Small time equivalents for the density of a planar quadratic Langevin diffusion

2019 ◽  
Vol 147 (4) ◽  
pp. 545-606
Author(s):  
Jacques FRANCHI
2021 ◽  
pp. 107754632110037
Author(s):  
Sun Jiaojiao ◽  
Xia Lei ◽  
Ying Zuguang ◽  
Huan Ronghua ◽  
Zhu Weiqiu

A closed-loop controlled system usually consists of the main structure, sensors, and actuators. The dynamics of sensors and actuators may influence the motion of the main structure. This article presents an analytical study on the first-passage reliability of a nonlinear stochastic controlled system under the consideration of the dynamics of sensors and actuators. The coupled dynamic equations of the controlled systems with sensors and actuators are first given, which are further integrated into a controlled, randomly excited, dissipated Hamiltonian system. By applying the stochastic averaging method for quasi-Hamiltonian systems, a one-dimensional averaged differential equation for the Hamiltonian function is obtained. The backward Kolmogorov equation associated with the averaged equation is then derived for the first-passage reliability analysis, from which the approximate reliability function and probability density of first-passage time are obtained. The accuracy of the proposed procedure is demonstrated by an example. A comparative analysis of the reliability of the system with/without sensors and actuators is carried out, which indicates that ignoring sensors and actuators will make underestimation of the reliability of the closed-loop system with small time. However, when time increases, there appears the opposite trend. Our findings provide a reference for control strategy design.


2021 ◽  
Vol 110 ◽  
pp. 102583
Author(s):  
Elona Fetahu ◽  
Oguz Yilmaz

2020 ◽  
Vol 2020 ◽  
pp. 1-14
Author(s):  
Liu He ◽  
Haoning Xi ◽  
Tangyi Guo ◽  
Kun Tang

Path planning for the multiagent, which is generally based on the artificial potential energy field, reflects the decision-making process of pedestrian walking and has great importance on the field multiagent system. In this paper, after setting the spatial-temporal simulation environment with large cells and small time segments based on the disaggregation decision theory of the multiagent, we establish a generalized dynamic potential energy model (DPEM) for the multiagent through four steps: (1) construct the space energy field with the improved Dijkstra algorithm, and obtain the fitting functions to reflect the relationship between speed decline rate and space occupancy of the agent through empirical cross experiments. (2) Construct the delay potential energy field based on the judgement and psychological changes of the multiagent in the situations where the other pedestrians have occupied the bottleneck cell. (3) Construct the waiting potential energy field based on the characteristics of the multiagent, such as dissipation and enhancement. (4) Obtain the generalized dynamic potential energy field by superposing the space potential energy field, delay potential energy field, and waiting potential energy field all together. Moreover, a case study is conducted to verify the feasibility and effectiveness of the dynamic potential energy model. The results also indicate that each agent’s path planning decision such as forward, waiting, and detour in the multiagent system is related to their individual characters and environmental factors. Overall, this study could help improve the efficiency of pedestrian traffic, optimize the walking space, and improve the performance of pedestrians in the multiagent system.


2015 ◽  
Vol 26 (01) ◽  
pp. 59-110 ◽  
Author(s):  
Claude Bardos ◽  
Denis Grebenkov ◽  
Anna Rozanova-Pierrat

We consider a heat problem with discontinuous diffusion coefficients and discontinuous transmission boundary conditions with a resistance coefficient. For all bounded (ϵ, δ)-domains Ω ⊂ ℝn with a d-set boundary (for instance, a self-similar fractal), we find the first term of the small-time asymptotic expansion of the heat content in the complement of Ω, and also the second-order term in the case of a regular boundary. The asymptotic expansion is different for the cases of finite and infinite resistance of the boundary. The derived formulas relate the heat content to the volume of the interior Minkowski sausage and present a mathematical justification to the de Gennes' approach. The accuracy of the analytical results is illustrated by solving the heat problem on prefractal domains by a finite elements method.


2006 ◽  
Vol 153 (6) ◽  
pp. 482 ◽  
Author(s):  
M. Shinriki ◽  
H. Takase ◽  
H. Susaki
Keyword(s):  

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