Scalable tube model predictive control of uncertain linear systems using ellipsoidal sets

This work proposes a novel robust model predictive control (MPC) algorithm for linear systems affected by dynamic model uncertainty and exogenous disturbances. The uncertainty is modeled using a linear fractional perturbation structure with a time-varying perturbation matrix, enabling the algorithm to be applied to a large model class. The MPC controller constructs a state tube as a sequence of parameterized ellipsoidal sets to bound the state trajectories of the system. The proposed approach results in a semidefinite program to be solved online, whose size scales linearly with the order of the system. The design of the state tube is formulated as an offline optimization problem, which offers flexibility to impose desirable features such as robust invariance on the terminal set. This contrasts with most existing tube MPC strategies using polytopic sets in the state tube, which are difficult to design and whose complexity grows combinatorially with the system order. The algorithm guarantees constraint satisfaction, recursive feasibility, and stability of the closed loop. The advantages of the algorithm are demonstrated using two simulation studies.Comment: Submitted to International Journal of Robust and Nonlinear Contro

Computationally efficient robust MPC using optimized constraint tightening

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the resulting constraint tightening is minimized. This is achieved by formulating the constraint tightening problem as a convex optimization problem with the feedback term as a variable. The resulting MPC controller has the computational complexity of nominal MPC, and guarantees recursive feasibility, stability and constraint satisfaction. The advantages of the proposed approach compared to existing robust MPC methods are demonstrated using numerical examples.Comment: Submitted to the 61st IEEE Conference on Decision and Control 202

Radiation from the LTB black hole

Does a dynamical black hole embedded in a cosmological FRW background emit Hawking radiation where a globally defined event horizon does not exist? What are the differences to the Schwarzschild black hole? What about the first law of black hole mechanics? We face these questions using the LTB cosmological black hole model recently published. Using the Hamilton-Jacobi and radial null geodesic-methods suitable for dynamical cases, we show that it is the apparent horizon which contributes to the Hawking radiation and not the event horizon. The Hawking temperature is calculated using the two different methods giving the same result. The first law of LTB black hole dynamics and the thermal character of the radiation is also dealt with.Comment: 9 pages, revised version, Europhysics Letter 2012 97 2900

Do we know the mass of a black hole? Mass of some cosmological black hole models

Using a cosmological black hole model proposed recently, we have calculated the quasi-local mass of a collapsing structure within a cosmological setting due to different definitions put forward in the last decades to see how similar or different they are. It has been shown that the mass within the horizon follows the familiar Brown-York behavior. It increases, however, outside the horizon again after a short decrease, in contrast to the Schwarzschild case. Further away, near the void, outside the collapsed region, and where the density reaches the background minimum, all the mass definitions roughly coincide. They differ, however, substantially far from it. Generically, we are faced with three different Brown-York mass maxima: near the horizon, around the void between the overdensity region and the background, and another at cosmological distances corresponding to the cosmological horizon. While the latter two maxima are always present, the horizon mass maxima is absent before the onset of the central singularity.Comment: 11 pages, 8 figures, revised version, accepted in General Relativity and Gravitatio

Mode-coupling theory for multiple-time correlation functions of tagged particle densities and dynamical filters designed for glassy systems

The theoretical framework for higher-order correlation functions involving multiple times and multiple points in a classical, many-body system developed by Van Zon and Schofield [Phys. Rev. E 65, 011106 (2002)] is extended here to include tagged particle densities. Such densities have found an intriguing application as proposed measures of dynamical heterogeneities in structural glasses. The theoretical formalism is based upon projection operator techniques which are used to isolate the slow time evolution of dynamical variables by expanding the slowly-evolving component of arbitrary variables in an infinite basis composed of the products of slow variables of the system. The resulting formally exact mode-coupling expressions for multiple-point and multiple-time correlation functions are made tractable by applying the so-called N-ordering method. This theory is used to derive for moderate densities the leading mode coupling expressions for indicators of relaxation type and domain relaxation, which use dynamical filters that lead to multiple-time correlations of a tagged particle density. The mode coupling expressions for higher order correlation functions are also succesfully tested against simulations of a hard sphere fluid at relatively low density.Comment: 15 pages, 2 figure

Multiple-Point and Multiple-Time Correlations Functions in a Hard-Sphere Fluid

A recent mode coupling theory of higher-order correlation functions is tested on a simple hard-sphere fluid system at intermediate densities. Multi-point and multi-time correlation functions of the densities of conserved variables are calculated in the hydrodynamic limit and compared to results obtained from event-based molecular dynamics simulations. It is demonstrated that the mode coupling theory results are in excellent agreement with the simulation results provided that dissipative couplings are included in the vertices appearing in the theory. In contrast, simplified mode coupling theories in which the densities obey Gaussian statistics neglect important contributions to both the multi-point and multi-time correlation functions on all time scales.Comment: Second one in a sequence of two (in the first, the formalism was developed). 12 pages REVTeX. 5 figures (eps). Submitted to Phys.Rev.

Generalized Boltzmann Equation for Lattice Gas Automata

In this paper, for the first time a theory is formulated that predicts velocity and spatial correlations between occupation numbers that occur in lattice gas automata violating semi-detailed balance. Starting from a coupled BBGKY hierarchy for the $n$-particle distribution functions, cluster expansion techniques are used to derive approximate kinetic equations. In zeroth approximation the standard nonlinear Boltzmann equation is obtained; the next approximation yields the ring kinetic equation, similar to that for hard sphere systems, describing the time evolution of pair correlations. As a quantitative test we calculate equal time correlation functions in equilibrium for two models that violate semi-detailed balance. One is a model of interacting random walkers on a line, the other one is a two-dimensional fluid type model on a triangular lattice. The numerical predictions agree very well with computer simulations.Comment: 31 pages LaTeX, 12 uuencoded tar-compressed Encapsulated PostScript figures (`psfig' macro), hardcopies available on request, 78kb + 52k