Quantum stochastic calculus associated with quadratic quantum noises

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie dagger-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Ito formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus. (C) 2016 AIP Publishing LLC.

Sieve methods

Preface: The main goal of this work is to give an introductory account of sieve methods that would be understandable with only a slight knowledge of analytic number theory. These notes are based to a large extent on lectures on sieve methods given by Professor Van Lint and the author in a number theory seminar during the 1970-71 academic year, but rather extensive changes have been made in both the content and the presentation...

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.

The presence in the Marche of Sericostoma siculum McL. (Insecta-Trichoptera). Translation from: Boll.Soc.eustachiana 43(2), 47-50, 1950]

The caddisfly (Trichoptera) Sericostoma siculum was found in the Marche region in Italy. The article summarises biology and ecology of the caddisfly, focusing on the larvae stage.

Experimental culture of algal balls (Cladophora sauteri). Retention of original shape [Translation from: Bull.Jap.Soc.Phycol. Vol. 10, (1), p. 23-27, 1962]

It was on July 1960 when 10 algal balls were acquired for exhibition at Suma Aquarium, Kobe. Permission to remove the specimens from the Lake Akan Reserve was given by the National Nature Reserve Committee. Algal balls, as a rule, lose their natural beauty when they are kept in an ordinary tank for a certain length of time. In an effort to retain the natural beauty it was decided to exhibit them in culture. This paper summarises the findings of this experiments with Cladophora sauteri. The author concludes that serious consideration has to be given as to the intensity of light, the sunlight, the water temperature and the nutrition for algal balls in culture in order to retain the natural beauty and shape.

The content of organic matter in some waters in the Moscow region [Translation from: C.R. Acad. Soc. URSS, 61, 293-296, 1948]

There is at the moment no direct method of determining the organic matter content of natural waters. In 1940/41 8 different water bodies in central Russia were studied and their organic matter identified. The author concludes that there is currently no easy method to determine organic matter in water. A number methods need to be applied.

Resolução numérica de escoamentos compressíveis empregando um método de partículas livre de malhas e o processamento em paralelo (CUDA)

Os métodos numéricos convencionais, baseados em malhas, têm sido amplamente aplicados na resolução de problemas da Dinâmica dos Fluidos Computacional. Entretanto, em problemas de escoamento de fluidos que envolvem superfícies livres, grandes explosões, grandes deformações, descontinuidades, ondas de choque etc., estes métodos podem apresentar algumas dificuldades práticas quando da resolução destes problemas. Como uma alternativa viável, existem os métodos de partículas livre de malhas. Neste trabalho é feita uma introdução ao método Lagrangeano de partículas, livre de malhas, Smoothed Particle Hydrodynamics (SPH) voltado para a simulação numérica de escoamentos de fluidos newtonianos compressíveis e quase-incompressíveis. Dois códigos numéricos foram desenvolvidos, uma versão serial e outra em paralelo, empregando a linguagem de programação C/C++ e a Compute Unified Device Architecture (CUDA), que possibilita o processamento em paralelo empregando os núcleos das Graphics Processing Units (GPUs) das placas de vídeo da NVIDIA Corporation. Os resultados numéricos foram validados e a eficiência computacional avaliada considerandose a resolução dos problemas unidimensionais Shock Tube e Blast Wave e bidimensional da Cavidade (Shear Driven Cavity Problem).

Corrections to the paraxial approximation solutions in transversely nonuniform refractive-index media

The coupled differential recurrence equations for the corrections to the paraxial approximation solutions in transversely nonuniform refractive-index media are established in terms of the perturbation method. All the corrections (including the longitudinal field corrections) to the paraxial approximation solutions are presented in the weak-guidance approximation. As a concrete application, the first-order longitudinal field correction and the second-order transverse field correction to the paraxial approximation of a Gaussian beam propagating in a transversely quadratic refractive index medium are analytically investigated. (C) 1999 Optical Society of America [S0740-3232(99)00310-5].