How to improve efficiency of analysis of sequential data?
How to state necessary optimality conditions for control problems with deviating arguments?
The aim of this paper is to give a general idea to state optimality conditions of control problems in the following form: , (1) where is a set of admissible controls and is the solution of the following equation: ; . (2). The results are nonlocal and new.
Human Immunodeficiency Virus Infection : from Biological Observations to Mechanistic Mathematical Modelling
HIV infection is multi-faceted and a multi-step process. The virus-induced pathogenic mechanisms are manifold and mediated through a range of positive and negative feedback regulations of immune and physiological processes engaged in virus-host interactions. The fundamental questions towards understanding the pathogenesis of HIV infection are now shifting to ‘dynamic’ categories: (i) why is the HIV-immune response equilibrium finally disrupted? (ii)...
Hybrid approach to design optimisation: preserve accuracy, reduce dimensionality
The paper proposes a design procedure for the creation of a robust and effective hybrid algorithm, tailored to and capable of carrying out a given design optimisation task. In the course of algorithm creation, a small set of simple optimisation methods is chosen, out of which those performing best will constitute the hybrid algorithm. The simplicity of the method allows implementing ad-hoc modifications if unexpected adverse features of the optimisation problem are found. It is postulated to model...
Hybrid dynamical systems vs. ordinary differential equations: Examples of "pathological" behavior.
Hybrid modelling and performance evaluation of switched discrete-event systems
Hybrid nonnegative and compartmental dynamical systems.
Hybrid robust stabilization in the Martinet case
Hybrid search for optimum in a small implicitly defined region
Hybrid stabilization of discrete-time LTI systems with two quantized signals
We consider stabilizing a discrete-time LTI (linear time-invariant) system via state feedback where both the quantized state and control input signals are involved. The system under consideration is stabilizable and stabilizing state feedback has been designed without considering quantization, but the system's stability is not guaranteed due to the quantization effect. For this reason, we propose a hybrid quantized state feedback strategy asymptotically stabilizing the system, where the values of...
Hyperbolic functions that linearize inverted manifold surfaces.
Hypercontractivity of solutions to Hamilton-Jacobi equations
We show that solutions to some Hamilton-Jacobi Equations associated to the problem of optimal control of stochastic semilinear equations enjoy the hypercontractivity property.
Hypersymmetric functions and Pochhammers of nonautonomous matrices.
Hysteresis nonlinearity identification using new Preisach model-based artificial neural network approach.
Idempotent versions of Haar’s Lemma: links between comparison of discrete event systems with different state spaces and control
Haar's Lemma (1918) deals with the algebraic characterization of the inclusion of polyhedral sets. This Lemma has been involved many times in automatic control of linear dynamical systems via positive invariance of polyhedrons. More recently, it has been used to characterize stochastic comparison w.r.t. linear/integral ordering of Markov (reward) chains. In this paper we develop a state space oriented approach to the control of Discrete Event Systems (DES) based on the remark that most of control...
Identifiability and estimation of pharmacokinetic parameters for the ligands of the macrophage mannose receptor
The aim of this paper is numerical estimation of pharmacokinetic parameters of the ligands of the macrophage mannose receptor, without knowing it a priori the values of these parameters. However, it first requires a model identifiability analysis, which is done by applying an algorithm implemented in a symbolic computation language. It is shown that this step can lead to a direct numerical estimation algorithm. In this way, a first estimate is computed from noisy simulated observations without it...
Identification and estimation of parameters in abstract Cauchy problems.
Identification de paramètres pour un système excité par des bruits gaussien et poissonien
Identification d'un phénomène bactériologique
Identification of a quasilinear parabolic equation from final data
We study the identification of the nonlinearities A,(→)b and c appearing in the quasilinear parabolic equation y_t − div(A(y)∇y + (→)b(y)) + c(y) = u inΩ × (0,T), assuming that the solution of an associated boundary value problem is known at the terminal time, y(x,T), over a (probably small) subset of Ω, for each source term u. Our work can be divided into two parts. Firstly, the uniqueness of A,(→)b and c is proved under appropriate assumptions. Secondly, we consider a finite-dimensional optimization...