Probabilistic DHP adaptive critic for nonlinear stochastic control systems

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.

Optimal Control of Heterogeneous Systems

Цветомир Цачев - В настоящия доклад се прави преглед на някои резултати от областта на оптималното управление на непрекъснатите хетерогенни системи, публикувани в периодичната научна литература в последните години. Една динамична система се нарича хетерогенна, ако всеки от нейните елементи има собствена динамиката. Тук разглеждаме оптимално управление на системи, чиято хетерогенност се описва с едномерен или двумерен параметър – на всяка стойност на параметъра отговаря съответен елемент на системата. Хетерогенните динамични системи се използват за моделиране на процеси в икономиката, епидемиологията, биологията, опазване на обществената сигурност (ограничаване на използването на наркотици) и др. Тук разглеждаме модел на оптимално инвестиране в образование на макроикономическо ниво [11], на ограничаване на последствията от разпространението на СПИН [9], на пазар на права за въглеродни емисии [3, 4] и на оптимален макроикономически растеж при повишаване на нивото на върховите технологии [1]. Ключови думи: оптимално управление, непрекъснати хетерогенни динамични системи, приложения в икономиката и епидемиолегията

Nonholonomically Constrained Dynamics and Optimization of Rolling Isolation Systems

Rolling Isolation Systems provide a simple and effective means for protecting components from horizontal floor vibrations. In these systems a platform rolls on four steel balls which, in turn, rest within shallow bowls. The trajectories of the balls is uniquely determined by the horizontal and rotational velocity components of the rolling platform, and thus provides nonholonomic constraints. In general, the bowls are not parabolic, so the potential energy function of this system is not quadratic. This thesis presents the application of Gauss's Principle of Least Constraint to the modeling of rolling isolation platforms. The equations of motion are described in terms of a redundant set of constrained coordinates. Coordinate accelerations are uniquely determined at any point in time via Gauss's Principle by solving a linearly constrained quadratic minimization. In the absence of any modeled damping, the equations of motion conserve energy. This mathematical model is then used to find the bowl profile that minimizes response acceleration subject to displacement constraint.

Modal Control of Vibration in Rotating Machines and Other Generally Damped Systems

Second order matrix equations arise in the description of real dynamical systems. Traditional modal control approaches utilise the eigenvectors of the undamped system to diagonalise the system matrices. A regrettable consequence of this approach is the discarding of residual o-diagonal terms in the modal damping matrix. This has particular importance for systems containing skew-symmetry in the damping matrix which is entirely discarded in the modal damping matrix. In this paper a method to utilise modal control using the decoupled second order matrix equations involving nonclassical damping is proposed. An example of modal control sucessfully applied to a rotating system is presented in which the system damping matrix contains skew-symmetric components.

Modal Control of Vibration in Rotating Machines and Other Generally Damped Systems

Second order matrix equations arise in the description of real dynamical systems. Traditional modal control approaches utilise the eigenvectors of the undamped system to diagonalise the system matrices. A regrettable consequence of this approach is the discarding of residual off-diagonal terms in the modal damping matrix. This has particular importance for systems containing skew-symmetry in the damping matrix which is entirely discarded in the modal damping matrix. In this paper a method to utilise modal control using the decoupled second order matrix equations involving non-classical damping is proposed. An example of modal control successfully applied to a rotating system is presented in which the system damping matrix contains skew-symmetric components.

Symbolic dynamics generated by a hybrid chaotic systems

We consider piecewise defined differential dynamical systems which can be analysed through symbolic dynamics and transition matrices. We have a continuous regime, where the time flow is characterized by an ordinary differential equation (ODE) which has explicit solutions, and the singular regime, where the time flow is characterized by an appropriate transformation. The symbolic codification is given through the association of a symbol for each distinct regular system and singular system. The transition matrices are then determined as linear approximations to the symbolic dynamics. We analyse the dependence on initial conditions, parameter variation and the occurrence of global strange attractors.

Dynamical models in neuroscience: the delay FitzHugh-Nagumo equation

Il primo modello matematico in grado di descrivere il prototipo di un sistema eccitabile assimilabile ad un neurone fu sviluppato da R. FitzHugh e J. Nagumo nel 1961. Tale modello, per quanto schematico, rappresenta un importante punto di partenza per la ricerca nell'ambito neuroscientifico delle dinamiche neuronali, ed è infatti capostipite di una serie di lavori che hanno puntato a migliorare l’accuratezza e la predicibilità dei modelli matematici per le scienze. L’elevato grado di complessità nello studio dei neuroni e delle dinamiche inter-neuronali comporta, tuttavia, che molte delle caratteristiche e delle potenzialità dell’ambito non siano ancora state comprese appieno. In questo lavoro verrà approfondito un modello ispirato al lavoro originale di FitzHugh e Nagumo. Tale modello presenta l’introduzione di un termine di self-coupling con ritardo temporale nel sistema di equazioni differenziali, diventa dunque rappresentativo di modelli di campo medio in grado di descrivere gli stati macroscopici di un ensemble di neuroni. L'introduzione del ritardo è funzionale ad una descrizione più realistica dei sistemi neuronali, e produce una dinamica più ricca e complessa rispetto a quella presente nella versione originale del modello. Sarà mostrata l'esistenza di una soluzione a ciclo limite nel modello che comprende il termine di ritardo temporale, ove tale soluzione non può essere interpretata nell’ambito delle biforcazioni di Hopf. Allo scopo di esplorare alcune delle caratteristiche basilari della modellizzazione del neurone, verrà principalmente utilizzata l’impostazione della teoria dei sistemi dinamici, integrando dove necessario con alcune nozioni provenienti dall’ambito fisiologico. In conclusione sarà riportata una sezione di approfondimento sulla integrazione numerica delle equazioni differenziali con ritardo.

Transition to complete synchronization in phase-coupled oscillators with nearest neighbor coupling

We investigate synchronization in a Kuramoto-like model with nearest neighbor coupling. Upon analyzing the behavior of individual oscillators at the onset of complete synchronization, we show that the time interval between bursts in the time dependence of the frequencies of the oscillators exhibits universal scaling and blows up at the critical coupling strength. We also bring out a key mechanism that leads to phase locking. Finally, we deduce forms for the phases and frequencies at the onset of complete synchronization.

An Extension of the Invariance Principle for a Class of Differential Equations with Finite Delay

An extension of the uniform invariance principle for ordinary differential equations with finite delay is developed. The uniform invariance principle allows the derivative of the auxiliary scalar function V to be positive in some bounded sets of the state space while the classical invariance principle assumes that. V <= 0. As a consequence, the uniform invariance principle can deal with a larger class of problems. The main difficulty to prove an invariance principle for functional differential equations is the fact that flows are defined on an infinite dimensional space and, in such spaces, bounded solutions may not be precompact. This difficulty is overcome by imposing the vector field taking bounded sets into bounded sets.

Rumor Propagation Model: An Equilibrium Study

Compartmental epidemiological models have been developed since the 1920s and successfully applied to study the propagation of infectious diseases. Besides, due to their structure, in the 1960s an interesting version of these models was developed to clarify some aspects of rumor propagation, considering that spreading an infectious disease or disseminating information is analogous phenomena. Here, in an analogy with the SIR (Susceptible-Infected-Removed) epidemiological model, the ISS (Ignorant-Spreader-Stifler) rumor spreading model is studied. By using concepts from the Dynamical Systems Theory, stability of equilibrium points is established, according to propagation parameters and initial conditions. Some numerical experiments are conducted in order to validate the model.

Characterizing chaotic melodies in automatic music composition

In this paper, we initially present an algorithm for automatic composition of melodies using chaotic dynamical systems. Afterward, we characterize chaotic music in a comprehensive way as comprising three perspectives: musical discrimination, dynamical influence on musical features, and musical perception. With respect to the first perspective, the coherence between generated chaotic melodies (continuous as well as discrete chaotic melodies) and a set of classical reference melodies is characterized by statistical descriptors and melodic measures. The significant differences among the three types of melodies are determined by discriminant analysis. Regarding the second perspective, the influence of dynamical features of chaotic attractors, e.g., Lyapunov exponent, Hurst coefficient, and correlation dimension, on melodic features is determined by canonical correlation analysis. The last perspective is related to perception of originality, complexity, and degree of melodiousness (Euler's gradus suavitatis) of chaotic and classical melodies by nonparametric statistical tests. (c) 2010 American Institute of Physics. [doi: 10.1063/1.3487516]

Generalized Sznajd model for opinion propagation

In the last decade the Sznajd model has been successfully employed in modeling some properties and scale features of both proportional and majority elections. We propose a version of the Sznajd model with a generalized bounded confidence rule-a rule that limits the convincing capability of agents and that is essential to allow coexistence of opinions in the stationary state. With an appropriate choice of parameters it can be reduced to previous models. We solved this model both in a mean-field approach (for an arbitrary number of opinions) and numerically in a Barabaacutesi-Albert network (for three and four opinions), studying the transient and the possible stationary states. We built the phase portrait for the special cases of three and four opinions, defining the attractors and their basins of attraction. Through this analysis, we were able to understand and explain discrepancies between mean-field and simulation results obtained in previous works for the usual Sznajd model with bounded confidence and three opinions. Both the dynamical system approach and our generalized bounded confidence rule are quite general and we think it can be useful to the understanding of other similar models.

Bayesian online algorithms for learning in discrete Hidden Markov Models

We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.

Connectivity and dynamics of neuronal networks as defined by the shape of individual neurons

Biological neuronal networks constitute a special class of dynamical systems, as they are formed by individual geometrical components, namely the neurons. In the existing literature, relatively little attention has been given to the influence of neuron shape on the overall connectivity and dynamics of the emerging networks. The current work addresses this issue by considering simplified neuronal shapes consisting of circular regions (soma/axons) with spokes (dendrites). Networks are grown by placing these patterns randomly in the two-dimensional (2D) plane and establishing connections whenever a piece of dendrite falls inside an axon. Several topological and dynamical properties of the resulting graph are measured, including the degree distribution, clustering coefficients, symmetry of connections, size of the largest connected component, as well as three hierarchical measurements of the local topology. By varying the number of processes of the individual basic patterns, we can quantify relationships between the individual neuronal shape and the topological and dynamical features of the networks. Integrate-and-fire dynamics on these networks is also investigated with respect to transient activation from a source node, indicating that long-range connections play an important role in the propagation of avalanches.

Dissipation as a mechanism of energy gain

Some properties of the annular billiard under the presence of weak dissipation are studied. We show, in a dissipative system, that the average energy of a particle acquires higher values than its average energy of the conservative case. The creation of attractors, associated with a chaotic dynamics in the conservative regime, both in appropriated regions of the phase space, constitute a generic mechanism to increase the average energy of dynamical systems.