Thematische Bibliographien / Dynamical large deviations

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Auswahl der wissenschaftlichen Literatur zum Thema „Dynamical large deviations“

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Veröffentlicht am 28. September 2024

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Zeitschriftenartikel zum Thema "Dynamical large deviations"

Young, Lai-Sang. „Large deviations in dynamical systems“. Transactions of the American Mathematical Society 318, Nr. 2 (01.02.1990): 525–43. http://dx.doi.org/10.1090/s0002-9947-1990-0975689-7.

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Wu, Xinxing, Xiong Wang und Guanrong Chen. „On the Large Deviations Theorem of Weaker Types“. International Journal of Bifurcation and Chaos 27, Nr. 08 (Juli 2017): 1750127. http://dx.doi.org/10.1142/s0218127417501279.

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In this paper, we introduce the concepts of the large deviations theorem of weaker types, i.e. type I, type I[Formula: see text], type II, type II[Formula: see text], type III, and type III[Formula: see text], and present a systematic study of the ergodic and chaotic properties of dynamical systems satisfying the large deviations theorem of various types. Some characteristics of the ergodic measure are obtained and then applied to prove that every dynamical system satisfying the large deviations theorem of type I[Formula: see text] is ergodic, which is equivalent to the large deviations theorem of type II[Formula: see text] in this regard, and that every uniquely ergodic dynamical system restricted on its support satisfies the large deviations theorem. Moreover, we prove that every dynamical system satisfying the large deviations theorem of type III is an [Formula: see text]-system.

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Bogenschütz, Thomas, und Achim Doebler. „Large deviations in expanding random dynamical systems“. Discrete & Continuous Dynamical Systems - A 5, Nr. 4 (1999): 805–12. http://dx.doi.org/10.3934/dcds.1999.5.805.

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Kleptsyn, Victor, Dmitry Ryzhov und Stanislav Minkov. „Special ergodic theorems and dynamical large deviations“. Nonlinearity 25, Nr. 11 (15.10.2012): 3189–96. http://dx.doi.org/10.1088/0951-7715/25/11/3189.

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Kifer, Yuri. „Averaging in dynamical systems and large deviations“. Inventiones Mathematicae 110, Nr. 1 (Dezember 1992): 337–70. http://dx.doi.org/10.1007/bf01231336.

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Whitelam, Stephen, Daniel Jacobson und Isaac Tamblyn. „Evolutionary reinforcement learning of dynamical large deviations“. Journal of Chemical Physics 153, Nr. 4 (28.07.2020): 044113. http://dx.doi.org/10.1063/5.0015301.

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ARAÚJO, VÍTOR, und ALEXANDER I. BUFETOV. „A large deviations bound for the Teichmüller flow on the moduli space of abelian differentials“. Ergodic Theory and Dynamical Systems 31, Nr. 4 (20.07.2010): 1043–71. http://dx.doi.org/10.1017/s0143385710000349.

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AbstractLarge deviation rates are obtained for suspension flows over symbolic dynamical systems with a countable alphabet. We use a method employed previously by the first author [Large deviations bound for semiflows over a non-uniformly expanding base. Bull. Braz. Math. Soc. (N.S.)38(3) (2007), 335–376], which follows that of Young [Some large deviation results for dynamical systems. Trans. Amer. Math. Soc.318(2) (1990), 525–543]. As a corollary of the main results, we obtain a large deviation bound for the Teichmüller flow on the moduli space of abelian differentials, extending earlier work of Athreya [Quantitative recurrence and large deviations for Teichmuller geodesic flow. Geom. Dedicata119 (2006), 121–140].

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REY-BELLET, LUC, und LAI-SANG YOUNG. „Large deviations in non-uniformly hyperbolic dynamical systems“. Ergodic Theory and Dynamical Systems 28, Nr. 2 (April 2008): 587–612. http://dx.doi.org/10.1017/s0143385707000478.

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AbstractWe prove large deviation principles for ergodic averages of dynamical systems admitting Markov tower extensions with exponential return times. Our main technical result from which a number of limit theorems are derived is the analyticity of logarithmic moment generating functions. Among the classes of dynamical systems to which our results apply are piecewise hyperbolic diffeomorphisms, dispersing billiards including Lorentz gases, and strange attractors of rank one including Hénon-type attractors.

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Kifer, Yuri. „Large deviations in dynamical systems and stochastic processes“. Transactions of the American Mathematical Society 321, Nr. 2 (01.02.1990): 505–24. http://dx.doi.org/10.1090/s0002-9947-1990-1025756-7.

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Touchette, Hugo. „Introduction to dynamical large deviations of Markov processes“. Physica A: Statistical Mechanics and its Applications 504 (August 2018): 5–19. http://dx.doi.org/10.1016/j.physa.2017.10.046.

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Dissertationen zum Thema "Dynamical large deviations"

Maroulas, Vasileios Budhiraja Amarjit. „Small noise large deviations for infinite dimensional stochastic dynamical systems“. Chapel Hill, N.C. : University of North Carolina at Chapel Hill, 2008. http://dc.lib.unc.edu/u?/etd,1779.

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Thesis (Ph. D.)--University of North Carolina at Chapel Hill, 2008.
Title from electronic title page (viewed Sep. 16, 2008). " ... in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the Department of Statistics and Operations Research Statistics." Discipline: Statistics and Operations Research; Department/School: Statistics and Operations Research.

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van, Horssen Merlijn. „Large deviations and dynamical phase transitions for quantum Markov processes“. Thesis, University of Nottingham, 2014. http://eprints.nottingham.ac.uk/27741/.

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Quantum Markov processes are widely used models of the dynamics open quantum systems, a fundamental topic in theoretical and mathematical physics with important applications in experimental realisations of quantum systems such as ultracold atomic gases and new quantum information technologies such as quantum metrology and quantum control. In this thesis we present a mathematical framework which effectively characterises dynamical phase transitions in quantum Markov processes, using the theory of large deviations, by combining insights developed in non-equilibrium dynamics with techniques from quantum information and probability. We provide a natural decomposition for quantum Markov chains into phases, paving the way for the rigorous treatment of critical features of such systems such as phase transitions and phase purification. A full characterisation of dynamical phase transitions beyond properties of the steady state is described in terms of a dynamical perspective through critical behaviour of the quantum jump trajectories. We extend a fundamental result from large deviations for classical Markov chains, the Sanov theorem, to a quantum setting; we prove this Sanov theorem for the output of quantum Markov chains, a result which could be extended to a quantum Donsker-Varadhan theory. We perform an in-depth analysis of the atom maser, an infinite-dimensional quantum Markov process exhibiting various types of critical behaviour: for certain parameters it exhibits strong intermittency in the atom detection counts, and has a bistable stationary state. We show that the atom detection counts satisfy a large deviations principle, and therefore we deal with a phase cross-over rather than a genuine phase transition, although the latter occurs in the limit of infinite pumping rate. As a corollary, we obtain the Central Limit Theorem for the counting process.

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De, Oliveira Gomes André. „Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lévy Processes“. Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19118.

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Die vorliegende Dissertation beschäftigt sich mit der Anwendung der Theorie der großen Abweichungen auf verschiedene Fragestellungen der stochastischen Analysis und stochastischen Dynamik von Sprungprozessen. Die erste Fragestellung behandelt die erste Austrittszeit aus einem beschränkten Gebiet für eine bestimmte Klasse von Sprungdiffusionen mit exponentiell leichten Sprüngen. In Abhängigkeit von der Leichtheit des Sprungmaßes wird das asymptotische Verhalten der Verteilung und insbesondere der Erwartung der ersten Austrittszeit bestimmt wenn das Rauschen verschwindet. Dabei folgt die Verteilung der ersten Austrittszeit einem Prinzip der großen Abweichungen im Falle eines superexponentiellen Sprungmaßes. Wohingegen im subexponentiellen Fall die Verteilung einem Prinzip moderater Abweichungen genügt. In beiden Fällen wird die Asymptotik bestimmt durch eine deterministische Größe, die den minimalen Energieaufwand beschreibt, um die Sprungdiffusion einen optimalen Kontrollpfad, der zum Austritt führt, folgen zu lassen. Die zweite Fragestellung widmet sich dem Grenzverhalten gekoppelter Vorwärts-Rückwärtssysteme stochastischer Differentialgleichungen bei kleinem Rauschen. Dazu assoziiert ist eine spezielle Klasse nicht-lokaler partieller Differentialgleichungen, die auch in nicht-lokalen Modellen der Fluiddynamik eine Rolle spielen. Mithilfe eines probabilistischen Ansatzes und der Markovschen Struktur dieser Systeme wird die Konvergenz auf Ebene von Viskositätslösungen untersucht. Dabei wird ein Prinzip der großen Abweichungen für die involvierten Stochastischen Prozesse hergeleitet.
This thesis deals with applications of Large Deviations Theory to different problems of Stochastic Dynamics and Stochastic Analysis concerning Jump Processes. The first problem we address is the first exit time from a fixed bounded domain for a certain class of exponentially light jump diffusions. According to the lightness of the jump measure of the driving process, we derive, when the source of the noise vanishes, the asymptotic behavior of the law and of the expected value of first exit time. In the super-exponential regime the law of the first exit time follows a large deviations scale and in the sub-exponential regime it follows a moderate deviations one. In both regimes the first exit time is comprehended, in the small noise limit, in terms of a deterministic quantity that encodes the minimal energy the jump diffusion needs to spend in order to follow an optimal controlled path that leads to the exit. The second problem that we analyze is the small noise limit of a certain class of coupled forward-backward systems of Stochastic Differential Equations. Associated to these stochastic objects are some nonlinear nonlocal Partial Differential Equations that arise as nonlocal toy-models of Fluid Dynamics. Using a probabilistic approach and the Markov nature of these systems we study the convergence at the level of viscosity solutions and we derive a large deviations principles for the laws of the stochastic processes that are involved.

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Högele, Michael [Gutachter], Peter [Gutachter] Imkeller und Dirk [Gutachter] Becherer. „Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lévy Processes / Gutachter: Michael Högele, Peter Imkeller, Dirk Becherer“. Berlin : Humboldt-Universität zu Berlin, 2018. http://d-nb.info/1182541208/34.

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Hurth, Tobias. „Limit theorems for a one-dimensional system with random switchings“. Thesis, Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/37201.

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We consider a simple one-dimensional random dynamical system with two driving vector fields and random switchings between them. We show that this system satisfies a one force - one solution principle and compute its unique invariant density explicitly. We study the limiting behavior of the invariant density as the switching rate approaches zero and infinity and derive analogues of classical probabilistic results such as the central limit theorem and large deviations principle.

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Cabana, Tanguy. „Large deviations for the dynamics of heterogeneous neural networks“. Thesis, Paris 6, 2016. http://www.theses.fr/2016PA066551/document.

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Cette thèse porte sur l'obtention rigoureuse de limites de champ moyen pour la dynamique continue de grands réseaux de neurones hétérogènes. Nous considérons des neurones à taux de décharge, et sujets à un bruit Brownien additif. Le réseau est entièrement connecté, avec des poids de connections dont la variance décroît comme l'inverse du nombre de neurones conservant un effet non trivial dans la limite thermodynamique. Un second type d'hétérogénéité, interprété comme une position spatiale, est considéré au niveau de chaque cellule. Pour la pertinence biologique, nos modèles incluent ou bien des délais, ainsi que des moyennes et variances de connections, dépendants de la distance entre les cellules, ou bien des synapses dépendantes de l'état des deux neurones post- et présynaptique. Ce dernier cas s'applique au modèle de Kuramoto pour les oscillateurs couplés. Quand les poids synaptiques sont Gaussiens et indépendants, nous prouvons un principe de grandes déviations pour la mesure empirique de l'état des neurones. La bonne fonction de taux associée atteint son minimum en une unique mesure de probabilité, impliquant convergence et propagation du chaos sous la loi "averaged". Dans certains cas, des résultats "quenched" sont obtenus. La limite est solution d'une équation implicite, non Markovienne, dans laquelle le terme d'interactions est remplacé par un processus Gaussien qui dépend de la loi de la solution du réseau entier. Une universalité de cette limite est prouvée, dans le cas de poids synaptiques non-Gaussiens avec queues sous-Gaussiennes. Enfin, quelques résultats numérique sur les réseau aléatoires sont présentés, et des perspectives discutées
This thesis addresses the rigorous derivation of mean-field results for the continuous time dynamics of heterogeneous large neural networks. In our models, we consider firing-rate neurons subject to additive noise. The network is fully connected, with highly random connectivity weights. Their variance scales as the inverse of the network size, and thus conserves a non-trivial role in the thermodynamic limit. Moreover, another heterogeneity is considered at the level of each neuron. It is interpreted as a spatial location. For biological relevance, a model considered includes delays, mean and variance of connections depending on the distance between cells. A second model considers interactions depending on the states of both neurons at play. This last case notably applies to Kuramoto's model of coupled oscillators. When the weights are independent Gaussian random variables, we show that the empirical measure of the neurons' states satisfies a large deviations principle, with a good rate function achieving its minimum at a unique probability measure, implying averaged convergence of the empirical measure and propagation of chaos. In certain cases, we also obtained quenched results. The limit is characterized through a complex non Markovian implicit equation in which the network interaction term is replaced by a non-local Gaussian process whose statistics depend on the solution over the whole neural field. We further demonstrate the universality of this limit, in the sense that neuronal networks with non-Gaussian interconnections but sub-Gaussian tails converge towards it. Moreover, we present a few numerical applications, and discuss possible perspectives

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Bouley, Angèle. „Grandes déviatiοns statistiques de l'exclusiοn en cοntact faible avec des réservοirs“. Electronic Thesis or Diss., Normandie, 2024. http://www.theses.fr/2024NORMR032.

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Cette thèse s'intéresse à un processus d'exclusion en contact faible avec des réservoirs. Plus précisément, on reprend le modèle étudié dans l'article "Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion processes" de J. Farfan, C. Landim, M. Mourragui mais dans le cas d'un contact faible (et non plus fort) avec les réservoirs. Par ce contact faible, des résultats sont modifiés comme le théorème de la limite hydrodynamique et le théorème des grandes déviations dynamiques. Ce sont les modifications de ses deux résultats qui sont étudiés dans cette thèse dans le cas de la dimension 1.La première partie de la thèse consistera à montrer le théorème de la limite hydrodynamique pour notre modèle, i.e. montrer la convergence de la mesure empirique. En se basant sur les étapes de la Section 5 du livre "Scaling limits of interacting particle systems" de C. Kipnis, C. Landim, il s'agira de montrer que cette suite est relativement compacte avant d'étudier les propriétés de ses points limites. Pour chacune des sous-suites convergentes, on montrera que celles-ci convergent vers des points limites qui se concentrent sur des trajectoires absolument continues et dont les densités sont solutions faibles d'une équation qu'on nommera l'équation hydrodynamique. En finissant par montrer qu’il y a unicité des solutions faibles de l’équation hydrodynamique, on aura alors un unique point limite et la convergence de la suite sera établie.Dans la deuxième partie de la thèse, on montrera le théorème des grandes déviations dynamiques, i.e. qu'il existe une fonction taux I_{[0,T]}( . |\gamma) vérifiant le principe des grandes déviations pour la suite étudiée dans la première partie. Après avoir définit la fonction taux, on montrera donc que celle-ci est semicontinue inférieurement, qu'elle a ses ensembles de niveaux compacts et qu'elle vérifie une propriété de borne inférieure et de borne supérieure. Une des principales difficulté sera de montrer qu’on a une propriété de densité pour un ensemble F pour notre fonction taux. Ceci représentera donc une part importante de cette section. De plus, pour montrer cette densité, on aura besoin de décomposer la fonction I_{[0,T]}( .|\gamma) qui admet des termes de bords et n’a pas de propriété de convexité comme l’ont les fonctions taux de plusieurs modèles déjà existants. En raison de ses deux contraintes, de nouvelles propriétés de régularités ainsi qu'un nouveau type de décomposition seront démontrés
This thesis focuses on a process of exclusion in weak contact with reservoirs. More precisely, we revisit the model studied in the article "Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion processes" by J. Farfan, C. Landim, M. Mourragui but in the case of weak (rather than strong) contact with the reservoirs. Through this weak contact, results are modified such as the hydrodynamic limit theorem and the theorem of large dynamical deviations. The modifications of these two results are studied in this thesis in the case of dimension 1. The first part of the thesis will consist of proving the hydrodynamic limit theorem for our model, i.e. showing the convergence of the empirical measure. Based on the steps in Section 5 of the book "Scaling limits of interacting particle systems" by C. Kipnis, C. Landim, we will show that this sequence is relatively compact before studying the properties of its limit points. For each convergent subsequence, we will show that they converge to limit points that concentrate on absolutely continuous trajectories and whose densities are weak solutions of an equation that we will call the hydrodynamic equation. By demonstrating the uniqueness of weak solutions of the hydrodynamic equation, we will then have a unique limit point and the convergence of the sequence will be established. In the second part of the thesis, we will demonstrate the theorem of large dynamical deviations, i.e. that there exists a rate function I_{[0,T]}(.|\gamma) satisfying the large deviations principle for the sequence studied in the first part. After defining the rate function, we will show that it is lower semicontinuous, has compact level sets, and satisfies a lower bound and an upper bound property. One of the main challenges will be to show a density property for a set F. This will represent a significant part of this section. Moreover, to prove this density property, we will need to decompose the function I_{[0,T]}(.|\gamma) which contains boundary terms and does not have a convexity property like the rate functions of several existing models. Due to these two constraints, new regularity properties as well as a new type of decomposition will be demonstrated

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Mitsudo, Tetsuya. „The Kink Dynamics and the Large Deviation for the Current in the Asymmetric Simple Exclusion Process with Open Boundary Conditions“. 京都大学 (Kyoto University), 2011. http://hdl.handle.net/2433/142360.

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Serrao, Shannon Reuben. „Stochastic effects on extinction and pattern formation in the three-species cyclic May–Leonard model“. Diss., Virginia Tech, 2021. http://hdl.handle.net/10919/101782.

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We study the fluctuation effects in the seminal cyclic predator-prey model in population dynamics due to Robert May and Warren Leonard both in the zero-dimensional and two-dimensional spatial version. We compute the mean time to extinction of a stable set of coexisting populations driven by large fluctuations. We see that the contribution of large fluctuations to extinction can be captured by a quasi-stationary approximation and the Wentzel–Kramers–Brillouin (WKB) eikonal ansatz. We see that near the Hopf bifurcation, extinctions are fast owing to the flat non-Gaussian distribution whereas away from the bifurcation, extinctions are dominated by large fluctuations of the fat tails of the distribution. We compare our results to Gillespie simulations and a single-species theoretical calculation. In addition, we study the spatio-temporal pattern formation of the stochastic May--Leonard model through the Doi-Peliti coherent state path integral formalism to obtain a coarse-grained Langevin description, i.e. the Complex Ginzburg Landau equation with stochastic noise in one complex field. We see that when one restricts the internal reaction noise to small amplitudes, one can obtain a simple form for the stochastic noise correlations that modify the Complex Ginzburg Landau equation. Finally, we study the effect of coupling a spatially extended May--Leonard model in two dimensions with symmetric predation rates to one with asymmetric rates that is prone to reach extinction. We show that the symmetric region induces otherwise unstable coexistence spiral patterns in the asymmetric May--Leonard lattice. We obtain the stability criterion for this pattern induction as we vary the strength of the extinction inducing asymmetry. This research was sponsored by the Army Research Office and was accomplished under Grant Number W911NF-17-1-0156.
Doctor of Philosophy
In the field of ecology, the cyclic predator-prey patterns in a food web are relevant yet independent to the hierarchical archetype. We study the paradigmatic cyclic May--Leonard model of three species, both analytically and numerically. First, we employ well--established techniques in large-deviation theory to study the extinction of populations induced by large but rare fluctuations. In the zero--dimensional version of the model, we compare the mean time to extinction computed from the theory to numerical simulations. Secondly, we study the stochastic spatial version of the May--Leonard model and show that for values close to the Hopf bifurcation, in the limit of small fluctuations, we can map the coarse-grained description of the model to the Complex Ginsburg Landau Equation, with stochastic noise corrections. Finally, we explore the induction of ecodiversity through spatio-temporal spirals in the asymmetric version of the May--Leonard model, which is otherwise inclined to reach an extinction state. This is accomplished by coupling to a symmetric May-Leonard counterpart on a two-dimensional lattice. The coupled system creates conditions for spiral formation in the asymmetric subsystem, thus precluding extinction.

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Guarnieri, G. „Characterizzation of dynamical properties of non-Markovian open quantum systems“. Doctoral thesis, Università degli Studi di Milano, 2017. http://hdl.handle.net/2434/468262.

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In the present Thesis we study the behavior of multi-time correlation functions and of thermodynamical quantities such as heat in open quantum systems undergoing an evolution generally affected by the presence of memory effects, i.e. non-Markovian. In the last decade, a large part of the scientific community in this field has dedicated its efforts to the understanding, precise definition and quantification of non-Markovianity in the quantum realm and now we have at our disposal several benchmark results and a plethora of different estimators that allow to determine the degree of non-Markovianity of a given dynamics. It comes therefore natural to investigate how other different dynamical quantities relate to such estimators also in order to understand the physical implications of memory effects on the statistics of observable quantities. In the first part of this work, a quantitative test of the violation of the so-called quantum regression theorem in presence of a non-Markovian dynamical regime is investigated. The quantum regression theorem represents a procedure that, whenever valid, allows to reconstruct two-time correlation functions of system's operators from the sole knowledge of the dynamics of mean values. It is worth stressing that two-time correlation functions are necessary in order to fully characterize the statistical properties of a quantum system, since they are able to catch aspects of the dynamics, such as fluorescence spectrum, in general not accessible looking at mean values. Despite their relevance however, obtaining two-time correlation functions often represents a formidable task, since the knowledge of the full "system+environment" dynamics is required, a generally too demanding request in the context of open quantum systems theory. The quantum regression theorem represents in this regard the easiest route to determine two-time correlation functions, this highlighting its importance. In this work we show that, in a pure-dephasing spin-boson model, the quantum regression theorem represents a stronger condition than non-Markovianity, in the sense that any presence of memory effects in the reduced dynamics inevitably results in violations to the former. These results have been published in [G.Guarnieri, A. Smirne, B. Vacchini, Phys. Rev. A 90, 022110 (2014)]. The second part of the Thesis is devoted to the characterization of heat ow at the microscopic level in open quantum systems, both finite and infinite dimensional. In particular we begin by studying the time behavior of its mean value in a non-Markovian dynamical regime, showing that, at variance with what happens in the Born-Markov semigroup limiting case, heat can backflow from the environment to the system. After providing a condition for the occurrence of such phenomenon and a measure for its amount for a given dynamics, the relationship with suitable non-Markovianity estimators is sought in two paradigmatic models, namely the spin-boson and the quantum brownian motion. The results, collected in [ G. Guarnieri, C. Uchiyama, B. Vacchini, Phys. Rev. A 93, 012118 (2016); G. Guarnieri, J. Nokkala, R. Schmidt, S. Maniscalco, B. Vacchini, Phys. Rev. A 94, 062101 (2016)], on the one hand allow for the identification of parameter-regions where the heat backflow is absent or maximum. On the other hand they show that the occurrence of heat backflow represents a stricter condition than non-Markovianity, in the sense that non-Markovianity allows for the observation of heat flowing back from the environment to the system and, vice versa, a Markovian dynamics prevents its occurrence. This Thesis concludes with the formulation of a new family of lower bounds to the mean dissipated heat in an environmental-assisted erasure-protocol scenario where Landauer's principle applies. As originally conceived for classical systems, this principle states that every irreversible erasure of information stored in a system inevitably carries along an amount of heat dissipated into the environment which is expended to perform the action. Within the framework recently put forward in [D. Reeb, M. M. Wolf, New J. Phys. 16, 103011 (2014)], which guarantees the validity of Landauer's principle in an open quantum systems scenario, we provide an asymptotically tight family of lower bounds to the dissipated heat which are also valid in the non-equilibrium setting. This construction is applied to an open system consisting of a three-level V-system, in which one transition is externally pumped by a laser field while the other is coupled through an XX-interaction to an environment consisting of a spin chain. Beside calculating all these quantities, an exact solution for the dynamics of such system is also provided. These results are collected in [G. Guarnieri, S. Campbell, J. Goold, S. Pigeon, M. Paternostro, B. Vacchini, in preparation].

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Bücher zum Thema "Dynamical large deviations"

Dolgopyat, D., Y. Pesin, M. Pollicott und L. Stoyanov, Hrsg. Hyperbolic Dynamics, Fluctuations and Large Deviations. Providence, Rhode Island: American Mathematical Society, 2015. http://dx.doi.org/10.1090/pspum/089.

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1951-, Durrett Richard, American Mathematical Society, Institute of Mathematical Statistics und Society for Industrial and Applied Mathematics., Hrsg. Particle systems, random media, and large deviations. Providence, R.I: American Mathematical Society, 1985.

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Herrmann, Samuel. Stochastic resonance: A mathematical approach in the small noise limit. Providence, Rhode Island: American Mathematical Society, 2014.

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Olivieri, Enzo, und Maria Eulália Vares. Large Deviations and Metastability. Cambridge University Press, 2005.

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Olivieri, Enzo, und Maria Eulália Vares. Large Deviations and Metastability. Cambridge University Press, 2009.

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Olivieri, Enzo, und Maria Eulália Vares. Large Deviations and Metastability. Cambridge University Press, 2005.

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Doran, B., Enzo Olivieri, Maria Eulália Vares, M. Ismail und G. C. Rota. Large Deviations and Metastability. Cambridge University Press, 2005.

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Hyperbolic dynamics, fluctuations, and large deviations. Providence, Rhode Island: American Mathematical Society, 2015.

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Vulpiani, Angelo, Massimo Cencini, Fabio Cecconi, Andrea Puglisi und Davide Vergni. Large Deviations in Physics: The Legacy of the Law of Large Numbers. Springer London, Limited, 2014.

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Large Deviations in Physics: The Legacy of the Law of Large Numbers. Springer, 2014.

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Buchteile zum Thema "Dynamical large deviations"

Nicolis, G. „Dynamical Basis of Large Deviations and Power Laws in Complex Systems“. In Nonlinear Evolution of Spatial Economic Systems, 272–82. Berlin, Heidelberg: Springer Berlin Heidelberg, 1993. http://dx.doi.org/10.1007/978-3-642-78463-7_12.

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Herrmann, Samuel, Peter Imkeller, Ilya Pavlyukevich und Dierk Peithmann. „Large deviations and transitions between meta-stable states of dynamical systems with small noise and weak inhomogeneity“. In Mathematical Surveys and Monographs, 133–76. Providence, Rhode Island: American Mathematical Society, 2013. http://dx.doi.org/10.1090/surv/194/04.

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Lopes, Artur. „Entropy, Pressure and Large Deviation“. In Cellular Automata, Dynamical Systems and Neural Networks, 79–146. Dordrecht: Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-017-1005-3_3.

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Juneja, Sandeep. „Dynamic Portfolio Credit Risk and Large Deviations“. In Econophysics and Sociophysics: Recent Progress and Future Directions, 41–58. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-47705-3_3.

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Ben Arous, Gérard, und Peter Laurence. „Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$ -Sabr Model“. In Large Deviations and Asymptotic Methods in Finance, 89–136. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-11605-1_4.

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Bassler, Kevin E., und Maya Paczuski. „Cellular Model of Superconducting Vortex Dynamics“. In Complexity from Microscopic to Macroscopic Scales: Coherence and Large Deviations, 215–27. Dordrecht: Springer Netherlands, 2002. http://dx.doi.org/10.1007/978-94-010-0419-0_12.

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Skjeltorp, A. T. „When Topology Meets Dynamics: Braids of Particle Motion and Chirality“. In Complexity from Microscopic to Macroscopic Scales: Coherence and Large Deviations, 137–49. Dordrecht: Springer Netherlands, 2002. http://dx.doi.org/10.1007/978-94-010-0419-0_8.

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Nemoto, Takahiro. „Common Scaling Functions in Dynamical and Quantum Phase Transitions“. In Phenomenological Structure for the Large Deviation Principle in Time-Series Statistics, 41–76. Singapore: Springer Singapore, 2015. http://dx.doi.org/10.1007/978-981-287-811-3_3.

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Gentz, Barbara. „Metastability in randomly perturbed dynamical systems: Beyond large-deviation theory“. In Spectral Structures and Topological Methods in Mathematics, 107–28. Zuerich, Switzerland: European Mathematical Society Publishing House, 2019. http://dx.doi.org/10.4171/197-1/5.

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Takahashi, Yoichiro. „Classification of chaos and a large deviation theory for compact dynamical systems“. In Lecture Notes in Economics and Mathematical Systems, 271–73. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-642-48719-4_22.

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Konferenzberichte zum Thema "Dynamical large deviations"

Tailleur, Julien, Vivien Lecomte, Joaquín Marro, Pedro L. Garrido und Pablo I. Hurtado. „Simulation of large deviation functions using population dynamics“. In MODELING AND SIMULATION OF NEW MATERIALS: Proceedings of Modeling and Simulation of New Materials: Tenth Granada Lectures. AIP, 2009. http://dx.doi.org/10.1063/1.3082284.

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Zhang, Qian, Shenren Xu, Dejun Meng, Dingxi Wang und Xiuquan Huang. „Efficient Quantification of Aerodynamic Performance Uncertainty due to Geometric Variability Using an Adjoint Method“. In ASME Turbo Expo 2024: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2024. http://dx.doi.org/10.1115/gt2024-127703.

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Abstract Manufactured compressor blades deviate from their intended design, leading to a shift in the mean and scattering of aerodynamic performance. To mitigate performance deterioration without escalating manufacturing costs, accurate and efficient evaluation of aerodynamic uncertainty, known as uncertainty quantification (UQ), is crucial. The computational cost of three-dimensional computational fluid dynamics (CFD) simulations has prompted UQ studies to predominantly target two-dimensional cases or extend to three dimensions with a limited number of geometric variables. Since geometric deviations exist at various positions on three-dimensional blades, accurately describing them would necessitate a geometric deviation space with a large number of dimensions. To investigate high-dimensional uncertainty problems, an efficient adjoint-based UQ method is proposed and demonstrated using the three-dimensional transonic fan, NASA Rotor 67. The method proves to be not only hundreds of times faster than full-fidelity CFD but also yields results with satisfactory accuracy. The investigation into the underlying mechanism reveals that geometric uncertainties significantly influence shock waves, tip clearance vortices, corner vortices, and the radial distribution of three-dimensional flows, ultimately resulting in deviations in aerodynamic performance.

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Coria, Pablo, Victor Devincenti und Maivy Orozco. „Well Monitoring New Concept Based on Artificial Lift Power Indicators, Identifying Failures and Minimizing Energy Consumption Costs Due to System Inefficiency“. In Middle East Oil, Gas and Geosciences Show. SPE, 2023. http://dx.doi.org/10.2118/213680-ms.

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Abstract The search for energy efficiency and the reduction of operating costs in medium and high flow artificial lift systems is becoming increasingly relevant due to the incipient energy crises. Therefore, the need of developing methodologies and algorithms that allow a rapid, early and effective power consumption deviation identification in huge electro submersible system fields has become a priority need. Using statistical tools and innovative calculation methods can generate energy deviations zones of analysis that are divided by ESP pumps models and types of producing wells; according to this identification, the required strategies for adjustment -based on the reference efficiency frameworks- are addressed. This process allows to quickly identify and visualize the inefficiencies of the system (Well - ESP) together with the result of the taken actions. Online monitoring can be performed daily, weekly or monthly. This methodology for monitoring and identifying energy deviations allows -in an agile and dynamic way-, to identify and prioritize energy deviations of large ESP fields, referencing them to pre-established statistical standards, taking action by being able to detect and react early, making the exploitation of producing wells more efficient and increasing the run life of the system. Additionally, it allows detecting viable possibilities for adjustments and optimizations, such as a Green Pulling, reducing downtime and higher costs in ESP repairs, obtaining at the same time, competitive failure rates for complex exploitation oil fields. The time reduction, with the power deviation early notice, allows concentrating the analysis effort on management and improvement actions, which can be complemented with the influence of other relevant variables (motor temperature, % motor load, etc.) that affect the system. Monitoring energy variables allows summing an economical impact in each operating point, directing the taking of actions towards an economic, ecological and sustainable strategy. This paper brings the implementation results and the follow up of a methodology focused on algorithms based on energy indicators from flow rates, linked to the characteristics of ESP pumps. This monitoring process integrates production, electrical, economic and equipment positioning variables in fields with more than 1,200 ESP running.

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Stephan, Gideon A., Sybrand J. Van der Spuy und Chris Meyer. „Development of a Custom Mesh Generation Tool for Low Solidity Axial Flow Fans“. In ASME Turbo Expo 2023: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2023. http://dx.doi.org/10.1115/gt2023-102862.

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Abstract This paper outlines a method used to generate a three dimensional, periodic, annular mesh for a large diameter, low solidity, axial flow fan. The meshing methodology generates a 2-D airfoil mesh at specified radial stations along the blade span. The 2-D airfoil meshes are stacked and wrapped to create the mesh of the axial flow fan. The 2-D airfoil meshing methodology inserts a blunt trailing edge to more closely match a physical fan blade where the trailing edge is not infinitely thin. The airfoil meshing algorithm uses airfoil characterisation, using Bezier spline regions, and extrusion to create a highly orthogonal near-wall mesh. A versatile spline relaxation method is developed to relax the mesh from the near-wall region to the far field geometry. The meshing tool is used to conduct an incompressible, steady state, Computational Fluid Dynamics (CFD) study of the B2a-fan using OpenFOAM. Correction factors are used to correct for the absence of the tip gap in the domain modelling. The corrected pressure characteristic was most accurate at the design point volume flow rate, attaining a deviation of 2.5% with a Grid Convergence Index (GCI) of 3.6%. The static efficiency was predicted with a deviation of 5% at the design point flow rate. The deviation in efficiency is caused by an increased static pressure rise due to domain simplifications leading to a lower blade torque. The blade swirl velocity showed good correlation with reference data with small deviations toward the blade tip.

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Thakur, Atul, Petr Svec und Satyandra K. Gupta. „Generation of State Transition Models Using Simulations for Unmanned Sea Surface Vehicle Trajectory Planning“. In ASME 2011 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/detc2011-48624.

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Trajectory planning for unmanned sea surface vehicles (USSVs) in high sea-states is a challenging problem. Large and somewhat stochastic ocean forces can cause significant deviations in the motion of the USSV. Controllers are employed to reject disturbances and get back on the desired trajectory. However, the position uncertainty can be still high and needs to be accounted for during the trajectory planning to circumvent collisions with the obstacles. We model the motion of the USSV as Markov decision process and use a trajectory planning approach based on stochastic dynamic programming. A key component of our approach is the estimation of transition probabilities from one state to another when executing an action. In this paper, we present algorithms to generate state transition model using Monte Carlo simulation of USSV motion. Our simulations are based on potential flow based 6-DOF dynamics. Using this approach, we are able to generate dynamically feasible trajectories for USSVs that exhibit safe behaviors in high sea-states in the vicinity of static obstacles.

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Schilter, Arlette L., Denise A. McKay und Anna G. Stefanopoulou. „Parameterization of Fuel Cell Stack Voltage: Issues on Sensitivity, Cell-to Cell Variation, and Transient Response“. In ASME 2006 4th International Conference on Fuel Cell Science, Engineering and Technology. ASMEDC, 2006. http://dx.doi.org/10.1115/fuelcell2006-97177.

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We present here a calibrated and experimentally validated lumped parameter model of fuel cell polarization for a hydrogen fed multi-cell, low-pressure, proton exchange membrane (PEM) fuel cell stack. The experimental methodology devised for calibrating the model was completed on a 24 cell, 300 cm2 stack with GORE™ PRIMERA® Series 5620 membranes. The predicted cell voltage is a static function of current density, stack temperature, reactant partial pressures, and membrane water content. The maximum prediction error associated with the sensor resolutions used for the calibration is determined along with a discussion of the model sensitivity to physical variables. The expected standard deviation due to the cell-to-cell voltage variation is also modelled. In contrast to other voltage models that match the observed dynamic voltage behavior by adding unreasonably large double layer capacitor effects or by artificially adding dynamics to the voltage equation, we show that a static model can be used when combined with dynamically resolved variables. The developed static voltage model is then connected with a dynamic fuel cell system model that includes gas filling dynamics, diffusion and water dynamics and we demonstrate the ability of the static voltage equation to predict important transients such as reactant depletion and electrode flooding. It is shown that the model can qualitatively predict the observed stack voltage under various operating conditions including step changes in current, temperature variations, and anode purging.

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Sahay, Chittaranjan, und Suhash Ghosh. „Understanding Surface Form Error: Beyond the GD&T Circularity/Roundness or Cylindricity Callout“. In ASME 2023 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2023. http://dx.doi.org/10.1115/imece2023-109694.

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Abstract One of the most important fundamental forms for engineering components is the circular cross-section. Circular forms arise in many applications, particularly in bearing surfaces such as rotating shafts and ball bearings. In manufacturing environments, variations on circular features may occur due to imperfect rotation, erratic cutting action, inadequate lubrication, tool wear, defective machine parts, chatter, misalignment of chuck jaws, etc. The importance of studying roundness form deviations of circular and cylindrical features is to avoid the excessive lateral or radial deviations of the rotating and reciprocating parts during dynamic operations. Hence, whether roundness error can be evaluated accurately and efficiently or not will directly influence the part assembly, product’s function/performance and life. For example, it is inferred that a rotational bearing whose components are not accurately round will tend to be noisy and is likely to fail prematurely. However, the current definition of roundness or circularity per ISO or ASME standards considers the surface’s radial deviations only. If these radial deviations are constrained within two concentric circles with minimum radial separation, this radial separation is defined as the roundness/circularity form error. It is, however, difficult to understand how this radial deviation alone can assure functionality while completely overlooking the circumferential variations/deviations on the surface. This paper is an attempt to investigate the form of circularity deviations along the circumference and whether it plays a significant role in the functionality of round machined parts. The investigation focuses on an accurate spindle and turntable type measuring instrument. On this instrument, the component is rotated on a highly accurate spindle which provides an imaginary circular datum. The workpiece axis is required to be aligned with the axis of the spindle by means of a centering and tilt adjustment leveling table. The polar trace obtained off the surface on a section perpendicular to the spindle axis is analyzed through a Fast Fourier Transformation (FFT). This reveals any periodic circumferential deviations in the corresponding amplitude spectrum of the different harmonics. It is intriguing to note that often only one or two amplitudes in the spectrum are significantly larger than the rest and affect the functionality the most. This paper explores how these multitudes of parameters are to be understood and be incorporated into Geometric Dimensioning and Tolerancing (GD&T) drawings, and further be infused in the undergraduate and graduate engineering curriculum, and be taught as an improved toolkit to the aspiring engineers, design & process engineers and quality control professionals.

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Kim, David Donghyun, und Brian Anthony. „Design and Fabrication of Desktop Fiber Manufacturing Kit for Education“. In ASME 2017 Dynamic Systems and Control Conference. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/dscc2017-5226.

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Fiber manufacturing process has been an integral part of the optical fiber communications. The optical fiber manufacturing processes involve high precision quality control and large volume production. However, the conventional fiber drawing manufacturing technologies are not flexible and highly specialized. This prevents innovative ideas such as flexible fiber manufacturing and small scale prototypes. A desktop fiber manufacturing kit was designed and tested. The experimental results indicate that diameter can be controlled within 0.02mm with standard deviation of 0.120mm when target diameter was set to be 0.5mm. Proportional control can be used to adjust fiber diameters.

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Isazadeh, Amin, Sreetam Bhaduri, Davide Ziviani und David E. Claridge. „Dynamics of Bubble Growth and Collapse Under Pressure Perturbation“. In ASME 2024 Fluids Engineering Division Summer Meeting collocated with the ASME 2024 Heat Transfer Summer Conference and the ASME 2024 18th International Conference on Energy Sustainability. American Society of Mechanical Engineers, 2024. http://dx.doi.org/10.1115/fedsm2024-131340.

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Abstract This study investigates the dynamic response of deformable particles to pressure perturbations, utilizing analytical and numerical analyses. Numerical simulations using Fluent software explore the impact of internal pressure deviations, step changes, and oscillations in ambient pressure across a wide size range. The study uncovers systematic and damped oscillatory responses to pressure deviations, highlighting the significance of liquid viscosity and surface tension in determining equilibrium states. Particle size emerges as a key factor, influencing equilibrium pressures, dynamic responses, and power spectral characteristics. Findings include smaller particles exhibiting higher equilibrium pressures and longer stabilization times. Power Spectral Density (PSD) analysis reveals a consistent dominant frequency, with smaller particles displaying higher peak frequencies. Analytical exploration emphasizes the roles of surface tension, viscosity, temperature, and mean ambient pressure in shaping peak frequency and deformation magnitude. The analysis shows smaller particle size have larger peak frequency, but smaller deformation. Moreover, raising surface tension leads to a wider range of particle sizes whose peak frequencies are not zero.

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Tanaka, Shinsuke, Seok-Hwan Jeong, Ayahito Uetake, Susumu Yamazaki und Ken Morito. „Monolithically-integrated 8:1 SOA gate switch with small gain deviation and large input power dynamic range for WDM signals“. In 2010 22nd International Conference on Indium Phosphide and Related Materials (IPRM). IEEE, 2010. http://dx.doi.org/10.1109/iciprm.2010.5515990.

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Berichte der Organisationen zum Thema "Dynamical large deviations"

Budhiraja, Amarjit, Paul Dupuis und Vasileios Maroulas. Large Deviations for Infinite Dimensional Stochastic Dynamical Systems. Fort Belvoir, VA: Defense Technical Information Center, März 2007. http://dx.doi.org/10.21236/ada476159.

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Linker, Raphael, Murat Kacira, Avraham Arbel, Gene Giacomelli und Chieri Kubota. Enhanced Climate Control of Semi-arid and Arid Greenhouses Equipped with Fogging Systems. United States Department of Agriculture, März 2012. http://dx.doi.org/10.32747/2012.7593383.bard.

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The main objectives were (1) to develop, implement and validate control procedures that would make it possible to maintain year-round air temperature and humidity at levels suitable for crop cultivation in greenhouses operating in arid and semi-arid regions and (2) to investigate the influence of the operational flexibility of the fogging system on the performance of the system. With respect to the development of climate controllers, we developed a new control approach according to which ventilation is used to maintain the enthalpy of the greenhouse air and fogging is used to adjust the humidity ratio inside the greenhouse. This approach is suitable mostly for greenhouses equipped with mechanized ventilation, and in which the air exchange rate can be controlled with enough confidence. The development and initial validation of the controllers were performed in a small experimental greenhouses located at the Agricultural Research Organization and very good tracking were obtained for both air temperature and relative humidity (maximum mean deviations over a 10-min period with constant setpoints lower than 2.5oC and 5% relative humidity). The robust design approach used to develop the controllers made it possible to transfer successfully these controllers to a much larger semi-commercial greenhouse located in the much drier Arava region. After only minimal adjustments, which did not require lengthy dedicated experiments, satisfactory tracking of the temperature and humidity was achieved, with standard deviation of the tracking error lower than 1oC and 5% for temperature and relative humidity, respectively. These results should help promote the acceptance of modern techniques for designing greenhouse climate controllers, especially since given the large variety of greenhouse structures (shape, size, crop system), developing high performance site-specific controllers for each greenhouse is not feasible. In parallel to this work, a new cooling control strategy, which considers the contribution of humidification and cooling from the crop, was developed for greenhouses equipped with natural ventilation. Prior to the development of the cooling strategy itself, three evapotranspiration models were compared in terms of accuracy and reliability. The cooling strategy that has been developed controls the amount of fog introduced into the greenhouse as well as the percentage of vent openings based on the desired vapor pressure deficit (VPD) and enthalpy, respectively. Numerical simulations were used to compare the performance of the new strategy with a constant fogging rate strategy based on VPD, and on average, the new strategy saved 36% water and consumed 30% less electric energy. In addition, smaller air temperature and relative humidity fluctuations were achieved when using the new strategy. Finally, it was demonstrated that dynamically varying the fog rate and properly selecting the number of nozzles, yields additional water and electricity savings.

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