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Christian Parkinson

Publications and source records attributed to Christian Parkinson.

At least 19 recordsLinked to original sources

A Fokker-Planck Framework for Control of Epidemics

We present a control framework for stochastic compartmental models in epidemiology. In this framework, rather than directly controlling the stochastic system, we perform optimal control of an associated Fokker-Planck equation, with the goal of steering the distribution of possible solutions of the stochastic system to some desirable state. In particular, this allows for robust control mechanism with uncertainty not only in the dynamics, but also in the initial data. We formulate and fully analyze a partial differential equation constrained optimization problem, including a proof of existence of optimal controls via analysis of the control-to-state map, and a characterization of optimal controls via the Pontryagin minimum principle. We describe the application of the sequential quadratic Hamiltonian method to our problem, which provides numerical approximations of optimal control maps. We demonstrate our method using a minimal stochastic susceptible-infected-recovered model with different choices of cost functionals that represent different policy-maker concerns.

math.OC

Optimal Control of an SIR Model with Noncompliance as a Social Contagion

We propose and study a compartmental model for epidemiology with human behavioral effects. Specifically, our model incorporates governmental prevention measures aimed at lowering the disease infection rate, but we split the population into those who comply with the measures and those who do not comply and therefore do not receive the reduction in infectivity. We then allow the attitude of noncompliance to spread as a social contagion parallel to the disease. We derive the reproductive ratio for our model and provide stability analysis for the disease-free equilibria. We then propose an optimal control scenario wherein a policy-maker with access to control variables representing disease prevention mandates, treatment efforts, and educational campaigns aimed at encouraging compliance minimizes a cost functional incorporating several cost concerns. Via careful analysis of the control-to-state map, we are able to prove existence of optimal controls. Our proof applies to dynamics which can be nonlinear in the control variables and general cost functionals including the case of $L^1$ control costs. We numerically resolve optimal strategies using the sequential quadratic Hamiltonian method, a relatively new numerical method for optimal control which is easy to implement and has good convergence theory, as we demonstrate. We test our model in several parameter regimes with specific interest in observing how the policy-maker's optimal strategies depend on their particular preferences which are expressed via design of different cost functionals.

eess.SY

Collisionless Multi-Agent Path Planning in the Hamilton-Jacobi Formulation

We present a method for collisionless multi-agent path planning using the Hamilton-Jacobi-Bellman equation. Because the method is rooted in optimal control theory and partial differential equations, it avoids the need for hierarchical planners and is black-box free. Our model can account for heterogeneous agents and realistic, high-dimensional dynamics. We develop a grid-free numerical method based on a variational formulation of the solution of the Hamilton-Jacobi-Bellman equation which can resolve optimal trajectories even in high-dimensional problems, and include some practical implementation notes. In particular, we resolve the solution using a primal-dual hybrid gradient optimization scheme. We demonstrate the method's efficacy on path planning problems involving simple cars and quadcopter drones.

math.OC

A Compartmental Model for Epidemiology with Human Behavior and Stochastic Effects

We propose a compartmental model for epidemiology wherein the population is split into groups with either comply or refuse to comply with protocols designed to slow the spread of a disease. Parallel to the disease spread, we assume that noncompliance with protocols spreads as a social contagion. We begin by deriving the reproductive ratio for a deterministic version of the model, and use this to fully characterize the local stability of disease free equilibrium points. We then append the deterministic model with stochastic effects, specifically assuming that the transmission rate of the disease and the transmission rate of the social contagion are uncertain. We prove global existence and nonnegativity for our stochastic model. Then using suitably constructed stochastic Lyapunov functions, we analyze the behavior of the stochastic system with respect to certain disease free states. We demonstrate all of our results with numerical simulations.

math.DS

Discrete Differential Geometry for $C^{1,1}$ Hyperbolic Surfaces of Non-Constant Curvature

We develop a discrete differential geometry for surfaces of non-constant negative curvature, which can be used to model various phenomena from the growth of flower petals to marine invertebrate swimming. Specifically, we derive and numerically integrate a version of the classical Lelieuvre formulas that apply to immersions of $C^{1,1}$ hyperbolic surfaces of non-constant curvature. In contrast to the constant curvature case, these formulas do not provide an explicit method for constructing an immersion but rather describe an immersion via an implicit set of equations. We propose an iterative method for resolving these equations. Because we are interested in scenarios where the curvature is a function of the intrinsic material coordinates, in particular, on the geodesic distance from an origin or from an edge, we suggest a fast marching method for computing geodesic distance on manifolds. We apply our methods to generate surfaces of non-constant curvature and demonstrate how one can introduce branch points to account for the multi-generational buckling and subwrinkling observed in many applications.

math.DG

A Hopf-Lax Type Formula for Multi-Agent Path Planning with Pattern Coordination

We present an algorithm for a multi-agent path planning problem with pattern coordination based on dynamic programming and a Hamilton-Jacobi-Bellman equation. This falls broadly into the class of partial differential equation (PDE) based optimal path planning methods, which give a black-box-free alternative to machine learning hierarchies. Due to the high-dimensional state space of multi-agent planning problems, grid-based methods for PDE which suffer from the curse of dimensionality are infeasible, so we instead develop grid-free numerical methods based on variational Hopf-Lax type representations of solutions to Hamilton-Jacobi Equations. Our formulation is amenable to nonlinear dynamics and heterogeneous agents. We apply our method to synthetic examples wherein agents navigate around obstacles while attempting to maintain a prespecified formation, though with small changes it is likely applicable to much larger classes of problems.

math.OC

Optimal Control of a Reaction-Diffusion Epidemic Model with Noncompliance

In this paper, we consider an optimal distributed control problem for a reaction-diffusion-based SIR epidemic model with human behavioral effects. We develop a model wherein non-pharmaceutical intervention methods are implemented, but a portion of the population does not comply with them, and this noncompliance affects the spread of the disease. Drawing from social contagion theory, our model allows for the spread of noncompliance parallel to the spread of the disease. The quantities of interest for control are the reduction in infection rate among the compliant population, the rate of spread of noncompliance, and the rate at which non-compliant individuals become compliant after, e.g., receiving more or better information about the underlying disease. We prove the existence of global-in-time solutions for fixed controls and study the regularity properties of the resulting control-to-state map. The existence of optimal control is then established in an abstract framework for a fairly general class of objective functions. Necessary first--order optimality conditions are obtained via a Lagrangian based stationarity system. We conclude with a discussion regarding minimization of the size of infected and non-compliant populations and present simulations with various parameters values to demonstrate the behavior of the model.

math.AP

A Scalable Method for Optimal Path Planning on Manifolds via a Hopf-Lax Type Formula

We consider the problem of optimal path planning on a manifold which is the image of a smooth function. Optimal path-planning is of crucial importance for motion planning, image processing, and statistical data analysis. In this work, we consider a particle lying on the graph of a smooth function that seeks to navigate from some initial point to another point on the manifold in minimal time. We model the problem using optimal control theory, the dynamic programming principle, and a Hamilton-Jacobi-Bellman equation. We then design a novel primal dual hybrid gradient inspired algorithm that resolves the solution efficiently based on a generalized Hopf-Lax type formula. We present examples which demonstrate the effectiveness and efficiency of the algorithm. Finally, we demonstrate that, because the algorithm does not rely on grid-based numerical methods for partial differential equations, it scales well for high-dimensional problems.

math.OC

Efficient and Scalable Path-Planning Algorithms for Curvature Constrained Motion in the Hamilton-Jacobi Formulation

We present a partial-differential-equation-based optimal path-planning framework for curvature constrained motion, with application to vehicles in 2- and 3-spatial-dimensions. This formulation relies on optimal control theory, dynamic programming, and Hamilton-Jacobi-Bellman equations. We develop efficient and scalable algorithms for solutions of high dimensional Hamilton-Jacobi equations which can solve these types of path-planning problems efficiently, even in high dimensions, while maintaining the Hamilton-Jacobi formulation. Because our method is rooted in optimal control theory and has no black box components, it has solid interpretability, and thus averts the tradeoff between interpretability and efficiency for high-dimensional path-planning problems. We demonstrate our method with several examples.

math.NA

Analysis of a Reaction-Diffusion SIR Epidemic Model with Noncompliant Behavior

Recent work from public health experts suggests that incorporating human behavior is crucial in faithfully modeling an epidemic. We present a reaction-diffusion partial differential equation SIR-type population model for an epidemic including behavioral concerns. In our model, the disease spreads via mass action, as is customary in compartmental models. However, drawing from social contagion theory, we assume that as the disease spreads and prevention measures are enacted, noncompliance with prevention measures also spreads throughout the population. We prove global existence of classical solutions of our model, and then perform R0-type analysis and determine asymptotic behavior of the model in different parameter regimes. Finally, we simulate the model and discuss the new facets which distinguish our model from basic SIR-type models.

math.AP

An Efficient Semi-Real-Time Algorithm for Path Planning in the Hamilton-Jacobi Formulation

We present a semi-real-time algorithm for minimal-time optimal path planning based on optimal control theory, dynamic programming, and Hamilton-Jacobi (HJ) equations. Partial differential equation (PDE) based optimal path planning methods are well-established in the literature, and provide an interpretable alternative to black-box machine learning algorithms. However, due to the computational burden of grid-based PDE solvers, many previous methods do not scale well to high dimensional problems and are not applicable in real-time scenarios even for low dimensional problems. We present a semi-real-time algorithm for optimal path planning in the HJ formulation, using grid-free numerical methods based on Hopf-Lax formulas. In doing so, we retain the intepretablity of PDE based path planning, but because the numerical method is grid-free, it is efficient and does not suffer from the curse of dimensionality, and thus can be applied in semi-real-time and account for realistic concerns like obstacle discovery. This represents a significant step in averting the tradeoff between interpretability and efficiency. We present the algorithm with application to synthetic examples of isotropic motion planning in two-dimensions, though with slight adjustments, it could be applied to many other problems.

math.OC

Time-Optimal Paths for Simple Cars with Moving Obstacles in the Hamilton-Jacobi Formulation

We consider the problem of time-optimal path planning for simple nonholonomic vehicles. In previous similar work, the vehicle has been simplified to a point mass and the obstacles have been stationary. Our formulation accounts for a rectangular vehicle, and involves the dynamic programming principle and a time-dependent Hamilton-Jacobi-Bellman (HJB) formulation which allows for moving obstacles. To our knowledge, this is the first HJB formulation of the problem which allows for moving obstacles. We design an upwind finite difference scheme to approximate the equation and demonstrate the efficacy of our model with a few synthetic examples.

math.OC

A Multilayer Network Model of the Coevolution of the Spread of a Disease and Competing Opinions

During the COVID-19 pandemic, conflicting opinions on physical distancing swept across social media, affecting both human behavior and the spread of COVID-19. Inspired by such phenomena, we construct a two-layer multiplex network for the coupled spread of a disease and conflicting opinions. We model each process as a contagion. On one layer, we consider the concurrent evolution of two opinions -- pro-physical-distancing and anti-physical-distancing -- that compete with each other and have mutual immunity to each other. The disease evolves on the other layer, and individuals are less likely (respectively, more likely) to become infected when they adopt the pro-physical-distancing (respectively, anti-physical-distancing) opinion. We develop approximations of mean-field type by generalizing monolayer pair approximations to multilayer networks; these approximations agree well with Monte Carlo simulations for a broad range of parameters and several network structures. Through numerical simulations, we illustrate the influence of opinion dynamics on the spread of the disease from complex interactions both between the two conflicting opinions and between the opinions and the disease. We find that lengthening the duration that individuals hold an opinion may help suppress disease transmission, and we demonstrate that increasing the cross-layer correlations or intra-layer correlations of node degrees may lead to fewer individuals becoming infected with the disease.

cs.SI

A Rotating-Grid Upwind Fast Sweeping Scheme for a Class of Hamilton-Jacobi Equations

We present a fast sweeping method for a class of Hamilton-Jacobi equations that arise from time-independent problems in optimal control theory. The basic method in two dimensions uses a four point stencil and is extremely simple to implement. We test our basic method against Eikonal equations in different norms, and then suggest a general method for rotating the grid and using additional approximations to the derivatives in different directions in order to more accurately capture characteristic flow. We display the utility of our method by applying it to relevant problems from engineering.

math.NA

A Model for Optimal Human Navigation with Stochastic Effects

We present a method for optimal path planning of human walking paths in mountainous terrain, using a control theoretic formulation and a Hamilton-Jacobi-Bellman equation. Previous models for human navigation were entirely deterministic, assuming perfect knowledge of the ambient elevation data and human walking velocity as a function of local slope of the terrain. Our model includes a stochastic component which can account for uncertainty in the problem, and thus includes a Hamilton-Jacobi-Bellman equation with viscosity. We discuss the model in the presence and absence of stochastic effects, and suggest numerical methods for simulating the model. We discuss two different notions of an optimal path when there is uncertainty in the problem. Finally, we compare the optimal paths suggested by the model at different levels of uncertainty, and observe that as the size of the uncertainty tends to zero (and thus the viscosity in the equation tends to zero), the optimal path tends toward the deterministic optimal path.

math.OC

A Hamilton-Jacobi Formulation for Time-Optimal Paths of Rectangular Nonholonomic Vehicles

We address the problem of optimal path planning for a simple nonholonomic vehicle in the presence of obstacles. Most current approaches are either split hierarchically into global path planning and local collision avoidance, or neglect some of the ambient geometry by assuming the car is a point mass. We present a Hamilton-Jacobi formulation of the problem that resolves time-optimal paths and considers the geometry of the vehicle.

math.OC

Matrix Completion With Selective Sampling

Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization problem. Almost all previous work assumes no explicit structure of the matrix and uses uniform sampling to decide the observed entries. We suggest methods for selective sampling in the case where we have some knowledge about the structure of the matrix and are allowed to design the observation set.

cs.LG

Modeling Environmental Crime in Protected Areas Using the Level Set Method

National parks often serve as hotspots for environmental crime such as illegal deforestation and animal poaching. Previous attempts to model environmental crime were either discrete and network-based or required very restrictive assumptions on the geometry of the protected region and made heavy use of radial symmetry. We formulate a level set method to track criminals inside a protected region which uses real elevation data to determine speed of travel, does not require any assumptions of symmetry, and can be applied to regions of arbitrary shape. In doing so, we design a Hamilton-Jacobi equation to describe movement of criminals while also incorporating the effects of patrollers who attempt to deter the crime. We discuss the numerical schemes that we use to solve this Hamilton-Jacobi equation. Finally, we apply our method to Yosemite National Park and Kangaroo Island, Australia and design practical patrol strategies with the goal of minimizing the area that is affected by criminal activity.

math.NA