We study in this paper the path properties of the Brownian motion and super-Brownian motion on the fractal structure-the Sierpinski gasket. At first some results about the limiting behaviour of its increments are obta...We study in this paper the path properties of the Brownian motion and super-Brownian motion on the fractal structure-the Sierpinski gasket. At first some results about the limiting behaviour of its increments are obtained and a kind of law of iterated logarithm is proved. Then A Lower bound of the spreading speed of its corresponding super-Brownian motion is obtained.展开更多
This paper conducts a series of case studies on a novel Simultaneous Path and Motion Planning (SiPaMoP) approach [1] to multiple autonomous or Automated Guided Vehicle (AGV) motion coordination in bidirectional networ...This paper conducts a series of case studies on a novel Simultaneous Path and Motion Planning (SiPaMoP) approach [1] to multiple autonomous or Automated Guided Vehicle (AGV) motion coordination in bidirectional networks. The SiPaMoP approach plans collision-free paths for vehicles based on the principle of shortest path by dynamically changing the vehicles’ paths,traveling speeds or waiting times,whichever gives the shortest traveling time. It integrates path planning,collision avoidance and motion planning into a comprehensive model and optimizes the vehicles’ path and motion to minimize the completion time of a set of tasks. Five case studies,i.e.,head-on collision avoidance,catching-up collision avoidance,buffer node generation and collision avoidance,prioritybased motion coordination,and safety distance based planning,are presented. The results demonstrated that the method can effectively plan the path and motion for a team of autonomous vehicles or AGVs,and solve the problems of traffic congestion and collision under various conditions.展开更多
In this note, we study a discrete time approximation for the solution of a class of delayed stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H ∈(1/2,1). In order to prove ...In this note, we study a discrete time approximation for the solution of a class of delayed stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H ∈(1/2,1). In order to prove convergence, we use rough paths techniques. Theoretical bounds are established and numerical simulations are displayed.展开更多
It is well known that the sufficient family of time-optimal paths for both Dubins' as well as Reeds-Shepp' s car models consist of the concatenation of circular arcs with maximum curvature and straight line se...It is well known that the sufficient family of time-optimal paths for both Dubins' as well as Reeds-Shepp' s car models consist of the concatenation of circular arcs with maximum curvature and straight line segments, all tangentially connected. These time-optimal solutions suffer from some drawbacks. Their discontinuous curvature profile, together with the wear and impairment on the control equipment that the bang-bang solutions induce, calls for ' smoother' and more supple reference paths to follow. Avoiding the bang-bang solutions also raises the robustness with respect to any possible uncertainties. In this paper, our main tool for generating these “nearly time-optimal” , but nevertheless continuous-curvature paths, is to use the Pontryagin Maximum Principle (PMP) and make an appropriate and cunning choice of the Lagrangian function. Despite some rewarding simulation results, this concept turns out to be numerically divergent at some instances. Upon a more careful investigation, it can be concluded that the problem at hand is nearly singular. This is seen by applying the PMP to Dubins car and studying the corresponding two point boundary value problem, which turn out to be singular. Realizing this, one is able to contradict the widespread belief that all the information about the motion of a mobile platform lies in the initial values of the auxiliary variables associated with the PMP. Keywords Time-optimal paths - Motion planning - Optimal control - Pontryagin maximum principle - UGV展开更多
The solutions of the following bilinear stochastic differential equation are studied [GRAPHICS] where A(t)(k), B-t are (deterministic) continuous matrix-valued functions of t and w(1) (t),..., w(m) (t) are m independe...The solutions of the following bilinear stochastic differential equation are studied [GRAPHICS] where A(t)(k), B-t are (deterministic) continuous matrix-valued functions of t and w(1) (t),..., w(m) (t) are m independent standard Brownian motions. Conditions are given such that the solution is positive if the initial condition is positive. The equation the most probable path must satisfy is also derived and applied to a mathematical finance problem.展开更多
文摘We study in this paper the path properties of the Brownian motion and super-Brownian motion on the fractal structure-the Sierpinski gasket. At first some results about the limiting behaviour of its increments are obtained and a kind of law of iterated logarithm is proved. Then A Lower bound of the spreading speed of its corresponding super-Brownian motion is obtained.
文摘This paper conducts a series of case studies on a novel Simultaneous Path and Motion Planning (SiPaMoP) approach [1] to multiple autonomous or Automated Guided Vehicle (AGV) motion coordination in bidirectional networks. The SiPaMoP approach plans collision-free paths for vehicles based on the principle of shortest path by dynamically changing the vehicles’ paths,traveling speeds or waiting times,whichever gives the shortest traveling time. It integrates path planning,collision avoidance and motion planning into a comprehensive model and optimizes the vehicles’ path and motion to minimize the completion time of a set of tasks. Five case studies,i.e.,head-on collision avoidance,catching-up collision avoidance,buffer node generation and collision avoidance,prioritybased motion coordination,and safety distance based planning,are presented. The results demonstrated that the method can effectively plan the path and motion for a team of autonomous vehicles or AGVs,and solve the problems of traffic congestion and collision under various conditions.
基金supported by MATH-AmSud 18-MATH-07 SaS MoTiDep ProjectHERMES project 41305+1 种基金partially supported by the Project ECOS-CONICYT C15E05,REDES 150038,MATH-AmSud 18-MATH-07 SaS MoTiDep Project and Fondecyt(1171335)supported by NSF(Grant DMS-1613163)
文摘In this note, we study a discrete time approximation for the solution of a class of delayed stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H ∈(1/2,1). In order to prove convergence, we use rough paths techniques. Theoretical bounds are established and numerical simulations are displayed.
文摘It is well known that the sufficient family of time-optimal paths for both Dubins' as well as Reeds-Shepp' s car models consist of the concatenation of circular arcs with maximum curvature and straight line segments, all tangentially connected. These time-optimal solutions suffer from some drawbacks. Their discontinuous curvature profile, together with the wear and impairment on the control equipment that the bang-bang solutions induce, calls for ' smoother' and more supple reference paths to follow. Avoiding the bang-bang solutions also raises the robustness with respect to any possible uncertainties. In this paper, our main tool for generating these “nearly time-optimal” , but nevertheless continuous-curvature paths, is to use the Pontryagin Maximum Principle (PMP) and make an appropriate and cunning choice of the Lagrangian function. Despite some rewarding simulation results, this concept turns out to be numerically divergent at some instances. Upon a more careful investigation, it can be concluded that the problem at hand is nearly singular. This is seen by applying the PMP to Dubins car and studying the corresponding two point boundary value problem, which turn out to be singular. Realizing this, one is able to contradict the widespread belief that all the information about the motion of a mobile platform lies in the initial values of the auxiliary variables associated with the PMP. Keywords Time-optimal paths - Motion planning - Optimal control - Pontryagin maximum principle - UGV
基金the General Research Fund of the University of Kansas.
文摘The solutions of the following bilinear stochastic differential equation are studied [GRAPHICS] where A(t)(k), B-t are (deterministic) continuous matrix-valued functions of t and w(1) (t),..., w(m) (t) are m independent standard Brownian motions. Conditions are given such that the solution is positive if the initial condition is positive. The equation the most probable path must satisfy is also derived and applied to a mathematical finance problem.
