Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity

We are interested in stochastic control problems coming from mathematical finance and, in particular, related to model uncertainty, where the uncertainty affects both volatility and intensity. This kind of stochastic control problems is associated to a fully nonlinear integro-partial differential equation, which has the peculiarity that the measure $(\lambda(a,\cdot))_a$ characterizing the jump part is not fixed but depends on a parameter $a$ which lives in a compact set $A$ of some Euclidean space $\R^q$. We do not assume that the family $(\lambda(a,\cdot))_a$ is dominated. Moreover, the diffusive part can be degenerate. Our aim is to give a BSDE representation, known as nonlinear Feynman-Kac formula, for the value function associated to these control problems. For this reason, we introduce a class of backward stochastic differential equations with jumps and partially constrained diffusive part. We look for the minimal solution to this family of BSDEs, for which we prove uniqueness and existence by means of a penalization argument. We then show that the minimal solution to our BSDE provides the unique viscosity solution to our fully nonlinear integro-partial differential equation.Comment: arXiv admin note: text overlap with arXiv:1212.2000 by other author

Modeling, Stability Analysis, and Testing of a Hybrid Docking Simulator

A hybrid docking simulator is a hardware-in-the-loop (HIL) simulator that includes a hardware element within a numerical simulation loop. One of the goals of performing a HIL simulation at the European Proximity Operation Simulator (EPOS) is the verification and validation of the docking phase in an on-orbit servicing mission.....Comment: 30 papge

Analytical and experimental stability investigation of a hardware-in-the-loop satellite docking simulator

The European Proximity Operation Simulator (EPOS) of the DLR-German Aerospace Center is a robotics-based simulator that aims at validating and verifying a satellite docking phase. The generic concept features a robotics tracking system working in closed loop with a force/torque feedback signal. Inherent delays in the tracking system combined with typical high stiffness at contact challenge the stability of the closed-loop system. The proposed concept of operations is hybrid: the feedback signal is a superposition of a measured value and of a virtual value that can be tuned in order to guarantee a desired behavior. This paper is concerned with an analytical study of the system's closed-loop stability, and with an experimental validation of the hybrid concept of operations in one dimension (1D). The robotics simulator is modeled as a second-order loop-delay system and closed-form expressions for the critical delay and associated frequency are derived as a function of the satellites' mass and the contact dynamics stiffness and damping parameters. A numerical illustration sheds light on the impact of the parameters on the stability regions. A first-order Pade approximation provides additional means of stability investigation. Experiments were performed and tests results are described for varying values of the mass and the damping coefficients. The empirical determination of instability is based on the coefficient of restitution and on the observed energy. There is a very good agreement between the critical damping values predicted by the analysis and observed during the tests...Comment: 16 page

Equilibrium composition between liquid and clathrate reservoirs on Titan

Hundreds of lakes and a few seas of liquid hydrocarbons have been observed by the Cassini spacecraft to cover the polar regions of Titan. A significant fraction of these lakes or seas could possibly be interconnected with subsurface liquid reservoirs of alkanes. In this paper, we investigate the interplay that would happen between a reservoir of liquid hydrocarbons located in Titan's subsurface and a hypothetical clathrate reservoir that progressively forms if the liquid mixture diffuses throughout a preexisting porous icy layer. To do so, we use a statistical-thermodynamic model in order to compute the composition of the clathrate reservoir that forms as a result of the progressive entrapping of the liquid mixture. This study shows that clathrate formation strongly fractionates the molecules between the liquid and the solid phases. Depending on whether the structure I or structure II clathrate forms, the present model predicts that the liquid reservoirs would be mainly composed of either propane or ethane, respectively. The other molecules present in the liquid are trapped in clathrates. Any river or lake emanating from subsurface liquid reservoirs that significantly interacted with clathrate reservoirs should present such composition. On the other hand, lakes and rivers sourced by precipitation should contain higher fractions of methane and nitrogen, as well as minor traces of argon and carbon monoxide.Comment: Accepted for publication in Icaru

High performance Tunnel Field Effect Transistors based on in-plane transition metal dichalcogenide heterojunctions

In-plane heterojunction tunnel field effect transistors based on monolayer transition metal dichalcogenides are studied by means of self-consistent non-equilibrium Green's functions simulations and an atomistic tight-binding Hamiltonian. We start by comparing several heterojunctions before focusing on the most promising ones, i.e WTe2-MoS2 and MoTe2-MoS2. The scalability of those devices as a function of channel length is studied, and the influence of backgate voltages on device performance is analysed. Our results indicate that, by fine-tuning the design parameters, those devices can yield extremely low sub-threshold swings (below 5mV/decade) and Ion/Ioff ratios higher than 1e8 at a supply voltage of 0.3V, making them ideal for ultra-low power consumption.Comment: 10 page

Measurements of thermal properties of icy Mars regolith analogs

In a series of laboratory experiments, we measure thermal diffusivity, thermal conductivity, and heat capacity of icy regolith created by vapor deposition of water below its triple point and in a low pressure atmosphere. We find that an ice-regolith mixture prepared in this manner, which may be common on Mars, and potentially also present on the Moon, Mercury, comets and other bodies, has a thermal conductivity that increases approximately linearly with ice content. This trend differs substantially from thermal property models based of preferential formation of ice at grain contacts previously applied to both terrestrial and non-terrestrial subsurface ice. We describe the observed microphysical structure of ice responsible for these thermal properties, which displaces interstitial gases, traps bubbles, exhibits anisotropic growth, and bridges non-neighboring grains. We also consider the applicability of these measurements to subsurface ice on Mars and other solar system bodies