Multiplicative Perturbation Research Articles

Multiplicative Kalman filtering

We study a non-linear Hidden Markov Model, where the process of interest is the absolute value of a discretely observed Ornstein–Uhlenbeck diffusion, which is observed after a multiplicative perturbation. We obtain explicit formulae for the recursive relations which link the relevant conditional distributions. As a consequence the predicted, filtered, and smoothed distributions for the hidden process can easily be computed. We illustrate the behaviour of these distributions on simulations.

Robust SMES controller design for stabilization of inter-area oscillation considering coil size and system uncertainties

It is well known that the superconducting magnetic energy storage (SMES) is able to quickly exchange active and reactive power with the power system. The SMES is expected to be the smart storage device for power system stabilization. Although the stabilizing effect of SMES is significant, the SMES is quite costly. Particularly, the superconducting magnetic coil size which is the essence of the SMES, must be carefully selected. On the other hand, various generation and load changes, unpredictable network structure, etc., cause system uncertainties. The power controller of SMES which is designed without considering such uncertainties, may not tolerate and loses stabilizing effect. To overcome these problems, this paper proposes the new design of robust SMES controller taking coil size and system uncertainties into account. The structure of the active and reactive power controllers is the 1st-order lead-lag compensator. No need for the exact mathematical representation, system uncertainties are modeled by the inverse input multiplicative perturbation. Without the difficulty of the trade-off of damping performance and robustness, the optimization problem of control parameters is formulated. The particle swarm optimization is used for solving the optimal parameters at each coil size automatically. Based on the normalized integral square error index and the consideration of coil current constraint, the robust SMES with the smallest coil size which still provides the satisfactory stabilizing effect, can be achieved. Simulation studies in the two-area four-machine interconnected power system show the superior robustness of the proposed robust SMES with the smallest coil size under various operating conditions over the non-robust SMES with large coil size.

High‐bandwidth design of hard disk control system using H∞ control with feedback‐type uncertainty

AbstractIn hard disk drives, it is important to enlarge the control bandwidth in order to shorten the track pitch for larger data capacity. However, it is difficult for the H∞ control method to increase the control bandwidth if the mechanical resonance modes have uncertainty. This is because the robustness of the H∞ control method is assured by the small‐gain theorem for additive or multiplicative perturbation and the control bandwidth is limited by the uncertainty. In this study, we propose an H∞ control method for high‐bandwidth design by introducing a new uncertainty model with a feedforward and a feedback path in order to reduce the conservatism of robust design. The effectiveness is shown by numerical simulations. © 2010 Wiley Periodicals, Inc. Electr Eng Jpn, 173(4): 54–62, 2010; Published online in Wiley Online Library (wileyonlinelibrary.com). DOI 10.1002/eej.21025

Stability analysis of circuits including BJT differential pairs

In this paper, a necessary and sufficient condition for robust stability of electronic circuits at high frequency, which contain differential pair (emitter–coupled pair), is proposed. In fact, when emitter–coupled pairs are used as one input signal–one output signal, they have uncertainty in their transfer functions at high frequency. Even it is shown that this uncertainty can cause instability in closed loop electronic circuits at high frequency.The uncertainty is modeled as multiplicative perturbation in the transfer function of the differential pair at high frequency. Based on this uncertainty model, a necessary and sufficient condition for robust stability of above electronic circuits at high frequency is presented. This condition guarantees internal stability of the circuit at high frequency with respect to the uncertainty.

Integral representations of solutions for linear stochastic equations with multiplicative perturbances

We consider the problem of explicitly representing the solutions of multiplicatively perturbed stochastic equations. We represent the solution as an integral Cauchy formula whose transition matrix is random in the case of multiplicative perturbations. Similar to deterministic theory, the transition matrix can be expressed in terms of the fundamental matrix or given by a stochastic Peano series. We give equations for statistical moments of the state vector and explicit integral representations of their solutions. For computing transition matrices of equations on moments, we use some group-theoretical notions and results whose usefulness is illustrated with simple examples.

Regularized additive operator-difference schemes

The construction of additive operator-difference (splitting) schemes for the approximate solution Cauchy problem for the first-order evolutionary equation is considered. Unconditionally stable additive schemes are constructed on the basis of the Samarskii regularization principle for operator-difference schemes. In the case of arbitrary multicomponent splitting, these schemes belong to the class of additive full approximation schemes. Regularized additive operator-difference schemes for evolutionary problems are constructed without the assumption that the regularizing operator and the operator of the problem are commutable. Regularized additive schemes with double multiplicative perturbation of the additive terms of the problem’s operator are proposed. The possibility of using factorized multicomponent splitting schemes, which can be used for the approximate solution of steadystate problems (finite difference relaxation schemes) are discussed. Some possibilities of extending the proposed regularized additive schemes to other problems are considered.

Note on multiplicative perturbation of localC-regularized cosine functions with nondensely defined generators

In this note, we obtain a new multiplicative perturbation theorem for local Cregularized cosine function with a nondensely defined generator A. An application to an integrodifferential equation is given.

Eigenvalue distribution for non-self-adjoint operators on compact manifolds with small multiplicative random perturbations

Dans ce travail nous etendons un travail precedent sur l'asymptotique de Weyl de la distribution des valeurs propres d'operateurs differentiels avec des perturbations multiplicatives aleatoires petites, en traitant le cas des operateurs sur des varietes compactes.

Effects of Time Delay and Noise on Asymptotic Stability in Human Quiet Standing Model

A human quiet standing stability is discussed in this paper. The model under consideration is proposed to be a delayed differential equation (DDE) with multiplicative white noise perturbation. The method of the center manifold is generalized to reduce a delayed differential equation to a two-dimensional ordinary differential equation, to study delay-induced instability or Hopf bifurcation. Then, the stochastic average method is employed to obtain the Itô equation. Thus, the top Lyapunov exponent is calculated and the necessary and sufficient condition of the asymptotic stability in views of probability one is obtained. The results show that the exponent is related to not only the strength of noise but also the delay, namely, the reaction speed of brain. The effect of the strength of noise on the human quiet standing losing stability is weak for a small delay. With the delay increasing, such effect becomes stronger and stronger. A small change in the strength of noise may destabilize the quiet standing for a large delay. It implies that a person with slow reaction is easy to lose the stability of his/her quiet standing.

Multiplicative perturbation bounds for weighted unitary polar factor

The multiplicative perturbation bounds for weighted unitary polar factor are considered in the weighted unitary invariant norm, weighted spectral norm, and weighted Frobenius norm in this paper. As the special cases, new bounds for subunitary and unitary polar factor are also derived. These new bounds improve the corresponding results published recently to some extent. Mathematics subject classification (2010): 15A45, 65F35.

Transmission Eigenvalues for Operators with Constant Coefficients

In this paper we study the interior transmission problem and transmission eigenvalues for multiplicative perturbations of linear partial differential operator of order $\geq2$ with constant real coefficients. Under suitable growth conditions on the symbol of the operator and the perturbation, we show the discreteness of the set of transmission eigenvalues and derive sufficient conditions on the existence of transmission eigenvalues. We apply these techniques to the case of the biharmonic operator and the Dirac system. In the hypoelliptic case we present a connection to scattering theory.

Well-posedness of the transport equation by stochastic perturbation

We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to render the equation well-posed. This seems to be the first explicit example of partial differential equation that become well-posed under the influece of noise. The key tool is a differentiable stochastic flow constructed and analysed by means of a special transformation of the drift of Ito-Tanaka type.

The optimal perturbation bounds of the Moore–Penrose inverse under the Frobenius norm

We obtain the optimal perturbation bounds of the Moore–Penrose inverse under the Frobenius norm by using Singular Value Decomposition, which improved the results in the earlier paper [P.-Å. Wedin, Perturbation theory for pseudo-inverses, BIT 13 (1973) 217–232]. In addition, a perturbation bound of the Moore–Penrose inverse under the Frobenius norm in the case of the multiplicative perturbation model is also given.

Toward a microscopic model of bidirectional synaptic plasticity

We show that a 2-step phospho/dephosphorylation cycle for the alpha-amino-3-hydroxy-5-methyl-4-isoxazole proprionic acid receptor (AMPAR), as used in in vivo learning experiments to assess long-term potentiation (LTP) induction and establishment, exhibits bistability for a wide range of parameters, consistent with values derived from biological literature. The AMPAR model we propose, hence, is a candidate for memory storage and switching behavior at a molecular-microscopic level. Furthermore, the stochastic formulation of the deterministic model leads to a mesoscopic interpretation by considering the effect of enzymatic fluctuations on the Michelis-Menten average dynamics. Under suitable hypotheses, this leads to a stochastic dynamical system with multiplicative noise whose probability density evolves according to a Fokker-Planck equation in the Stratonovich sense. In this approach, the probability density associated with each AMPAR phosphorylation state allows one to compute the probability of any concentration value, whereas the Michaelis-Menten equations consider the average concentration dynamics. We show that bistable dynamics are robust for multiplicative stochastic perturbations and that the presence of both noise and bistability simulates LTP and long-term depression (LTD) behavior. Interestingly, the LTP part of this model has been experimentally verified as a result of in vivo, one-trial inhibitory avoidance learning protocol in rats, that produced the same changes in hippocampal AMPARs phosphorylation state as observed with in vitro induction of LTP with high-frequency stimulation (HFS). A consequence of this model is the possibility of characterizing a molecular switch with a defined biochemical set of reactions showing bistability and bidirectionality. Thus, this 3-enzymes-based biophysical model can predict LTP as well as LTD and their transition rates. The theoretical results can be, in principle, validated by in vitro and in vivo experiments, such as fluorescence measurements and electrophysiological recordings at multiple scales, from molecules to neurons. A further consequence is that the bistable regime occurs only within certain parametric windows, which may simulate a "history-dependent threshold". This effect might be related to the Bienenstock-Cooper-Munro theory of synaptic plasticity.

Non-fragile observer-based passive control for descriptor systems with time-delay

This paper investigates the problem of non-fragile observer-based passive control for descriptor systems with time-delay. The perturbations in both the control gain and observer gain of the observer-based controller are considered. For the cases of the additive perturbations and multiplicative perturbations, sufficient conditions are given such that the closed-loop systems are admissible and passive with dissipation η. The observer-based controller gains could be obtained from the solutions of linear matrix inequalities (LMIs). Moreover, the maximum dissipation of the system is provided. Simulation examples are given to show the effectiveness of the deign methods.

Pricing measures, forward measures and semigroups

In a Markovian setting, we introduce a class of pricing measures and forward measures. Using multiplicative perturbation theory of Markovian semigroups, we study the relationship between the pricing semigroup and the forward semigroup, and obtain the forward semigroup pricing method. Furthermore, we investigate the derivatives pricing associated with the spot and forward generators.

Zero-noise solutions of linear transport equations without uniqueness: an example

We consider a classical one-dimensional example of linear transport equation without uniqueness of weak solutions. Under a suitable multiplicative noise perturbation, the equation is well posed. We identify the two solutions of the deterministic equation obtained in the zero-noise limit. In addition, we prove that the zero-viscosity solution exists and is different from them. To cite this article: S. Attanasio, F. Flandoli, C. R. Acad. Sci. Paris, Ser. I 347 (2009).

Gradient type noises II – Systems of stochastic partial differential equations

The present paper is the second and main part of a study of partial differential equations under the influence of noisy perturbations. Existence and uniqueness of function solutions in the mild sense are obtained for a class of deterministic linear and semilinear parabolic boundary initial value problems. If the noise data are random, the results may be seen as a pathwise approach to SPDE's. For typical examples, such as spatially one-dimensional stochastic heat equations with additive or multiplicative perturbations of fractional Brownian type, we recover and extend known results. In addition, we propose to consider partial noises of low order.

Eigenvalue distribution for non-self-adjoint operators with small multiplicative random perturbations

In this work we continue the study of the Weyl asymptotics of the distribution of eigenvalues of non-self-adjoint (pseudo)differential operators with small random perturbations, by treating the case of multiplicative perturbations in arbitrary dimension. We were led to quite essential improvements of many of the probabilistic aspects.

Large Deviation Principle and Inviscid Shell Models

LDP is proved for the inviscid shell model of turbulence. As the viscosity coefficient converges to 0 and the noise intensity is multiplied by its square root, we prove that some shell models of turbulence with a multiplicative stochastic perturbation driven by a $H$-valued Brownian motion satisfy a LDP in $\mathcal{C}([0,T],V)$ for the topology of uniform convergence on $[0,T]$, but where $V$ is endowed with a topology weaker than the natural one. The initial condition has to belong to $V$ and the proof is based on the weak convergence of a family of stochastic control equations. The rate function is described in terms of the solution to the inviscid equation.