Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focused recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the "best" choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.

Optimized strategy for integrated traffic and transit signal control

This paper proposes a unique and innovative approach to integrate transit signal priority control into a traffic adaptive signal control strategy. The proposed strategy was named OSTRAC (Optimized Strategy for integrated TRAffic and TRAnsit signal Control). The cornerstones of OSTRAC include an online microscopic traffic f low prediction model and a Genetic Algorithm (GA) based traffic signal timing module. A sensitivity analysis was conducted to determine the critical GA parameters. The developed traffic f low model demonstrated reliable prediction results through a test. OSTRAC was evaluated by comparing its performance to three other signal control strategies. The evaluation results revealed that OSTRAC efficiently and effectively reduced delay time of general traffic and also transit vehicles.

Developing an adaptive radiotherapy technique for virally mediated head and neck cancer

Purpose Virally mediated head and neck cancers (VMHNC) often present with nodal involvement and are highly radioresponsive, meaning that treatment plan adaptation during radiotherapy (RT) in a subset of patients is required. We sought to determine potential risk profiles and a corresponding adaptive treatment strategy for these patients. Methodology 121 patients with virally mediated, node positive nasopharyngeal (Epstein Barr Virus positive) or oropharyngeal (Human Papillomavirus positive) cancers, receiving curative intent RT were reviewed. The type, frequency and timing of adaptive interventions, including source-to-skin distance (SSD) corrections, re-scanning and re-planning, were evaluated. Patients were reviewed based on the maximum size of the dominant node to assess the need for plan adaptation. Results Forty-six patients (38%) required plan adaptation during treatment. The median fraction at which the adaptive intervention occurred was 26 for SSD corrections and 22 for re-planning CTs. A trend toward 3 risk profile groupings was discovered: 1) Low risk with minimal need (< 10%) for adaptive intervention (dominant pre-treatment nodal size of ≤ 35 mm), 2) Intermediate risk with possible need (< 20%) for adaptive intervention (dominant pre-treatment nodal size of 36 mm – 45 mm) and 3) High-risk with increased likelihood (> 50%) for adaptive intervention (dominant pre-treatment nodal size of ≥ 46 mm). Conclusion In this study, patients with VMHNC and a maximum dominant nodal size of > 46 mm were identified at a higher risk of requiring re-planning during a course of definitive RT. Findings will be tested in a future prospective adaptive RT study.

Adaptive finite element analysis of elliptic problems based on bubble-type local mesh generation

A new mesh adaptivity algorithm that combines a posteriori error estimation with bubble-type local mesh generation (BLMG) strategy for elliptic differential equations is proposed. The size function used in the BLMG is defined on each vertex during the adaptive process based on the obtained error estimator. In order to avoid the excessive coarsening and refining in each iterative step, two factor thresholds are introduced in the size function. The advantages of the BLMG-based adaptive finite element method, compared with other known methods, are given as follows: the refining and coarsening are obtained fluently in the same framework; the local a posteriori error estimation is easy to implement through the adjacency list of the BLMG method; at all levels of refinement, the updated triangles remain very well shaped, even if the mesh size at any particular refinement level varies by several orders of magnitude. Several numerical examples with singularities for the elliptic problems, where the explicit error estimators are used, verify the efficiency of the algorithm. The analysis for the parameters introduced in the size function shows that the algorithm has good flexibility.

An optimal dynamic inversion-based neuro-adaptive approach for treatment of chronic myelogenous leukemia

Combining the advanced techniques of optimal dynamic inversion and model-following neuro-adaptive control design, an innovative technique is presented to design an automatic drug administration strategy for effective treatment of chronic myelogenous leukemia (CML). A recently developed nonlinear mathematical model for cell dynamics is used to design the controller (medication dosage). First, a nominal controller is designed based on the principle of optimal dynamic inversion. This controller can treat the nominal model patients (patients who can be described by the mathematical model used here with the nominal parameter values) effectively. However, since the system parameters for a realistic model patient can be different from that of the nominal model patients, simulation studies for such patients indicate that the nominal controller is either inefficient or, worse, ineffective; i.e. the trajectory of the number of cancer cells either shows non-satisfactory transient behavior or it grows in an unstable manner. Hence, to make the drug dosage history more realistic and patient-specific, a model-following neuro-adaptive controller is augmented to the nominal controller. In this adaptive approach, a neural network trained online facilitates a new adaptive controller. The training process of the neural network is based on Lyapunov stability theory, which guarantees both stability of the cancer cell dynamics as well as boundedness of the network weights. From simulation studies, this adaptive control design approach is found to be very effective to treat the CML disease for realistic patients. Sufficient generality is retained in the mathematical developments so that the technique can be applied to other similar nonlinear control design problems as well.

Nonlinear structural dynamical system identification using adaptive particle filters

The problem of identifying parameters of nonlinear vibrating systems using spatially incomplete, noisy, time-domain measurements is considered. The problem is formulated within the framework of dynamic state estimation formalisms that employ particle filters. The parameters of the system, which are to be identified, are treated as a set of random variables with finite number of discrete states. The study develops a procedure that combines a bank of self-learning particle filters with a global iteration strategy to estimate the probability distribution of the system parameters to be identified. Individual particle filters are based on the sequential importance sampling filter algorithm that is readily available in the existing literature. The paper develops the requisite recursive formulary for evaluating the evolution of weights associated with system parameter states. The correctness of the formulations developed is demonstrated first by applying the proposed procedure to a few linear vibrating systems for which an alternative solution using adaptive Kalman filter method is possible. Subsequently, illustrative examples on three nonlinear vibrating systems, using synthetic vibration data, are presented to reveal the correct functioning of the method. (c) 2007 Elsevier Ltd. All rights reserved.

Effective treatment of infectious diseases: A nonlinear adaptive control theoretic approach

A nonlinear adaptive system theoretic approach is presented in this paper for effective treatment of infectious diseases that affect various organs of the human body. The generic model used does not represent any specific disease. However, it mimics the generic immunological dynamics of the human body under pathological attack, including the response to external drugs. From a system theoretic point of view, drugs can be interpreted as control inputs. Assuming a set of nominal parameters in the mathematical model, first a nonlinear controller is designed based on the principle of dynamic inversion. This treatment strategy was found to be effective in completely curing "nominal patients". However, in some cases it is ineffective in curing "realistic patients". This leads to serious (sometimes fatal) damage to the affected organ. To make the drug dosage design more effective, a model-following neuro-adaptive control design is carried out using neural networks, which are trained (adapted) online. From simulation studies, this adaptive controller is found to be effective in killing the invading microbes and healing the damaged organ even in the presence of parameter uncertainties and continuing pathogen attack.

A neuro-adaptive augmented optimal dynamic inversion approach for effective and efficient treatment of chronic myelogenous leukemia

Combining the advanced techniques of optimal dynamic inversion and model-following neuro-adaptive control design, an efficient technique is presented for effective treatment of chronic myelogenous leukemia (CML). A recently developed nonlinear mathematical model for cell dynamics is used for the control (medication) synthesis. First, taking a set of nominal parameters, a nominal controller is designed based on the principle of optimal dynamic inversion. This controller can treat nominal patients (patients having same nominal parameters as used for the control design) effectively. However, since the parameters of an actual patient can be different from that of the ideal patient, to make the treatment strategy more effective and efficient, a model-following neuro-adaptive controller is augmented to the nominal controller. In this approach, a neural network trained online (based on Lyapunov stability theory) facilitates a new adaptive controller, computed online. From the simulation studies, this adaptive control design approach (treatment strategy) is found to be very effective to treat the CML disease for actual patients. Sufficient generality is retained in the theoretical developments in this paper, so that the techniques presented can be applied to other similar problem as well. Note that the technique presented is computationally non-intensive and all computations can be carried out online.

Optimal Blood Glucose Regulation using Single Network Adaptive Critics

Diabetes is a serious disease during which the body's production and use of insulin is impaired, causing glucose concentration level toincrease in the bloodstream. Regulating blood glucose levels as close to normal as possible, leads to a substantial decrease in long term complications of diabetes. In this paper, an intelligent neural network on-line optimal feedback treatment strategy based on nonlinear optimal control theory is presented for the disease using subcutaneous treatment strategy. A simple mathematical model of the nonlinear dynamics of glucose and insulin interaction in the blood system is considered based on the Bergman's minimal model. A glucose infusion term representing the effect of glucose intake resulting from a meal is introduced into the model equations. The efficiency of the proposed controllers is shown taking random parameters and random initial conditions in presence of physical disturbances like food intake. A comparison study with linear quadratic regulator theory brings Out the advantages of the nonlinear control synthesis approach. Simulation results show that unlike linear optimal control, the proposed on-line continuous infusion strategy never leads to severe hypoglycemia problems.

Optimal management of beaver population using a reduced-order distributed parameter model and single network adaptive critics

Beavers are often found to be in conflict with human interests by creating nuisances like building dams on flowing water (leading to flooding), blocking irrigation canals, cutting down timbers, etc. At the same time they contribute to raising water tables, increased vegetation, etc. Consequently, maintaining an optimal beaver population is beneficial. Because of their diffusion externality (due to migratory nature), strategies based on lumped parameter models are often ineffective. Using a distributed parameter model for beaver population that accounts for their spatial and temporal behavior, an optimal control (trapping) strategy is presented in this paper that leads to a desired distribution of the animal density in a region in the long run. The optimal control solution presented, imbeds the solution for a large number of initial conditions (i.e., it has a feedback form), which is otherwise nontrivial to obtain. The solution obtained can be used in real-time by a nonexpert in control theory since it involves only using the neural networks trained offline. Proper orthogonal decomposition-based basis function design followed by their use in a Galerkin projection has been incorporated in the solution process as a model reduction technique. Optimal solutions are obtained through a "single network adaptive critic" (SNAC) neural-network architecture.

Optimal blood glucose regulation of diabetic patients using single network adaptive critics

Diabetes is a long-term disease during which the body's production and use of insulin are impaired, causing glucose concentration level to increase in the bloodstream. Regulating blood glucose levels as close to normal as possible leads to a substantial decrease in long-term complications of diabetes. In this paper, an intelligent online feedback-treatment strategy is presented for the control of blood glucose levels in diabetic patients using single network adaptive critic (SNAC) neural networks (which is based on nonlinear optimal control theory). A recently developed mathematical model of the nonlinear dynamics of glucose and insulin interaction in the blood system has been revised and considered for synthesizing the neural network for feedback control. The idea is to replicate the function of pancreatic insulin, i.e. to have a fairly continuous measurement of blood glucose and a situation-dependent insulin injection to the body using an external device. Detailed studies are carried out to analyze the effectiveness of this adaptive critic-based feedback medication strategy. A comparison study with linear quadratic regulator (LQR) theory shows that the proposed nonlinear approach offers some important advantages such as quicker response, avoidance of hypoglycemia problems, etc. Robustness of the proposed approach is also demonstrated from a large number of simulations considering random initial conditions and parametric uncertainties. Copyright (C) 2009 John Wiley & Sons, Ltd.

An adaptive system of vigilance in spotted deer (Axis axis) herds in response to predation

Spotted deer or chital (Axis axis), a major prey species in southern India, lives in large groups. To understand the benefits of group living, we carried out observations on chital herds under natural conditions. Individual and group vigilance showed a negative correlation with herd size, whereas the latter had a positive correlation with proportion of vigilant individuals. Furthermore, individual vigilance was negatively correlated with proportion of individuals vigilant and positively correlated with group vigilance. These results are explained in the context of a three-phase vigilance system, probably operative in the chital herd, under specified ecological conditions. We surmise that this system allows for adaptation to predation risk and has possibly co-evolved with the optimal hunting strategy of the predator.

Adaptive constellation rotation scheme for two-user fading MAC with quantized fade state feedback

With no Channel State Information (CSI) at the users, transmission over the two-user Gaussian Multiple Access Channel with fading and finite constellation at the input, will have high error rates due to multiple access interference (MAI). However, perfect CSI at the users is an unrealistic assumption in the wireless scenario, as it would involve extremely large feedback overheads. In this paper we propose a scheme which removes the adverse effect of MAI using only quantized knowledge of fade state at the transmitters such that the associated overhead is nominal. One of the users rotates its constellation relative to the other without varying the transmit power to adapt to the existing channel conditions, in order to meet certain predetermined minimum Euclidean distance requirement in the equivalent constellation at the destination. The optimal rotation scheme is described for the case when both the users use symmetric M-PSK constellations at the input, where M = 2(gimel), gimel being a positive integer. The strategy is illustrated by considering the example where both the users use QPSK signal sets at the input. The case when the users use PSK constellations of different sizes is also considered. It is shown that the proposed scheme has considerable better error performance compared to the conventional non-adaptive scheme, at the cost of a feedback overhead of just log log(2) (M-2/8 - M/4 + 2)] + 1 bits, for the M-PSK case.

An adaptive modulation scheme for two-user fading MAC with quantized fade state feedback

For transmission over the two-user Gaussian Multiple Access Channel with fading and finite constellation at the inputs, we propose a scheme which uses only quantized knowledge of fade state at users with the feedback overhead being nominal. One of the users rotates its constellation without varying the transmit power to adapt to the existing channel conditions, in order to meet certain pre-determined minimum Euclidean distance requirement in the equivalent constellation at the destination. The optimal modulation scheme has been described for the case when both the users use symmetric M-PSK constellations at the input, where M = 2λ, λ being a positive integer. The strategy has been illustrated by considering examples where both the users use QPSK signal set at the input. It is shown that the proposed scheme has considerable better error performance compared to the conventional non-adaptive scheme, at the cost of a feedback overhead of just [log2 (M2/8 - M/4 + 2)] + 1 bits, for the M-PSK case.

Adaptive selection of search space in look ahead orthogonal matching pursuit

Compressive Sensing theory combines the signal sampling and compression for sparse signals resulting in reduction in sampling rate and computational complexity of the measurement system. In recent years, many recovery algorithms were proposed to reconstruct the signal efficiently. Look Ahead OMP (LAOMP) is a recently proposed method which uses a look ahead strategy and performs significantly better than other greedy methods. In this paper, we propose a modification to the LAOMP algorithm to choose the look ahead parameter L adaptively, thus reducing the complexity of the algorithm, without compromising on the performance. The performance of the algorithm is evaluated through Monte Carlo simulations.