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.

Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

An optimal theory for an expansion of flow quantities to capture the flow structures

An optimal theory on how database analysis to capture the flow structures has been developed in this paper, which include the POD method as its special case. By means of the remainder minimization method in the Sobolev space, for more general optimal conditions the new theory has the potential to overcome an inherent limitation of the POD method, i.e., it cannot be used to the situations in which the optimal condition is other than the inner product global one. As an example, using the new theory, the database of a two-dimensional flow over a backward-facing step is analyzed in detail, with velocity and vorticity bases.

Direct dynamical test for deterministic chaos and optimal embedding of a chaotic time-series

We propose here a local exponential divergence plot which is capable of providing an alternative means of characterizing a complex time series. The suggested plot defines a time-dependent exponent and a ''plus'' exponent. Based on their changes with the embedding dimension and delay time, a criterion for estimating simultaneously the minimal acceptable embedding dimension, the proper delay time, and the largest Lyapunov exponent has been obtained. When redefining the time-dependent exponent LAMBDA(k) curves on a series of shells, we have found that whether a linear envelope to the LAMBDA(k) curves exists can serve as a direct dynamical method of distinguishing chaos from noise.

Local exponential divergence plot and optimal embedding of a chaotic time-series

we propose here a local exponential divergence plot which is capable of providing a new means of characterizing chaotic time series. The suggested plot defines a time dependent exponent LAMBDA and a ''plus'' exponent LAMBDA+ which serves as a criterion for estimating simultaneously the minimal acceptable embedding dimension, the proper delay time and the largest Lyapunov exponent.

A block SPP algorithm for multidimensional tridiagonal equations with optimal message vector length

A parallel strategy for solving multidimensional tridiagonal equations is investigated in this paper. We present in detail an improved version of single parallel partition (SPP) algorithm in conjunction with message vectorization, which aggregates several communication messages into one to reduce the communication cost. We show the resulting block SPP can achieve good speedup for a wide range of message vector length (MVL), especially when the number of grid points in the divided direction is large. Instead of only using the largest possible MVL, we adopt numerical tests and modeling analysis to determine an optimal MVL so that significant improvement in speedup can be obtained.

On optimal message vector length for block single parallel partition algorithm in a three-dimensional ADI solver

It has long been recognized that many direct parallel tridiagonal solvers are only efficient for solving a single tridiagonal equation of large sizes, and they become inefficient when naively used in a three-dimensional ADI solver. In order to improve the parallel efficiency of an ADI solver using a direct parallel solver, we implement the single parallel partition (SPP) algorithm in conjunction with message vectorization, which aggregates several communication messages into one to reduce the communication costs. The measured performances show that the longest allowable message vector length (MVL) is not necessarily the best choice. To understand this observation and optimize the performance, we propose an improved model that takes the cache effect into consideration. The optimal MVL for achieving the best performance is shown to depend on number of processors and grid sizes. Similar dependence of the optimal MVL is also found for the popular block pipelined method.

Optimal feedback control of two-photon fluorescence based on genetic algorithm

An optimal feedback control of two-photon fluorescence in the ethanol solution of 4-dicyanomethylene-2-methyl-6-p-dimethyl-amiiiostryryl-4H-pyran (DCM) using pulse-shaping technique based on genetic algorithm is demonstrated experimentally. The two-photon fluorescence of the DCM ethanol solution is enhanced in intensity of about 23%. The second harmonic generation frequency-resolved optical gating (SHG-FROG) trace indicates that the effective population transfer arises from the positively chirped pulse. The experimental results appear the potential applications of coherent control to the complicated molecular system.

Optimal feedback control of two-photon fluorescence in Coumarin 515 based on genetic algorithm

An optimal feedback control of two-photon fluorescence in the Coumarin 515 ethanol solution excited by shaping femtosecond laser pulses based on genetic algorithm is demonstrated experimentally. The two-photon fluorescence intensity can be enhanced by similar to 20%. Second harmonic generation frequency-resolved optical gating traces indicate that the optimal laser pulses are positive chirp, which are in favor of the effective population transfer of two-photon transitions. The dependence of the two-photon fluorescence signal on the laser pulse chirp is investigated to validate the theoretical model for the effective population transfer of two-photon transitions. The experimental results appear the potential applications in nonlinear spectroscopy and molecular physics. (c) 2005 Elsevier B.V. All rights reserved.

Optimal recording wavelength for nonvolatile photorefractive holograms in Ce : Cu : LiNbO

Three wavelengths of red, green and blue of recording beams are systemically tested for the UV-assistant recording and optical fixing of holograms in a strongly oxidized Ce:Cu:LiNbO3 crystal. Three different photorefractive phenomena are observed. It is shown that the green beams will optimally generate a critical strong nonvolatile hologram with quick sensitivity and the optimal switching technique could be jointly used to obtain a nearly 100% high diffraction. Theoretical verification is given, and a prescription on the doping densities and on the oxidation/reduction states of the material to match a defined recording wavelength for high diffraction is suggested.

Vectorial solution of Kukhtarev equations for doubly doped crystals and optimal choice of recording directions in nonvolatile holographic storage

Vectorial Kukhtarev equations modified for the nonvolatile holographic recording in doubly doped crystals are analyzed, in which the bulk photovoltaic effect and the external electrical field are both considered. On the basis of small modulation approximation, both the analytic solution to the space-charge field with time in the recording phase and in the readout phase are deduced. The analytic solutions can be easily simplified to adapt the one-center model, and they have the same analytic expressions given those when the grating vector is along the optical axis. Based on the vectorial analyses of the band transport model an optimal recording direction is given to maximize the refractive index change in doubly doped LiNbO3:Fe: Mn crystals. (c) 2007 Optical Society of America.