Stochastic switching in infinite dimensions with applications to random parabolic PDE

© 2015 Society for Industrial and Applied Mathematics.We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution. Applying these general results to the heat equation with randomly switching boundary conditions, we find explicit formulae for various statistics of the solution and obtain almost sure results about its regularity and structure. These results are of particular interest for biological applications as well as for their significant departure from behavior seen in PDEs forced by disparate Gaussian noise. Our general results also have applications to other types of stochastic hybrid systems, such as ODEs with randomly switching right-hand sides.

Regularization and Bang-bang conjugate times in optimal control

Consideramos o problema de controlo óptimo de tempo mínimo para sistemas de controlo mono-entrada e controlo afim num espaço de dimensão finita com condições inicial e final fixas, onde o controlo escalar toma valores num intervalo fechado. Quando aplicamos o método de tiro a este problema, vários obstáculos podem surgir uma vez que a função de tiro não é diferenciável quando o controlo é bang-bang. No caso bang-bang os tempos conjugados são teoricamente bem definidos para este tipo de sistemas de controlo, contudo os algoritmos computacionais directos disponíveis são de difícil aplicação. Por outro lado, no caso suave o conceito teórico e prático de tempos conjugados é bem conhecido, e ferramentas computacionais eficazes estão disponíveis. Propomos um procedimento de regularização para o qual as soluções do problema de tempo mínimo correspondente dependem de um parâmetro real positivo suficientemente pequeno e são definidas por funções suaves em relação à variável tempo, facilitando a aplicação do método de tiro simples. Provamos, sob hipóteses convenientes, a convergência forte das soluções do problema regularizado para a solução do problema inicial, quando o parâmetro real tende para zero. A determinação de tempos conjugados das trajectórias localmente óptimas do problema regularizado enquadra-se na teoria suave conhecida. Provamos, sob hipóteses adequadas, a convergência do primeiro tempo conjugado do problema regularizado para o primeiro tempo conjugado do problema inicial bang-bang, quando o parâmetro real tende para zero. Consequentemente, obtemos um algoritmo eficiente para a computação de tempos conjugados no caso bang-bang.

Input/output linearization using dynamic recurrent neural networks

This paper brings together two areas of research that have received considerable attention during the last years, namely feedback linearization and neural networks. A proposition that guarantees the Input/Output (I/O) linearization of nonlinear control affine systems with Dynamic Recurrent Neural Networks (DRNNs) is formulated and proved. The proposition and the linearization procedure are illustrated with the simulation of a single link manipulator.

Dynamic recurrent neural network for system identification and control

A dynamic recurrent neural network (DRNN) that can be viewed as a generalisation of the Hopfield neural network is proposed to identify and control a class of control affine systems. In this approach, the identified network is used in the context of the differential geometric control to synthesise a state feedback that cancels the nonlinear terms of the plant yielding a linear plant which can then be controlled using a standard PID controller.

Álgebras de Lie e aplicações à sistemas alternantes

Pós-graduação em Matemática - IBILCE

Sequentially continuous non-linear fundamental systems of solutions of affine equations in locally convex spaces

According to the Mickael's selection theorem any surjective continuous linear operator from one Fr\'echet space onto another has a continuous (not necessarily linear) right inverse. Using this theorem Herzog and Lemmert proved that if $E$ is a Fr\'echet space and $T:E\to E$ is a continuous linear operator such that the Cauchy problem $\dot x=Tx$, $x(0)=x_0$ is solvable in $[0,1]$ for any $x_0\in E$, then for any $f\in C([0,1],E)$, there exists a continuos map $S:[0,1]\times E\to E$, $(t,x)\mapsto S_tx$ such that for any $x_0\in E$, the function $x(t)=S_tx_0$ is a solution of the Cauchy problem $\dot x(t)=Tx(t)+f(t)$, $x(0)=x_0$ (they call $S$ a fundamental system of solutions of the equation $\dot x=Tx+f$). We prove the same theorem, replacing "continuous" by "sequentially continuous" for locally convex spaces from a class which contains strict inductive limits of Fr\'echet spaces and strong duals of Fr\'echet--Schwarz spaces and is closed with respect to finite products and sequentially closed subspaces. The key-point of the proof is an extension of the theorem on existence of a sequentially continuous right inverse of any surjective sequentially continuous linear operator to some class of non-metrizable locally convex spaces.

An efficient method for optimal location and sizing of fixed and switched shunt capacitors in large distribution systems

This paper proposes a computationally efficient methodology for the optimal location and sizing of static and switched shunt capacitors in large distribution systems. The problem is formulated as the maximization of the savings produced by the reduction in energy losses and the avoided costs due to investment deferral in the expansion of the network. The proposed method selects the nodes to be compensated, as well as the optimal capacitor ratings and their operational characteristics, i.e. fixed or switched. After an appropriate linearization, the optimization problem was formulated as a large-scale mixed-integer linear problem, suitable for being solved by means of a widespread commercial package. Results of the proposed optimizing method are compared with another recent methodology reported in the literature using two test cases: a 15-bus and a 33-bus distribution network. For the both cases tested, the proposed methodology delivers better solutions indicated by higher loss savings, which are achieved with lower amounts of capacitive compensation. The proposed method has also been applied for compensating to an actual large distribution network served by AES-Venezuela in the metropolitan area of Caracas. A convergence time of about 4 seconds after 22298 iterations demonstrates the ability of the proposed methodology for efficiently handling large-scale compensation problems.

Variable-Structure Control Design of Switched Systems With an Application to a DC-DC Power Converter

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Affine Toda systems coupled to matter fields

We investigate higher grading integrable generalizations of the affine Toda systems, where the flat connections defining the models take values in eigensubspaces of an integral gradation of an affine Kac-Moody algebra, with grades varying from l to -l (l > 1). The corresponding target space possesses nontrivial vacua and soliton configurations, which can be interpreted as particles of the theory, on the same footing as those associated to fundamental fields. The models can also be formulated by a hamiltonian reduction procedure from the so-called two-loop WZNW models. We construct the general solution and show the classes corresponding to the solitons. Some of the particles and solitons become massive when the conformal symmetry is spontaneously broken by a mechanism with an intriguing topological character and leading to a very simple mass formula. The massive fields associated to nonzero grade generators obey field equations of the Dirac type and may be regarded as matter fields. A special class of models is remarkable. These theories possess a U(1 ) Noether current, which, after a special gauge fixing of the conformal symmetry, is proportional to a topological current. This leads to the confinement of the matter field inside the solitons, which can be regarded as a one-dimensional bag model for QCD. These models are also relevant to the study of electron self-localization in (quasi-)one-dimensional electron-phonon systems.

Variable structure control of switched systems based on Lyapunov-Metzler-SPR systems

This paper presents two Variable Structure Controllers (VSC) for continuous-time switched plants. It is assumed that the state vector is available for feedback. The proposed control system provides a switching rule and also the variable structure control input. The design is based on Lyapunov-Metzler (LM) inequalities and also on Strictly Positive Real (SPR) systems stability results. The definition of Lyapunov-Metzler-SPR (LMS) systems and its direct application in the design of VSC for switched systems are introduced in this paper. Two examples illustrate the design of the proposed VSC, considering a plant given by a switched system with a switched-state control law and two linear time-invariant systems, that are not controllable and also can not be stabilized with state feedback. ©2008 IEEE.

Implementation of a DC-DC converter with variable structure control of switched systems

This paper presents a control method for a class of continuous-time switched systems, using state feedback variable structure controllers. The method is applied to the control of a two-cell dc-dc buck converter and a control circuit design using the software PSpice is proposed. The design is based on Lyapunov-Metzler-SPR systems and the performance of the resulting control system is superior to that afforded by a recently-proposed alternative sliding-mode control technique. The dc-dc power converters are very used in industrial applications, for instance, in power systems of hybrid electric vehicles and aircrafts. Good results were obtained and the proposed design is also inexpensive because it uses electric components that can be easily found for the hardware implementation. Future researches on the subject include the hardware validation of the dc-dc converter controller and the robust control design of switched systems, with structural failures. © 2011 IEEE.

Design and implementation of a dc-dc converter based on variable structure control of switched systems

This paper presents a control method for a class of continuous-time switched systems, using state feedback variable structure controllers. The method is applied to the control of a non-trivial dc-dc power converter and a simple and inexpensive control circuit design, that was simulated using the software PSpice, is proposed. The design is based on Lyapunov-Metzler-SPR systems and the performance of the resulting control system is superior to that afforded by a recently proposed alternative sliding-mode control technique. © 2011 IFAC.

On switched control design of linear time-invariant systems with polytopic uncertainties

This paper proposes a new switched control design method for some classes of linear time-invariant systems with polytopic uncertainties. This method uses a quadratic Lyapunov function to design the feedback controller gains based on linear matrix inequalities (LMIs). The controller gain is chosen by a switching law that returns the smallest value of the time derivative of the Lyapunov function. The proposed methodology offers less conservative alternative than the well-known controller for uncertain systems with only one state feedback gain. The control design of a magnetic levitator illustrates the procedure. © 2013 Wallysonn A. de Souza et al.