Efficient methods for stochastic optimal control

The Hamilton Jacobi Bellman (HJB) equation is central to stochastic optimal control (SOC) theory, yielding the optimal solution to general problems specified by known dynamics and a specified cost functional. Given the assumption of quadratic cost on the control input, it is well known that the HJB reduces to a particular partial differential equation (PDE). While powerful, this reduction is not commonly used as the PDE is of second order, is nonlinear, and examples exist where the problem may not have a solution in a classical sense. Furthermore, each state of the system appears as another dimension of the PDE, giving rise to the curse of dimensionality. Since the number of degrees of freedom required to solve the optimal control problem grows exponentially with dimension, the problem becomes intractable for systems with all but modest dimension.

In the last decade researchers have found that under certain, fairly non-restrictive structural assumptions, the HJB may be transformed into a linear PDE, with an interesting analogue in the discretized domain of Markov Decision Processes (MDP). The work presented in this thesis uses the linearity of this particular form of the HJB PDE to push the computational boundaries of stochastic optimal control.

This is done by crafting together previously disjoint lines of research in computation. The first of these is the use of Sum of Squares (SOS) techniques for synthesis of control policies. A candidate polynomial with variable coefficients is proposed as the solution to the stochastic optimal control problem. An SOS relaxation is then taken to the partial differential constraints, leading to a hierarchy of semidefinite relaxations with improving sub-optimality gap. The resulting approximate solutions are shown to be guaranteed over- and under-approximations for the optimal value function. It is shown that these results extend to arbitrary parabolic and elliptic PDEs, yielding a novel method for Uncertainty Quantification (UQ) of systems governed by partial differential constraints. Domain decomposition techniques are also made available, allowing for such problems to be solved via parallelization and low-order polynomials.

The optimization-based SOS technique is then contrasted with the Separated Representation (SR) approach from the applied mathematics community. The technique allows for systems of equations to be solved through a low-rank decomposition that results in algorithms that scale linearly with dimensionality. Its application in stochastic optimal control allows for previously uncomputable problems to be solved quickly, scaling to such complex systems as the Quadcopter and VTOL aircraft. This technique may be combined with the SOS approach, yielding not only a numerical technique, but also an analytical one that allows for entirely new classes of systems to be studied and for stability properties to be guaranteed.

The analysis of the linear HJB is completed by the study of its implications in application. It is shown that the HJB and a popular technique in robotics, the use of navigation functions, sit on opposite ends of a spectrum of optimization problems, upon which tradeoffs may be made in problem complexity. Analytical solutions to the HJB in these settings are available in simplified domains, yielding guidance towards optimality for approximation schemes. Finally, the use of HJB equations in temporal multi-task planning problems is investigated. It is demonstrated that such problems are reducible to a sequence of SOC problems linked via boundary conditions. The linearity of the PDE allows us to pre-compute control policy primitives and then compose them, at essentially zero cost, to satisfy a complex temporal logic specification.

O argumento pragmático ou consequencialista de cunho econômico e a modulação temporal dos efeitos das decisões do Supremo Tribunal Federal em matéria tributária

A tese analisa a relação íntima que há entre o pragmatismo ou o conseqüencialismo e a modulação temporal dos efeitos das decisões judiciais. Nesta relação, interessa ressaltar o ponto de interseção que certamente sobressai em várias ocasiões: o argumento de cunho econômico. Tal tipo de argumento pode assumir especial relevo quando do exame da oportunidade e conveniência na tomada das decisões eminentemente políticas. No âmbito jurisdicional, no entanto, o argumento pragmático ou consequencialista de cunho econômico não deve prevalecer como fundamento das decisões judiciais, especialmente cuidando-se de matéria tributária. Os problemas que centralizam o estudo podem ser colocados através das seguintes indagações: é possível que o Supremo Tribunal Federal compute, no julgamento de certa matéria tributária, argumento como o eventual rombo de X bilhões de reais que a decisão contrária ao Fisco possa acarretar para os cofres públicos? A fundamentação de eventual decisão judicial calcada exclusiva ou predominantemente em tal argumento é legítima ou ilegítima? Que importância pode ter na tomada de decisão judicial? Quando aplicada, há parâmetros a serem seguidos? Quais? Demonstramos que a prevalência de tal argumento é inadequada na seara judicial, ou seja, deve ter peso reduzido ou periférico, servindo para corroborar ou reforçar os argumentos jurídicos que centralizam o debate submetido ao exame do Poder Judiciário de modo geral, e do Supremo Tribunal Federal, de maneira particular. Em busca de esclarecer quais os principais limites e possibilidades de tal argumento, especialmente relacionando-o à modulação temporal dos efeitos da decisão judicial, explicitamos algumas regras necessárias para a sua adequada utilização, sob pena de inconcebível subversão de variados princípios e direitos fundamentais assegurados em sede constitucional. No exame das questões submetidas à apreciação da Corte Suprema em matéria tributária, o seu parâmetro consiste na maior efetividade e concretude ao texto constitucional. A modulação temporal dos efeitos se aplica a uma decisão que, declarando a inconstitucionalidade do ato normativo, se afastaria ainda mais da vontade constitucional, caso fosse aplicado o tradicional efeito ex tunc (retroativo até o nascimento da lei). Nestas situações específicas e excepcionais se justifica aplicar a modulação, com vistas a dar maior concretude e emprestar maior eficácia à Constituição. A tese proposta, ao final, consiste na reunião das regras explicitadas no trabalho e em proposta legislativa.

Temporal and spatial variations in the quality of water in El Gergal Reservior, Seville, Spain

It is often difficult to define ‘water quality’ with any degree of precision. One approach is that suggested by Battarbee (1997) and is based on the extent to which individual lakes have changed compared with their natural ‘baseline’ status. Defining the base-line status of artificial lakes and reservoirs however, is, very difficult. In ecological terms, the definition of quality must include some consideration of their functional characteristics and the extent to which these characteristics are self-sustaining. The challenge of managing lakes in a sustainable way is particularly acute in semi-arid, Mediterranean countries. Here the quality of the water is strongly influenced by the unpredictability of the rainfall as well as year-to-year variations in the seasonal averages. Wise management requires profound knowledge of how these systems function. Thus a holistic approach must be adopted and the factors influencing the seasonal dynamics of the lakes quantified over a range of spatial and temporal scales. In this article, the authors describe some of the ways in which both long-term and short-term changes in the weather have influenced the seasonal and spatial dynamics of phytoplankton in El Gergal, a water supply reservoir situated in the south of Spain. The quality of the water stored in this reservoir is typically very good but surface blooms of algae commonly appear during warm, calm periods when the water level is low. El Gergal reservoir is managed by the Empresa Municipal de Abastecimiento y Saneamiento (EMASESA) and supplies water for domestic, commercial and industrial use to an area which includes the city of Seville and twelve of its surrounding towns (ca. 1.3 million inhabitants). El Gergal is the last of two reservoirs in a chain of four situated in the Rivera de Huelva basin, a tributary of the Guadalquivir river. It was commissioned by EMASESA in 1979 and since then the company has monitored its main limnological parameters on, at least, a monthly basis and used this information to improve the management of the reservoir. As a consequence of these intensive studies the physical, chemical and biological information acquired during this period makes the El Gergal database one of the most complete in Spain. In this article the authors focus on three ‘weather-related’ effects that have had a significant impact on the composition and distribution of phytoplankton in El Gergal: (i) the changes associated with severe droughts; (ii) the spatial variations produced by short-term changes in the weather; (iii) the impact of water transfers on the seasonal dynamics of the dinoflagellate Ceratium.

Some observations on the temporal variations of size of copepods and some answers to questions on their biology. [Translation from: Internationale Revue der Gesamten Hydrobiologie und Hydrographie 17 99-114, 1927.]

Until now observations on the temporal variation of size of freshwater copepods have not provided much information. Other observers only mention in passing this or that phenomenon from which it is possible to deduct termporal variations. In this study Cyclops strenuus s.l., a freshwater species of fairly wide distribution, is studied in two water bodies. The author studies the systematic, placing of inhabitants described as C. strenuus Fischer in both locations, their annual life cycle, and their annual size variations.

Full and Model-Reduced Structure-Preserving Simulation of Incompressible Fluids

This thesis outlines the construction of several types of structured integrators for incompressible fluids. We first present a vorticity integrator, which is the Hamiltonian counterpart of the existing Lagrangian-based fluid integrator. We next present a model-reduced variational Eulerian integrator for incompressible fluids, which combines the efficiency gains of dimension reduction, the qualitative robustness to coarse spatial and temporal resolutions of geometric integrators, and the simplicity of homogenized boundary conditions on regular grids to deal with arbitrarily-shaped domains with sub-grid accuracy.

Both these numerical methods involve approximating the Lie group of volume-preserving diffeomorphisms by a finite-dimensional Lie-group and then restricting the resulting variational principle by means of a non-holonomic constraint. Advantages and limitations of this discretization method will be outlined. It will be seen that these derivation techniques are unable to yield symplectic integrators, but that energy conservation is easily obtained, as is a discretized version of Kelvin's circulation theorem.

Finally, we outline the basis of a spectral discrete exterior calculus, which may be a useful element in producing structured numerical methods for fluids in the future.

Ultrafast temporal pattern generation and recognition

Ultrafast temporal pattern generation and recognition with femtosecond laser technology is presented, analyzed, and experimentally implemented. Ultrafast temporal pattern generation and recognition are realized by taking advantage of two well-known techniques: the space-time conversion technique and the ultrafast pulse measurement technique. Here the temporal pattern for the designed multiple pulses, optimized with a preassumed Gaussian spectral distribution of an ultrashort pulse, is described. With the simulation of a Gaussian spectral distribution, we realize that the uniformity of the generated multiple ultrafast temporal pulses is relevant to the repeated number of modulation periods in the mask in the spectral plane. Moreover, the change of Gaussian spectral phases with the wavelengths in the modulated phase plate is considered. Experiments of ultrafast temporal pattern recognition by the frequency-resolved optical gating (FROG) characterization technique are also given. (C) 2004 Society of Photo-Optical Instrumentation Engineers.

Avaliação espaço-temporal do grau de trofia em lagoas costeiras da cidade do Rio de Janeiro: aplicação de índices de estado trófico

Os diversos tipos de lançamentos de cargas poluidoras podem tornar a qualidade da água inadequada para os usos benéficos previstos. Entre as causas desta queda na qualidade da água, pode-se citar a eutrofização. O grau de trofia pode ser estimado através da utilização de índices, destacando-se o Índice do Estado Trófico desenvolvido por Carlson (1977) e o Índice do Estado Trófico desenvolvido por Carlson, modificado por Toledo et al. (1984). O presente estudo teve como principal objetivo analisar a variação espaço-temporal entre o período de 1980 a 2008, a fim de verificar o estado trófico das águas da Lagoa Rodrigo de Freitas (RJ) e do Complexo Lagunar de Jacarepaguá (RJ), através do uso destes índices. As variáveis utilizadas foram clorofila-a, transparência da água e fósforo total, e para o IETm, foi acrescido a variável ortofosfato dissolvido. Os resultados obtidos indicaram que tanto a Lagoa Rodrigo de Freitas, quanto o Complexo Lagunar de Jacarepaguá estão classificados como ambientes hipereutróficos no índice de Carlson e como eutróficos no índice modificado por Toledo. Entretanto, estes corpos dágua encontram-se em fases distintas. Para a Lagoa Rodrigo de Freitas, foi observada uma melhora na qualidade de suas águas nas últimas décadas, já para o Complexo Lagunar de Jacarepaguá, foi constatado uma piora significativa da qualidade de suas águas, principalmente nesta última década. A aplicação dos índices do estado trófico demonstrou-se uma ferramenta de avaliação do grau de trofia dos corpos dágua bastante prática, de fácil interpretação e divulgação dos dados obtidos a partir de um monitoramento sistemático

A generalized Hausdorff dimension for functions and sets

Let E be a compact subset of the n-dimensional unit cube, 1_n, and let C be a collection of convex bodies, all of positive n-dimensional Lebesgue measure, such that C contains bodies with arbitrarily small measure. The dimension of E with respect to the covering class C is defined to be the number

d_C(E) = sup(β:H_{β, C}(E) > 0),

where H_{β, C} is the outer measure

inf(Ʃm(C_i)^β:UC_i Ↄ E, C_i ϵ C) .

Only the one and two-dimensional cases are studied. Moreover, the covering classes considered are those consisting of intervals and rectangles, parallel to the coordinate axes, and those closed under translations. A covering class is identified with a set of points in the left-open portion, 1’_n, of 1_n, whose closure intersects 1_n - 1’_n. For n = 2, the outer measure H_{β, C} is adopted in place of the usual:

Inf(Ʃ(diam. (C_i))^β: UC_i Ↄ E, C_i ϵ C),

for the purpose of studying the influence of the shape of the covering sets on the dimension d_C(E).

If E is a closed set in 1₁, let M(E) be the class of all non-decreasing functions μ(x), supported on E with μ(x) = 0, x ≤ 0 and μ(x) = 1, x ≥ 1. Define for each μ ϵ M(E),

d_C(μ) = lim/c → inf/0 log ∆μ(c)/log c , (c ϵ C)

where ∆μ(c) = v/x (μ(x+c) – μ(x)). It is shown that

d_C(E) = sup (d_C(μ):μ ϵ M(E)).

This notion of dimension is extended to a certain class Ӻ of sub-additive functions, and the problem of studying the behavior of d_C(E) as a function of the covering class C is reduced to the study of d_C(f) where f ϵ Ӻ. Specifically, the set of points in 1₁,

(*) {d_B(F), d_C(f)): f ϵ Ӻ}

is characterized by a comparison of the relative positions of the points of B and C. A region of the form (*) is always closed and doubly-starred with respect to the points (0, 0) and (1, 1). Conversely, given any closed region in 1₂, doubly-starred with respect to (0, 0) and (1, 1), there are covering classes B and C such that (*) is exactly that region. All of the results are shown to apply to the dimension of closed sets E. Similar results can be obtained when a finite number of covering classes are considered.

In two dimensions, the notion of dimension is extended to the class M, of functions f(x, y), non-decreasing in x and y, supported on 1₂ with f(x, y) = 0 for x · y = 0 and f(1, 1) = 1, by the formula

d_C(f) = lim/s · t → inf/0 log ∆f(s, t)/log s · t , (s, t) ϵ C

where

∆f(s, t) = V/x, y (f(x+s, y+t) – f(x+s, y) – f(x, y+t) + f(x, t)).

A characterization of the equivalence d_C1(f) = d_C2(f) for all f ϵ M, is given by comparison of the gaps in the sets of products s · t and quotients s/t, (s, t) ϵ C_i (I = 1, 2).

Caracterização espaço-temporal de plumas de sedimentos por sensoriamento remoto: um estudo de caso na foz do rio Paraíba do Sul.

Sedimentos em suspensão representam um dos principais fatores que afetam a qualidade dos sistemas aquáticos no mundo; influenciam os processos geomórficos de construção da paisagem e podem indicar problemas de erosão e perda de solo na bacia hidrográfica contribuinte. O seu monitoramento espacial e temporal é fundamental nas atividades de gestão ambiental de áreas costeiras. Nesse sentido, a hipótese básica desta pesquisa é que o padrão espacial e temporal de plumas de sedimentos costeiras associado ao regime hidrológico do rio pode ser caracterizado a partir de imagens orbitais de média resolução espacial. Para comprová-la, elegeu-se a foz do rio Paraíba do Sul como área de estudo para definição e teste metodológico, e formulou-se como principal objetivo mapear qualitativamente a pluma costeira deste rio a partir de imagens Landsat 5 e CBERS-2, ao longo do período compreendido entre 1985 e 2007. As datas avaliadas foram criteriosamente definidas através de três estratégias de análise, totalizando cinqüenta imagens. Pesquisa bibliográfica e avaliação da resposta espectral da feição de interesse nas imagens selecionadas consistiram nas etapas principais da definição da metodologia. As plumas foram então identificadas, mapeadas e extraídas; posteriormente, suas características espaciais e temporais foram analisadas por intermédio de sistemas de informação geográfica e avaliadas em conjunto com dados históricos de vazão. Os resultados indicam que a banda do vermelho forneceu uma melhor discriminação interna da pluma, sendo, portanto, utilizada como base para as análises realizadas neste trabalho. Com exceção do procedimento de correção atmosférica, a metodologia proposta consiste na utilização de técnicas simples de processamento digital de imagens, baseadas na integração de técnicas semi-automáticas e de análise visual. A avaliação do padrão dos sedimentos e dos mapas temáticos qualitativos de concentração de sedimentos em suspensão indica a forte diferenciação existente entre cenários representativos de épocas de cheia e seca do rio. Análises espaciais do comportamento da pluma contribuem ainda para um maior conhecimento do espaço geográfico, fornecendo subsídios aos mais variados setores do planejamento e gestão ambiental.

Diffraction properties of ultrashort pulsed beams with arbitrary temporal profiles studied with a volume holographic grating

Using modified two- dimensional coupled- wave theory, the diffraction properties of ultrashort pulsed beams with arbitrary temporal profiles are studied with a volume holographic grating. Analytical expressions for the profiles of the transmitted and diffracted beams are obtained. It is shown that the Bragg selectivity bandwidth of the volume grating can be influenced by the geometry parameter. Numerical results are illustrated for three different temporal profiles. For different temporal profiles, the ratios of the diffraction bandwidths to input bandwidths are discussed.