Double bracket dissipation in kinetic theory for particles with anisotropic interactions

We derive equations of motion for the dynamics of anisotropic particles directly from the dissipative Vlasov kinetic equations, with the dissipation given by the double bracket approach (Double Bracket Vlasov, or DBV). The moments of the DBV equation lead to a nonlocal form of Darcy's law for the mass density. Next, kinetic equations for particles with anisotropic interaction are considered and also cast into the DBV form. The moment dynamics for these double bracket kinetic equations is expressed as Lie-Darcy continuum equations for densities of mass and orientation. We also show how to obtain a Smoluchowski model from a cold plasma-like moment closure of DBV. Thus, the double bracket kinetic framework serves as a unifying method for deriving different types of dynamics, from density--orientation to Smoluchowski equations. Extensions for more general physical systems are also discussed.Comment: 19 pages; no figures. Submitted to Proc. Roy. Soc.

The Wishart short rate model

We consider a short rate model, driven by a stochastic process on the cone of positive semidefinite matrices. We derive sufficient conditions ensuring that the model replicates normal, inverse or humped yield curves

Control of trapped-ion quantum states with optical pulses

We present new results on the quantum control of systems with infinitely large Hilbert spaces. A control-theoretic analysis of the control of trapped ion quantum states via optical pulses is performed. We demonstrate how resonant bichromatic fields can be applied in two contrasting ways -- one that makes the system completely uncontrollable, and the other that makes the system controllable. In some interesting cases, the Hilbert space of the qubit-harmonic oscillator can be made finite, and the Schr\"{o}dinger equation controllable via bichromatic resonant pulses. Extending this analysis to the quantum states of two ions, a new scheme for producing entangled qubits is discovered.Comment: Submitted to Physical Review Letter

Kinematically redundant robot manipulators

Research on control, design and programming of kinematically redundant robot manipulators (KRRM) is discussed. These are devices in which there are more joint space degrees of freedom than are required to achieve every position and orientation of the end-effector necessary for a given task in a given workspace. The technological developments described here deal with: kinematic programming techniques for automatically generating joint-space trajectories to execute prescribed tasks; control of redundant manipulators to optimize dynamic criteria (e.g., applications of forces and moments at the end-effector that optimally distribute the loading of actuators); and design of KRRMs to optimize functionality in congested work environments or to achieve other goals unattainable with non-redundant manipulators. Kinematic programming techniques are discussed, which show that some pseudo-inverse techniques that have been proposed for redundant manipulator control fail to achieve the goals of avoiding kinematic singularities and also generating closed joint-space paths corresponding to close paths of the end effector in the workspace. The extended Jacobian is proposed as an alternative to pseudo-inverse techniques

Optimal path planning for nonholonomic robotics systems via parametric optimisation

Abstract. Motivated by the path planning problem for robotic systems this paper considers nonholonomic path planning on the Euclidean group of motions SE(n) which describes a rigid bodies path in n-dimensional Euclidean space. The problem is formulated as a constrained optimal kinematic control problem where the cost function to be minimised is a quadratic function of translational and angular velocity inputs. An application of the Maximum Principle of optimal control leads to a set of Hamiltonian vector field that define the necessary conditions for optimality and consequently the optimal velocity history of the trajectory. It is illustrated that the systems are always integrable when n = 2 and in some cases when n = 3. However, if they are not integrable in the most general form of the cost function they can be rendered integrable by considering special cases. This implies that it is possible to reduce the kinematic system to a class of curves defined analytically. If the optimal motions can be expressed analytically in closed form then the path planning problem is reduced to one of parameter optimisation where the parameters are optimised to match prescribed boundary conditions.This reduction procedure is illustrated for a simple wheeled robot with a sliding constraint and a conventional slender underwater vehicle whose velocity in the lateral directions are constrained due to viscous damping

Random Hamiltonian in thermal equilibrium

A framework for the investigation of disordered quantum systems in thermal equilibrium is proposed. The approach is based on a dynamical model--which consists of a combination of a double-bracket gradient flow and a uniform Brownian fluctuation--that `equilibrates' the Hamiltonian into a canonical distribution. The resulting equilibrium state is used to calculate quenched and annealed averages of quantum observables.Comment: 8 pages, 4 figures. To appear in DICE 2008 conference proceeding

Algebraic geometric methods for the stabilizability and reliability of multivariable and of multimode systems

The extent to which feedback can alter the dynamic characteristics (e.g., instability, oscillations) of a control system, possibly operating in one or more modes (e.g., failure versus nonfailure of one or more components) is examined

The Securitization of Longevity Risk and its Implications for Retirement Security

The economic significance of longevity risk for governments, corporations, and individuals has begun to be recognized and quantified. The traditional insurance route for managing this risk has serious limitations due to capacity constraints that are becoming more and more binding. If the 2010 U.S. population lived three years longer than expected then the government would have to set aside 50% of the U.S. 2010 GDP or approximately $7.37 trillion to fully fund that increased social security liability. This is just one way of gauging the size of the risk. Due to the much larger capacity of capital markets more attention is being devoted to transforming longevity risk from its pure risk form to a speculative risk form so that it can be traded in the capital markets. This transformation has implications for governments, corporations and individuals that will be explored here. The analysis will view the management of longevity risk by considering how defined contribution plans can be managed to increase the sustainable length of retirement and by considering how defined benefit plans can be managed to reduce pension risk using longevity risk hedging schemes