On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis

The popularity of Conditional Value-at-Risk (CVaR), a risk functional from finance, has been growing in the control systems community due to its intuitive interpretation and axiomatic foundation. We consider a non-standard optimal control problem in which the goal is to minimize the CVaR of a maximum random cost subject to a Borel-space Markov decision process. The objective takes the form $\text{CVaR}_{\alpha}(\max_{t=0,1,\dots,N} C_t)$, where $\alpha$ is a risk-aversion parameter representing a fraction of worst cases, $C_t$ is a stage or terminal cost, and $N \in \mathbb{N}$ is the length of a finite discrete-time horizon. The objective represents the maximum departure from a desired operating region averaged over a given fraction $\alpha$ of worst cases. This problem provides a safety criterion for a stochastic system that is informed by both the probability and severity of the potential consequences of the system's trajectory. In contrast, existing safety analysis frameworks apply stage-wise risk constraints (i.e., $\rho(C_t)$ must be small for all $t$, where $\rho$ is a risk functional) or assess the probability of constraint violation without quantifying its possible severity. To the best of our knowledge, the problem of interest has not been solved. To solve the problem, we propose and study a family of stochastic dynamic programs on an augmented state space. We prove that the optimal CVaR of a maximum cost enjoys an equivalent representation in terms of the solutions to this family of dynamic programs under appropriate assumptions. We show the existence of an optimal policy that depends on the dynamics of an augmented state under a measurable selection condition. Moreover, we demonstrate how our safety analysis framework is useful for assessing the severity of combined sewer overflows under precipitation uncertainty.Comment: A shorter version is under review for IEEE Transactions on Automatic Control, submitted December 202

The application of deep eutectic solvent ionic liquids for environmentally-friendly dissolution and recovery of precious metals

publisher: Elsevier articletitle: The application of deep eutectic solvent ionic liquids for environmentally-friendly dissolution and recovery of precious metals journaltitle: Minerals Engineering articlelink: http://dx.doi.org/10.1016/j.mineng.2015.09.026 content_type: article copyright: Copyright © 2015 The Authors. Published by Elsevier Ltd.© 2015 Elsevier Ltd. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/)

Nongaussian fluctuations arising from finite populations: Exact results for the evolutionary Moran process

The appropriate description of fluctuations within the framework of evolutionary game theory is a fundamental unsolved problem in the case of finite populations. The Moran process recently introduced into this context [Nowak et al., Nature (London) 428, 646 (2004)] defines a promising standard model of evolutionary game theory in finite populations for which analytical results are accessible. In this paper, we derive the stationary distribution of the Moran process population dynamics for arbitrary $2\times{}2$ games for the finite size case. We show that a nonvanishing background fitness can be transformed to the vanishing case by rescaling the payoff matrix. In contrast to the common approach to mimic finite-size fluctuations by Gaussian distributed noise, the finite size fluctuations can deviate significantly from a Gaussian distribution.Comment: 4 pages (2 figs). Published in Physical Review E (Rapid Communications

Long-Term Stability of Horseshoe Orbits

Unlike Trojans, horseshoe coorbitals are not generally considered to be long-term stable (Dermott and Murray, 1981; Murray and Dermott, 1999). As the lifetime of Earth's and Venus's horseshoe coorbitals is expected to be about a Gyr, we investigated the possible contribution of late-escaping inner planet coorbitals to the lunar Late Heavy Bombardment. Contrary to analytical estimates, we do not find many horseshoe objects escaping after first 100 Myr. In order to understand this behaviour, we ran a second set of simulations featuring idealized planets on circular orbits with a range of masses. We find that horseshoe coorbitals are generally long lived (and potentially stable) for systems with primary-to-secondary mass ratios larger than about 1200. This is consistent with results of Laughlin and Chambers (2002) for equal-mass pairs or coorbital planets and the instability of Jupiter's horseshoe companions (Stacey and Connors, 2008). Horseshoe orbits at smaller mass ratios are unstable because they must approach within 5 Hill radii of the secondary. In contrast, tadpole orbits are more robust and can remain stable even when approaching within 4 Hill radii of the secondary.Comment: Accepted for MNRA

Random walk through fractal environments

We analyze random walk through fractal environments, embedded in 3-dimensional, permeable space. Particles travel freely and are scattered off into random directions when they hit the fractal. The statistical distribution of the flight increments (i.e. of the displacements between two consecutive hittings) is analytically derived from a common, practical definition of fractal dimension, and it turns out to approximate quite well a power-law in the case where the dimension D of the fractal is less than 2, there is though always a finite rate of unaffected escape. Random walks through fractal sets with D less or equal 2 can thus be considered as defective Levy walks. The distribution of jump increments for D > 2 is decaying exponentially. The diffusive behavior of the random walk is analyzed in the frame of continuous time random walk, which we generalize to include the case of defective distributions of walk-increments. It is shown that the particles undergo anomalous, enhanced diffusion for D_F < 2, the diffusion is dominated by the finite escape rate. Diffusion for D_F > 2 is normal for large times, enhanced though for small and intermediate times. In particular, it follows that fractals generated by a particular class of self-organized criticality (SOC) models give rise to enhanced diffusion. The analytical results are illustrated by Monte-Carlo simulations.Comment: 22 pages, 16 figures; in press at Phys. Rev. E, 200

Recombinant anticoccidial vaccines - a cup half full?

Eimeria species parasites can cause the disease coccidiosis, most notably in chickens. The occurrence of coccidiosis is currently controlled through a combination of good husbandry, chemoprophylaxis and/or live parasite vaccination; however, scalable, cost-effective subunit or recombinant vaccines are required. Many antigens have been proposed for use in novel anticoccidial vaccines, supported by the capacity to reduce disease severity or parasite replication, increase body weight gain in the face of challenge or improve feed conversion under experimental conditions, but none has reached commercial development. Nonetheless, the protection against challenge induced by some antigens has been within the lower range described for the ionophores against susceptible isolates or current live vaccines prior to oocyst recycling. With such levels of efficacy it may be that combinations of anticoccidial antigens already described are sufficient for development as novel multi-valent vaccines, pending identification of optimal delivery systems. Selection of the best antigens to be included in such vaccines can be informed by knowledge defining the natural occurrence of specific antigenic diversity, with relevance to the risk of immediate vaccine breakthrough, and the rate at which parasite genomes can evolve new diversity. For Eimeria, such data are now becoming available for antigens such as apical membrane antigen 1 (AMA1) and immune mapped protein 1 (IMP1) and more are anticipated as high-capacity, high-throughput sequencing technologies become increasingly accessible

Nitrogen Balances in High Rainfall, Temperate Dairy Pastures of South Eastern Australia

Nitrogen (N) fertilizer use on dairy pastures in south eastern Australia has increased exponentially over the past 15 years, causing increasing environmental concerns. Volatilisation, denitrification and leaching of N were measured for one year (1998-1999) in pastures receiving no N fertilizer (grass/clover), or 200 kg N/ha applied as urea (46%N) or ammonium nitrate (34.5%N). Nitrogen balances were calculated for each treatment. Significantly more N was lost through volatilisation and denitrification when N was applied as urea compared to ammonium nitrate. Nitrate leaching losses were significantly greater with the application of N fertilizer, although the maximum loss was only 4.1 kg N/ha due to low rainfall between May and September. Nitrogen balances were -15, +87 and +82 kg N/ha per year for the grass/clover, 200 kg N/ha urea and 200 kg N/ha ammonium nitrate treatments, respectively. Given the large range in N losses and balances, there is opportunity for improving the N efficiency in dairy pastures, through lower stocking rates and more tactical use of grain and N fertilizer

VLBA Imaging of the OH Maser in IIIZw35

We present a parsec-scale image of the OH maser in the nucleus of the active galaxy IIIZw35, made using the Very Long Baseline Array at a wavelength of 18 cm. We detected two distinct components, with a projected separation of 50 pc (for D=110 Mpc) and a separation in Doppler velocity of 70 km/s, which contain 50% of the total maser flux. Velocity gradients within these components could indicate rotation of clouds with binding mass densities of ~7000 solar masses per cubic parsec, or total masses of more than 500,000 solar masses. Emission in the 1665-MHz OH line is roughly coincident in position with that in the 1667-MHz line, although the lines peak at different Doppler velocities. We detected no 18 cm continuum emission; our upper limit implies a peak apparent optical depth greater than 3.4, assuming the maser is an unsaturated amplifier of continuum radiation.Comment: 10 pages, 3 figure

The influence of the atmospheric boundary layer on nocturnal layers of noctuids and other moths migrating over southern Britain

Insects migrating at high altitude over southern Britain have been continuously monitored by automatically-operating, vertical-looking radars over a period of several years. During some occasions in the summer months, the migrants were observed to form well-defined layer concentrations, typically at heights of 200-400 m, in the stable night-time atmosphere. Under these conditions, insects are likely to have control over their vertical movements and are selecting flight heights which are favourable for long-range migration. We therefore investigated the factors influencing the formation of these insect layers by comparing radar measurements of the vertical distribution of insect density with meteorological profiles generated by the UK Met. Office’s Unified Model (UM). Radar-derived measurements of mass and displacement speed, along with data from Rothamsted Insect Survey light traps provided information on the identity of the migrants. We present here three case studies where noctuid and pyralid moths contributed substantially to the observed layers. The major meteorological factors influencing the layer concentrations appeared to be: (a) the altitude of the warmest air, (b) heights corresponding to temperature preferences or thresholds for sustained migration and (c), on nights when air temperatures are relatively high, wind-speed maxima associated with the nocturnal jet. Back-trajectories indicated that layer duration may have been determined by the distance to the coast. Overall, the unique combination of meteorological data from the UM and insect data from entomological radar described here show considerable promise for systematic studies of high-altitude insect layering

SCUBA sub-millimeter observations of gamma-ray bursters IV. GRB 021004, 021211, 030115, 030226, 041006

We discuss our ongoing program of Target of Opportunity (ToO) sub-millimeter observations of gamma-ray bursts (GRBs) using the Sub-millimetre Common-User Bolometer Array (SCUBA) on the James Clerk Maxwell Telescope (JCMT). In this paper, we present the ToO observations of GRBs 021004, 021211, 030115, 030226, and 041006. The observations of GRBs 021004, 021211, 030226, and 041006 all started within ~1 day of the burst, but did not detect any significant sub-millimeter emission from the reverse shock and/or afterglow. These observations put some constraints on the models for the early emission, although the generally poor observing conditions and/or the faintness of these afterglows at other wavelengths limit the inferences that can be drawn from these lack of detections. However, these observations demonstrate that SCUBA can perform rapid observations of GRBs, and provide encouragement for future observations in the Swift era. None of these GRBs had significant sub-millimeter emission from their host galaxies. This adds to the indication that GRBs are not closely linked to the most luminous dusty star-forming galaxies.Comment: 10 pages, 1 color figure (no information lost if printed in black and white