On generalized terminal state constraints for model predictive control

This manuscript contains technical results related to a particular approach for the design of Model Predictive Control (MPC) laws. The approach, named "generalized" terminal state constraint, induces the recursive feasibility of the underlying optimization problem and recursive satisfaction of state and input constraints, and it can be used for both tracking MPC (i.e. when the objective is to track a given steady state) and economic MPC (i.e. when the objective is to minimize a cost function which does not necessarily attains its minimum at a steady state). It is shown that the proposed technique provides, in general, a larger feasibility set with respect to existing approaches, given the same computational complexity. Moreover, a new receding horizon strategy is introduced, exploiting the generalized terminal state constraint. Under mild assumptions, the new strategy is guaranteed to converge in finite time, with arbitrarily good accuracy, to an MPC law with an optimally-chosen terminal state constraint, while still enjoying a larger feasibility set. The features of the new technique are illustrated by three examples.Comment: Part of the material in this manuscript is contained in a paper accepted for publication on Automatica and it is subject to Elsevier copyright. The copy of record is available on http://www.sciencedirect.com

A waiting time phenomenon for thin film equations

We prove the occurrence of a waiting time phenomenon for solutions to fourth order degenerate parabolic differential equations which model the evolution of thin films of viscous fluids. In space dimension less or equal to three, we identify a general criterion on the growth of initial data near the free boundary which guarantees that for sufficiently small times the support of strong solutions locally does not increase. It turns out that this condition only depends on the smoothness of the diffusion coefficient in its point of degeneracy. Our approach combines a new version of Stampacchia's iteration lemma with weighted energy or entropy estimates. On account of numerical experiments, we conjecture that the aforementioned growth criterion is optimal

Compact surfaces with no Bonnet mate

This note gives sufficient conditions (isothermic or totally nonisothermic) for an immersion of a compact surface to have no Bonnet mate.Comment: 7 pages, LaTeX2

Suppressing the impact of a high tensor-to-scalar ratio on the temperature anisotropies

The BICEP2 collaboration has reported a strong B mode signal in the CMB polarization, which is well fit by a tensor-to-scalar ratio of r ~ 0.2. This is greater than the upper limit r < 0.11 obtained from the temperature anisotropies under the assumption of a constant scalar spectral index n_s. This discrepancy can be reduced once the statistical error and the contamination from polarized dust are accounted for. If however a large value for r will be confirmed, it will need to be reconciled with the temperature anisotropies data. The most advocated explanation involves a variation of n_s with scales (denoted as running) that has a magnitude significantly greater than the generic slow roll predictions. We instead study the possibility that the large scale temperature anisotropies are not enhanced because of a suppression of the scalar power at large scales. Such a situation can be achieved for instance by a sudden change of the speed of the inflaton (by about 14 %), and we show that it fits the temperature anisotropies and polarization data considerably better than a constant running (its chi^2 improves by ~ 7.5 over that of the constant running, at the cost of one more parameter). We also consider the possibility that the large scale temperature fluctuations are suppressed by an anti-correlation between tensor and scalar modes. Unfortunately, while such effect does affect the temperature fluctuations at large scales, it does not affect the temperature power spectrum and cannot, therefore, help in reconciling a large value of r with the limits from temperature fluctuations.Comment: Published version. 14 pages, 5 figure

Backscatter Transponder Based on Frequency Selective Surface for FMCW Radar Applications

This paper describes an actively-controlled frequency selective surface (FSS) to implement a backscatter transponder. The FSS is composed by dipoles loaded with switching PIN diodes. The transponder exploits the change in the radar cross section (RCS) of the FSS with the bias of the diodes to modulate the backscattered response of the tag to the FMCW radar. The basic operation theory of the system is explained here. An experimental setup based on a commercial X-band FMCW radar working as a reader is proposed to measure the transponders. The transponder response can be distinguished from the interference of non-modulated clutter, modulating the transponder’s RCS. Some FSS with different number of dipoles are studied, as a proof of concept. Experimental results at several distances are provided

Bulk shape of brane-world black holes

We propose a method to extend into the bulk asymptotically flat static spherically symmetric brane-world metrics. We employ the multipole (1/r) expansion in order to allow exact integration of the relevant equations along the (fifth) extra coordinate and make contact with the parameterized post-Newtonian formalism. We apply our method to three families of solutions previously appeared as candidates of black holes in the brane world and show that the shape of the horizon is very likely a flat ``pancake'' for astrophysical sources.Comment: 10 pages, MPLA style, 5 figures, accepted for publication in MPL

Methodological problems in solvency assessment of an insurance company

The recent wide development and changes in insurance markets highlighted the necessity to map out the solvency analysis in a more complete framework. The approach we present in the paper comes up with an integrated analysis of the risk profile of an insurance business, taking into account the actual European directives about solvency assessment. The aim of the paper is to construct a methodology apt to incorporate properly the effect of the risk sources in calculating mathematical provisions related to a portfolio of insurance policies.Life insurance, financial risk, demographic risk, capital adequacy, reserves, conditional random processes