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This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first order systems are presented.
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with uncertain or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (OLFO) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.
Gain determination from dynamic /on line/ solutions to Riccati equation for model reference adaptive control applicable to multiple input/ output or stochastic systems
The Rayleigh–Plateau instability occurs when surface tension makes a fluid column become unstable to small perturbations. At nanometer scales, thermal fluctuations are comparable to interfacial energy densities. Consequently, at these scales, thermal fluctuations play a significant role in the dynamics of the instability. These microscopic effects have previously been investigated numerically using particle-based simulations, such as molecular dynamics (MD), and stochastic partial differential equation–based hydrodynamic models, such as stochastic lubrication theory. In this paper, we present an incompressible fluctuating hydrodynamics model with a diffuse-interface formulation for binary fluid mixtures designed for the study of stochastic interfacial phenomena. An efficient numerical algorithm is outlined and validated in numerical simulations of stable equilibrium interfaces. We present results from simulations of the Rayleigh–Plateau instability for long cylinders pinching into droplets for Ohnesorge numbers of Oh = 0.5 and 5.0. Both stochastic and perturbed deterministic simulations are analyzed and ensemble results show significant differences in the temporal evolution of the minimum radius near pinching. Short cylinders, with lengths less than their circumference, were also investigated. As previously observed in MD simulations, we find that thermal fluctuations cause these to pinch in cases where a perturbed cylinder would be stable deterministically. Finally, we show that the fluctuating hydrodynamics model can be applied to study a broader range of surface tension–driven phenomena.
In this work, we present a complete numerical treatment of inflationary dynamics under the influence of stochastic corrections from sub-Hubble modes. We discuss how to exactly model the stochastic noise terms arising from the sub-Hubble quantum modes that give rise to the coarse-grained inflaton dynamics in the form of stochastic differential equations. The stochastic differential equations are solved event by event on a discrete time grid. We then compute the power spectrum of curvature perturbations that can be compared with the power spectrum computed in the traditional fashion using the Mukhanov-Sasaki equation by canonically quantizing the inflaton fluctuations. Our numerical procedure helps us to easily extend the formalism to ultra slow-roll inflation and study the possibility of primordial black hole formation.
Planar black holes in AdS, which are holographically dual to compressible relativistic fluids, have a long-lived phonon mode that captures the physics of attenuated sound propagation and transports energy in the plasma. We describe the open effective field theory of this fluctuating phonon degree of freedom. The dynamics of the phonon is encoded in a single scalar field whose gravitational coupling has non-trivial spatial momentum dependence. This description fits neatly into the paradigm of classifying gravitational modes by their Markovianity index, depending on whether they are long-lived. The sound scalar is a non-Markovian field with index 3 - d for a d-dimensional fluid. We reproduce (and extend) the dispersion relation of the holographic sound mode to quartic order in derivatives, constructing in the process the effective field theory governing its attenuated dynamics and associated stochastic fluctuations. We also remark on the presence of additional spatially homogeneous zero modes in the gravitational problem, which remain disconnected from the phonon Goldstone mode.
Over the past two decades, the US-DOE has funded multiple projects that rely on high-performance computing and exascale computing platforms to accelerate scientific discoveries and address grand scientific challenges, such as harnessing fusion energy. In this article, we review in detail one of these efforts aimed at enhancing our capability to model plasma-facing materials subject to plasma and high-energy ion/neutron irradiation. The plasma surface interactions project has built a multi-scale modeling framework where many of the plasma- and high-energy ion/neutron irradiation-induced effects occurring in tungsten are explored. Here, this knowledge is used to develop atomistically-informed, high-fidelity continuum and meso-scale models that can be validated against experiments. We review the developments within this project, with attention to experimental validation efforts, and specifically highlight activities associated with: helium bubble bursting and equation of state, and hydrogen-helium interactions in tungsten; atomistically-informed model development for beryllium-tungsten material mixing; coupling of scrape-of-layer plasma, sheath and material models; and coupling of stochastic cluster-dynamics and crystal plasticity models to address radiation effects in tungsten under stress. Finally, we present how the project is preparing for future computational architectures, for instance through efforts to adapt atomistic methods to exascale computing.
Abstract Traditional parameterizations of the interaction between convection and the environment have relied on an assumption that the slowly varying large‐scale environment is in statistical equilibrium with a large number of small and short‐lived convective clouds. They fail to capture nonequilibrium transitions such as the diurnal cycle and the formation of mesoscale convective systems as well as observed precipitation statistics and extremes. Informed by analysis of radar observations, cloud‐permitting model simulation, theory, and machine learning, this work presents a new stochastic cloud population dynamics model for characterizing the interactions between convective and stratiform clouds, with the goal of informing the representation of these interactions in global climate models. Fifteen wet seasons of precipitating cloud observations by a C‐band radar at Darwin, Australia are fed into a machine learning algorithm to obtain transition functions that close a set of coupled equations relating large‐scale forcing, mass flux, the convective cell size distribution, and the stratiform area. Under realistic large‐scale forcing, the derived transition functions show that, on the one hand, interactions with stratiform clouds act to dampen the variability in the size and number of convective cells and therefore in the convective mass flux. On the other, for a given convective area fraction, a larger number of smaller cells is more favorable for the growth of stratiform area than a smaller number of larger cells. The combination of these two factors gives rise to solutions with a few convective cells embedded in a large stratiform area, reminiscent of mesoscale convective systems.
Understanding energy transport at the nanoscale is an open and fundamental challenge in the molecular sciences with direct implications for the design of new electronics, computing devices, and materials. While nanoscale energy transport under steady-state conditions has been studied extensively, there is much less known about energy transport under time-dependent driving forces, particularly in the far-from-equilibrium regime. In this work, we use nonequilibrium molecular dynamics simulations and stochastic thermodynamics to investigate energy transport in a well-studied nanoscale system—a molecular junction—subjected to a time-periodic temperature gradient. The primary observation is that molecular junctions can exhibit heat transport hysteresis, a phenomenon in which the heat flux through a system depends not only on the instantaneous value of a time-dependent temperature bias but also on the temporal history of that bias. The presented findings illustrate that molecular junctions can exhibit the specific memory effect—heat transport hysteresis—that is essential for the design of thermal neuromorphic computers. This work elucidates a potential pathway toward the realization of such devices.
We propose an algorithm for simulating stochastic relativistic fluid dynamics based on Metropolis updates. Each step of the algorithm begins with an update based on ideal hydrodynamics. This is followed by proposing random (spatial) momentum transfers between fluid cells, keeping the total energy fixed. These proposals are then accepted or rejected using the change in entropy as a statistical weight. The algorithm reproduces relativistic viscous hydrodynamics in the “density frame,” which is a formulation of viscous hydrodynamics we review and clarify here. This formulation is first order in time and requires no auxiliary dynamical fields such as Π 𝜇𝜈 . The only parameters are the shear and bulk viscosities and the equation of state. Here, by adopting the 3+1 split of general relativity, we extend the Metropolis algorithm to general space-time coordinates, such as Bjorken coordinates, which are commonly used to simulate heavy-ion collisions.
Distributed Bayesian inference provides a full quantification of uncertainty offering numerous advantages over point estimates that autonomous sensor networks are able to exploit. However, fully-decentralized Bayesian inference often requires large communication overheads and low network latency, resources that are not typically available in practical applications. In this paper, we propose a decentralized Bayesian inference approach based on stochastic gradient Langevin dynamics, which produces full posterior distributions at each of the nodes with significantly lower communication overhead. We provide analytical results on convergence of the proposed distributed algorithm to the centralized posterior, under typical network constraints. Finally, we also provide extensive simulation results to demonstrate the validity of the proposed approach.
Optimal stochastic control, discussing dynamic mathematical models described by differential equations
Separation theorem for arbitrary nonlinear measurements to find optimal stochastic control without dynamic programming
Separation theorem for nonlinear measurements, discrete-time linear systems and quadratic cost to achieve stochastic control without dynamic programming
The decentralized control of stochastic large scale systems was considered. Particular emphasis was given to control strategies which utilize decentralized information and can be computed in a decentralized manner. The deterministic constrained optimization problem is generalized to the stochastic case when each decision variable depends on different information and the constraint is only required to be satisfied on the average. For problems with a particular structure, a hierarchical decomposition is obtained. For the stochastic control of dynamic systems with different information sets, a new kind of optimality is proposed which exploits the coupled nature of the dynamic system. The subsystems are assumed to be uncoupled and then certain constraints are required to be satisfied, either in a off-line or on-line fashion. For off-line coordination, a hierarchical approach of solving the problem is obtained. The lower level problems are all uncoupled. For on-line coordination, distinction is made between open loop feedback optimal coordination and closed loop optimal coordination.
Topics covered include: Light-Driven Polymeric Bimorph Actuators; Guaranteeing Failsafe Operation of Extended-Scene Shack-Hartmann Wavefront Sensor Algorithm; Cloud Water Content Sensor for Sounding Balloons and Small UAVs; Pixelized Device Control Actuators for Large Adaptive Optics; T-Slide Linear Actuators; G4FET Implementations of Some Logic Circuits; Electrically Variable or Programmable Nonvolatile Capacitors; System for Automated Calibration of Vector Modulators; Complementary Paired G4FETs as Voltage-Controlled NDR Device; Three MMIC Amplifiers for the 120-to-200 GHz Frequency Band; Low-Noise MMIC Amplifiers for 120 to 180 GHz; Using Ozone To Clean and Passivate Oxygen-Handling Hardware; Metal Standards for Waveguide Characterization of Materials; Two-Piece Screens for Decontaminating Granular Material; Mercuric Iodide Anticoincidence Shield for Gamma-Ray Spectrometer; Improved Method of Design for Folding Inflatable Shells; Ultra-Large Solar Sail; Cooperative Three-Robot System for Traversing Steep Slopes; Assemblies of Conformal Tanks; Microfluidic Pumps Containing Teflon[Trademark] AF Diaphragms; Transparent Conveyor of Dielectric Liquids or Particles; Multi-Cone Model for Estimating GPS Ionospheric Delays; High-Sensitivity GaN Microchemical Sensors; On the Divergence of the Velocity Vector in Real-Gas Flow; Progress Toward a Compact, Highly Stable Ion Clock; Instruments for Imaging from Far to Near; Reflectors Made from Membranes Stretched Between Beams; Integrated Risk and Knowledge Management Program -- IRKM-P; LDPC Codes with Minimum Distance Proportional to Block Size; Constructing LDPC Codes from Loop-Free Encoding Modules; MMICs with Radial Probe Transitions to Waveguides; Tests of Low-Noise MMIC Amplifier Module at 290 to 340 GHz; and Extending Newtonian Dynamics to Include Stochastic Processes.
computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts