A Survey of the Probability Density Function Control for Stochastic Dynamic Systems

Probability density function (PDF) control strategy investigates the controller design approaches in order to to realise a desirable distributions shape control of the random variables for the stochastic processes. Different from the existing stochastic optimisation and control methods, the most important problem of PDF control is to establish the evolution of the PDF expressions of the system variables. Once the relationship between the control input and the output PDF is formulated, the control objective can be described as obtaining the control input signals which would adjust the system output PDFs to follow the pre-specified target PDFs. This paper summarises the recent research results of the PDF control while the controller design approaches can be categorised into three groups: 1) system model-based direct evolution PDF control; 2) model-based distribution-transformation PDF control methods and 3) databased PDF control. In addition, minimum entropy control, PDF-based filter design, fault diagnosis and probabilistic decoupling design are also introduced briefly as extended applications in theory sense

Using the Sharp Operator for edge detection and nonlinear diffusion

In this paper we investigate the use of the sharp function known from functional analysis in image processing. The sharp function gives a measure of the variations of a function and can be used as an edge detector. We extend the classical notion of the sharp function for measuring anisotropic behaviour and give a fast anisotropic edge detection variant inspired by the sharp function. We show that these edge detection results are useful to steer isotropic and anisotropic nonlinear diffusion filters for image enhancement

A proof of convergence of a finite volume scheme for modified steady Richards’ equation describing transport processes in the pressing section of a paper machine

A number of water flow problems in porous media are modelled by Richards’ equation [1]. There exist a lot of different applications of this model. We are concerned with the simulation of the pressing section of a paper machine. This part of the industrial process provides the dewatering of the paper layer by the use of clothings, i.e. press felts, which absorb the water during pressing [2]. A system of nips are formed in the simplest case by rolls, which increase sheet dryness by pressing against each other (see Figure 1). A lot of theoretical studies were done for Richards’ equation (see [3], [4] and references therein). Most articles consider the case of x-independent coefficients. This simplifies the system considerably since, after Kirchhoff’s transformation of the problem, the elliptic operator becomes linear. In our case this condition is not satisfied and we have to consider nonlinear operator of second order. Moreover, all these articles are concerned with the nonstationary problem, while we are interested in the stationary case. Due to complexity of the physical process our problem has a specific feature. An additional convective term appears in our model because the porous media moves with the constant velocity through the pressing rolls. This term is zero in immobile porous media. We are not aware of papers, which deal with such kind of modified steady Richards’ problem. The goal of this paper is to obtain the stability results, to show the existence of a solution to the discrete problem, to prove the convergence of the approximate solution to the weak solution of the modified steady Richards’ equation, which describes the transport processes in the pressing section. In Section 2 we present the model which we consider. In Section 3 a numerical scheme obtained by the finite volume method is given. The main part of this paper is theoretical studies, which are given in Section 4. Section 5 presents a numerical experiment. The conclusion of this work is given in Section 6

An introductory survey of probability density function control

YesProbability density function (PDF) control strategy investigates the controller design approaches where the random variables for the stochastic processes were adjusted to follow the desirable distributions. In other words, the shape of the system PDF can be regulated by controller design.Different from the existing stochastic optimization and control methods, the most important problem of PDF control is to establish the evolution of the PDF expressions of the system variables. Once the relationship between the control input and the output PDF is formulated, the control objective can be described as obtaining the control input signals which would adjust the system output PDFs to follow the pre-specified target PDFs. Motivated by the development of data-driven control and the state of the art PDF-based applications, this paper summarizes the recent research results of the PDF control while the controller design approaches can be categorized into three groups: (1) system model-based direct evolution PDF control; (2) model-based distribution-transformation PDF control methods and (3) data-based PDF control. In addition, minimum entropy control, PDF-based filter design, fault diagnosis and probabilistic decoupling design are also introduced briefly as extended applications in theory sense.De Montfort University - DMU HEIF’18 project, Natural Science Foundation of Shanxi Province [grant number 201701D221112], National Natural Science Foundation of China [grant numbers 61503271 and 61603136

Optimization of Trading Physics Models of Markets

We describe an end-to-end real-time S&P futures trading system. Inner-shell stochastic nonlinear dynamic models are developed, and Canonical Momenta Indicators (CMI) are derived from a fitted Lagrangian used by outer-shell trading models dependent on these indicators. Recursive and adaptive optimization using Adaptive Simulated Annealing (ASA) is used for fitting parameters shared across these shells of dynamic and trading models

Structure and pressure drop of real and virtual metal wire meshes

An efficient mathematical model to virtually generate woven metal wire meshes is presented. The accuracy of this model is verified by the comparison of virtual structures with three-dimensional images of real meshes, which are produced via computer tomography. Virtual structures are generated for three types of metal wire meshes using only easy to measure parameters. For these geometries the velocity-dependent pressure drop is simulated and compared with measurements performed by the GKD - Gebr. Kufferath AG. The simulation results lie within the tolerances of the measurements. The generation of the structures and the numerical simulations were done at GKD using the Fraunhofer GeoDict software

Processing random signals in neuroscience, electrical engineering and operations research

The topic of this dissertation is the study of noise in electrical engineering, neuroscience, biomedical engineering, and operations research through mathematical models that describe, explain, predict and control dynamic phenomena. Noise is modeled through Brownian Motion and the research problems are mathematically addressed by different versions of a generalized Langevin equation. Our mathematical models utilize stochastic differential equations (SDEs) and stochastic optimal control, both of which were born in the soil of electrical engineering. Central to this dissertation is a brain-physics based model of cerebrospinal fluid (CSF) dynamics, whose structure is fundamentally determined by an electrical circuit analogy. Our general Langevin framework encompasses many of the existing equations used in electrical engineering, neuroscience, biomedical engineering and operations research. The generalized SDE for CSF dynamics extends a fundamental model in the field to discover new clinical insights and tools, provides the basis for a nonlinear controller, and suggests a new way to resolve an ongoing controversy regarding CSF dynamics in neuroscience. The natural generalization of the SDE for CSF dynamics is a SDE with polynomial drift. We develop a new analytical algorithm to solve SDEs with polynomial drift, thereby contributing to the electrical engineering literature on signal processing models, many of which are special cases of SDEs with polynomial drift. We make new contributions to the operations research literature on marketing communication models by unifying different types of dynamically optimal trajectories of spending in the framework of a classic model of market response, in which these different temporal patterns arise as a consequence of different boundary conditions. The methodologies developed in this dissertation provide an analytical foundation for the solution of fundamental problems in gas discharge lamp dynamics in power engineering, degradation dynamics of ultra-thin metal oxides in MOS capacitors, and molecular motors in nanotechnology, thereby establishing a rich agenda for future research