Lecture notes on stochastic control, part I
Stochastic control of diffusion processes, optimal linear filtering and prediction, and optimization of control for Markov chains
CONTROL SYSTEM↗
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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
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A numerical model study of long-term planetary wave predictability
A numerical model was developed to study planetary wave behavior over periods up to 4 months under the influences of stochastic and diffusive forcing by synoptic scale motions and of sea surface temperature anomalies. The model is suitable for Monte Carlo experiments which provide ensemble mean and variance predictions and permit the response to heating anomalies to be partly separated from random variability. The model incorporates the linear-balanced dynamical equations for wind at two tropospheric levels and temperature at one level. The model atmosphere is forced by semiempirical January heating linearly dependent on local air temperature. Topography and the lower boundary layer are represented by vertical motion and drag functions, respectively, of the lower level wind. The linear phase speeds of Rossby waves are modified to reflect the effect of the stratosphere.
Wobus, R. L.↗
Nonlinear theory of type I irregularities in the equatorial electrojet
By allowing for the effect of wave electric fields on electron orbits, a nonlinear dispersion relation for type I irregularities is obtained. This relation predicts (1) isotropy of the Doppler shift with elevation, (2) a limiting phase velocity equal to the ion acoustic speed, and (3) a saturation amplitude which is maximum for horizontally propagating waves and decreases with elevation. With the theory presented here, the in situ electric field measurements of Pfaff et al. (1980) in the electrojet environment could provide a quantitative check for the theory of orbit diffusion by stochastic electric fields.
Sudan, R. N.↗
Solar-flare neutrons and gamma-rays
The numbers and spectra of the accelerated protons and nuclei that produce the neutrons and gamma-rays observed in solar flares are derived, and the results are compared with interplanetary observations of flare protons. The two most widely studied flare acceleration mechanisms, stochastic and diffusive shock acceleration, are discussed, and the arguments favoring the thick-target interaction model for neutron and gamma-ray production at the sun are briefly reviewed. The pertinent results of the theory of neutron and gamma-ray production are presented. The number and spectrum of the accelerated particles are derived from observations of nuclear deexcitation lines and the 2.223 MeV line from several flares. The June 21, 1980 and June 3, 1982 flares, from which a wealth of neutron, gamma-ray and energetic-particle data has recently become available, are discussed.
Murphy, R. J.↗
Liapunov criteria for weak stochastic stability.
Sufficient conditions for recurrence and positivity of diffusion process defined by stochastic differential equation, using Liapunov function
DIFFERENTIAL EQUATION↗
Stochastic charging of dust grains in planetary rings: Diffusion rates and their effects on Lorentz resonances
Dust grains in planetary rings acquire stochastically fluctuating electric charges as they orbit through any corotating magnetospheric plasma. Here we investigate the nature of this stochastic charging and calculate its effect on the Lorentz resonance (LR). First we model grain charging as a Markov process, where the transition probabilities are identified as the ensemble-averaged charging fluxes due to plasma pickup and photoemission. We determine the distribution function P(t;N), giving the probability that a grain has N excess charges at time t. The autocorrelation function tau(sub q) for the strochastic charge process can be approximated by a Fokker-Planck treatment of the evolution equations for P(t; N). We calculate the mean square response to the stochastic fluctuations in the Lorentz force. We find that transport in phase space is very small compared to the resonant increase in amplitudes due to the mean charge, over the timescale that the oscillator is resonantly pumped up. Therefore the stochastic charge variations cannot break the resonant interaction; locally, the Lorentz resonance is a robust mechanism for the shaping of etheral dust ring systems. Slightly stronger bounds on plasma parameters are required when we consider the longer transit times between Lorentz resonances.
Schaffer, L.↗
Sufficient conditions for the optimality of a stochastic control.
Sufficient conditions for optimal stochastic control of diffusion processes governed by vector equations satisfying local Lipschitz conditions
OPTIMAL CONTROL↗
Particle acceleration mechanisms
High-energy particle acceleration is observed to proceed in a diverse variety of astrophysical sites ranging from the terrestrial aurorae to the most distant quasars. Particle acceleration is a fairly common channel for the release of large-scale kinetic, rotational, and magnetic energy. Physical mechanisms include electrostatic acceleration, stochastic processes, and diffusive shock energization. Cosmic-ray energy spectra have shapes which reflect escape, collisional, and radiative losses. The overall acceleration efficiency is controlled by the low-energy particle injection which may, in turn, feed back into the energization. Recent observational developments, which illustrate these general principles and raise fresh questions, are briefly summarized.
Blandford, R. D.↗
Liquid Structures and Physical Properties -- Ground Based Studies for ISS Experiments
Studies of electrostatically-levitated supercooled liquids have demonstrated strong short- and medium-range ordering in transition metal and alloy liquids, which can influence phase transitions like crystal nucleation and the glass transition. The structure is also related to the liquid properties. Planned ISS experiments will allow a deeper investigation of these results as well as the first investigations of a new type of coupling in crystal nucleation in primary crystallizing liquids, resulting from a linking of the stochastic processes of diffusion with interfacial-attachment. A brief description of the techniques used for ground-based studies and some results relevant to planned ISS investigations are discussed.
Kelton, K. F.↗
Does ion tearing exist?
Theoretical models of reconnection in the geomagnetic tail and its relationship to the collisionless tearing mode are examined analytically. The focus is on attempts to remove the stabilizing effects of electron compressibility in the quasi-neutral sheet. It is shown that this goal can be achieved by introducing spatial diffusion of electrons across the magnetic-flux surfaces, but not by wave-turbulent pitch-angle scattering (Coroniti, 1980) or nonadiabatic stochastic first-invariant diffusion (Buechner and Zelenyi, 1988). Hence the ion tearing mode does not exist, but the electron tearing mode does.
Pellat, R.↗
Stability and existence of diffusions with discontinuous or rapidly growing drift terms
Local stochastic stability property used to prove stability and existence of diffusions with rapidly growing drift terms
Kushner, H. J.↗
On the status of optimal control and stability for stochastic systems.
Optimal control and stability for stochastic systems, viewing linear diffusion models based upon Gaussian-Markov process as finite dimensional linear system driven by white noise
SYSTEM STABILITY↗
Anomalous resistivity resulting from electrostatic ion cyclotron turbulence
The paper considers the generation of electrostatic ion cyclotron turbulence in an isothermal isotropic magnetized plasma where the drift velocity is below that of the ion-acoustic threshold. The saturated turbulence spectrum is found to be that which results from anomalous nonlinear wave damping related to stochastic ion-orbit diffusion in configuration space. An expression is obtained for the collective electrical resistivity resulting from current-driven electrostatic ion cyclotron turbulence.
Ionson, J. A.↗
Cosmic Ray Propagation through the Magnetic Fields of the Galaxy with Extended Halo
In this project we perform theoretical studies of 3-dimensional cosmic ray propagation in magnetic field configurations of the Galaxy with an extended halo. We employ our newly developed Markov stochastic process methods to solve the diffusive cosmic ray transport equation. We seek to understand observations of cosmic ray spectra, composition under the constraints of the observations of diffuse gamma ray and radio emission from the Galaxy. The model parameters are directly are related to properties of our Galaxy, such as the size of the Galactic halo, particle transport in Galactic magnetic fields, distribution of interstellar gas, primary cosmic ray source distribution and their confinement in the Galaxy. The core of this investigation is the development of software for cosmic ray propagation models with the Markov stochastic process approach. Values of important model parameters for the halo diffusion model are examined in comparison with observations of cosmic ray spectra, composition and the diffuse gamma-ray background. This report summarizes our achievement in the grant period at the Florida Institute of Technology. Work at the co-investigator's institution, the University of New Hampshire, under a companion grant, will be covered in detail by a separate report.
Zhang, Ming↗
Chaotic Motion of Relativistic Electrons Driven by Whistler Waves
Canonical equations governing an electron motion in electromagnetic field of the whistler mode waves propagating along the direction of an ambient magnetic field are derived. The physical processes on which the equations of motion are based .are identified. It is shown that relativistic electrons interacting with these fields demonstrate chaotic motion, which is accompanied by the particle stochastic heating and significant pitch angle diffusion. Evolution of distribution functions is described by the Fokker-Planck-Kolmogorov equations. It is shown that the whistler mode waves could provide a viable mechanism for stochastic energization of electrons with energies up to 50 MeV in the Jovian magnetosphere.
Khazanov, G. V.↗
Cosmic ray modulation in a random anisotropic magnetic field
Inhomogeneities of the interplanetary magnetic field can be divided into small scale and large scale ones as may be required by the character of the problem of cosmic ray (CR) propagation. CR propagation in stochastic magnetic fields is of diffusion character. The main contribution into the scattering of CR particles is made by their interaction with inhomogeneities of the magnetic field H which have characteristic dimensions 1 of the order of Larmor radius R=cp/eH of particle (p is the absolute value of particle momentum, e is particle charge, c is velocity of light). Scattering of particles on such inhomogeneities leads to their diffusion mostly along a magnetic field with characteristic dimensions of variation in space exceeding the mean free path.
Dorman, L. I.↗
Numerical Model for Cosmic Rays Species Production and Propagation in the Galaxy
In recent years, considerable progress has been made in studying the propagation and origin of cosmic rays, as new and more accurate data have become available. Many models have been developed to study cosmic ray interactions and propagation showed flexibility in resembling various astrophysical conditions and good agreement with observational data. However, some astrophysical problems cannot be addressed using these models, such as the stochastic nature of the cosmic rays source, small-scale structures and inhomogeneities in the interstellar gas that can affect radioactive secondary abundance in cosmic rays. We have developed a new model and a corresponding computer code that can address some of these limitations. The model depends on the expansion of the backward stochastic solution of the general diffusion transport equation (Zhang 1999) starting from an observer position to solve a group of diffusion transport equations each of which represents a particular element or isotope of cosmic ray nuclei. In this paper we are focusing on key abundance ratios such as B/C, sub-Fe/Fe, (10)Be/(9)Be, (26)Al/(27)Al, (36)Cl/(37)Cl and (54)Mn/(55)Mn, which all have well established cross sections, to evaluate our model. The effect of inhomogeneity in the interstellar medium is investigated. The contribution of certain cosmic ray nuclei to the production of other nuclei is addressed. The contribution of various galactic locations to the production of cosmic ray nuclei observed at solar system is also investigated.
Farahat, Ashraf↗
Ocean Turbulence V: Mesoscale Modeling in Level Coordinates. The Effect of Random Nature of Density
The main result of this paper is the derivation of a new expression for the tracer subgrid term in level coordinates S(l) to be employed in O-GCM. The novel feature is the proper account of the random nature of the density field which strongly affects the transformation from isopycnal to level coordinates of the variables of interest, velocity and tracer fields, their correlation functions and ultimately the subgrid terms. In deriving our result we made use of measured properties of vertical ocean turbulence. The major new results are: 1) the new subgrid expression is different from that of the heuristic GM model, 2) u++(tracer)=1/2u+(thickness), where u++ and u+ are the tracer and thickness bolus velocities. In previous models, u++ = u+, 2) the subgrid for a tracer tau is not the same as that for the density rho even when one accounts for the obvious absence of a diffusion term in the latter. The difference stems from a new treatment of the stochastic nature of the density, 3) the mesoscale diffusivity enters both locally and non-locally, as the integral over all z's from the bottom of the ocean to the level z.
Canuto, V. M.↗