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Asmaa Eldesoukey

Publications and source records attributed to Asmaa Eldesoukey.

12 recordsLinked to original sources

Schrödinger Bridges over Kinetic Swarming Models

Paradigmatic interaction models explain how collective behaviors can emerge in complex systems from interactions among the constituent agents. In bio-inspired swarms, however, interactions alone may not suffice to bring the population to a desired aggregate configuration within a prescribed time horizon, as needed in applications ranging from targeted therapy to collective transport and emergency evacuation. In the present work, we consider finite-horizon minimum-energy collective steering for inertial swarms that are subject to stochastic disturbances. We focus on the mean-field representations of these multi-agent systems driven by Cucker--Smale alignment or Morse attraction--repulsion interactions. Our objective is to steer the swarm between prescribed endpoint distributions using a state-feedback control, where the endpoint specifications can be full phase-space distributions (positions and velocities) or position marginals alone. Our formalism is rooted in the theory of Schrödinger bridges, which has inspired contemporary developments spanning statistical inference, biological modeling, stochastic control, and generative learning. Within the bridges framework, the uncontrolled interacting stochastic dynamics are viewed as a prior model, and the optimal control as the minimum-energy corrective drift needed to realize the prescribed distributions. We derive nonlinear, coupled necessary optimality systems with a time-symmetric structure reminiscent of classical Schrödinger bridges, and propose nested fixed-point schemes to numerically solve them. Numerical examples show that the obtained optimal control (corrective drift) can dynamically exploit or counteract the interaction forces, depending on whether the latter are favorable or adversarial to the steering task.

math.OC

A Generalized Sinkhorn Algorithm for Mean-Field Schrödinger Bridge

The mean-field Schrödinger bridge (MFSB) problem concerns designing a minimum-effort controller that guides a diffusion process with nonlocal interaction to reach a given distribution from another by a fixed deadline. Unlike the standard Schrödinger bridge, the dynamical constraint for MFSB is the mean-field limit of a population of interacting agents with controls. It serves as a natural model for large-scale multi-agent systems. The MFSB is computationally challenging because the nonlocal interaction makes the problem nonconvex. We propose a generalization of the Hopf-Cole transform for MFSB and, building on it, design a Sinkhorn-type recursive algorithm to solve the associated system of integro-PDEs. Under mild assumptions on the interaction potential, we discuss convergence guarantees for the proposed algorithm. We present numerical examples with repulsive and attractive interactions to illustrate the theoretical contributions.

math.OC

Nonlinear Non-Gaussian Density Steering with Input and Noise Channel Mismatch: Sinkhorn with Memory for Solving the Control-affine Schrödinger Bridge Problem

Solutions to the Schrödinger bridge problem and its generalizations yield feedback control policies for optimal density steering over a controlled diffusion. To numerically compute the same, the dynamic Sinkhorn recursion has become a standard approach. The mathematical engine behind this approach is the Hopf-Cole transform that recasts the conditions for optimality into a system of boundary-coupled linear PDEs. Recent works pointed out that for the control-affine Schrödinger bridge problem, this exact linearity via Hopf-Cole transform, and thus the standard Sinkhorn recursion, apply only if the control and noise channels are proportional. When the channels do not match, the Hopf-Cole-transformed PDEs remain nonlinear, and no algorithm is available to solve the same. We advance the state-of-the-art by designing a Sinkhorn recursion with memory that leverages the structure of these nonlinear PDEs, and demonstrate how it solves the control-affine Schrödinger bridge problem with input and noise channel mismatch. We prove the local stability of the proposed algorithm.

math.OC

On the Isospectral Nature of Minimum-Shear Covariance Control

We revisit Brockett's attention in the context of bilinear gradient flow of an ensemble, and explore an alternative formalism that aims to reduce shear by minimizing the conditioning number of the dynamics; equivalently, we minimize the range of the eigenvalues of the dynamics. Remarkably, the evolution is isospectral, and this property is inherited by the coupled nonlinear dynamics of the control problem from a Lax isospectral flow.

eess.SY

Minimizing Control Attention:The Linear Gauss-Markov paradigm

We revisit the concept of `attention' as a technical term to quantify the effort in calibrating control action based on available data. While Wiener, in his work on Cybernetics, anticipated key principles on prioritizing task-relevant signals, it was not until the late 1990's when Brockett first formulated pertinent optimization problems that have inspired subsequent as well as the present work. `Attention,' as a technical term, is defined so as to quantify the dependence of the control law on the time and space/state coordinate; a control law that is independent of time and space, assuming it meets specifications, requires vanishing attention. In the present work we focus on Linear-Markovian dynamics with Gaussian state uncertainty so as to analyze the structure of minimal-attention control schemes that steer the dynamics between terminal states with Gaussian uncertainty profile.

math.OC

Collective steering: Tracer-informed dynamics

We consider control and inference problems where control protocols and internal dynamics are informed by two types of constraints. Our data consist of i) statistics on the ensemble and ii) trajectories or final disposition of selected tracer particles embedded in the flow. Our aim is i') to specify a control protocol to realize a flow that meets such constraints or ii') to recover the internal dynamics that are consistent with such a data set. We analyze these problems in the setting of linear flows and Gaussian distributions. The control cost is taken to be a suitable action integral constrained by either the trajectories of tracer particles or their terminal placements.

math.OC

Schrödinger's control and estimation paradigm with spatio-temporal distributions on graphs

The problem of reconciling a prior probability law on paths with data was introduced by E. Schrödinger in 1931/32. It represents an early formulation of a maximum likelihood problem. This specific formulation can also be seen as the control problem to modify the law of a diffusion process so as to match specifications on marginal distributions at given times. Thereby, in recent years, this so-called Schrödinger's bridge problem has been at the center of the uncertainty control development. However, an understudied facet of this program has been to address uncertainty in space (state) and time, modeling the effect of tasks being completed contingent on meeting a certain condition at some random time instead of imposing specifications at fixed times. The present work is a study to extend Schrödinger's paradigm on such an issue, and herein, it is tackled in the context of random walks on directed graphs. Specifically, we study the case where one marginal is the initial probability distribution on a Markov chain, while others are marginals of stopping (first-arrival) times at absorbing states, signifying completion of tasks. We show when the prior law on paths is Markov, a Markov policy is once again optimal to satisfy those marginal constraints with respect to a likelihood cost following Schrödinger's dictum. Based on this, we present the mathematical formulation involving a Sinkhorn-type iteration to construct the optimal probability law on paths matching the spatio-temporal marginals.

eess.SY

Maximum entropy inference of reaction-diffusion models

Reaction-diffusion equations are commonly used to model a diverse array of complex systems, including biological, chemical, and physical processes. Typically, these models are phenomenological, requiring the fitting of parameters to experimental data. In the present work, we introduce a novel formalism to construct reaction-diffusion models that is grounded in the principle of maximum entropy. This new formalism aims to incorporate various types of experimental data, including ensemble currents, distributions at different points in time, or moments of such. To this end, we expand the framework of Schrödinger bridges and Maximum Caliber problems to nonlinear interacting systems. We illustrate the usefulness of the proposed approach by modeling the evolution of (i) a morphogen across the fin of a zebrafish and (ii) the population of two varieties of toads in Poland, so as to match the experimental data.

cond-mat.stat-mech

An excursion onto Schrödinger's bridges: Stochastic flows with spatio-temporal marginals

The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schrödinger bridges, by incorporating termination (killing) of stochastic flows. Specifically, in the context of estimation, we seek the most likely evolution realizing measured spatio-temporal marginals of killed particles. In the context of control, we seek a suitable control action directing the killed process toward spatio-temporal probabilistic constraints. To this end, we derive a new Schrödinger system of coupled, in space and time, partial differential equations to construct the solution of the proposed problem. Further, we show that a Fortet-Sinkhorn type of algorithm is available to attain the associated bridge. A key feature of our framework is that the obtained bridge retains the Markovian structure in the prior process, and thereby, the corresponding controller takes the form of state feedback.

math.OC

Inferring potential landscapes: A Schrödinger bridge approach to Maximum Caliber

Schrödinger bridges have emerged as an enabling framework for unveiling the stochastic dynamics of systems based on marginal observations at different points in time. The terminology "bridge'' refers to a probability law that suitably interpolates such marginals. The theory plays a pivotal role in a variety of contemporary developments in machine learning, stochastic control, thermodynamics, and biology, to name a few, impacting disciplines such as single-cell genomics, meteorology, and robotics. In this work, we extend Schrödinger's paradigm of bridges to account for integral constraints along paths, in a way akin to Maximum Caliber - a Maximum Entropy principle applied in a dynamic context. The Maximum Caliber principle has proven useful to infer the dynamics of complex systems e.g., that model gene circuits and protein folding. We unify these two problems via a maximum likelihood formulation to reconcile stochastic dynamics with ensemble-path data. A variety of data types can be encompassed, ranging from distribution moments to average currents along paths. The framework enables inference of time-varying potential landscapes that drive the process. The resulting forces can be interpreted as the optimal control that drives the system in a way that abides by specified integral constraints. Analogous results are presented in a discrete-time, discrete-space setting and specialized to steady-state dynamics. We finish by illustrating the practical applicability of the framework through paradigmatic examples, such as that of bit erasure or protein folding. In doing so, we highlight the strengths of the proposed framework, namely, the generality of the theory, the ease of computation, and the ability to interpret results in terms of system dynamics. This is in contrast to Maximum-Caliber problems where the focus is typically on updating a probability law on paths.

cond-mat.stat-mech

Singularly Perturbed Averaging with Application to Bio-Inspired 3D Source Seeking

We analyze a class of singularly perturbed high-amplitude, high-frequency oscillatory systems that arises in extremum seeking applications. We provide explicit formulas for averaging and establish the convergence of the trajectories of this class of systems to the trajectories of a suitably averaged reduced order system by combining the higher order averaging theorem with singular perturbation techniques. Finally, we propose a novel bio-inspired 3D source seeking algorithm and establish its singular practical stability.

math.OC

A Geometric Approach to Modeling, Simulation and Control

In this work, we utilize discrete geometric mechanics to derive a 2nd-order variational integrator so as to simulate rigid body dynamics. The developed integrator is to simulate the motion of a free rigid body and a quad-rotor. We demonstrate the effectiveness of the simulator and its accuracy in long term integration of mechanical systems without energy damping. Furthermore, this work deals with the geometric nonlinear control problem for rigid bodies where backstepping controller is designed for full tracking of position and orientation. The attitude dynamics and control are defined on \textbf{SO(3)} to avoid singularities associated with Euler angles or ambiguities accompanying quaternion representation. The controller is shown to track large rotation attitude signals close to $180^\circ$ achieving almost globally asymptotic stability for rotations. A Quad-rotor is presented as an example of an under-actuated system with nonlinear model on which we apply the backstepping control law. In addition, an aerodynamic model aiming at deriving the aerodynamic forces and torques acting on rotors is added for realistic simulation purposes and to testify the effectiveness of the derived control method.

math.OC