Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems

An algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimization and Parameter Estimation (DISOPE), which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimization procedure. A version of the algorithm with a linear-quadratic model-based problem, implemented in the C+ + programming language, is developed and applied to illustrative simulation examples. An analysis of the optimality and convergence properties of the algorithm is also presented.

Comparing a discrete and continuum model of the intestinal crypt

The integration of processes at different scales is a key problem in the modelling of cell populations. Owing to increased computational resources and the accumulation of data at the cellular and subcellular scales, the use of discrete, cell-level models, which are typically solved using numerical simulations, has become prominent. One of the merits of this approach is that important biological factors, such as cell heterogeneity and noise, can be easily incorporated. However, it can be difficult to efficiently draw generalizations from the simulation results, as, often, many simulation runs are required to investigate model behaviour in typically large parameter spaces. In some cases, discrete cell-level models can be coarse-grained, yielding continuum models whose analysis can lead to the development of insight into the underlying simulations. In this paper we apply such an approach to the case of a discrete model of cell dynamics in the intestinal crypt. An analysis of the resulting continuum model demonstrates that there is a limited region of parameter space within which steady-state (and hence biologically realistic) solutions exist. Continuum model predictions show good agreement with corresponding results from the underlying simulations and experimental data taken from murine intestinal crypts.

Stable reduced-order models for discrete-time systems

The Routh-stability method is employed to reduce the order of discrete-time system transfer functions. It is shown that the Routh approximant is well suited to reduce both the denominator and the numerator polynomials, although alternative methods, such as PadÃ�Â(c)-Markov approximation, are also used to fit the model numerator coefficients.

Mismatch effects on discrete-time poles

The presence of mismatch between controller and system is considered. A novel discrete-time approach is used to investigate the migration of closed-loop poles when this mismatch occurs. Two forms of state estimator are employed giving rise to several interesting features regarding stability and performance.

Discrete time representation of continuous time ARMA processes

This paper derives exact discrete time representations for data generated by a continuous time autoregressive moving average (ARMA) system with mixed stock and flow data. The representations for systems comprised entirely of stocks or of flows are also given. In each case the discrete time representations are shown to be of ARMA form, the orders depending on those of the continuous time system. Three examples and applications are also provided, two of which concern the stationary ARMA(2, 1) model with stock variables (with applications to sunspot data and a short-term interest rate) and one concerning the nonstationary ARMA(2, 1) model with a flow variable (with an application to U.S. nondurable consumers’ expenditure). In all three examples the presence of an MA(1) component in the continuous time system has a dramatic impact on eradicating unaccounted-for serial correlation that is present in the discrete time version of the ARMA(2, 0) specification, even though the form of the discrete time model is ARMA(2, 1) for both models.

Discrete demand side control performance under dynamic building simulation: a heat pump application

This study presents the findings of applying a Discrete Demand Side Control (DDSC) approach to the space heating of two case study buildings. High and low tolerance scenarios are implemented on the space heating controller to assess the impact of DDSC upon buildings with different thermal capacitances, light-weight and heavy-weight construction. Space heating is provided by an electric heat pump powered from a wind turbine, with a back-up electrical network connection in the event of insufficient wind being available when a demand occurs. Findings highlight that thermal comfort is maintained within an acceptable range while the DDSC controller maintains the demand/supply balance. Whilst it is noted that energy demand increases slightly, as this is mostly supplied from the wind turbine, this is of little significance and hence a reduction in operating costs and carbon emissions is still attained.

Bistability through triadic closure

We propose and analyse a class of evolving network models suitable for describing a dynamic topological structure. Applications include telecommunication, on-line social behaviour and information processing in neuroscience. We model the evolving network as a discrete time Markov chain, and study a very general framework where, conditioned on the current state, edges appear or disappear independently at the next timestep. We show how to exploit symmetries in the microscopic, localized rules in order to obtain conjugate classes of random graphs that simplify analysis and calibration of a model. Further, we develop a mean field theory for describing network evolution. For a simple but realistic scenario incorporating the triadic closure effect that has been empirically observed by social scientists (friends of friends tend to become friends), the mean field theory predicts bistable dynamics, and computational results confirm this prediction. We also discuss the calibration issue for a set of real cell phone data, and find support for a stratified model, where individuals are assigned to one of two distinct groups having different within-group and across-group dynamics.

Rheology of discrete failure regimes of anisotropic sea ice

A rheological model of sea ice is presented that incorporates the orientational distribution of ice thickness in leads embedded in isotropic floe ice. Sea ice internal stress is determined by coulombic, ridging and tensile failure at orientations where corresponding failure criteria are satisfied at minimum stresses. Because sea ice traction increases in thinner leads and cohesion is finite, such failure line angles are determined by the orientational distribution of sea ice thickness relative to the imposed stresses. In contrast to the isotropic case, sea ice thickness anisotropy results in these failure lines becoming dependent on the stress magnitude. Although generally a given failure criteria type can be satisfied at many directions, only two at most are considered. The strain rate is determined by shearing along slip lines accompanied by dilatancy and closing or opening across orientations affected by ridging or tensile failure. The rheology is illustrated by a yield curve determined by combining coulombic and ridging failure for the case of two pairs of isotropically formed leads of different thicknesses rotated with regard to each other, which models two events of coulombic failure followed by dilatancy and refreezing. The yield curve consists of linear segments describing coulombic and ridging yield as failure switches from one lead to another as the stress grows. Because sliding along slip lines is accompanied by dilatancy, at typical Arctic sea ice deformation rates a one-day-long deformation event produces enough open water that these freshly formed slip lines are preferential places of ridging failure.

Using attribute importance rankings within discrete choice experiments: an application to valuing bread attributes

We present a new Bayesian econometric specification for a hypothetical Discrete Choice Experiment (DCE) incorporating respondent ranking information about attribute importance. Our results indicate that a DCE debriefing question that asks respondents to rank the importance of attributes helps to explain the resulting choices. We also examine how mode of survey delivery (online and mail) impacts model performance, finding that results are not substantively a§ected by the mode of survey delivery. We conclude that the ranking data is a complementary source of information about respondent utility functions within hypothetical DCEs

Multiple, discrete arcs on sunward convecting field lines in the 14-15 MLT region

Ionospheric plasma flow measurements and simultaneous observations of thin (∼0.2° invariant latitude (ILAT)), multiple, longitudinally extended auroral arcs of transient nature within 74°-76° ILAT and 1030-1130 UT (∼14-15 MLT) on January 12, 1989, are reported. The auroral structures appeared within the luminous belt of strong 630.0-nm emissions located predominantly on sunward convecting field lines equatorward of the convection reversal boundary as identified by the European Incoherent Scatter UHF radar. The events occurred during a period of several hours quasi-steady solar wind speed (∼ 700 km s−1) and a radially orientated interplanetary magnetic field (IMF) with a weak northward tilt (IMF Bz>0). These typical dayside auroral features are related to previous studies of auroral activity related to the upward region 1 current in the postnoon sector. The discrete auroral events presented here may result from magnetosheath plasma injections into the low-latitude boundary layer (LLBL) and an associated dynamo mechanism. An alternative explanation invokes kinetic Alfvén waves, triggered either by Kelvin-Helmholtz instability at the inner (or outer) edge of the LLBL or by pressure pulse induced magnetopause surface waves.

Discontinuous Galerkin methods for the p-biharmonic equation from a discrete variational perspective

We study discontinuous Galerkin approximations of the p-biharmonic equation for p∈(1,∞) from a variational perspective. We propose a discrete variational formulation of the problem based on an appropriate definition of a finite element Hessian and study convergence of the method (without rates) using a semicontinuity argument. We also present numerical experiments aimed at testing the robustness of the method.

A moment problem for random discrete measures

Let X be a locally compact Polish space. A random measure on X is a probability measure on the space of all (nonnegative) Radon measures on X. Denote by K(X) the cone of all Radon measures η on X which are of the form η =

Molecular design of a discrete chain-folding polyimide for controlled inkjet deposition of supramolecular polymers

A supramolecular polymer based upon two complementary polymer components is formed by sequential deposition from solution in THF, using a piezoelectric drop-on-demand inkjet printer. Highly efficient cycloaddition or ‘click’ chemistry afforded a well-defined poly(ethylene glycol) featuring chain-folding diimide end groups, which possesses greatly enhanced solubility in THF relative to earlier materials featuring random diimide sequences. Blending the new polyimide with a complementary poly(ethylene glycol) system bearing pyrene end groups (which bind to the chain-folding diimide units) overcomes the limited solubility encountered previously with chain-folding polyimides in inkjet printing applications. The solution state properties of the resulting polymer blend were assessed via viscometry to confirm the presence of a supramolecular polymer before depositing the two electronically complementary polymers by inkjet printing techniques. The novel materials so produced offer an insight into ways of controlling the properties of printed materials through tuning the structure of the polymer at the (supra)molecular level.