, an FTC scheme is proposed for interconnected systems within an integrated design framework to yield a timely monitoring and detection of fault and reconfiguring the controller according to those faults. The unscented Kalman filter (UKF)-based fault detection and diagnosis system is initially run on the main plant and parameter estimation is being done for the local faults. This critical information\ud is shared through information fusion to the main system where the whole system is being decentralized using the overlapping decomposition technique. Using this parameter estimates of decentralized subsystems, a model predictive control (MPC) adjusts its parameters according to the\ud fault scenarios thereby striving to maintain the stability of the system. Experimental results on interconnected continuous time stirred tank reactors (CSTR) with recycle and quadruple tank system indicate that the proposed method is capable to correctly identify various faults, and then controlling the system under some conditions

Tools for modelling support and construction of optimization applications

We argue the case for an open systems approach towards modelling and application support. We discuss how the 'usability' and 'skills' analysis naturally leads to a viable strategy for integrating application construction with modelling tools and optimizers. The role of the implementation environment is also seen to be critical in that it is retained as a building block within the resulting system

Concentration of the Kirchhoff index for Erdos-Renyi graphs

Given an undirected graph, the resistance distance between two nodes is the resistance one would measure between these two nodes in an electrical network if edges were resistors. Summing these distances over all pairs of nodes yields the so-called Kirchhoff index of the graph, which measures its overall connectivity. In this work, we consider Erdos-Renyi random graphs. Since the graphs are random, their Kirchhoff indices are random variables. We give formulas for the expected value of the Kirchhoff index and show it concentrates around its expectation. We achieve this by studying the trace of the pseudoinverse of the Laplacian of Erdos-Renyi graphs. For synchronization (a class of estimation problems on graphs) our results imply that acquiring pairwise measurements uniformly at random is a good strategy, even if only a vanishing proportion of the measurements can be acquired

Breast Cancer: Modelling and Detection

This paper reviews a number of the mathematical models used in cancer modelling and then chooses a specific cancer, breast carcinoma, to illustrate how the modelling can be used in aiding detection. We then discuss mathematical models that underpin mammographic image analysis, which complements models of tumour growth and facilitates diagnosis and treatment of cancer. Mammographic images are notoriously difficult to interpret, and we give an overview of the primary image enhancement technologies that have been introduced, before focusing on a more detailed description of some of our own recent work on the use of physics-based modelling in mammography. This theoretical approach to image analysis yields a wealth of information that could be incorporated into the mathematical models, and we conclude by describing how current mathematical models might be enhanced by use of this information, and how these models in turn will help to meet some of the major challenges in cancer detection

Mathematical models of avascular cancer

This review will outline a number of illustrative mathematical models describing the growth of avascular tumours. The aim of the review is to provide a relatively comprehensive list of existing models in this area and discuss several representative models in greater detail. In the latter part of the review, some possible future avenues of mathematical modelling of avascular tumour development are outlined together with a list of key questions