In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics, and use the results to derive limitations of classical measurements. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless. We show that a linear system is dissipative if, and only if, it can be approximated by a linear lossless system over arbitrarily long time intervals. Hence lossless systems are in this sense dense in dissipative systems. A linear active system can be approximated by a nonlinear lossless system that is charged with initial energy. As a by-product, we obtain mechanisms explaining the Onsager relations from time-reversible lossless approximations, and the fluctuation-dissipation theorem from uncertainty in the initial state of the lossless system. The results are applied to measurement devices and are used to quantify limits on the so-called observer effect, also called back action, which is the impact the measurement device has on the observed system. In particular, it is shown that deterministic back action can be compensated by using active elements, whereas stochastic back action is unavoidable and depends on the temperature of the measurement device.
Substantial work has already been done in the control community in formulating various results of classical thermodynamics in a more mathematical framework. In @cite_10 @cite_8 , the second law of thermodynamics is derived and a control-theoretic heat engine is obtained (in @cite_17 these results are generalized). In @cite_26 , a rigorous dynamical systems approach is taken to derive the laws of thermodynamics using the framework of dissipative systems @cite_28 @cite_23 . In @cite_37 , it is shown how the entropy flows in Kalman-Bucy filters, and in @cite_18 Linear-Quadratic-Gaussian control theory is used to construct heat engines. In @cite_40 @cite_2 @cite_42 , the problem of how lossless systems can appear dissipative (compare with @cite_13 @cite_35 @cite_33 above) is discussed using various perspectives. In @cite_38 , how the direction of time affects the difficulty of controlling a process is discussed.
@cite_13 @cite_35 @cite_37 @cite_26 @cite_18 @cite_33 @cite_38 @cite_8 @cite_28 @cite_42 @cite_40 @cite_23 @cite_2 @cite_10 @cite_17
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The second law of thermodynamics is studied from the point of view of stochastic control theory. We find that the feedback control laws which are of interest are those which depend only on average values, and not on sample path behavior. We are lead to a criterion which, when satisfied, permits one to assign a temperature to a stochastic system in such a way as to have Carnot cycles be the optimal trajectories of optimal control problems. Entropy is also defined and we are able to prove an equipartition of energy theorem using this definition of temperature. Our formulation allows one to treat irreversibility in a quite natural and completely precise way. In this paper, we focus on a particular class of nonlinear affine control systems of the form xdot=f(x)+Bu, where the drift f is a multi-affine vector field (i.e., affine in each state component), the control distribution B is constant, and the control u is constrained to a convex set. For such a system, we first derive necessary and sufficient conditions for the existence of a multiaffine feedback control law keeping the system in a rectangular invariant. We then derive sufficient conditions for driving all initial states in a rectangle through a desired facet in finite time. If the control constraints are polyhedral, we show that all these conditions translate to checking the feasibility of systems of linear inequalities to be satisfied by the control at the vertices of the state rectangle. This work is motivated by the need to construct discrete abstractions for continuous and hybrid systems, in which analysis and control tasks specified in terms of reachability of sets of states can be reduced to searches on finite graphs. We show the application of our results to the problem of controlling the angular velocity of an aircraft with gas jet actuators This paper develops new methods to model and control the aggregated power demand from a population of thermostatically controlled loads, with the goal of delivering services such as regulation and load following. Previous work on direct load control focuses primarily on peak load shaving by directly interrupting power to loads. In contrast, the emphasis of this paper is on controlling loads to produce relatively short time scale responses (hourly to sub-hourly), and the control signal is applied by manipulation of temperature set points, possibly via programmable communicating thermostats or advanced metering infrastructure. To this end, the methods developed here leverage the existence of system diversity and use physically-based load models to inform the development of a new theoretical model that accurately predicts – even when the system is not in equilibrium – changes in load resulting from changes in thermostat temperature set points. Insight into the transient dynamics that result from set point changes is developed by deriving a new exact solution to a well-known hybrid state aggregated load model. The eigenvalues of the solution, which depend only on the thermal time constant of the loads under control, are shown to have a strong effect on the accuracy of the model. The paper also shows that load heterogeneity – generally something that must be assumed away in direct load control models – actually has a positive effect on model accuracy. System identification techniques are brought to bear on the problem, and it is shown that identified models perform only marginally better than the theoretical model. The paper concludes by deriving a minimum variance control law, and demonstrates its effectiveness in simulations wherein a population of loads is made to follow the output of a wind plant with very small changes in the nominal thermostat temperature set points. In this thesis we present a technique for the composition of robot control laws in dynamical environments. We propose a challenging robotic task, called Dynamical Pick and Place, in which a robot equipped with merely a soft paddle must capture and contain a ball, safely negotiate it past obstacles, and bring it to rest at a desired location. We develop a composition technique for local controllers that provides a formal guarantee of the stability of the switching behavior required in this task, and provide descriptive statistics of a working implementation. Our robotic system displays unusually dexterous behavior in the face of significant system noise, and recovers gracefully from large unexpected perturbations caused by the experimenters. Our approach to controller composition makes use of the funnel as a metaphor for asymptotic stability, is motivated by the pre-image backchaining techniques developed by Lozano-Perez, Mason and Taylor, and extends their ideas from quasi-static environments to systems with full dynamics. We introduce the concepts of "dynamical obstacle avoidance" and "dynamical safety" for systems with only intermittent control of their environment, and show that it is important not only that the system avoid obstacles directly, but also that the system will never reach an obstacle before getting another chance to effect control. The Dynamical Pick and Place problem addressed by this thesis is a difficult control problem, but an easy planning problem. The system we develop provides a way to engage more powerful AI planning tools without sacrificing access to the stability arguments of dynamical systems theory. We consider the optimal control problem of minimizing some quadratic functional over all possible solutions of an internally controlled multidimensional heat equation with a periodic terminal state constraint. This problem has a unique optimal solution, which can be characterized by an optimality system derived from the Pontryagin maximum principle. We define two approximations of this optimal control problem. The first one is an impulse approximation and consists of considering a system of linear heat equations with impulse control. The second one is obtained by the sample-and-hold procedure applied to the control, resulting in a sampled-data approximation of the controlled heat equation. We prove that both problems have a unique optimal solution, and we establish precise error estimates for the optimal controls and optimal states of the initial problem with respect to its impulse and sampled-data approximations. This is the second in a series of papers in which we derive a @math -expansion for the two-dimensional non-local Ginzburg-Landau energy with Coulomb repulsion known as the Ohta-Kawasaki model in connection with diblock copolymer systems. In this model, two phases appear, which interact via a nonlocal Coulomb type energy. Here we focus on the sharp interface version of this energy in the regime where one of the phases has very small volume fraction, thus creating small "droplets" of the minority phase in a "sea" of the majority phase. In our previous paper, we computed the @math -limit of the leading order energy, which yields the averaged behavior for almost minimizers, namely that the density of droplets should be uniform. Here we go to the next order and derive a next order @math -limit energy, which is exactly the Coulombian renormalized energy obtained by Sandier and Serfaty as a limiting interaction energy for vortices in the magnetic Ginzburg-Landau model. The derivation is based on the abstract scheme of Sandier-Serfaty that serves to obtain lower bounds for 2-scale energies and express them through some probabilities on patterns via the multiparameter ergodic theorem. Without thus appealing to the Euler-Lagrange equation, we establish for all configurations which have "almost minimal energy" the asymptotic roundness and radius of the droplets, and the fact that they asymptotically shrink to points whose arrangement minimizes the renormalized energy in some averaged sense. Via a kind of @math -equivalence, the obtained results also yield an expansion of the minimal energy for the original Ohta-Kawasaki energy. This leads to expecting to see triangular lattices of droplets as energy minimizers. Abstract This paper presents a combustion optimization system for coal-fired boilers that includes a trade-off between emissions control and boiler efficiency. Designing an optimizer for this nonlinear, multiple-input multiple-output problem is challenging. This paper describes the development of an integrated combustion optimization system called ThermalNet, which is based on a deep Q-network (DQN) and a long short-term memory (LSTM) module. ThermalNet is a highly automated system consisting of an LSTM–ConvNet predictor and a DQN optimizer. The LSTM–ConvNet extracts the features of boiler behavior from the distributed control system (DCS) operational data of a supercritical thermal plant. The DQN reinforcement learning optimizer contributes to the online development of policies based on static and dynamic states. ThermalNet establishes a sequence of control actions that both reduce emissions and simultaneously enhance fuel utilization. The internal structure of the DQN optimizer demonstrates a greater representation capacity than does the shallow multilayer optimizer. The presented experiments indicate the effectiveness of the proposed optimization system. These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions. Thermodynamics is universal;in principle, the subject appliesto everything. Accordingly,everyone is entitled to theirown opinion regarding howthermodynamics relates tohis her own field of specializa-tion. According to Albert Einstein “thermodynamics is theonly physical theory of a universal nature of which I amconvinced that it will never be overthrown.” Throughout history, universal principles such as basichuman rights have not always been implemented in prac-tice. Thermodynamics, however, is independent of one’spolitical philosophy. No tyrant or dictator can decide aboutthermodynamics. If someone comes to me with a rheologi-cal law for a non-Newtonian fluid that does not obey thesecond law of thermodynamics, I can say beforehand thatsomething is fishy with that model. What is left to humans,and especially to the scientist, is the explanation of the emer-gence of thermodynamics in its irreversible version from anapparently nondissipative microworld. (Recall that the lawsof physics are time reversible at the microscale.) Moreover,the job of the scientist also entails developing and interpret-ing the most appropriate mathematical framework for ther-modynamics as well as applying its central tenets todisputed fields such as living systems and large-scalephysics, that is, cosmology and the future evolution of theuniverse—and, therefore, the ultimate destiny of humans. It is an agreed fact that mathematics is the common lan-guage of science. The authors claim that “mathematics isthe irrefutable pathway to the truth.” This statement is notexactly true in general; it is true only insofar as mathemat-ics We apply the influence-functional method of Feynman and Vernon to the study of Brownian motion at arbitrary temperature. By choosing a specific model for the dissipative interaction of the system of interest with its environment, we are able to evaluate the influence functional in closed form and express it in terms of a few parameters such as the phenomenological viscosity coefficient. We show that in the limit h→0 the results obtained from the influence functional formalism reduce to the classical Fokker-Planck equation. In the case of a simple harmonic oscillator with arbitrarily strong damping and at arbitrary temperature, we obtain an explicit expression for the time evolution of the complete density matrix ϱ(x, x′, t) when the system starts in a particular kind of pure state. We compare our results with those of other approaches to the problem of dissipation in quantum mechanics. Consider a system governed by the time-dependent Schrodinger equation initialized in its ground state. When subjected to weak (size e) parametric forcing by an “ionizing field” (time-varying), the state decays with advancing time due to coupling of the bound state to radiation modes. The decay rate of this metastable state is governed by Fermi’s golden rule, Γ[V], which depends on the potential V and the details of the forcing. We pose the following potential design problem: find Vopt which minimizes Γ[V] (maximizes the lifetime of the state) over an admissible class of potentials with fixed spatial support. We formulate this problem as a constrained optimization problem and prove that an admissible optimal solution exists. Then, using quasi-Newton methods, we compute locally optimal potentials. These have the structure of a truncated periodic potential with a localized defect. In contrast to optimal structures for other spectral optimization problems, our optimizing potentials appear to be interior point... We discuss the relationship between the classical Lagrange theorem in mathematics and the quantum statistical mechanics and thermodynamics of an ideal gas of multispecies quasiparticles with mutual fractional exclusion statistics. First, we show that the thermodynamic potential and the density of the system are analytically expressed in terms of the language of generalized cluster expansions, where the cluster coefficients are determined from Wu’s functional relations for describing the distribution functions of mutual fractional exclusion statistics. Second, we generalize the classical Lagrange theorem for inverting the one complex variable functions to that for the multicomplex variable functions. Third, we explicitly obtain all the exact cluster coefficients by applying the generalized Lagrange theorem. @S0163-1829 98!03335-9# This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental trials, estimates the error in that model with respect to the truth, and then designs a controller using both the model and uncertainty estimate. Our technique uses contemporary tools from random matrix theory to bound the error in the estimation procedure. We also employ a recently developed approach to control synthesis called System Level Synthesis that enables robust control design by solving a convex optimization problem. We provide end-to-end bounds on the relative error in control cost that are nearly optimal in the number of parameters and that highlight salient properties of the system to be controlled such as closed-loop sensitivity and optimal control magnitude. We show experimentally that the Coarse-ID approach enables efficient computation of a stabilizing controller in regimes where simple control schemes that do not take the model uncertainty into account fail to stabilize the true system. We deal with nonlinear dynamical systems, consisting of a linear nominal part perturbed by model uncertainties, nonlinearities and both additive and multiplicative random noise, modeled as a Wiener process. In particular, we study the problem of finding suitable measurement feedback control laws such that the resulting closed-loop system is stable in some probabilistic sense. To this aim, we introduce a new notion of stabilization in probability, which is the natural counterpart of the classical concept of regional stabilization for deterministic nonlinear dynamical systems and stands as an intermediate notion between local and global stabilization in probability. This notion requires that, given a target set, a trajectory, starting from some compact region of the state space containing the target, remains forever inside some larger compact set, eventually enters any given neighborhood of the target in finite time and remains thereinafter, all these events being guaranteed with some probability. We give a Lyapunov-based sufficient condition for achieving stability in probability and a separation result which splits the control design into a state feedback problem and a filtering problem. Finally, we point out constructive procedures for solving the state feedback and filtering problem with arbitrarily large region of attraction and arbitrarily small target for a wide class of nonlinear systems, which at least include feedback linearizable systems. The generality of the result is promising for applications to other classes of stochastic nonlinear systems. In the deterministic case, our results recover classical stabilization results for nonlinear systems. This paper presents the theory of dissipative systems in the context of finite dimensional stationary linear systems with quadratic supply rates. A necessary and sufficient frequency domain condition for dissipativeness is derived. This is followed by the evaluation of the available storage and the required supply and of a time-domain criterion for dissipativeness involving certain matrix inequalities. The quadratic storage functions and the dissipation functions are then examined. The discussion then turns to reciprocal systems and it is shown that external reciprocity and dissipativeness imply the existence of a state space realization which is also internally reciprocal and dissipative. The paper proceeds with an examination of reversible systems and of relaxation systems. In particular, it is shown how a unique internal storage function may be defined for relaxation systems. These results are applied to the synthesis of electrical networks and the theory of linear viscoelastic materials.