6 resultados para stochastic systems

em Chinese Academy of Sciences Institutional Repositories Grid Portal


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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.

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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.

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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.

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Owing to the considerable virtues of semiconductor lasers for applications, they have become the main optical source for fiber communication systems recently. The behavior of stochastic resonance (SR) in direct-modulated semiconductor laser systems is investigated in this article. Considering the carrier and photon noises and the cross-correlation between the two noises, the power spectrum of the photon density and the signal-to-noise ratio (SNR) of the modulated laser system were calculated using the linear approximation method. We found that the SR always appears in the dependence of the SNR upon the bias current density, and is strongly affected by the cross-correlation coefficient of the carrier and photon noises, the frequency of modulation signal and the photon lifetime in the laser cavity. Hence, it is promising to use the SR mechanism to enhance the SNR of direct-modulated semiconductor laser systems and improve the quality of optical communication. (c) 2006 Elsevier B.V. All rights reserved.

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The quantum well (QW) semiconductor lasers have become main optical sources for optical fibre communication systems because of their higher modulation speed, broader modulation bandwidth and better temperature characteristics. In order to improve the quality of direct-modulation by means of the stochastic resonance (SR) mechanism in QW semiconductor lasers, we investigate the behaviour of the SR in direct-modulated QW semiconductor laser systems. Considering the cross-correlated carrier noise and photon noise, we calculate the power spectrum of the photon density and the signal-to-noise ratio (SNR) of the direct-modulated laser system by using the linear approximation method. The results indicate that the SR always appears in the dependence of the SNR on the bias current density, and is strongly affected by the cross-correlation coefficient of the carrier and photon noises, the frequency of modulation signal, and the photon lifetime in the laser cavity.

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Based on the phase-conjugation polarization interference between two two-photon processes, we theoretically investigated the attosecond scale asymmetry sum-frequency polarization beat in four-level system (FASPB). The field correlation has weak influence on the FASPB signal when the laser has narrow bandwidth. Conversely, when the laser has broadband linewidth, the FASPB signal shows resonance-nonresonance cross correlation. The two-photon signal exhibits hybrid radiation-matter detuning terahertz; damping oscillation, i.e., when the laser frequency is off resonance from the two-photon transition, the signal exhibits damping oscillation and the profile of the two-photon self-correlation signal also exhibits zero time-delay asymmetry of the maxima. We have also investigated the asymmetry of attosecond polarization beat caused by the shift of the two-photon self-correlation zero time-delay phenomenon, in which the maxima of the two two-photon signals are shifted from zero time-delay point to opposite directions. As an attosecond ultrafast modulation process, FASPB can be intrinsically extended to any level-summation systems of two dipolar forbidden excited states.