On the control of a linear functional- differential equation with quadratic cost

Linear functional differential equations control with quadratic cos

Monolithically integrated active optical devices

Considerations relevant to the monolithic integration of optical detectors, lasers, and modulators with high speed amplifiers are discussed. Some design considerations for representative subsystems in the GaAs-AlGaAs and GaInAs-InP materials systems are described. Results of a detailed numerical design of an electro-optical birefringent filter for monolithic integration with a laser diode is described, and early experimental results on monolithic integration of broadband MESFET amplifiers with photoconductive detectors are reported

CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS 1

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/75553/1/j.1467-9965.1994.tb00059.x.pd

The filtering equations revisited

The problem of nonlinear filtering has engendered a surprising number of mathematical techniques for its treatment. A notable example is the change-of--probability-measure method originally introduced by Kallianpur and Striebel to derive the filtering equations and the Bayes-like formula that bears their names. More recent work, however, has generally preferred other methods. In this paper, we reconsider the change-of-measure approach to the derivation of the filtering equations and show that many of the technical conditions present in previous work can be relaxed. The filtering equations are established for general Markov signal processes that can be described by a martingale-problem formulation. Two specific applications are treated

Theodicy and End-of-Life Care

Acknowledgments The section on Islamic perspective is contributed by information provided by Imranali Panjwani, Tutor in Theology & Religious Studies, King's College London.Peer reviewedPublisher PD

A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations

We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the authors for a single FPK equation of this type. We analyse the convergence of the scheme and we study its applicability in two examples. The first one concerns a population model involving two interacting species and the second one concerns two populations Mean Field Games

Optimal waveform estimation for classical and quantum systems via time-symmetric smoothing

Classical and quantum theories of time-symmetric smoothing, which can be used to optimally estimate waveforms in classical and quantum systems, are derived using a discrete-time approach, and the similarities between the two theories are emphasized. Application of the quantum theory to homodyne phase-locked loop design for phase estimation with narrowband squeezed optical beams is studied. The relation between the proposed theory and Aharonov et al.'s weak value theory is also explored.Comment: 13 pages, 5 figures, v2: changed the title to a more descriptive one, corrected a minor mistake in Sec. IV, accepted by Physical Review

Ion energy distributions in inductively coupled plasmas having a biased boundary electrode

In many plasma materials processing applications requiring energetic ion bombardment such as plasma etching, control of the time-averaged ion energy distributions (IEDs) to surfaces is becoming increasingly important to discriminate between surface processes having different threshold energies. Inductively coupled plasmas (ICPs) are attractive in this regard since the plasma potential is low and so the energy of ion fluxes can be more finely tuned with externally applied biases. In these situations, pulsed plasmas provide another level of control as the IEDs from different times during the pulse power period can be combined to create the desired time-averaged IED. A recent development in controlling of IEDs in ICPs is the use of a boundary electrode (BE) in which a continuous or pulsed dc bias is applied to shift the plasma potential and modify the IEDs to surfaces without significant changes in the bulk plasma properties. Combinations of pulsing the ICP power and the BE bias provide additional flexibility to craft IEDs. In this paper we discuss results from a computational investigation of IEDs to a grounded substrate in low-pressure (a few to 50 mTorr) ICPs sustained in argon. Results are compared with experimental measurements of plasma properties and IEDs. We demonstrate the ability to customize IEDs consisting of three energy peaks corresponding to the plasma potential during the plasma active glow, plasma afterglow and the plasma potential with the applied boundary voltage.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/98615/1/0963-0252_21_6_065009.pd

Bayesian optimization for materials design

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during materials design and discovery to find good material designs in as few experiments as possible. We focus on the case when materials designs are parameterized by a low-dimensional vector. Bayesian optimization is built on a statistical technique called Gaussian process regression, which allows predicting the performance of a new design based on previously tested designs. After providing a detailed introduction to Gaussian process regression, we introduce two Bayesian optimization methods: expected improvement, for design problems with noise-free evaluations; and the knowledge-gradient method, which generalizes expected improvement and may be used in design problems with noisy evaluations. Both methods are derived using a value-of-information analysis, and enjoy one-step Bayes-optimality

Climate‐related variations in mixing dynamics in an Alaskan arctic lake

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/109805/1/lno2009546part22401.pd