Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged It$\ddot{\rm o}$ equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.

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.

MULTIPLE PERIODIC SOLUTIONS OF ASYMPTOTICALLY LINEAR HAMILTONIAN SYSTEMS VIA CONLEY INDEX THEORY

In this paper we study the existence of periodic solutions of asymptotically linear Hamiltonian systems which may not satisfy the Palais-Smale condition. By using the Conley index theory and the Galerkin approximation methods, we establish the existence of at least two nontrivial periodic solutions for the corresponding systems.

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.

An extension of the Quasicontinuum Treatment of Multiscale Solid Systems to Nonzero Temperature

Covering the solid lattice with a finite-element mesh produces a coarse-grained system of mesh nodes as pseudoatoms interacting through an effective potential energy that depends implicitly on the thermodynamic state. Use of the pseudoatomic Hamiltonian in a Monte Carlo simulation of the two-dimensional Lennard-Jones crystal yields equilibrium thermomechanical properties (e.g., isotropic stress) in excellent agreement with ``exact'' fully atomistic results.

Renormalization group approach on nanostructured systems

The electronic spectra of one-dimensional nanostructured systems are calculated within the pure hopping model on the tight-binding Hamiltonian. By means of the renormalization group Green's function method, the dependence of the density of states on the distributions of nanoscaled grains and the changes of values of hopping integrals in nanostructured systems are studied. It is found that the frequency shifts are dependent rather on the changes of the hopping integrals at nanoscaled grains than the distribution of nanoscaled grains.

Quantum master-equation approach to quantum transport through mesoscopic systems

For quantum transport through mesoscopic systems, a quantum master-equation approach is developed in terms of compact expressions for the transport current and the reduced density matrix of the system. The present work is an extension of Gurvitz's approach for quantum transport and quantum measurement, namely, to finite temperature and arbitrary bias voltage. Our derivation starts from a second-order cumulant expansion of the tunneling Hamiltonian; then follows the conditional average over the electrode reservoir states. As a consequence, in the usual weak-tunneling regime, the established formalism is applicable for a wide range of transport problems. The validity of the formalism and its convenience in application are well illustrated by a number of examples.