Asymptotic Analysis Method Research Articles

Robust control of quantum dynamics under input and parameter uncertainty

Despite significant progress in theoretical and laboratory quantum control, engineering quantum systems remains principally challenging due to manifestation of noise and uncertainties associated with the field and Hamiltonian parameters. In this paper, we extend and generalize the asymptotic quantum control robustness analysis method -- which provides more accurate estimates of quantum control objective moments than standard leading order techniques -- to diverse quantum observables, gates and moments thereof, and also introduce the Pontryagin Maximum Principle for quantum robust control. In addition, we present a Pareto optimization framework for achieving robust control via evolutionary open loop (model-based) and closed loop (model-free) approaches with the mechanisms of robustness and convergence described using asymptotic quantum control robustness analysis. In the open loop approach, a multiobjective genetic algorithm is used to obtain Pareto solutions in terms of the expectation and variance of the transition probability under Hamiltonian parameter uncertainty. The set of numerically determined solutions can then be used as a starting population for model-free learning control in a feedback loop. The closed loop approach utilizes real-coded genetic algorithm with adaptive exploration and exploitation operators in order to preserve solution diversity and dynamically optimize the transition probability in the presence of field noise. Together, these methods provide a foundation for high fidelity adaptive feedback control of quantum systems wherein open loop control predictions are iteratively improved based on data from closed loop experiments.

On Some Features of the Numerical Solving of Coefficient Inverse Problems for an Equation of the Reaction-Diffusion-Advection-Type with Data on the Position of a Reaction Front

The work continues a series of articles devoted to the peculiarities of solving coefficient inverse problems for nonlinear singularly perturbed equations of the reaction-diffusion-advection-type with data on the position of the reaction front. In this paper, we place the emphasis on some problems of the numerical solving process. One of the approaches to solving inverse problems of the class under consideration is the use of methods of asymptotic analysis. These methods, under certain conditions, make it possible to construct the so-called reduced formulation of the inverse problem. Usually, a differential equation in this formulation has a lower dimension/order with respect to the differential equation, which is included in the full statement of the inverse problem. In this paper, we consider an example that leads to a reduced formulation of the problem, the solving of which is no less a time-consuming procedure in comparison with the numerical solving of the problem in the full statement. In particular, to obtain an approximate numerical solution, one has to use the methods of the numerical diagnostics of the solution’s blow-up. Thus, it is demonstrated that the possibility of constructing a reduced formulation of the inverse problem does not guarantee its more efficient solving. Moreover, the possibility of constructing a reduced formulation of the problem does not guarantee the existence of an approximate solution that is qualitatively comparable to the true one. In previous works of the authors, it was shown that an acceptable approximate solution can be obtained only for sufficiently small values of the singular parameter included in the full statement of the problem. However, the question of how to proceed if the singular parameter is not small enough remains open. The work also gives an answer to this question.

Asymptotic Portfolio Strategy Based on the CEV Model with General Utility Function

The optimal investment problem is a hot field of financial risk control. The analytical solution of investment strategy can be obtained with the power function utility and exponential function utility when the stock price obeys the constant elasticity of variance (CEV) model. However, different investors have different risk preferences; it means that different investors have different utility functions. In this paper, we propose an asymptotic analysis method to obtain the asymptotic solution of investment strategy with the general utility function. The value function is expanded in the form of series, the expressions of the zero-order term and first-order term of the series expansion are derived, respectively, and the error between the asymptotic approximation and the optimal value function is calculated. Finally, the numerical examples provide comparative analysis between the analytical solution and the asymptotic solution to verify the effectiveness of the proposed method.

Rational solutions of the defocusing non-local nonlinear Schrödinger equation: asymptotic analysis and soliton interactions

In this paper, we obtain the N th-order rational solutions for the defocusing non-local nonlinear Schrödinger equation by the Darboux transformation and some limit technique. Then, via an improved asymptotic analysis method relying on the balance between different algebraic terms, we derive the explicit expressions of all asymptotic solitons of the rational solutions with the order 1 ≤ N ≤ 4 . It turns out that the asymptotic solitons are localized in the straight lines or algebraic curves, and the exact solutions approach the curved asymptotic solitons with a slower rate than the straight ones. Moreover, we find that all the rational solutions exhibit just five different types of soliton interactions, and the interacting solitons are divided into two halves with each having the same amplitudes. Particularly for the curved asymptotic solitons, there may exist a slight difference for their velocities between at t and − t with certain parametric conditions. In addition, we reveal that the soliton interactions in the rational solutions with N ≥ 2 are stronger than those in the exponential and exponential-and-rational solutions.

Inverse Problem for an Equation of the Reaction-Diffusion-Advection Type with Data on the Position of a Reaction Front: Features of the Solution in the Case of a Nonlinear Integral Equation in a Reduced Statement

The paper considers the features of numerical reconstruction of the advection coefficient when solving the coefficient inverse problem for a nonlinear singularly perturbed equation of the reaction-diffusion-advection type. Information on the position of a reaction front is used as data of the inverse problem. An important question arises: is it possible to obtain a mathematical connection between the unknown coefficient and the data of the inverse problem? The methods of asymptotic analysis of the direct problem help to solve this question. But the reduced statement of the inverse problem obtained by the methods of asymptotic analysis contains a nonlinear integral equation for the unknown coefficient. The features of its solution are discussed. Numerical experiments demonstrate the possibility of solving problems of such class using the proposed methods.

Exact analysis and elastic interaction of multi-soliton for a two-dimensional Gross-Pitaevskii equation in the Bose-Einstein condensation

IntroductionThe Gross-Pitaevskii equation is a class of the nonlinear Schrödinger equation, whose exact solution, especially soliton solution, is proposed for understanding and studying Bose-Einstein condensate and some nonlinear phenomena occurring in the intersection field of Bose-Einstein condensate with some other fields. It is an important subject to investigate their exact solutions. ObjectivesWe give multi-soliton of a two-dimensional Gross-Pitaevskii system which contains the time-varying trapping potential with a few interactions of multi-soliton. Through analytical and graphical analysis, we obtain one-, two- and three-soliton which are affected by the strength of atomic interaction. The asymptotic expression of two-soliton embodies the properties of solitons. We can give some interactions of solitons of different structures including parabolic soliton, line-soliton and dromion-like structure. MethodsBy constructing an appropriate Hirota bilinear form, the multi-soliton solution of the system is obtained. The soliton elastic interaction is analyzed via asymptotic analysis. ResultsThe results in this paper theoretically provide the analytical bright soliton solution in the two-dimensional Bose-Einstein condensation model and their interesting interaction. To our best knowledge, the discussion and results in this work are new and important in different fields. ConclusionsThe study enriches the existing nonlinear phenomena of the Gross-Pitaevskii model in Bose-Einstein condensation, and prove that the Hirota bilinear method and asymptotic analysis method are powerful and effective techniques in physical sciences and engineering for analyzing nonlinear mathematical-physical equations and their solutions. These provide a valuable basis and reference for the controllability of bright soliton phenomenon in experiments for high-dimensional Bose-Einstein condensation.

Multidimensional thermal structures in the singularly perturbed stationary models of heat and mass transfer with a nonlinear thermal diffusion coefficient

A new approach to the study of multidimensional singularly perturbed problems of nonlinear heat conduction is proposed, based on the further development and use of asymptotic analysis methods. We study the question of the existence of classical Lyapunov stable stationary solutions with boundary and internal transition layers (stationary thermal structures) of the nonlinear heat transfer equation. We suggest the efficient algorithm for constructing an asymptotic approximation to the localization surface of the transition layer. To justify the constructed formal asymptotics, we use the principle of comparison.We consider the application of the results of asymptotic analysis to solving inverse problem of reconstructing the temperature dependence of the thermal conductivity coefficient from a known position of the internal layer of thermal structure.

Breaking the Symmetry in Queues with Delayed Information

Giving customers queue length information about a service system has the potential to influence the decision of a customer to join a queue. Thus, it is imperative for managers of queueing systems to understand how the information that they provide will affect the performance of the system. To this end, we construct and analyze a two-dimensional deterministic fluid model that incorporates customer choice behavior based on delayed queue length information. Reports in the existing literature always assume that all queues have identical parameters and the underlying dynamical system is symmetric. However, in this paper, we relax this symmetry assumption by allowing the arrival rates, service rates, and the choice model parameters to be different for each queue. Our methodology exploits the method of multiple scales and asymptotic analysis to understand how to break the symmetry. We find that the asymmetry can have a large impact on the underlying dynamics of the queueing system.

Ferro-nanofluid squeeze film lubrication with heat transfer

A theoretical study of a squeezing ferro-nanofluid flow including thermal effects is carried out with application to bearings and articular cartilages. A representational geometry of the thin layer of a ferro-nanofluid squeezed between a flat rigid disk and a thin porous bed is considered. The flow behaviours and heat transfer in the fluid and porous regions are investigated. The mathematical problem is formulated based on the Neuringer–Rosensweig model for ferro-nanofluids in the fluid region including an external magnetic field, Darcy law for the porous region and Beavers–Joseph slip condition at the fluid–porous interface. The expressions for velocity, fluid film thickness, contact time, fluid flux, streamlines, pathlines, mean temperature and heat transfer rate in the fluid and porous regions are obtained by using a perturbation method. An asymptotic solution for the fluid layer thickness is also presented. The problem is also solved by a numerical method and the results by asymptotic analysis, perturbation and numerical methods are obtained assuming a constant force squeezing state and are compared. It is shown that the results obtained by all the methods agree well with each other. The effects of various parameters such as Darcy number, Beavers–Joseph constant and magnetization parameter on the flow behaviours, contact time, mean temperature and heat transfer rate are investigated. The novel results showing the impact of using ferro-nanofluids in the two applications under consideration are presented. The results under special cases are further compared with the existing results in the literature and are found to agree well.

Multiscale asymptotic analysis and computations for Steklov eigenvalue problem in periodically perforated domain

A second‐order asymptotic analysis method is developed for the Steklov eigenvalue problem in periodically perforated domain. By the two‐scale expansions of the eigenfunctions and eigenvalues, the first‐ and second‐order cell functions defined on the representative cell are obtained successively, the homogenized elliptic eigenvalue problem is formulated, and effective coefficients are derived. The first‐ and second‐order correctors of the eigenvalues are expressed in terms of the integrations of the cell functions and homogenized eigenfunctions. The error estimations of the expansions of eigenvalues are established, and the corresponding finite element algorithm is proposed. Numerical examples are carried out, and both qualitative and quantitative comparisons with the solutions by classical finite element computations are performed. It is demonstrated that this asymptotic model is effective to capture the local details of the eigenfunctions by considering the second‐order expansion terms, and the algorithm presented in this work is efficient to obtain the accurate spectral properties of the porous material at lower cost.

Numerical Approximation of Poisson Problems in Long Domains

In this paper, we consider the Poisson equation on a “long” domain which is the Cartesian product of a one-dimensional long interval with a (d − 1)-dimensional domain. The right-hand side is assumed to have a rank-1 tensor structure. We will present and compare methods to construct approximations of the solution which have tensor structure and the computational effort is governed by only solving elliptic problems on lower-dimensional domains. A zero-th order tensor approximation is derived by using tools from asymptotic analysis (method 1). The resulting approximation is an elementary tensor and, hence has a fixed error which turns out to be very close to the best possible approximation of zero-th order. This approximation can be used as a starting guess for the derivation of higher-order tensor approximations by a greedy-type method (method 2). Numerical experiments show that this method is converging towards the exact solution. Method 3 is based on the derivation of a tensor approximation via exponential sums applied to discretized differential operators and their inverses. It can be proved that this method converges exponentially with respect to the tensor rank. We present numerical experiments which compare the performance and sensitivity of these three methods.

Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs

This paper deals with a retrial queuing system with a finite number of sources and collision of the customers, where the server is subject to random breakdowns and repairs depending on whether it is idle or busy. A significant difference of this system from the previous ones is that the service time is assumed to follow a general distribution while the server’s lifetime and repair time is supposed to be exponentially distributed. The considered system is investigated by the method of asymptotic analysis under the condition of an unlimited growing number of sources. As a result, it is proved that the limiting probability distribution of the number of customers in the system follows a Gaussian distribution with given parameters. The Gaussian approximation and the estimations obtained by stochastic simulations of the prelimit probability distribution are compared to each other and measured by the Kolmogorov distance. Several examples are treated and figures show the accuracy and area of applicability of the proposed asymptotic method.

Новая математическая модель для прогнозирования численности населения России

In this article, a new original mathematical model for the Russian population projections as an autonomous non-Markov queuing system with an unlimited number of servers and two types of customers is built. The research of this system was carried out a virtual phase method and a modified method of asymptotic analysis and was proofed that the asymptotic distribution of applications served in the system at time t is Gaussian. Such a queuing system sufficiently and adequately simulates the process of changing the age structure of the population and can be used to analyze demographic situations in a single country and around the world. The mathematical model has been applied to the analysis of the population growth in Russia. We have built optimistic scenario for population projections to answer the question of how the Russian population will grow without immigration.

Solving coefficient inverse problems for nonlinear singularly perturbed equations of the reaction-diffusion-advection type with data on the position of a reaction front

An approach to solving coefficient inverse problems for nonlinear reaction-diffusion-advection equations is proposed. As an example, we consider an inverse problem of restoring a coefficient in a nonlinear Burgers-type equation. One of the features of the inverse problem is a use of additional information about the position of a reaction front. Another feature of the approach is a use of asymptotic analysis methods to select a good initial guess in a gradient method for minimizing a cost functional that occurs when solving the coefficient inverse problem. Numerical experiments demonstrate the effectiveness of the proposed approach.

Асимптотический анализ RQ-системы MMPP|M|1 с разнотипными вызываемыми заявками

In this paper, we consider a single server retrial queue MMPP|M|1 with two way communication and multiple types of outgoing calls. Calls received by the system occupy the device for operating, if it is free, or are sent to orbit, where they make a random delay before the next attempt to occupy the device. The duration of the delay has an exponential distribution. The main issue of this model is an existence of various types of outgoing calls in the system. The intensity of outgoing calls is different for different types of outgoing calls. The operating time of the outgoing calls also differs depending on the type and is exponential random variable, the parameters of which in the general case do not coincide. The device generates calls from the outside only when it does not operate the calls received from the flow. We use asymptotic analysis methods under two limit conditions: high rate of outgoing calls and low rate of serving outgoing calls. The aim of the current research is to derive an asymptotic stationary probability distribution of the number of incoming calls in the system that arrived from the flow, without taking into account the outgoing call if it is operated on the device. In this paper, we obtain asymptotic characteristic function under aforementioned limit conditions. In the limiting condition of high intensity of outgoing calls, the asymptotic characteristic function of the number of incoming calls in a system with repeated calls and multiple types of outgoing calls is a characteristic function of a Gaussian random variable. The type of the asymptotic characteristic function of the number of incoming calls in the system under study in the limiting condition of long-term operation of the outgoing calls is uniquely determined.

Выходящий поток RQ-системы M|GI|1 асимптотически рекуррентный

Most of the studies on models with retrials are devoted to the research of the number of applications in the system or in the source of repeated calls using asymptotic and numerical approaches or simulation. Although one of the main characteristics that determines the quality of the communication system is the number of applications served by the system per unit of time. Information on the characteristics of the output processes is of great practical interest, since the output process of one system may be incoming to another. The results of the study of the outgoing flows of queuing networks are widely used in the modeling of computer systems, in the design of data transmission networks and in the analysis of complex multi-stage production processes. In this paper, we have considered a single server system with redial, the input of which receives a stationary Poisson process. The service time in considered system is a random value with an arbitrary distribution function B(x). If the customer enters the system and finds the server busy, it instantly joins the orbit and carries out a random delay there during an exponentially distributed time. The object of study is the output process of this system. The output is characterized by the probability distribution of the number of customers that have completed service for time t. We have provided the study using asymptotic analysis method under low rate of retrials limit condition. We have shown in the paper that the output of retrial queue M|GI|1 is an asymptotical renewal process. Moreover, the lengths of the intervals in output process are the sum of an exponential random value with the parameter lambda + kappa and a random variable with the distribution function B(x). The results of a numerical experiment show that the probability distributions of the number of served customers in the system are practically the same for significantly different distribution laws B(x) of service time if the service times have the same first two moments.

Analyzing an M|M| N Queueing System with Feedback by the Method of Asymptotic Analysis

In the paper, we consider a mathematical model for repeated customers in the form of a queuing system with N servers, instant and delayed feedback, and an orbit. It is believed that the orbit size for repeated customers is infinite. The input flow is Poisson. To find the joint probability distribution of the number of occupied servers in the system and the number of customers in the orbit, the asymptotic analysis method is used. The results of a numerical experiment are presented.

Asymptotic behaviors of mixed-type vector double-pole solutions for the discrete coupled nonlinear Schrödinger system

In this paper, we analyze the asymptotic behaviors of mixed-type vector double-pole solutions for the discrete coupled nonlinear Schrodinger system with the focusing-focusing or focusing-defocusing nonlinearities applied in optical waveguide arrays. First of all, based on the bright-bright and bright-dark vector two-soliton solutions given by the Hirota method, we construct the mixed-type vector double-pole solutions via the limit technique. Then, through a modified asymptotic analysis method, we obtain the exact expressions of all asymptotic solitons in the vector double-pole solutions. Further, we investigate the characteristics of soliton interactions in the vector double-pole solutions and find some special properties different from the usual vector two-soliton interactions, like each asymptotic soliton is localized in a curve rather than a line, the interacting bright or dark solitons separate from each other in a logarithmical law and the separation acceleration decreases exponentially with the relative distance.

Asymptotic Modal Analysis of Structural and Acoustical Systems

This book describes the Asymptotic Modal Analysis (AMA) method to predict the high-frequency vibroacoustic response of structural and acoustical systems. The AMA method is based on taking the asymptotic limit of Classical Modal Analysis (CMA) as the number of modes in the structural system or acoustical system becomes large in a certain frequency bandwidth. While CMA requires both the computation of individual modes and a modal summation, AMA evaluates the averaged modal response only at a center frequency of the bandwidth and does not sum the individual contributions from each mode to obtain a final result. It is similar to Statistical Energy Analysis (SEA) in this respect. However, while SEA is limited to obtaining spatial averages or mean values (as it is a statistical method), AMA is derived systematically from CMA and can provide spatial information as well as estimates of the accuracy of the solution for a particular number of modes. A principal goal is to present the state-of-the-art of AMA and suggest where further developments may be possible. A short review of the CMA method as applied to structural and acoustical systems subjected to random excitation is first presented. Then the development of AMA is presented for an individual structural system and an individual acoustic cavity system, as well as a combined structural-acoustic system. The extension of AMA for treating coupled or multi-component systems is then described, followed by its application to nonlinear systems. Finally, the AMA method is summarized and potential further developments are discussed.

Some features of solving an inverse backward problem for a generalized Burgers’ equation

Abstract In this paper, we consider an inverse backward problem for a nonlinear singularly perturbed parabolic equation of the Burgers’ type. We demonstrate how a method of asymptotic analysis of the direct problem allows developing a rather simple algorithm for solving the inverse problem in comparison with minimization of the cost functional. Numerical experiments demonstrate the effectiveness of this approach.