9,287 research outputs found
Scalable Approach to Uncertainty Quantification and Robust Design of Interconnected Dynamical Systems
Development of robust dynamical systems and networks such as autonomous
aircraft systems capable of accomplishing complex missions faces challenges due
to the dynamically evolving uncertainties coming from model uncertainties,
necessity to operate in a hostile cluttered urban environment, and the
distributed and dynamic nature of the communication and computation resources.
Model-based robust design is difficult because of the complexity of the hybrid
dynamic models including continuous vehicle dynamics, the discrete models of
computations and communications, and the size of the problem. We will overview
recent advances in methodology and tools to model, analyze, and design robust
autonomous aerospace systems operating in uncertain environment, with stress on
efficient uncertainty quantification and robust design using the case studies
of the mission including model-based target tracking and search, and trajectory
planning in uncertain urban environment. To show that the methodology is
generally applicable to uncertain dynamical systems, we will also show examples
of application of the new methods to efficient uncertainty quantification of
energy usage in buildings, and stability assessment of interconnected power
networks
Non-equilibrium phase transitions in biomolecular signal transduction
We study a mechanism for reliable switching in biomolecular
signal-transduction cascades. Steady bistable states are created by system-size
cooperative effects in populations of proteins, in spite of the fact that the
phosphorylation-state transitions of any molecule, by means of which the switch
is implemented, are highly stochastic. The emergence of switching is a
nonequilibrium phase transition in an energetically driven, dissipative system
described by a master equation. We use operator and functional integral methods
from reaction-diffusion theory to solve for the phase structure, noise
spectrum, and escape trajectories and first-passage times of a class of minimal
models of switches, showing how all critical properties for switch behavior can
be computed within a unified framework
Diffusion approximation for self-similarity of stochastic advection in Burgers' equation
Self-similarity of Burgers' equation with some stochastic advection is
studied. In self-similar variables a stationary solution is constructed which
establishes the existence of a stochastically self-similar solution for the
stochastic Burgers' equation. The analysis assumes that the stochastic
coefficient of advection is transformed to a white noise in the self-similar
variables. Furthermore, by a diffusion approximation, the long time convergence
to the self-similar solution is proved in the sense of distribution.Comment: 37 pages, Comm. Math. Phys., to appear, 201
Steering the distribution of agents in mean-field and cooperative games
The purpose of this work is to pose and solve the problem to guide a
collection of weakly interacting dynamical systems (agents, particles, etc.) to
a specified terminal distribution. The framework is that of mean-field and of
cooperative games. A terminal cost is used to accomplish the task; we establish
that the map between terminal costs and terminal probability distributions is
onto. Our approach relies on and extends the theory of optimal mass transport
and its generalizations.Comment: 20 pages, 8 figure
Backstepping controller design for a class of stochastic nonlinear systems with Markovian switching
A more general class of stochastic nonlinear systems with irreducible homogenous Markovian switching are considered in this paper. As preliminaries, the stability criteria and the existence theorem of strong solutions are first presented by using the inequality of mathematic expectation of a Lyapunov function. The state-feedback controller is designed by regarding Markovian switching as constant such that the closed-loop system has a unique solution, and the equilibrium is asymptotically stable in probability in the large. The output-feedback controller is designed based on a quadratic-plus-quartic-form Lyapunov function such that the closed-loop system has a unique solution with the equilibrium being asymptotically stable in probability in the large in the unbiased case and has a unique bounded-in-probability solution in the biased case
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