Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the best choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy. (C) 2004 Elsevier B.V. All rights reserved.

Optimal unravellings for feedback control in linear quantum systems

For quantum systems with linear dynamics in phase space much of classical feedback control theory applies. However, there are some questions that are sensible only for the quantum case: Given a fixed interaction between the system and the environment what is the optimal measurement on the environment for a particular control problem? We show that for a broad class of optimal (state- based) control problems ( the stationary linear-quadratic-Gaussian class), this question is a semidefinite program. Moreover, the answer also applies to Markovian (current-based) feedback.

Optimal strategies in political elections

In the Majoritarian Parliamentary System, the government has a constitutional right to call an early election. This right provides the government a control to achieve its objective to remain in power for as long as possible. We model the early election problem mathematically using opinion polls data as a stochastic process to proxy the government's probability of re-election. These data measure the difference in popularity between the government and the opposition. We fit a mean reverting Stochastic Differential Equation to describe the behaviour of the process and consider the possibility for the government to use other control tools, which are termed 'boosts' to induce shocks to the opinion polls by making timely policy announcements or economic actions. These actions improve the government's popularity and have some impact upon the early-election exercise boundary. © Austral. Mathematical Soc. 2005.

A state-contingent production approach to principal-agent problems with an application to point-source pollution control

Two basic representations of principal-agent relationships, the 'state-space' and 'parameterized distribution' formulations, have emerged. Although the state-space formulation appears more natural, analytical studies using this formulation have had limited success. This paper develops a state-space formulation of the moral-hazard problem using a general representation of production under uncertainty. A closed-form solution for the agency-cost problem is derived. Comparative-static results are deduced. Next we solve the principal's problem of selecting the optimal output given the agency-cost function. The analysis is applied to the problem of point-source pollution control. (C) 1998 Published by Elsevier Science S.A. All rights reserved.

Perforin and interferon-gamma activities independently control tumor initiation, growth, and metastasis

Perforin (pfp) and interferon-gamma (IFN-gamma) together in C57BL/6 (B6) and BALB/c mouse strains provided optimal protection in 3 separate tumor models controlled by innate immunity. Using experimental (B6, RM-1 prostate carcinoma) and spontaneous (BALB/c, DA3 mammary carcinoma) models of metastatic cancer, mice deficient in both pfp and IFN-gamma were significantly less proficient than pfp- or IFN-gamma -deficient mice in preventing metastasis of tumor cells to the lung. Pfp and IFN-gamma -deficient mice were as susceptible as mice depleted of natural killer (NK) cells in both tumor metastasis models, and IFN-gamma appeared to play an early role in protection from metastasis, Previous experiments in a model of fibrosarcoma induced by the chemical carcinogen methylcholanthrene indicated an important role for NK1.1(+) T cells, Herein, both pfp and IFN-gamma played critical and independent roles in providing the host with protection equivalent to that mediated by NK1.1+ T cells, Further analysis demonstrated that IFN-gamma, but not pfp, controlled the growth rate of sarcomas arising in these mice. Thus, this is the first study to demonstrate that host IFN-gamma, and direct cytotoxicity mediated by cytotoxic lymphocytes expressing pfp independently contribute antitumor effector functions that together control the initiation, growth, and spread of tumors in mice, (C) 2001 by The American Society of Hematology.

The role of vaccines in the control of STDs: HPV vaccines

Prophylactic vaccines for genital human papillomavirus (HPV) infection have been shown to be feasible in animal models, and suitable vaccine material based on virus-like particles can be produced in bulk at reasonable cost. Initiation of phase III clinical trials will follow definition of trial outcome measures through further epidemiological studies, and development-of assays of host protective immunity. Vaccines could in principle eliminate HPV-related disease, as the human race is the only natural host for the relevant papillomaviruses (PVs). Therapeutic vaccines for genital HPV infection are also possible, but have not yet been demonstrated as feasible in practice because the choice of vaccine antigens is difficult, the method of their optimal delivery is uncertain, and the nature of the relevant antiviral immunity is unknown. PV species specificity will require trials to be conducted in man, which will slow definition of an ideal vaccine.

Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

The effect of resource aggregation at different scales: Optimal foraging behavior of Cotesia rubecula

Resources can be aggregated both within and between patches. In this article, we examine how aggregation at these different scales influences the behavior and performance of foragers. We developed an optimal foraging model of the foraging behavior of the parasitoid wasp Cotesia rubecula parasitizing the larvae of the cabbage butterfly Pieris rapae. The optimal behavior was found using stochastic dynamic programming. The most interesting and novel result is that the effect of resource aggregation within and between patches depends on the degree of aggregation both within and between patches as well as on the local host density in the occupied patch, but lifetime reproductive success depends only on aggregation within patches. Our findings have profound implications for the way in which we measure heterogeneity at different scales and model the response of organisms to spatial heterogeneity.

Optimal input states and feedback for interferometric phase estimation

We derive optimal N-photon two-mode input states for interferometric phase measurements. Under canonical measurements the phase variance scales as N-2 for these states, as compared to N-1 or N-1/2 for states considered bq previous authors. We prove, that it is not possible to realize the canonical measurement by counting photons in the outputs of the interferometer, even if an adjustable auxiliary phase shift is allowed in the interferometer. However. we introduce a feedback algorithm based on Bayesian inference to control this auxiliary phase shift. This makes the measurement close to a canonical one, with a phase variance scaling slightly above N-2. With no feedback, the best result (given that the phase to be measured is completely unknown) is a scaling of N-1. For optimal input states having up to four photons, our feedback scheme is the best possible one, but for higher photon numbers more complicated schemes perform marginally better.

A hedging point strategy - balancing effluent quality, economy and robustness in the control of wastewater treatment plants

An operational space map is an efficient tool to compare a large number of operational strategies to find an optimal choice of setpoints based on a multicriterion. Typically, such a multicriterion includes a weighted sum of cost of operation and effluent quality. Due to the relative high cost of aeration such a definition of optimality result in a relatively high fraction of the effluent total nitrogen in the form of ammonium. Such a strategy may however introduce a risk into operation because a low degree of ammonium removal leads to a low amount of nitrifiers. This in turn leads to a reduced ability to reject event disturbances, such as large variations in the ammonium load, drop in temperature, the presence of toxic/inhibitory compounds in the influent etc. Hedging is a risk minimisation tool, with the aim to "reduce one's risk of loss on a bet or speculation by compensating transactions on the other side" (The Concise Oxford Dictionary (1995)). In wastewater treatment plant operation hedging can be applied by choosing a higher level of ammonium removal to increase the amount of nitrifiers. This is a sensible way to introduce disturbance rejection ability into the multi criterion. In practice, this is done by deciding upon an internal effluent ammonium criterion. In some countries such as Germany, a separate criterion already applies to the level of ammonium in the effluent. However, in most countries the effluent criterion applies to total nitrogen only. In these cases, an internal effluent ammonium criterion should be selected in order to secure proper disturbance rejection ability.

Review and future directions in the modelling and control of continuous drum granulation

Many granulation plants operate well below design capacity, suffering from high recycle rates and even periodic instabilities. This behaviour cannot be fully predicted using the present models. The main objective of the paper is to provide an overview of the current status of model development for granulation processes and suggest future directions for research and development. The end-use of the models is focused on the optimal design and control of granulation plants using the improved predictions of process dynamics. The development of novel models involving mechanistically based structural switching methods is proposed in the paper. A number of guidelines are proposed for the selection of control relevant model structures. (C) 2002 Published by Elsevier Science B.V.

Combining nonthermal technologies to control foodborne microorganisms

Novel nonthermal processes, such as high hydrostatic pressure (HHP), pulsed electric fields (PEFs), ionizing radiation and ultrasonication, are able to inactivate microorganisms at ambient or sublethal temperatures. Many of these processes require very high treatment intensities, however, to achieve adequate microbial destruction in low-acid foods. Combining nonthermal processes with conventional preservation methods enhances their antimicrobial effect so that lower process intensities can be used. Combining two or more nonthermal processes can also enhance microbial inactivation and allow the use of lower individual treatment intensities. For conventional preservation treatments, optimal microbial control is achieved through the hurdle concept, with synergistic effects resulting from different components of the microbial cell being targeted simultaneously. The mechanisms of inactivation by nonthermal processes are still unclear; thus, the bases of synergistic combinations remain speculative. This paper reviews literature on the antimicrobial efficiencies of nonthermal processes combined with conventional and novel nonthermal technologies. Where possible, the proposed mechanisms of synergy is mentioned. (C) 2003 Elsevier Science B.V. All rights reserved.

Practicality of time-optimal two-qubit Hamiltonian simulation

What is the time-optimal way of using a set of control Hamiltonians to obtain a desired interaction? Vidal, Hammerer, and Cirac [Phys. Rev. Lett. 88, 237902 (2002)] have obtained a set of powerful results characterizing the time-optimal simulation of a two-qubit quantum gate using a fixed interaction Hamiltonian and fast local control over the individual qubits. How practically useful are these results? We prove that there are two-qubit Hamiltonians such that time-optimal simulation requires infinitely many steps of evolution, each infinitesimally small, and thus is physically impractical. A procedure is given to determine which two-qubit Hamiltonians have this property, and we show that almost all Hamiltonians do. Finally, we determine some bounds on the penalty that must be paid in the simulation time if the number of steps is fixed at a finite number, and show that the cost in simulation time is not too great.