First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r (1¡r¡n) independent 0rst integrals which are in involution is calledpartially integrable Hamiltonian system. A partially integrable Hamiltonian system subject to light dampings andweak stochastic excitations is called quasi-partially integrable Hamiltonian system. In the present paper, the procedures for studying the 0rst-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging methodfor quasi-partially integrable Hamiltonian systems is brie4y reviewed. Then, basedon the averagedIt ˆo equations, a backwardKolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of 0rst-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and 0nal time conditions for the control problems of maximization of reliability andof maximization of mean 0rst-passage time are formulated. The relationship between the backwardKolmogorov equation andthe dynamical programming equation for reliability maximization, andthat between the Pontryagin equation andthe dynamical programming equation for maximization of mean 0rst-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the e9ectiveness of feedback control in reducing 0rst-passage failure.

First-passage failure of quasi-integrable Hamiltonian systems

The first-passage failure of quasi-integrable Hamiltonian si-stems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving these equations with suitable initial and boundary conditions. Two examples are given to illustrate the proposed procedure and the results from digital simulation are obtained to verify the effectiveness of the procedure.

First-passage time of Duffing oscillator under combined harmonic and white-noise excitations

The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation.

Intensity-moments characterization of general pulsed paraxial beams with the Wigner distribution function

On the basis of the space-time Wigner distribution function (STWDF), we use the matrix formalism to study the propagation laws for the intensity moments of quasi-monochromatic and polychromatic pulsed paraxial beams. The advantages of this approach are reviewed. Also, a least-squares fitting method for interpreting the physical meaning of the effective curvature matrix is described by means of the STWDF. Then the concept is extended to the higher-order situation, and what me believe is a novel technique for characterizing the beam phase is presented. (C) 1999 Optical Society of America [S0740-3232(99)001009-1].

Calculations of bond dissociation energies and dipole moments in energetic materials using density-functional methods

We compare the effectiveness of six exchange/correlation functional combinations (Becke/Lee, Yang and Parr; Becke-3/Lee, Yang and Parr; Becke/Perdew-Wang 91; Becke-3/Perdew-Wang 91; Becke/Perdew 86; Becke-3/Perdew 86) for computing C-N, O-O and N-NO2 dissociation energies and dipole moments of five compounds. The studied compounds are hexabydro-1,3,5-trinitro-1,3,5-triazine (RDX), dimethylnitramine, cyanogen, nitromethane and ozone. The Becke-3/Perdew 86 in conjunction with 6-31G

Higher Moments of Net Proton Multiplicity Distributions at RHIC

200 GeV corresponding to baryon chemical potentials (mu(B)) between 200 and 20 MeV. Our measurements of the products kappa sigma(2) and S sigma, which can be related to theoretical calculations sensitive to baryon number susceptibilities and long-range correlations, are constant as functions of collision centrality. We compare these products with results from lattice QCD and various models without a critical point and study the root s(NN) dependence of kappa sigma(2). From the measurements at the three beam energies, we find no evidence for a critical point in the QCD phase diagram for mu(B) below 200 MeV.

Diffusion dynamics, moments, and distribution of first-passage time on the protein-folding energy landscape, with applications to single molecules

We study the dynamics of protein folding via statistical energy-landscape theory. In particular, we concentrate on the local-connectivity case with the folding progress described by the fraction of native conformations. We found that the first passage-time (FPT) distribution undergoes a dynamic transition at a temperature below which the FPT distribution develops a power-law tail, a signature of the intermittent nonexponential kinetic phenomena for the folding dynamics. Possible applications to single-molecule dynamics experiments are discussed.

Algorithm Studies on How to Obtain a Conditional Nonlinear Optimal Perturbation (CNOP)

The conditional nonlinear optimal perturbation (CNOP), which is a nonlinear generalization of the linear singular vector (LSV), is applied in important problems of atmospheric and oceanic sciences, including ENSO predictability, targeted observations, and ensemble forecast. In this study, we investigate the computational cost of obtaining the CNOP by several methods. Differences and similarities, in terms of the computational error and cost in obtaining the CNOP, are compared among the sequential quadratic programming (SQP) algorithm, the limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithm, and the spectral projected gradients (SPG2) algorithm. A theoretical grassland ecosystem model and the classical Lorenz model are used as examples. Numerical results demonstrate that the computational error is acceptable with all three algorithms. The computational cost to obtain the CNOP is reduced by using the SQP algorithm. The experimental results also reveal that the L-BFGS algorithm is the most effective algorithm among the three optimization algorithms for obtaining the CNOP. The numerical results suggest a new approach and algorithm for obtaining the CNOP for a large-scale optimization problem.