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Controlling diffusion processes in stochastic systems through the time-delayed feedback method

Research Project

Project/Area Number 18K03433
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 12040:Applied mathematics and statistics-related
Research InstitutionRissho University

Principal Investigator

Kobayashi Miki  立正大学, 経済学部, 准教授 (10547011)

Co-Investigator(Kenkyū-buntansha) 安東 弘泰  筑波大学, システム情報系, 准教授 (20553770)
竹原 浩太  東京都立大学, 経営学研究科, 准教授 (70611747)
Project Period (FY) 2018-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2020: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2019: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2018: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords確率制御 / 遅れ時間フィードバック制御 / 拡散現象 / 確率微分方程式 / ノイズ誘起現象 / 力学系 / 確率過程 / 制御理論 / 確率論 / カオス / 複素解析 / カオス制御 / ノイズ / 遅れ時間
Outline of Final Research Achievements

The main objective of this research is to establish a method for controlling diffusion phenomena in stochastic processes using the delayed feedback control technique, demonstrate the mathematical validity of this method, and apply it to various random dynamical systems. The research yields four main results, as follows:(1)Mathematical proof of the validity of control in linear systems with white Gaussian noise. (2)Extension of the method to general noise, primarily chaos noise.(3)Application of the method to noise synchronization phenomena observed in nonlinear systems.(4)Application of the method to chaos control in random dynamical systems.

Academic Significance and Societal Importance of the Research Achievements

本研究は, 確率過程の拡散制御を力学系のアイディアに基づいて構築し, 拡散現象をきめ細やかに制御する(拡散現象の拡散係数を任意の値にする)ことに成功した初めての研究である . これはノイズ制御の意味で大変意義のあるものであると考えている. 応用上, ノイズの影響を小さくすることでシステムのパフォーマンスを上げたり, 逆にノイズを積極的に使用してシステムのパフォーマンスの向上を図る場合において, ノイズ制御は必須の技術であり, この技術の基礎となる理論を構築したという意味で学術的社会的意義は大きいと思われる.

Report

(6 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (22 results)

All 2023 2022 2021 2020 2019 2018

All Journal Article (8 results) (of which Peer Reviewed: 6 results,  Open Access: 5 results) Presentation (14 results) (of which Int'l Joint Research: 6 results,  Invited: 1 results)

  • [Journal Article] Dynamical system analysis of a data-driven model constructed by reservoir computing2021

    • Author(s)
      M. U. Kobayashi, K. Nakai, Y. Saiki, N. Tsutsumi
    • Journal Title

      Physical Review E

      Volume: 104 Issue: 4 Pages: 044215-044215

    • DOI

      10.1103/physreve.104.044215

    • Related Report
      2021 Research-status Report
    • Peer Reviewed
  • [Journal Article] A model of computing with road traffic dynamics2021

    • Author(s)
      Ando Hiroyasu、Chang Hanten
    • Journal Title

      Nonlinear Theory and Its Applications, IEICE

      Volume: 12 Issue: 2 Pages: 175-180

    • DOI

      10.1587/nolta.12.175

    • NAID

      130008020128

    • ISSN
      2185-4106
    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Multiple transition of synchronization by interaction of external and internal forces in bursting oscillator networks2021

    • Author(s)
      Keita Koyama; Hiroyasu Ando; Kantaro Fujiwara
    • Journal Title

      Nonlinear Theory and Its Applications, IEICE

      Volume: 12 Issue: 3 Pages: 545-553

    • DOI

      10.1587/nolta.12.545

    • NAID

      130008060802

    • ISSN
      2185-4106
    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] マイナス金利モデルについて―金利デリバティブの視点から―2020

    • Author(s)
      竹原浩太
    • Journal Title

      オペレーションズ・リサーチ

      Volume: 66 Pages: 381-388

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Privacy Preserving Data Sharing by Integrating Perturbed Distance Matrices2020

    • Author(s)
      H. Chang, H. Ando
    • Journal Title

      SN Computer Science

      Volume: 1

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Effect of External and Internal Forces on Synchronization of Bursting Oscillator Networks2020

    • Author(s)
      K. Koyama, H. Ando, K. Fujiwara
    • Journal Title

      Proceedings of The 2020 International Symposium on Nonlinear Theory and Its Applications (NOLTA2020)

      Volume: 1 Pages: 131-134

    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] エコーステートネットワークの予測能力に関する活性化関数の影響2019

    • Author(s)
      張 瀚天・中岡慎治・安東弘泰
    • Journal Title

      電子情報通信学会 技術研究報告

      Volume: 119 Pages: 27-30

    • Related Report
      2019 Research-status Report
  • [Journal Article] 時間遅れフィードバック制御の確率システムへの応用2018

    • Author(s)
      安東弘泰 小林幹 竹原浩太
    • Journal Title

      自動制御連合講演会

      Volume: 61

    • NAID

      130007546874

    • Related Report
      2018 Research-status Report
  • [Presentation] Reconstruction of nonhyperbolic properties in chaotic dynamical systems by a data-driven model using reservoir coputing2023

    • Author(s)
      小林幹
    • Organizer
      国際会議「Workshop on ergodic theory, dynamical systems and climate sciences」
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Random dynamical systems with delay-time control2022

    • Author(s)
      小林幹
    • Organizer
      RIMS共同研究「ランダム力学系・非自励力学系研究の展望:理論と応用」
    • Related Report
      2022 Annual Research Report
  • [Presentation] 時間遅れフィードバックによるゆらぎの拡散制御2022

    • Author(s)
      安東弘泰
    • Organizer
      RIMS共同研究「時間遅れ系と数理科学:理論と応用の新たな展開に向けて」
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Monte Carlo Acceleration with Asymptotic Expansion around Non-Gaussian Distributions2020

    • Author(s)
      Kohta Takehara
    • Organizer
      The second SMU-TMU Joint Workshop on Mathematical Finance and Financial Engineering
    • Related Report
      2019 Research-status Report
  • [Presentation] 時間遅れフィードバック法を用いた決定論的拡散の制御2019

    • Author(s)
      小林幹
    • Organizer
      日本応用数理学会2019年度年会
    • Related Report
      2019 Research-status Report
  • [Presentation] 時間遅れフィードバック法を用いたポテンシャル中のブラウン運動の制御2019

    • Author(s)
      小林幹
    • Organizer
      第62回自動制御連合講演会
    • Related Report
      2019 Research-status Report
  • [Presentation] システムに対するリザバー計算の予測性能評価2019

    • Author(s)
      安東弘泰
    • Organizer
      第62回自動制御連合講演会
    • Related Report
      2019 Research-status Report
  • [Presentation] Approximations to SABR-type models2019

    • Author(s)
      Kohta Takehara
    • Organizer
      Quntitative Methods in Finance 2019
    • Related Report
      2019 Research-status Report
  • [Presentation] Approximations to SABR-type models2019

    • Author(s)
      竹原浩太
    • Organizer
      The First SMU-TMU Joint-Workshop on Mathematical Finance and Financial Engineering
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] Control of random walkers with time delayed feedback2018

    • Author(s)
      小林幹
    • Organizer
      14th IFAC Workshop on time delay systems
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] Time-delayed feedback control of diffusion in random walkers - Analysis -2018

    • Author(s)
      小林幹
    • Organizer
      675. WE-Heraeus-Seminar on “Delayed Complex Systems”
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] Control of deterministic diffusion in chaotic systems with time-delayed feedback control2018

    • Author(s)
      小林幹
    • Organizer
      NOLTA 2018
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] Time-delayed feedback control of diffusion in random walkers -Phenomena-2018

    • Author(s)
      安東弘泰
    • Organizer
      675. WE-Heraeus-Seminar on “Delayed Complex Systems”
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Presentation] 時間遅れフィードバック制御の確率システムへの応用2018

    • Author(s)
      安東弘泰
    • Organizer
      第61回自動制御連合講演会
    • Related Report
      2018 Research-status Report

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Published: 2018-04-23   Modified: 2024-01-30  

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