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.

Damping and saturation of a second order electron plasma wave echo

A description is given of experimental work on the damping of a second order electron plasma wave echo due to velocity space diffusion in a low temperature magnetoplasma. Sufficient precision was obtained to verify the theoretically predicted cubic rather than quadratic or quartic dependence of the damping on exciter separation. Compared to the damping predicted for Coulomb collisions in a thermal plasma in an infinite magnetic field, the magnitude of the damping was approximately as predicted, while the velocity dependence of the damping was weaker than predicted. The discrepancy is consistent with the actual non-Maxwellian electron distribution of the plasma.

In conjunction with the damping work, echo amplitude saturation was measured as a function of the velocity of the electrons contributing to the echo. Good agreement was obtained with the predicted J₁ Bessel function amplitude dependence, as well as a demonstration that saturation did not influence the damping results.

The design of a controllable imaging device with the cold atomic medium

Under the circumstance of a Gaussian control field, the cold atomic medium with electromagnetically induced transparency (EIT) turns out to be the special medium with the quadratic index distribution which is controllable online. In our study, the optical system occupies a portion of the EIT medium which acts as an imaging device. With the help of the Collins formula, the analytic expression for the spatial distribution of the probe field in the cold atomic medium is obtained as well as the location of the imaging. The methods for improving the visibility of the imaging are proposed in this paper. Moreover, we also show that the shapes of the images on the output are strongly influenced by the intensity of the control field, which provides a potential optical processing method.

Structure Prediction of G-Protein Coupled Receptors

G-protein coupled receptors (GPCRs) form a large family of proteins and are very important drug targets. They are membrane proteins, which makes computational prediction of their structure challenging. Homology modeling is further complicated by low sequence similarly of the GPCR superfamily.

In this dissertation, we analyze the conserved inter-helical contacts of recently solved crystal structures, and we develop a unified sequence-structural alignment of the GPCR superfamily. We use this method to align 817 human GPCRs, 399 of which are nonolfactory. This alignment can be used to generate high quality homology models for the 817 GPCRs.

To refine the provided GPCR homology models we developed the Trihelix sampling method. We use a multi-scale approach to simplify the problem by treating the transmembrane helices as rigid bodies. In contrast to Monte Carlo structure prediction methods, the Trihelix method does a complete local sampling using discretized coordinates for the transmembrane helices. We validate the method on existing structures and apply it to predict the structure of the lactate receptor, HCAR1. For this receptor, we also build extracellular loops by taking into account constraints from three disulfide bonds. Docking of lactate and 3,5-dihydroxybenzoic acid shows likely involvement of three Arg residues on different transmembrane helices in binding a single ligand molecule.

Protein structure prediction relies on accurate force fields. We next present an effort to improve the quality of charge assignment for large atomic models. In particular, we introduce the formalism of the polarizable charge equilibration scheme (PQEQ) and we describe its implementation in the molecular simulation package Lammps. PQEQ allows fast on the fly charge assignment even for reactive force fields.

二次光栅在波前测量中的应用

采用一种特殊的二次光栅用于激光波前测量, 它对非零级衍射光束具有不同的聚焦效应, 其光栅线为圆弧型而非直线。导出了在会聚光束情况下的两平面成像在单一像平面上的距离关系, 实验上实现了二次光栅用于会聚光束的波前测量, 测量得到会聚光束具有较大的散焦(-2.93λ)和球差(1.34λ), 与该透镜引起波前的离焦像差理论理想值(-2.695λ)基本符合。该技术可以实现波前的高空间分辨力和高精度实时测量, 大大减少光学元件数量, 降低装置成本。由于大功率激光束的不稳定性, 其波前变化非常快, 所以该方法的实时性非

合成孔径激光成像雷达(Ⅰ):离焦和相位偏置望远镜接收天线

把合成孔径激光成像雷达的目标衍射区分为三个区域,提出采用离焦或者附加空间相位调制板的光学接收望远镜补偿回波像差。当目标处于菲涅耳衍射区时可采用离焦或偏置望远镜补偿回波二次项离焦像差并产生用于孔径合成的二次项相位历程;目标处于夫琅和费衍射区时可以采用离焦或偏置望远镜补偿回波二次项离焦像差但不产生相位历程;目标处于瑞利-索末菲衍射区域时不可能补偿回波高阶像差。

合成孔径激光成像雷达(Ⅱ):空间相位偏置发射望远镜

报道一种可以进行空间相位偏置的光学望远镜,用作合成孔径激光成像雷达中的光学发射天线。在望远镜内放置相位调制平板,控制望远镜的离焦量和位相调制平板的相位函数,能够在激光望远镜的照明区产生可控制的附加空间相位二次项,灵活改变激光照明波前,以在目标回波接收信号中产生雷达运动方向上的所需的二次项相位历程,因此能够实现特定的方位向成像分辨率。

合成孔径激光成像雷达(Ⅲ):双向环路发射接收望远镜

提出了一种用于合成孔径激光成像雷达的双向环路结构的发射接收望远镜,双向环路包括发射4-f转像系统、接收4-f转像系统和独立的望远镜。发射通道中设置离焦和相位调制平板偏置,接收通道中设置离焦和相位平板偏置。控制发射离焦量,发射相位调制函数,接收离焦量,接收相位调制函数,用同一个望远镜可以同时实现空间二次项相位附加偏置的激光发射和消除目标点散射回波接收波面像差的离焦光学接收,并产生雷达运动方向上合适的和可控制的相位二次项历程,从而实现孔径合成成像。详细介绍了系统设计,给出了从发射到光电外差接收的全过程传输方程。

Electronic structure in five-coordinate complexes of nickel(II) with heavy-donor ligands

I.

Various studies designed to elucidate the electronic structure of the arsenic donor ligand, o-phenylenebisdimethylarsine (diarsine), have been carried out. The electronic spectrum of diarsine has been measured at 300 and 77˚K. Electronic spectra of the molecular complexes of various substituted organoarsines and phosphines with tetracyanoethylene have been measured and used to estimate the relative ionization potentials of these molecules.

Uv photolysis of arsines in frozen solution (96˚K) has yielded thermally labile, paramagnetic products. These include the molecular cations of the photolyzed compounds. The species (diars)⁺ exhibits hyper-fine splitting due to two equivalent ⁷⁵As(I=3/2) nuclei. Resonances due to secondary products are reported and assignments discussed.

Evidence is presented for the involvement of d-orbitals in the bonding of arsines. In (diars)⁺ there is mixing of arsenic “lone-pair” orbitals with benzene ring π-orbitals.

II.

Detailed electronic spectral measurements at 300 and 77˚K have been carried out on five-coordinate complexes of low-spin nickel(II), including complexes of both trigonal bipyramidal (TBP) and square pyramidal (SPY) geometry. TBP complexes are of the form NiLX⁺ (X=halide or cyanide,

L = Qƭ(CH₂)₃As(CH₃)₂]₃ or

P [hexagon - Q'CH₃] , Q = P, As,

Q’=S, Se).

The electronic spectra of these compounds exhibit a novel feature at low temperature. The first ligand field band, which is asymmetric in the room temperature solution spectrum, is considerably more symmetrical at 77˚K. This effect is interpreted in terms of changes in the structure of the complex.

The SPY complexes are of the form Ni(diars)₂X^z (X=CL, Br, CNS, CN, thiourea, NO₂, As). On the basis of the spectral results, the d-level ordering is concluded to be xy ˂ xz, yz ˂ z² ˂˂ x² - y². Central to this interpretation is identification of the symmetry-allowed ¹A₁ → ¹E (xz, yz → x² - y²) transition. This assignment was facilitated by the low temperature measurements.

An assignment of the charge-transfer spectra of the five-coordinate complexes is reported, and electronic spectral criteria for distinguishing the two limiting geometries are discussed.

A study of T = 2 states in ^(12)B, ^(12)C, ^(20)F and ^(28)Al

The lowest T = 2 states have been identified and studied in the nuclei ¹²C, ¹²B, ²⁰F and and ²⁸Al. The first two of these were produced in the reactions ¹⁴C(p,t)¹²C and ¹⁴C (p,³He)¹²B, at 50.5 and 63.4 MeV incident proton energy respectively, at the Oak Ridge National Laboratory. The T = 2 states in ²⁰F and ²⁸Al were observed in (³He,p) reactions at 12-MeV incident energy, with the Caltech Tandem accelerator.

The results for the four nuclei studied are summarized below:

(1) ¹²C: the lowest T = 2 state was located at an excitation energy of 27595 ± 20 keV, and has a width less than 35 keV.

(2) ¹²B: the lowest T = 2 state was found at an excitation energy of 12710 ± 20 keV. The width was determined to be less than 54 keV and the spin and parity were confirmed to be 0⁺. A second ¹²B state (or doublet) was observed at an excitation energy of 14860 ± 30 keV with a width (if the group corresponds to a single state) of 226 ± 30 keV.

(3) ²⁰F: the lowest T = 2 state was observed at an excitation of 6513 ± 5 keV; the spin and parity were confirmed to be 0⁺. A second state, tentatively identified as T = 2 from the level spacing, was located at 8210 ± 6 keV.

(4) ²⁸Al: the lowest T = 2 state was identified at an excitation of 5997 ± 6 keV; the spin and parity were confirmed to be 0⁺. A second state at an excitation energy of 7491 ± 11 keV is tentatively identified as T = 2, with a corresponding (tentative) spin and parity assignment J^π = 2⁺.

The results of the present work and the other known masses of T = 2 states and nuclei for 8 ≤ A ≤ 28 are summarized, and massequation coefficients have been extracted for these multiplets. These coefficients were compared with those from T = 1 multiplets, and then used to predict the mass and stability of each of the unobserved members of the T = 2 multiplets.

Uncovering the Lagrangian from observations of trajectories

We approach the problem of automatically modeling a mechanical system from data about its dynamics, using a method motivated by variational integrators. We write the discrete Lagrangian as a quadratic polynomial with varying coefficients, and then use the discrete Euler-Lagrange equations to numerically solve for the values of these coefficients near the data points. This method correctly modeled the Lagrangian of a simple harmonic oscillator and a simple pendulum, even with significant measurement noise added to the trajectories.

基于PLZT的电光偏转器的特性研究

采用具有高二次电光效应的掺镧锆钛酸铅陶瓷材料（PLZT），设计和制备了一种基于折射率随外加电压发生变化的电光偏转器。构建了测试系统，测得PLZT的电光系数是R33=2.1

Upconversion and fluorescence spectral studies of Er3+/Yb3+-codoped Bi(2)Q(3)-GeO2-Ga(2)Q(3)-Na2O glasses

The absorption spectra and upconversion fluorescence spectra of Er3+/-Yb3+-codoped natrium-gallium-germanium-bismuth glasses are measured and investigated. The intense green (533 and 549 nm) and red (672 nm) emission bands were simultaneously observed at room temperature. The quadratic dependence of the green and red emission on excitation power indicates that the two-photon absorption processes occur. The influence of Ga2C3 on upconversion intensity is investigated. The intensity of green emissions increases slowly with increasing Ga2O3 content, while the intensity of red emission increases significantly. The possible upconversion mechanisms for these glasses have also been discussed. The maximum phonon energy of the glasses determined based on the infrared (IR) spectral analysis is as low as 740 cm(-1). The studies indicate that Bi2O3-GeO2-Ga2O3-Na2O glasses may be potential materials for developing upconversion optical devices (c) 2006 Published by Elsevier B.V.

Strong visible up-conversion emission in Tb3+, Tm3+ and Tb3+-Tm3+ co-doped tellurite glasses sensitized by Yb3+

Up-conversion luminescence characteristics under 975 nm excitation have been investigated with Tb3+/Tm3+/Yb3+ triply doped tellurite glasses. Here, green (547 nm: D-5(4) --> F-7(4)) and red (660 nm: D-5(4) --> F-7(2)) up-conversion (UC) luminescence originating from Tb3+ is observed strongly, because of the quadratic dependences of emission intensities on the excitation power. Especially, the UC luminescence was intensified violently with the energy transfer from the Tm3+ ions involves in the Tb3+ excitation. To the Tb3+/Tm3+/Yb3+ triply doped glass system, a novel up-conversion mechanism is proposed as follows: the energy of (3)G(4) level (Tm3+) was transferred to D-5(4) (Tb3+) and the 477-nm UC luminescence of Tm3+ was nearly quenched. (C) 2006 Elsevier B.V. All rights reserved.

Observação do transporte de sedimentos em suspensão ao longo do Canal Norte do rio Amazonas durante condições de baixa descarga (outubro 2008)

The Amazon river, located in northernBrazil, discharges between 80,000 and 250,000 m3s-1 of water onto the adjacent shelf, creating a plume of brackish water that extends hundreds of kilometers away from the river mouth. This river also carries a large amount of fine sediments to the ocean where fluid mud has been found in the topset and upper foreset layers of the subaqueous delta formed on the mid-shelf. One of the main goals of this dissertation is to describe how turbulence and suspended sediment concentration vary along the Northern Channel of the Amazon river. Water column measurements were carried out in October 2008 at six anchor stations (P1, P3, P5, P6, P8 e P9) located seaward of the river mouth; P1 and P9 were 125 km apart. Each station was occupied during 13 hours during which current speed and direction were continuously sampled with a 600 kHz Teledyne-RDI ADCP; hourly profiles of temperature, salinity, turbidity and depth were also obtained. Water samples were collected for determination of Suspended Particulate Matter (SPM) concentration and calibration of the turbidity sensor. Current speed reached values above 1.5 m s1 in the along-channel direction (NE-SW); a remarkable ebb-flood asymmetry was observed and flows were strongly ebb-dominated. Throughout the water column, SPM concentration at stations P1 and P3 varied between 100 and 300 mg L1 in association with the presence of freshwater. In contrast, a strong salinity gradient was observed between stations P6 and P9, coinciding with the occurrence of concentrations of SPM above 10 g L-1 (fluid mud). At stations P3, P5 and P6, interface between freshwater from the Amazon river and salt water from the continental shelf, shear stresses wereestimated through four diferents methods: Reynolds, Turbulent Kinetic Energy (TKE), modified TKE and Quadratic Law; in the nearbed region (3 mab) the computed values varied between 0 and 3 Pa. At the three stations (P3, P5 and P6) the lowest and the highest shear stress values were obtained through, respectively, the Reynolds and the TKE methods. Over the whole water column turbulence intensity was estimated through the standard deviation of the turbulent component of the along-channel current velocity (root-mean square of u); from these values, it was estimated the turbulent dissipation of energy (G), whose values at 3 mab varied between zero and 20 s1.