Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Some remarks on static-feedback linearization for time-varying systems

This work summarizes some results about static state feedback linearization for time-varying systems. Three different necessary and sufficient conditions are stated in this paper. The first condition is the one by [Sluis, W. M. (1993). A necessary condition for dynamic feedback linearization. Systems & Control Letters, 21, 277-283]. The second and the third are the generalizations of known results due respectively to [Aranda-Bricaire, E., Moog, C. H., Pomet, J. B. (1995). A linear algebraic framework for dynamic feedback linearization. IEEE Transactions on Automatic Control, 40, 127-132] and to [Jakubczyk, B., Respondek, W. (1980). On linearization of control systems. Bulletin del` Academie Polonaise des Sciences. Serie des Sciences Mathematiques, 28, 517-522]. The proofs of the second and third conditions are established by showing the equivalence between these three conditions. The results are re-stated in the infinite dimensional geometric approach of [Fliess, M., Levine J., Martin, P., Rouchon, P. (1999). A Lie-Backlund approach to equivalence and flatness of nonlinear systems. IEEE Transactions on Automatic Control, 44(5), 922-937]. (C) 2008 Elsevier Ltd. All rights reserved.

On state representations of time-varying nonlinear systems

This work considers a nonlinear time-varying system described by a state representation, with input u and state x. A given set of functions v, which is not necessarily the original input u of the system, is the (new) input candidate. The main result provides necessary and sufficient conditions for the existence of a local classical state space representation with input v. These conditions rely on integrability tests that are based on a derived flag. As a byproduct, one obtains a sufficient condition of differential flatness of nonlinear systems. (C) 2009 Elsevier Ltd. All rights reserved.

Dynamic models for computer viruses

Computer viruses are an important risk to computational systems endangering either corporations of all sizes or personal computers used for domestic applications. Here, classical epidemiological models for disease propagation are adapted to computer networks and, by using simple systems identification techniques a model called SAIC (Susceptible, Antidotal, Infectious, Contaminated) is developed. Real data about computer viruses are used to validate the model. (c) 2008 Elsevier Ltd. All rights reserved.

A 2D numerical model for simulating the physics of fault systems

Simulations provide a powerful means to help gain the understanding of crustal fault system physics required to progress towards the goal of earthquake forecasting. Cellular Automata are efficient enough to probe system dynamics but their simplifications render interpretations questionable. In contrast, sophisticated elasto-dynamic models yield more convincing results but are too computationally demanding to explore phase space. To help bridge this gap, we develop a simple 2D elastodynamic model of parallel fault systems. The model is discretised onto a triangular lattice and faults are specified as split nodes along horizontal rows in the lattice. A simple numerical approach is presented for calculating the forces at medium and split nodes such that general nonlinear frictional constitutive relations can be modeled along faults. Single and multi-fault simulation examples are presented using a nonlinear frictional relation that is slip and slip-rate dependent in order to illustrate the model.

Simultaneous X-ray imaging of plant root growth and water uptake in thin-slab systems

Direct and simultaneous observation of root growth and plant water uptake is difficult because soils are opaque. X-ray imaging techniques such as projection radiography or Computer Tomography (CT) offer a partial alternative to such limitations. Nevertheless, there is a trade-off between resolution, large field-of-view and 3-dimensionality: With the current state of the technology, it is possible to have any two. In this study, we used X-ray transmission through thin-slab systems to monitor transient saturation fields that develop around roots as plants grow. Although restricted to 2-dimensions, this approach offers a large field-of-view together with high spatial and dynamic resolutions. To illustrate the potential of this technology, we grew peas in 1 cm thick containers filled with soil and imaged them at regular intervals. The dynamics of both the root growth and the water content field that developed around the roots could be conveniently monitored. Compared to other techniques such as X-ray CT, our system is relatively inexpensive and easy to implement. It can potentially be applied to study many agronomic problems, such as issues related to the impact of soil constraints (physical, chemical or biological) on root development.

Specification, refinement and verification of concurrent systems - An integration of Object-Z and CSP

This paper presents a method of formally specifying, refining and verifying concurrent systems which uses the object-oriented state-based specification language Object-Z together with the process algebra CSP. Object-Z provides a convenient way of modelling complex data structures needed to define the component processes of such systems, and CSP enables the concise specification of process interactions. The basis of the integration is a semantics of Object-Z classes identical to that of CSP processes. This allows classes specified in Object-Z to he used directly within the CSP part of the specification. In addition to specification, we also discuss refinement and verification in this model. The common semantic basis enables a unified method of refinement to be used, based upon CSP refinement. To enable state-based techniques to be used fur the Object-Z components of a specification we develop state-based refinement relations which are sound and complete with respect to CSP refinement. In addition, a verification method for static and dynamic properties is presented. The method allows us to verify properties of the CSP system specification in terms of its component Object-Z classes by using the laws of the the CSP operators together with the logic for Object-Z.

Adoption and maintenance of contour bunds and hedgerows in a dynamic environment - Experience in the Philippine uplands

The widespread adoption of soil conservation technologies by farmers (notably contour hedgerows) observed in Guba, Cebu City, Philippines, is not often observed elsewhere In the country. Adoption of these technologies was because of the interaction of such phenomena as site-specific factors, appropriate extension systems, and technologies. However, lack of hedgerow maintenance, decreasing hedgerow quality, and disappearance of hedgerows raised concerns about sustainability. The dynamic nature of upland farming systems suggests the need for a location-specific farming system development framework, which provides farmers with ongoing extension for continual promotion of appropriate conservation practices.

Capillaries within compartments: Microvascular interpretation of dynamic positron emission tomography data

Measurement of exchange of substances between blood and tissue has been a long-lasting challenge to physiologists, and considerable theoretical and experimental accomplishments were achieved before the development of the positron emission tomography (PET). Today, when modeling data from modern PET scanners, little use is made of earlier microvascular research in the compartmental models, which have become the standard model by which the vast majority of dynamic PET data are analysed. However, modern PET scanners provide data with a sufficient temporal resolution and good counting statistics to allow estimation of parameters in models with more physiological realism. We explore the standard compartmental model and find that incorporation of blood flow leads to paradoxes, such as kinetic rate constants being time-dependent, and tracers being cleared from a capillary faster than they can be supplied by blood flow. The inability of the standard model to incorporate blood flow consequently raises a need for models that include more physiology, and we develop microvascular models which remove the inconsistencies. The microvascular models can be regarded as a revision of the input function. Whereas the standard model uses the organ inlet concentration as the concentration throughout the vascular compartment, we consider models that make use of spatial averaging of the concentrations in the capillary volume, which is what the PET scanner actually registers. The microvascular models are developed for both single- and multi-capillary systems and include effects of non-exchanging vessels. They are suitable for analysing dynamic PET data from any capillary bed using either intravascular or diffusible tracers, in terms of physiological parameters which include regional blood flow. (C) 2003 Elsevier Ltd. All rights reserved.

Systems thinking: learning or driving?

The ability to foresee how behaviour of a system arises from the interaction of its components over time - i.e. its dynamic complexity – is seen an important ability to take effective decisions in our turbulent world. Dynamic complexity emerges frequently from interrelated simple structures, such as stocks and flows, feedbacks and delays (Forrester, 1961). Common sense assumes an intuitive understanding of their dynamic behaviour. However, recent researches have pointed to a persistent and systematic error in people understanding of those building blocks of complex systems. This paper describes an empirical study concerning the native ability to understand systems thinking concepts. Two different groups - one, academic, the other, professional – submitted to four tasks, proposed by Sweeney and Sterman (2000) and Sterman (2002). The results confirm a poor intuitive understanding of the basic systems concepts, even when subjects have background in mathematics and sciences.

Systems thinking: learning or driving?

The ability to foresee how behaviour of a system arises from the interaction of its components over time - i.e. its dynamic complexity – is seen an important ability to take effective decisions in our turbulent world. Dynamic complexity emerges frequently from interrelated simple structures, such as stocks and flows, feedbacks and delays (Forrester, 1961). Common sense assumes an intuitive understanding of their dynamic behaviour. However, recent researches have pointed to a persistent and systematic error in people understanding of those building blocks of complex systems. This paper describes an empirical study concerning the native ability to understand systems thinking concepts. Two different groups - one, academic, the other, professional – submitted to four tasks, proposed by Sweeney and Sterman (2000) and Sterman (2002). The results confirm a poor intuitive understanding of the basic systems concepts, even when subjects have background in mathematics and sciences.

Power converter topologies for wind energy conversion systems: Integrated modeling, control strategy and performance simulation

This paper presents new integrated model for variable-speed wind energy conversion systems, considering a more accurate dynamic of the wind turbine, rotor, generator, power converter and filter. Pulse width modulation by space vector modulation associated with sliding mode is used for controlling the power converters. Also, power factor control is introduced at the output of the power converters. Comprehensive performance simulation studies are carried out with matrix, two-level and multilevel power converter topologies in order to adequately assert the system performance. Conclusions are duly drawn.

Surge damping analysis in pipe systems: modelling and experiments

The current study focuses on the analysis of pressure surge damping in single pipeline systems generated by a fast change of flow, conditions. A dimensionless form of pressurised transient flow equations was developed. presenting the main advantage of being independent of the system characteristics. In lack of flow velocity profiles. the unsteady friction in turbulent regimes is analysed based on two new empirical corrective-coefficients associated with local and convective acceleration terms. A new, surge damping approach is also presented taking into account the pressure peak time variation. The observed attenuation effect in the pressure wave for high deformable pipe materials can be described by a combination of the non-elastic behaviour of the pipe-wall with steady and unsteady friction effects. Several simulations and experimental tests have been carried out. in order to analyse the dynamic response of single pipelines with different characteristics, such as pipe materials. diameters. thickness. lengths and transient conditions.

A hybrid intelligent system for distributed dynamic scheduling

This chapter addresses the resolution of dynamic scheduling by means of meta-heuristic and multi-agent systems. Scheduling is an important aspect of automation in manufacturing systems. Several contributions have been proposed, but the problem is far from being solved satisfactorily, especially if scheduling concerns real world applications. The proposed multi-agent scheduling system assumes the existence of several resource agents (which are decision-making entities based on meta-heuristics) distributed inside the manufacturing system that interact with other agents in order to obtain optimal or near-optimal global performances.