919 resultados para Optimal Stochastic Control
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Thesis (Ph.D.)--University of Washington, 2016-06
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What is the time-optimal way of using a set of control Hamiltonians to obtain a desired interaction? Vidal, Hammerer, and Cirac [Phys. Rev. Lett. 88, 237902 (2002)] have obtained a set of powerful results characterizing the time-optimal simulation of a two-qubit quantum gate using a fixed interaction Hamiltonian and fast local control over the individual qubits. How practically useful are these results? We prove that there are two-qubit Hamiltonians such that time-optimal simulation requires infinitely many steps of evolution, each infinitesimally small, and thus is physically impractical. A procedure is given to determine which two-qubit Hamiltonians have this property, and we show that almost all Hamiltonians do. Finally, we determine some bounds on the penalty that must be paid in the simulation time if the number of steps is fixed at a finite number, and show that the cost in simulation time is not too great.
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We provide a derivation of a more accurate version of the stochastic Gross-Pitaevskii equation, as introduced by Gardiner et al (2002 J. Phys. B: At. Mol. Opt. Phys. 35 1555). This derivation does not rely on the concept of local energy and momentum conservation and is based on a quasiclassical Wigner function representation of a 'high temperature' master equation for a Bose gas, which includes only modes below an energy cut-off ER that are sufficiently highly occupied (the condensate band). The modes above this cutoff (the non-condensate band) are treated as being essentially thermalized. The interaction between these two bands, known as growth and scattering processes, provides noise and damping terms in the equation of motion for the condensate band, which we call the stochastic Gross-Pitaevskii equation. This approach is distinguished by the control of the approximations made in its derivation and by the feasibility of its numerical implementation.
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A method is proposed for determining the optimal placement and controller design for multiple distributed actuators to reduce the vibrations of flexible structures. In particular, application of piezoceramic patches to a horizontally-slewing single-link flexible manipulator modeled using the assumed modes method is investigated. The optimization method uses simulated annealing and allows placement of any number of distributed actuators of unequal length, although piezoceramics of fixed equal lengths are used in the example. It also designs an linear-quadratic-regulator controller as part of the optimization procedure. The measures of performance used in the investigation to determine optimality are the total mass of the system and the time integral of the absolute value of the hub and tip position error. This study also varies the relative weightings for each of these performance measures to observe the effects on the controller designs and piezoceramic patch positions in the optimized solutions.
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This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (C) 2004 American Institute of Physics.
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This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.
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The dynamic lateral segregation of signaling proteins into microdomains is proposed to facilitate signal transduction, but the constraints on microdomain size, mobility, and diffusion that might realize this function are undefined. Here we interrogate a stochastic spatial model of the plasma membrane to determine how microdomains affect protein dynamics. Taking lipid rafts as representative microdomains, we show that reduced protein mobility in rafts segregates dynamically partitioning proteins, but the equilibrium concentration is largely independent of raft size and mobility. Rafts weakly impede small-scale protein diffusion but more strongly impede long-range protein mobility. The long-range mobility of raft-partitioning and raft-excluded proteins, however, is reduced to a similar extent. Dynamic partitioning into rafts increases specific interprotein collision rates, but to maximize this critical, biologically relevant function, rafts must be small (diameter, 6 to 14 nm) and mobile. Intermolecular collisions can also be favored by the selective capture and exclusion of proteins by rafts, although this mechanism is generally less efficient than simple dynamic partitioning. Generalizing these results, we conclude that microdomains can readily operate as protein concentrators or isolators but there appear to be significant constraints on size and mobility if microdomains are also required to function as reaction chambers that facilitate nanoscale protein-protein interactions. These results may have significant implications for the many signaling cascades that are scaffolded or assembled in plasma membrane microdomains.
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We consider a buying-selling problem when two stops of a sequence of independent random variables are required. An optimal stopping rule and the value of a game are obtained.
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In this study we describe optimization of polyethylenimine (PEI)-mediated transient production of recombinant protein by CHO cells by facile manipulation of a chemically defined culture environment to limit accumulation of nonproductive cell biomass, increase the duration of recombinant protein production from transfected plasmid DNA, and increase cell-specific production. The optimal conditions for transient transfection of suspension-adapted CHO cells using branched, 25 kDa PEI as a gene delivery vehicle were experimentally determined by production of secreted alkaline phosphatase reporter in static cultures and recombinant IgG(4) monoclonal antibody (Mab) production in agitated shake flask cultures to be a DNA concentration of 1.25 mu g 10(6) cells(-1) mL(-1) at a PEI nitrogen: DNA phosphate ratio of 20:1. These conditions represented the optimal compromise between PEI cytotoxicity and product yield with most efficient recombinant DNA utilization. Separately, both addition of recombinant insulin-like growth factor (LR3-IGF) and a reduction in culture temperature to 32 degrees C were found to increase product titer 2- and 3-fold, respectively. However, mild hypothermia and LR3-IGF acted synergistically to increase product titer 11-fold. Although increased product titer in the presence of LR3-IGF alone was solely a consequence of increased culture duration, a reduction in culture temperature post-transfection increased both the integral of viable cell concentration (IVC) and cell-specific Mab production rate. For cultures maintained at 32 degrees C in the presence of LR3-IGF, IVC and qMab were increased 4- and 2.5-fold, respectively. To further increase product yield from transfected DNA, the duration of transgene expression in cell populations maintained at 32 C in the presence of LR3-IGF was doubled by periodic resuspension of transfected cells in fresh media, leading to a 3-fold increase in accumulated Mab titer from similar to 13 to similar to 39 mg L-1. Under these conditions, Mab glycosylation at Asn297 remained essentially constant and similar to that of the same Mab produced by stably transfected GS-CHO cells. From these data we suggest that the efficiency of transient production processes (protein output per rDNA input) can be significantly improved using a combination of mild hypothermia and growth factor(s) to yield an extended activated hypothermic synthesis.
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It has long been recognized that demographic structure within a population can significantly affect the likely outcomes of harvest. Many studies have focussed on equilibrium dynamics and maximization of the value of the harvest taken. However, in some cases the management objective is to maintain the population at a abundance that is significantly below the carrying capacity. Achieving such an objective by harvest can be complicated by the presence of significant structure (age or stage) in the target population. in such cases, optimal harvest strategies must account for differences among age- or stage-classes of individuals in their relative contribution to the demography of the population. In addition, structured populations are also characterized by transient non-linear dynamics following perturbation, such that even under an equilibrium harvest, the population may exhibit significant momentum, increasing or decreasing before cessation of growth. Using simple linear time-invariant models, we show that if harvest levels are set dynamically (e.g., annually) then transient effects can be as or more important than equilibrium outcomes. We show that appropriate harvest rates can be complicated by uncertainty about the demographic structure of the population, or limited control over the structure of the harvest taken. (c) 2006 Elsevier B.V. All rights reserved.
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The notion of being sure that you have completely eradicated an invasive species is fanciful because of imperfect detection and persistent seed banks. Eradication is commonly declared either on an ad hoc basis, on notions of seed bank longevity, or on setting arbitrary thresholds of 1% or 5% confidence that the species is not present. Rather than declaring eradication at some arbitrary level of confidence, we take an economic approach in which we stop looking when the expected costs outweigh the expected benefits. We develop theory that determines the number of years of absent surveys required to minimize the net expected cost. Given detection of a species is imperfect, the optimal stopping time is a trade-off between the cost of continued surveying and the cost of escape and damage if eradication is declared too soon. A simple rule of thumb compares well to the exact optimal solution using stochastic dynamic programming. Application of the approach to the eradication programme of Helenium amarum reveals that the actual stopping time was a precautionary one given the ranges for each parameter.
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We have proposed a novel robust inversion-based neurocontroller that searches for the optimal control law by sampling from the estimated Gaussian distribution of the inverse plant model. However, for problems involving the prediction of continuous variables, a Gaussian model approximation provides only a very limited description of the properties of the inverse model. This is usually the case for problems in which the mapping to be learned is multi-valued or involves hysteritic transfer characteristics. This often arises in the solution of inverse plant models. In order to obtain a complete description of the inverse model, a more general multicomponent distributions must be modeled. In this paper we test whether our proposed sampling approach can be used when considering an arbitrary conditional probability distributions. These arbitrary distributions will be modeled by a mixture density network. Importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The effectiveness of the importance sampling from an arbitrary conditional probability distribution will be demonstrated using a simple single input single output static nonlinear system with hysteretic characteristics in the inverse plant model.
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We consider the direct adaptive inverse control of nonlinear multivariable systems with different delays between every input-output pair. In direct adaptive inverse control, the inverse mapping is learned from examples of input-output pairs. This makes the obtained controller sub optimal, since the network may have to learn the response of the plant over a larger operational range than necessary. Moreover, in certain applications, the control problem can be redundant, implying that the inverse problem is ill posed. In this paper we propose a new algorithm which allows estimating and exploiting uncertainty in nonlinear multivariable control systems. This approach allows us to model strongly non-Gaussian distribution of control signals as well as processes with hysteresis. The proposed algorithm circumvents the dynamic programming problem by using the predicted neural network uncertainty to localise the possible control solutions to consider.
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Flow control in Computer Communication systems is generally a multi-layered structure, consisting of several mechanisms operating independently at different levels. Evaluation of the performance of networks in which different flow control mechanisms act simultaneously is an important area of research, and is examined in depth in this thesis. This thesis presents the modelling of a finite resource computer communication network equipped with three levels of flow control, based on closed queueing network theory. The flow control mechanisms considered are: end-to-end control of virtual circuits, network access control of external messages at the entry nodes and the hop level control between nodes. The model is solved by a heuristic technique, based on an equivalent reduced network and the heuristic extensions to the mean value analysis algorithm. The method has significant computational advantages, and overcomes the limitations of the exact methods. It can be used to solve large network models with finite buffers and many virtual circuits. The model and its heuristic solution are validated by simulation. The interaction between the three levels of flow control are investigated. A queueing model is developed for the admission delay on virtual circuits with end-to-end control, in which messages arrive from independent Poisson sources. The selection of optimum window limit is considered. Several advanced network access schemes are postulated to improve the network performance as well as that of selected traffic streams, and numerical results are presented. A model for the dynamic control of input traffic is developed. Based on Markov decision theory, an optimal control policy is formulated. Numerical results are given and throughput-delay performance is shown to be better with dynamic control than with static control.