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.

Quantum transport from the perspective of quantum open systems

By viewing the non-equilibrium transport setup as a quantum open system, we propose a reduced-density-matrix based quantum transport formalism. At the level of self-consistent Born approximation, it can precisely account for the correlation between tunneling and the system internal many-body interaction, leading to certain novel behavior such as the non-equilibrium Kondo effect. It also opens a new way to construct time-dependent density functional theory for transport through large-scale complex systems. (c) 2006 Elsevier B.V. All rights reserved.

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.

Lasing without or with inversion in an open four-level system with a phase-fluctuation driving field

The effect of exit rate and the ratio of atomic injection rate on gain behaviour has been investigated, and the effects of phase fluctuation on absorption, dispersion and population difference in an open four-level system have been analysed by using numerical simulation from the steady linear, analytical solution. The variation of the linewidth, Rabi frequency of the driving field, the exit rate or the ratio of atomic injection rate can change the lasing properties in the open system. The presence of finite linewidth due to driving-field phase fluctuation prevents the open four-level atomic system from obtaining a high refractive index along with zero absorption.

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.

Production of astaxanthin from Haematococcus in open pond by two-stage growth one-step process

We have developed a two-stage growth one-step process for cultivation of Haematococcus using a self-designed system that mimics an open pond in the natural environment. The characteristics of this process are green vegetative cell growth and cysts transformation and pigment accumulation that proceed spontaneously and successively in one open photobioreactor. Four strains of Haematococcus (H. pluvialis 26; H. pluvialis 30; H. pluvialis 34; H. pluvialis WZ) were cultured in this imitation system for a duration of 12 days. The changes in cell density and medium pH were closely monitored, and the astaxanthin content and yield of the four Haematococcus strains were measured at the end of 12 days of cultivation. Two of the strains, H. pluvialis 26 and H. pluvialis WZ, were selected as strains suitable for mass culture, resulting in the astaxanthin yield of 51.06 and 40.25 mg L-1 which are equivalent to 2.79 and 2.50% of their dry biomass respectively. Based on the laboratory work, 6 batch cultures of H. pluvialis WZ were conducted successfully to produce astaxanthin in two 100 m(2) open race-way pond by two-stage growth one-step process. The astaxanthin content ranged from 1.61 to 2.48 g 100 g(-1) dry wt., with average astaxanthin content of 2.10 g 100 g(-1) dry wt. Compared with the one-stage production of astaxanthin based on continuous culture, the superiority of our process is that it can accumulate much more astaxanthin in red cysts. Compared with two-stage production of astaxanthin, the advantage of our process is that it does not need to divide the production process into two parts using two bioreactors. The presented work demonstrates the feasibility for producing astaxanthin from Haematococcus using a two-stage growth one-step process in open pond, culture systems that have been successfully used for Spirulina and Chlorella mass culture. The future of Haematococcus astaxanthin production has been also discussed. (C) 2009 Elsevier B.V. All rights reserved.