Path planning for space vehicles is still a challenging problem although considerable progress has been made over the past decades.The major difficulties are that most of existing methods only adapt to static environm...Path planning for space vehicles is still a challenging problem although considerable progress has been made over the past decades.The major difficulties are that most of existing methods only adapt to static environment instead of dynamic one,and also can not solve the inherent constraints arising from the robot body and the exterior environment.To address these difficulties,this research aims to provide a feasible trajectory based on quadratic programming（QP） for path planning in three-dimensional space where an autonomous vehicle is requested to pursue a target while avoiding static or dynamic obstacles.First,the objective function is derived from the pursuit task which is defined in terms of the relative distance to the target,as well as the angle between the velocity and the position in the relative velocity coordinates（RVCs）.The optimization is in quadratic polynomial form according to QP formulation.Then,the avoidance task is modeled with linear constraints in RVCs.Some other constraints,such as kinematics,dynamics,and sensor range,are included.Last,simulations with typical multiple obstacles are carried out,including in static and dynamic environments and one of human-in-the-loop.The results indicate that the optimal trajectories of the autonomous robot in three-dimensional space satisfy the required performances.Therefore,the QP model proposed in this paper not only adapts to dynamic environment with uncertainty,but also can satisfy all kinds of constraints,and it provides an efficient approach to solve the problems of path planning in three-dimensional space.展开更多
This article uses the phase space path integral method to find the propagator for a particle with a force quadratic in velocity. Two specific canonical transformations has been used for this purpose.
A variable dimensional state space(VDSS) has been proposed to improve the re-planning time when the robotic systems operate in large unknown environments.VDSS is constructed by uniforming lattice state space and grid ...A variable dimensional state space(VDSS) has been proposed to improve the re-planning time when the robotic systems operate in large unknown environments.VDSS is constructed by uniforming lattice state space and grid state space.In VDSS,the lattice state space is only used to construct search space in the local area which is a small circle area near the robot,and grid state space elsewhere.We have tested VDSS with up to 80 indoor and outdoor maps in simulation and on segbot robot platform.Through the simulation and segbot robot experiments,it shows that exploring on VDSS is significantly faster than exploring on lattice state space by Anytime Dynamic A*(AD*) planner and VDSS is feasible to be used on robotic systems.展开更多
In this article, we will consider questions of G-equivalence of paths for the case when G was the group of the real representation of a symplectic transformation in an n-dimensional quaternion vector space. In determi...In this article, we will consider questions of G-equivalence of paths for the case when G was the group of the real representation of a symplectic transformation in an n-dimensional quaternion vector space. In determining the solution of this problem, we give an explicit description of differential generators of a differential field of differential rational functions that are invariant under the action of this group. Necessary and sufficient conditions for the G-equivalence of paths in a 4n-dimensional real space are obtained with the help of differential generators.展开更多
The invariant, propagator, and wavefunction for a variable frequency harmonic oscillator in an electromagnetic field are obtained by making a specific coordinate transformation and by using the method of phase space p...The invariant, propagator, and wavefunction for a variable frequency harmonic oscillator in an electromagnetic field are obtained by making a specific coordinate transformation and by using the method of phase space path integral method. The probability amplitudes for a dissipative harmonic oscillator in the time varying electric field are obtained.展开更多
The flow on the Wiener space associated to a tangent process constructed by Cipriano and Cruzeiro, as well as by Gong and Zhang does not allow to recover Driver’s Cameron-Martin theorem on Riemannian path space. The ...The flow on the Wiener space associated to a tangent process constructed by Cipriano and Cruzeiro, as well as by Gong and Zhang does not allow to recover Driver’s Cameron-Martin theorem on Riemannian path space. The purpose of this work is to refine the method of the modified Picard iteration used in the previous work by Gong and Zhang and to try to recapture and extend the result of Driver. In this paper, we establish the existence and uniqueness of a flow associated to a Cameron-Martin type vector field on the path space over a Riemannian manifold.展开更多
We establish an integration by parts formula on the path space with reference measure P, the law of the(reflecting) diffusion process on manifolds with possible boundary carrying geometric flow, which leads to the sta...We establish an integration by parts formula on the path space with reference measure P, the law of the(reflecting) diffusion process on manifolds with possible boundary carrying geometric flow, which leads to the standard log-Sobolev inequality for the associated Dirichlet form. To this end, we first modify Hsu's multiplicative functionals to define the damp gradient operator, which links to quasi-invariant flows; and then establish the derivative formula for the associated inhomogeneous diffusion semigroup.展开更多
The authors extend the notion of statistical structure from Riemannian geometry to the general framework of path spaces endowed with a nonlinear connection and a generalized metric.Two particular cases of statistical ...The authors extend the notion of statistical structure from Riemannian geometry to the general framework of path spaces endowed with a nonlinear connection and a generalized metric.Two particular cases of statistical data are defined.The existence and uniqueness of a nonlinear connection corresponding to these classes is proved.Two Koszul tensors are introduced in accordance with the Riemannian approach.As applications,the authors treat the Finslerian (α,β)-metrics and the Beil metrics used in relativity and field theories while the support Riemannian metric is the Fisher-Rao metric of a statistical model.展开更多
Let M be a complete Riemannian manifold possibly with a boundary?M.For any C^1-vector field Z,by using gradient/functional inequalities of the(reflecting)diffusion process generated by L:=?+Z,pointwise characterizatio...Let M be a complete Riemannian manifold possibly with a boundary?M.For any C^1-vector field Z,by using gradient/functional inequalities of the(reflecting)diffusion process generated by L:=?+Z,pointwise characterizations are presented for the Bakry-Emery curvature of L and the second fundamental form of?M if it exists.These characterizations extend and strengthen the recent results derived by Naber for the uniform norm‖RicZ‖∞on manifolds without boundaries.A key point of the present study is to apply the asymptotic formulas for these two tensors found by the first author,such that the proofs are significantly simplified.展开更多
We illustrate a metric geometry viewpoint for large deviation principles by analyzing the proof of a long-standing conjecture on an explicit Schilder-type theorem for super-Brownian motions given by the authors recent...We illustrate a metric geometry viewpoint for large deviation principles by analyzing the proof of a long-standing conjecture on an explicit Schilder-type theorem for super-Brownian motions given by the authors recently,and by understanding sample path large deviations for Fleming-Viot processes.展开更多
For 1 〈 p ≤2, an L^p-gradient estimate for a symmetric Markov semigroup is derived in a general framework, i.e. ‖Γ^/2（Ttf）‖p≤Cp/√t‖p, where F is a carre du champ operator. As a simple application we prove th...For 1 〈 p ≤2, an L^p-gradient estimate for a symmetric Markov semigroup is derived in a general framework, i.e. ‖Γ^/2（Ttf）‖p≤Cp/√t‖p, where F is a carre du champ operator. As a simple application we prove that F1/2（（I- L） ^-α） is a bounded operator from L^p to L^v provided that 1 〈 p 〈 2 and 1/2〈α〈1. For any 1 〈 p 〈 2, q 〉 2 and 1/2 〈α 〈 1, there exist two positive constants cq,α,Cp,α such that ‖Df‖p≤ Cp,α‖（I - L）^αf‖p,Cq,α（I-L）^（1-α）‖Df‖q＋‖f‖q, where D is the Malliavin gradient （[2]） and L the Ornstein-Uhlenbeck operator.展开更多
Shift Harnack inequality and integration by parts formula are established for semilinear stochastic partial differential equations and stochastic functional partial differential equations by modifying the coupling use...Shift Harnack inequality and integration by parts formula are established for semilinear stochastic partial differential equations and stochastic functional partial differential equations by modifying the coupling used by F. -Y. Wang [Ann. Probab., 2012, 42（3）： 994-1019]. Log-Harnack inequality is established for a class of stochastic evolution equations with non- Lipschitz coefficients which includes hyperdissipative Navier-Stokes/Burgers equations as examples. The integration by parts formula is extended to the path space of stochastic functional partial differential equations, then a Dirichlet form is defined and the log-Sobolev inequality is established.展开更多
We consider a strictly pathwise setting for Delta hedging exotic options,based on Follmer’s pathwise It¨o calculus.Price trajectories areˆd-dimensional continuous functions whose pathwise quadratic variations an...We consider a strictly pathwise setting for Delta hedging exotic options,based on Follmer’s pathwise It¨o calculus.Price trajectories areˆd-dimensional continuous functions whose pathwise quadratic variations and covariations are determined by a given local volatility matrix.The existence of Delta hedging strategies in this pathwise setting is established via existence results for recursive schemes of parabolic Cauchy problems and via the existence of functional Cauchy problems on path space.Our main results establish the nonexistence of pathwise arbitrage opportunities in classes of strategies containing these Delta hedging strategies and under relatively mild conditions on the local volatility matrix.展开更多
基金supported by National Natural Science Foundation of China (Grant Nos. 61035005,61075087)Hubei Provincial Natural Science Foundation of China (Grant No. 2010CDA005)Hubei Provincial Education Department Foundation of China (Grant No.Q20111105)
文摘Path planning for space vehicles is still a challenging problem although considerable progress has been made over the past decades.The major difficulties are that most of existing methods only adapt to static environment instead of dynamic one,and also can not solve the inherent constraints arising from the robot body and the exterior environment.To address these difficulties,this research aims to provide a feasible trajectory based on quadratic programming（QP） for path planning in three-dimensional space where an autonomous vehicle is requested to pursue a target while avoiding static or dynamic obstacles.First,the objective function is derived from the pursuit task which is defined in terms of the relative distance to the target,as well as the angle between the velocity and the position in the relative velocity coordinates（RVCs）.The optimization is in quadratic polynomial form according to QP formulation.Then,the avoidance task is modeled with linear constraints in RVCs.Some other constraints,such as kinematics,dynamics,and sensor range,are included.Last,simulations with typical multiple obstacles are carried out,including in static and dynamic environments and one of human-in-the-loop.The results indicate that the optimal trajectories of the autonomous robot in three-dimensional space satisfy the required performances.Therefore,the QP model proposed in this paper not only adapts to dynamic environment with uncertainty,but also can satisfy all kinds of constraints,and it provides an efficient approach to solve the problems of path planning in three-dimensional space.
文摘This article uses the phase space path integral method to find the propagator for a particle with a force quadratic in velocity. Two specific canonical transformations has been used for this purpose.
基金Supported by the National Natural Science Foundation of China(90920304)
文摘A variable dimensional state space(VDSS) has been proposed to improve the re-planning time when the robotic systems operate in large unknown environments.VDSS is constructed by uniforming lattice state space and grid state space.In VDSS,the lattice state space is only used to construct search space in the local area which is a small circle area near the robot,and grid state space elsewhere.We have tested VDSS with up to 80 indoor and outdoor maps in simulation and on segbot robot platform.Through the simulation and segbot robot experiments,it shows that exploring on VDSS is significantly faster than exploring on lattice state space by Anytime Dynamic A*(AD*) planner and VDSS is feasible to be used on robotic systems.
文摘In this article, we will consider questions of G-equivalence of paths for the case when G was the group of the real representation of a symplectic transformation in an n-dimensional quaternion vector space. In determining the solution of this problem, we give an explicit description of differential generators of a differential field of differential rational functions that are invariant under the action of this group. Necessary and sufficient conditions for the G-equivalence of paths in a 4n-dimensional real space are obtained with the help of differential generators.
文摘The invariant, propagator, and wavefunction for a variable frequency harmonic oscillator in an electromagnetic field are obtained by making a specific coordinate transformation and by using the method of phase space path integral method. The probability amplitudes for a dissipative harmonic oscillator in the time varying electric field are obtained.
基金Supported by the National Natural Science Foundation of China(No.10601066)the financial support of the Fundamental Research Funds for Central Universitiesthe Research Funds of Renmin University of China(11XNI008)
文摘The flow on the Wiener space associated to a tangent process constructed by Cipriano and Cruzeiro, as well as by Gong and Zhang does not allow to recover Driver’s Cameron-Martin theorem on Riemannian path space. The purpose of this work is to refine the method of the modified Picard iteration used in the previous work by Gong and Zhang and to try to recapture and extend the result of Driver. In this paper, we establish the existence and uniqueness of a flow associated to a Cameron-Martin type vector field on the path space over a Riemannian manifold.
基金supported by the National Natural Science Foundation of Zhejiang University of Technology(Grant No.2014X2011)the Starting-up Research Fund supplied by Zhejiang University of Technology(Grant No.1009007329)
文摘We establish an integration by parts formula on the path space with reference measure P, the law of the(reflecting) diffusion process on manifolds with possible boundary carrying geometric flow, which leads to the standard log-Sobolev inequality for the associated Dirichlet form. To this end, we first modify Hsu's multiplicative functionals to define the damp gradient operator, which links to quasi-invariant flows; and then establish the derivative formula for the associated inhomogeneous diffusion semigroup.
基金Project supported by the Romanian National Authority for Scientific Research,CNCS UEFISCDI(No.PN-II-ID-PCE-2012-4-0131)
文摘The authors extend the notion of statistical structure from Riemannian geometry to the general framework of path spaces endowed with a nonlinear connection and a generalized metric.Two particular cases of statistical data are defined.The existence and uniqueness of a nonlinear connection corresponding to these classes is proved.Two Koszul tensors are introduced in accordance with the Riemannian approach.As applications,the authors treat the Finslerian (α,β)-metrics and the Beil metrics used in relativity and field theories while the support Riemannian metric is the Fisher-Rao metric of a statistical model.
基金supported by National Natural Science Foundation of China(Grant Nos.11771326 and 11431014)
文摘Let M be a complete Riemannian manifold possibly with a boundary?M.For any C^1-vector field Z,by using gradient/functional inequalities of the(reflecting)diffusion process generated by L:=?+Z,pointwise characterizations are presented for the Bakry-Emery curvature of L and the second fundamental form of?M if it exists.These characterizations extend and strengthen the recent results derived by Naber for the uniform norm‖RicZ‖∞on manifolds without boundaries.A key point of the present study is to apply the asymptotic formulas for these two tensors found by the first author,such that the proofs are significantly simplified.
基金supported by National Natural Science Foundation of China(Grant Nos.10971106 and 11271204)
文摘We illustrate a metric geometry viewpoint for large deviation principles by analyzing the proof of a long-standing conjecture on an explicit Schilder-type theorem for super-Brownian motions given by the authors recently,and by understanding sample path large deviations for Fleming-Viot processes.
文摘For 1 〈 p ≤2, an L^p-gradient estimate for a symmetric Markov semigroup is derived in a general framework, i.e. ‖Γ^/2（Ttf）‖p≤Cp/√t‖p, where F is a carre du champ operator. As a simple application we prove that F1/2（（I- L） ^-α） is a bounded operator from L^p to L^v provided that 1 〈 p 〈 2 and 1/2〈α〈1. For any 1 〈 p 〈 2, q 〉 2 and 1/2 〈α 〈 1, there exist two positive constants cq,α,Cp,α such that ‖Df‖p≤ Cp,α‖（I - L）^αf‖p,Cq,α（I-L）^（1-α）‖Df‖q＋‖f‖q, where D is the Malliavin gradient （[2]） and L the Ornstein-Uhlenbeck operator.
文摘Shift Harnack inequality and integration by parts formula are established for semilinear stochastic partial differential equations and stochastic functional partial differential equations by modifying the coupling used by F. -Y. Wang [Ann. Probab., 2012, 42（3）： 994-1019]. Log-Harnack inequality is established for a class of stochastic evolution equations with non- Lipschitz coefficients which includes hyperdissipative Navier-Stokes/Burgers equations as examples. The integration by parts formula is extended to the path space of stochastic functional partial differential equations, then a Dirichlet form is defined and the log-Sobolev inequality is established.
基金support by Deutsche Forschungsgemeinschaft through the Research Training Group RTG 1953.
文摘We consider a strictly pathwise setting for Delta hedging exotic options,based on Follmer’s pathwise It¨o calculus.Price trajectories areˆd-dimensional continuous functions whose pathwise quadratic variations and covariations are determined by a given local volatility matrix.The existence of Delta hedging strategies in this pathwise setting is established via existence results for recursive schemes of parabolic Cauchy problems and via the existence of functional Cauchy problems on path space.Our main results establish the nonexistence of pathwise arbitrage opportunities in classes of strategies containing these Delta hedging strategies and under relatively mild conditions on the local volatility matrix.
