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

Lecture notes: Semidefinite programs and harmonic analysis

Lecture notes for the tutorial at the workshop HPOPT 2008 - 10th International Workshop on High Performance Optimization Techniques (Algebraic Structure in Semidefinite Programming), June 11th to 13th, 2008, Tilburg University, The Netherlands.Comment: 31 page

Stein's Method, Jack Measure, and the Metropolis Algorithm

The one parameter family of Jack(alpha) measures on partitions is an important discrete analog of Dyson's beta ensembles of random matrix theory. Except for special values of alpha=1/2,1,2 which have group theoretic interpretations, the Jack(alpha) measure has been difficult if not intractable to analyze. This paper proves a central limit theorem (with an error term) for Jack(alpha) measure which works for arbitrary values of alpha. For alpha=1 we recover a known central limit theorem on the distribution of character ratios of random representations of the symmetric group on transpositions. The case alpha=2 gives a new central limit theorem for random spherical functions of a Gelfand pair. The proof uses Stein's method and has interesting ingredients: an intruiging construction of an exchangeable pair, properties of Jack polynomials, and work of Hanlon relating Jack polynomials to the Metropolis algorithm.Comment: very minor revisions; fix a few misprints and update bibliograph

The Hidden Convexity of Spectral Clustering

In recent years, spectral clustering has become a standard method for data analysis used in a broad range of applications. In this paper we propose a new class of algorithms for multiway spectral clustering based on optimization of a certain "contrast function" over the unit sphere. These algorithms, partly inspired by certain Independent Component Analysis techniques, are simple, easy to implement and efficient. Geometrically, the proposed algorithms can be interpreted as hidden basis recovery by means of function optimization. We give a complete characterization of the contrast functions admissible for provable basis recovery. We show how these conditions can be interpreted as a "hidden convexity" of our optimization problem on the sphere; interestingly, we use efficient convex maximization rather than the more common convex minimization. We also show encouraging experimental results on real and simulated data.Comment: 22 page

Quantum Gravity from Causal Dynamical Triangulations: A Review

This topical review gives a comprehensive overview and assessment of recent results in Causal Dynamical Triangulations (CDT), a modern formulation of lattice gravity, whose aim is to obtain a theory of quantum gravity nonperturbatively from a scaling limit of the lattice-regularized theory. In this manifestly diffeomorphism-invariant approach one has direct, computational access to a Planckian spacetime regime, which is explored with the help of invariant quantum observables. During the last few years, there have been numerous new and important developments and insights concerning the theory's phase structure, the roles of time, causality, diffeomorphisms and global topology, the application of renormalization group methods and new observables. We will focus on these new results, primarily in four spacetime dimensions, and discuss some of their geometric and physical implications.Comment: 64 pages, 28 figure

"Zero" temperature stochastic 3D Ising model and dimer covering fluctuations: a first step towards interface mean curvature motion

We consider the Glauber dynamics for the Ising model with "+" boundary conditions, at zero temperature or at temperature which goes to zero with the system size (hence the quotation marks in the title). In dimension d=3 we prove that an initial domain of linear size L of "-" spins disappears within a time \tau_+ which is at most L^2(\log L)^c and at least L^2/(c\log L), for some c>0. The proof of the upper bound proceeds via comparison with an auxiliary dynamics which mimics the motion by mean curvature that is expected to describe, on large time-scales, the evolution of the interface between "+" and "-" domains. The analysis of the auxiliary dynamics requires recent results on the fluctuations of the height function associated to dimer coverings of the infinite honeycomb lattice. Our result, apart from the spurious logarithmic factor, is the first rigorous confirmation of the expected behavior \tau_+\simeq const\times L^2, conjectured on heuristic grounds. In dimension d=2, \tau_+ can be shown to be of order L^2 without logarithmic corrections: the upper bound was proven in [Fontes, Schonmann, Sidoravicius, 2002] and here we provide the lower bound. For d=2, we also prove that the spectral gap of the generator behaves like c/L for L large, as conjectured in [Bodineau-Martinelli, 2002].Comment: 44 pages, 7 figures. v2: Theorem 1 improved to include a matching lower bound on tau_

Harmonic analysis of finite lamplighter random walks

Recently, several papers have been devoted to the analysis of lamplighter random walks, in particular when the underlying graph is the infinite path $\mathbb{Z}$. In the present paper, we develop a spectral analysis for lamplighter random walks on finite graphs. In the general case, we use the $C_2$-symmetry to reduce the spectral computations to a series of eigenvalue problems on the underlying graph. In the case the graph has a transitive isometry group $G$, we also describe the spectral analysis in terms of the representation theory of the wreath product $C_2\wr G$. We apply our theory to the lamplighter random walks on the complete graph and on the discrete circle. These examples were already studied by Haggstrom and Jonasson by probabilistic methods.Comment: 29 page

The Type-problem on the Average for random walks on graphs

When averages over all starting points are considered, the Type Problem for the recurrence or transience of a simple random walk on an inhomogeneous network in general differs from the usual "local" Type Problem. This difference leads to a new classification of inhomogeneous discrete structures in terms of {\it recurrence} and {\it transience} {\it on the average}, describing their large scale topology from a "statistical" point of view. In this paper we analyze this classification and the properties connected to it, showing how the average behavior affects the thermodynamic properties of statistical models on graphs.Comment: 10 pages, 3 figures. to appear on EPJ