158 resultados para Optimal Stochastic Control
Resumo:
A method is proposed for determining the optimal placement and controller design for multiple distributed actuators to reduce the vibrations of flexible structures. In particular, application of piezoceramic patches to a horizontally-slewing single-link flexible manipulator modeled using the assumed modes method is investigated. The optimization method uses simulated annealing and allows placement of any number of distributed actuators of unequal length, although piezoceramics of fixed equal lengths are used in the example. It also designs an linear-quadratic-regulator controller as part of the optimization procedure. The measures of performance used in the investigation to determine optimality are the total mass of the system and the time integral of the absolute value of the hub and tip position error. This study also varies the relative weightings for each of these performance measures to observe the effects on the controller designs and piezoceramic patch positions in the optimized solutions.
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This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (C) 2004 American Institute of Physics.
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This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.
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The dynamic lateral segregation of signaling proteins into microdomains is proposed to facilitate signal transduction, but the constraints on microdomain size, mobility, and diffusion that might realize this function are undefined. Here we interrogate a stochastic spatial model of the plasma membrane to determine how microdomains affect protein dynamics. Taking lipid rafts as representative microdomains, we show that reduced protein mobility in rafts segregates dynamically partitioning proteins, but the equilibrium concentration is largely independent of raft size and mobility. Rafts weakly impede small-scale protein diffusion but more strongly impede long-range protein mobility. The long-range mobility of raft-partitioning and raft-excluded proteins, however, is reduced to a similar extent. Dynamic partitioning into rafts increases specific interprotein collision rates, but to maximize this critical, biologically relevant function, rafts must be small (diameter, 6 to 14 nm) and mobile. Intermolecular collisions can also be favored by the selective capture and exclusion of proteins by rafts, although this mechanism is generally less efficient than simple dynamic partitioning. Generalizing these results, we conclude that microdomains can readily operate as protein concentrators or isolators but there appear to be significant constraints on size and mobility if microdomains are also required to function as reaction chambers that facilitate nanoscale protein-protein interactions. These results may have significant implications for the many signaling cascades that are scaffolded or assembled in plasma membrane microdomains.
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We consider a buying-selling problem when two stops of a sequence of independent random variables are required. An optimal stopping rule and the value of a game are obtained.
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In this study we describe optimization of polyethylenimine (PEI)-mediated transient production of recombinant protein by CHO cells by facile manipulation of a chemically defined culture environment to limit accumulation of nonproductive cell biomass, increase the duration of recombinant protein production from transfected plasmid DNA, and increase cell-specific production. The optimal conditions for transient transfection of suspension-adapted CHO cells using branched, 25 kDa PEI as a gene delivery vehicle were experimentally determined by production of secreted alkaline phosphatase reporter in static cultures and recombinant IgG(4) monoclonal antibody (Mab) production in agitated shake flask cultures to be a DNA concentration of 1.25 mu g 10(6) cells(-1) mL(-1) at a PEI nitrogen: DNA phosphate ratio of 20:1. These conditions represented the optimal compromise between PEI cytotoxicity and product yield with most efficient recombinant DNA utilization. Separately, both addition of recombinant insulin-like growth factor (LR3-IGF) and a reduction in culture temperature to 32 degrees C were found to increase product titer 2- and 3-fold, respectively. However, mild hypothermia and LR3-IGF acted synergistically to increase product titer 11-fold. Although increased product titer in the presence of LR3-IGF alone was solely a consequence of increased culture duration, a reduction in culture temperature post-transfection increased both the integral of viable cell concentration (IVC) and cell-specific Mab production rate. For cultures maintained at 32 degrees C in the presence of LR3-IGF, IVC and qMab were increased 4- and 2.5-fold, respectively. To further increase product yield from transfected DNA, the duration of transgene expression in cell populations maintained at 32 C in the presence of LR3-IGF was doubled by periodic resuspension of transfected cells in fresh media, leading to a 3-fold increase in accumulated Mab titer from similar to 13 to similar to 39 mg L-1. Under these conditions, Mab glycosylation at Asn297 remained essentially constant and similar to that of the same Mab produced by stably transfected GS-CHO cells. From these data we suggest that the efficiency of transient production processes (protein output per rDNA input) can be significantly improved using a combination of mild hypothermia and growth factor(s) to yield an extended activated hypothermic synthesis.
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It has long been recognized that demographic structure within a population can significantly affect the likely outcomes of harvest. Many studies have focussed on equilibrium dynamics and maximization of the value of the harvest taken. However, in some cases the management objective is to maintain the population at a abundance that is significantly below the carrying capacity. Achieving such an objective by harvest can be complicated by the presence of significant structure (age or stage) in the target population. in such cases, optimal harvest strategies must account for differences among age- or stage-classes of individuals in their relative contribution to the demography of the population. In addition, structured populations are also characterized by transient non-linear dynamics following perturbation, such that even under an equilibrium harvest, the population may exhibit significant momentum, increasing or decreasing before cessation of growth. Using simple linear time-invariant models, we show that if harvest levels are set dynamically (e.g., annually) then transient effects can be as or more important than equilibrium outcomes. We show that appropriate harvest rates can be complicated by uncertainty about the demographic structure of the population, or limited control over the structure of the harvest taken. (c) 2006 Elsevier B.V. All rights reserved.
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The notion of being sure that you have completely eradicated an invasive species is fanciful because of imperfect detection and persistent seed banks. Eradication is commonly declared either on an ad hoc basis, on notions of seed bank longevity, or on setting arbitrary thresholds of 1% or 5% confidence that the species is not present. Rather than declaring eradication at some arbitrary level of confidence, we take an economic approach in which we stop looking when the expected costs outweigh the expected benefits. We develop theory that determines the number of years of absent surveys required to minimize the net expected cost. Given detection of a species is imperfect, the optimal stopping time is a trade-off between the cost of continued surveying and the cost of escape and damage if eradication is declared too soon. A simple rule of thumb compares well to the exact optimal solution using stochastic dynamic programming. Application of the approach to the eradication programme of Helenium amarum reveals that the actual stopping time was a precautionary one given the ranges for each parameter.
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Study Design. A multicenter, randomized controlled trial with unblinded treatment and blinded outcome assessment was conducted. The treatment period was 6 weeks with follow-up assessment after treatment, then at 3, 6, and 12 months. Objectives. To determine the effectiveness of manipulative therapy and a low-load exercise program for cervicogenic headache when used alone and in combination, as compared with a control group. Summary of Background Data. Headaches arising from cervical musculoskeletal disorders are common. Conservative therapies are recommended as the first treatment of choice. Evidence for the effectiveness of manipulative therapy is inconclusive and available only for the short term. There is no evidence for exercise, and no study has investigated the effect of combined therapies for cervicogenic headache. Methods. In this study, 200 participants who met the diagnostic criteria for cervicogenic headache were randomized into four groups: manipulative therapy group, exercise therapy group, combined therapy group, and a control group. The primary outcome was a change in headache frequency. Other outcomes included changes in headache intensity and duration, the Northwick Park Neck Pain Index, medication intake, and patient satisfaction. Physical outcomes included pain on neck movement, upper cervical joint tenderness, a craniocervical flexion muscle test, and a photographic measure of posture. Results. There were no differences in headache-related and demographic characteristics between the groups at baseline. The loss to follow-up evaluation was 3.5%. At the 12-month follow-up assessment, both manipulative therapy and specific exercise had significantly reduced headache frequency and intensity, and the neck pain and effects were maintained (P < 0.05 for all). The combined therapies was not significantly superior to either therapy alone, but 10% more patients gained relief with the combination. Effect sizes were at least moderate and clinically relevant. Conclusion. Manipulative therapy and exercise can reduce the symptoms of cervicogenic headache, and the effects are maintained.
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This paper identifies research priorities in evaluating the ways in which "genomic medicine"-the use of genetic information to prevent and treat disease-may reduce tobacco-related harm by: (1) assisting more smokers to quit; (2) preventing non-smokers from beginning to smoke tobacco; and (3) reducing the harm caused by tobacco smoking. The method proposed to achieve the first aim is pharmacogenetics", the use of genetic information to optimise the selection of smoking-cessation programmes by screening smokers for polymorphisms that predict responses to different methods of smoking cessation. This method competes with the development of more effective forms of smoking cessation that involve vaccinating smokers against the effects of nicotine and using new pharmaceuticals (such as cannabinoid antagonists and nicotine agonists). The second and third aims are more speculative. They include: screening the population for genetic susceptibility to nicotine dependence and intervening (eg, by vaccinating children and adolescents against the effects of nicotine) to prevent smoking uptake, and screening the population for genetic susceptibility to tobacco-related diseases. A framework is described for future research on these policy options. This includes: epidemiological modelling and economic evaluation to specify the conditions under which these strategies are cost-effective; and social psychological research into the effect of providing genetic information on smokers' preparedness to quit, and the general views of the public on tobacco smoking.
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Some motor tasks can be completed, quite literally, with our eyes shut. Most people can touch their nose without looking or reach for an object after only a brief glance at its location. This distinction leads to one of the defining questions of movement control: is information gleaned prior to starting the movement sufficient to complete the task (open loop), or is feedback about the progress of the movement required (closed loop)? One task that has commanded considerable interest in the literature over the years is that of steering a vehicle, in particular lane-correction and lane-changing tasks. Recent work has suggested that this type of task can proceed in a fundamentally open loop manner [1 and 2], with feedback mainly serving to correct minor, accumulating errors. This paper reevaluates the conclusions of these studies by conducting a new set of experiments in a driving simulator. We demonstrate that, in fact, drivers rely on regular visual feedback, even during the well-practiced steering task of lane changing. Without feedback, drivers fail to initiate the return phase of the maneuver, resulting in systematic errors in final heading. The results provide new insight into the control of vehicle heading, suggesting that drivers employ a simple policy of “turn and see,” with only limited understanding of the relationship between steering angle and vehicle heading.
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We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.
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The calculation of quantum dynamics is currently a central issue in theoretical physics, with diverse applications ranging from ultracold atomic Bose-Einstein condensates to condensed matter, biology, and even astrophysics. Here we demonstrate a conceptually simple method of determining the regime of validity of stochastic simulations of unitary quantum dynamics by employing a time-reversal test. We apply this test to a simulation of the evolution of a quantum anharmonic oscillator with up to 6.022×1023 (Avogadro's number) of particles. This system is realizable as a Bose-Einstein condensate in an optical lattice, for which the time-reversal procedure could be implemented experimentally.