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SubmittedtoIMAJournalofAppliedMathematics. Mathematical Modelling ofTurning Delays inSwarm Robotics 4 1 JAKEP. TAYLOR-KING, BENJAMIN FRANZ, CHRISTIAN A.YATESAND RADEK ERBAN∗ 0 2 MathematicalInstitute,UniversityofOxford, t AndrewWilesBuilding,RadcliffeObservatoryQuarter c WoodstockRoad,Oxford,OX26GG,UnitedKingdom O 1 Weinvestigatetheeffectofturningdelaysonthebehaviourofgroupsofdifferentialwheeledrobotsand showthatthegroup-levelbehaviourcanbedescribedbyatransportequationwithasuitablyincorporated ] delay.Theresultsofourmathematicalanalysisaresupportedbynumericalsimulationsandexperiments O withE-Puckrobots. Theexperimentalquantitywecomparetoourrevisedmodelisthemeantimefor R robots to find the target area in an unknown environment. The transport equation with delay better . predictsthemeantimetofindthetargetthanthestandardtransportequationwithoutdelay. s c Keywords:Velocityjumpprocess,Swarmrobotics,Transportequationwithdelay [ 2 1 Introduction v 2 Much theory has been developed for the coordination and control of distributed autonomous agents, 1 where collections of robots are acting in environments in which only short-range communication is 6 7 possible (ReifandWang, 1999). By performingactions based on the presence or absence of signals, . algorithmshavebeencreatedto achievesome greatergroupleveltask; forinstance, to reconnoitrean 1 0 areaofinterestwhilstcollectingdataormaintainingformations(Desaietal., 2001). Inthispaper,we 4 willinvestigateanimplementationofsearchingalgorithms,similartothoseusedbyflagellatedbacteria, 1 inaroboticsystem. : v ManyflagellatedbacteriasuchasEscherichiacoli(E.coli)usearun-and-tumblesearchingstrategy i in which movement consists of more-or-less straight runs interrupted by brief tumbles (Berg, 1983). X Whentheirmotorsrotatecounter-clockwisetheflagellaformabundlethatpropelsthecellforwardwith r a roughly constant speed; when one or more flagellar motors rotate clockwise the bundle flies apart a andthecell‘tumbles’(Kimetal.,2003). Tumblesreorientthecellinamore-or-lessuniformly-random direction (with a slight bias in the direction of the previous run) for the next run (BergandBrown, 1972). In the absenceof signalgradientsthe randomwalk is unbiased, with a meanrun time ∼1sec andatumbletime∼0.1sec. However,whenexposedtoanexternalsignalgradient,thecellresponds byincreasing(decreasing)therunlengthwhenmovingtowards(awayfrom)afavourabledirection,and thereforetherandomwalkisbiasedwithadriftinthatdirection(Berg,1975;Koshland,1980). Similar behaviourcanbeobservedinswarmsofanimalsavoidingpredatorsandcoordinatingthemselveswithin agroup(Couzinetal.,2002). ThebehaviourofE.coliisoftenmodelledasavelocityjumpprocesswherethetimespenttumbling isneglectedasitismuchsmallerthanthetimespentrunning(Othmeretal.,1988;ErbanandOthmer, 2004). In such a velocity jump process, particles follow a given velocityu from a set of allowed ve- locitiesV ⊂Rd, d =2,3, for a finite time. The particle changes velocity probabilistically according to a Poisson processwith intensity l , i.e. the mean run-durationis 1/l . A new velocity v is chosen ∗e-mail:[email protected] (cid:13)c InstituteofMathematicsanditsApplications2013;allrightsreserved. 2of20 TAYLOR-KING,FRANZ,YATESANDERBAN accordingtotheturningkernelT(v,u):V×V →R. Formallytheturningkernelrepresentstheproba- bilityofchoosingvasthenewvelocitygiventhattheoldvelocitywasu. Therefore,itisnecessarythat T(v,u)dv=1andT >0. V R Denotingby p(t,x,v)thedensityofbacteriawhichare,attimet,atpositionxwithvelocityv,the velocityjumpprocesscanbedescribedbythetransportequation(Othmeretal.,1988) ¶ p (t,x,v)+v·(cid:209) p(t,x,v)=−l p(t,x,v)+l T(v,u)p(t,x,u)du. (1.1) ¶ t x ZV Assumingthatl andT areconstant,onecanshowthatthelong-timebehaviourofthedensity̺(t,x)= p(t,x,v)dv is given by the diffusion equation (HillenandOthmer, 2000). If l depends on an ex- V Rternal signal (e.g. nutrient concentration), then the resulting velocity jump process is biased and its long time behaviour can be described by a drift-diffusion equation for ̺ (OthmerandHillen, 2002; ErbanandOthmer,2005). Inthispaper,wewillstudyanexperimentalsystembasedonE-Puckrobots(BonaniandMondada, 2004). Weprogrammethesedifferentialwheeledrobotstofollowarun-and-tumblesearchingstrategy inordertofindagiventargetset. Inthefirstsetofexperiments,weconcentrateonthesimplestpossible scenario:anunbiasedvelocityjumpprocessintwospatialdimensionswiththefixedspeeds∈R+,the constantmeanruntimel −1∈R+,andtheturningkernelwhichisindependentofu d (||v||−s) T(v,u)= . (1.2) 2p s A special feature of the E-Puck robots is that they can perform turns on the spot as in the classical velocity jump process described by (1.1). In this paper, we will investigate in how far (1.1) presents a good description of the behaviour of the robotic system and we will develop an extension of (1.1) thatresultsin a bettermatchbetweenexperimentaldata andmathematicalmodel. We thenapplythis extended velocity jump theory to a biased random walk through the incorporationof signals into the experimentalsetup. The paper is organizedas follows: in Section 2, we introduce the experimentalsystem as well as theobtaineddata. Thisdataiscomparedtotheclassicalvelocityjumptheory. InSection3,weextend the velocityjump theory to includefinite turningtimes for unbiasedrandomwalks and compareit to ourexperimentaldata, showinga muchimprovedmatch. ThisnewtheoryisinSection4appliedtoa situationwithanexternalsignalandthereforeabiasedrandomwalk.Weconcludeourpaper,inSection 5,bydiscussingtheimplicationsofourresults. 2 Velocityjumpprocessesinexperimentswithrobots Equation(1.1)introducedthedensitybehaviourofthegeneralvelocityjumpprocessthatweareaiming to investigate using the experimental set-up described in Section 2.1. In particular, we will initially concentrate on a simple unbiased velocity jump process with the fixed speed s∈R+, the mean run durationl −1∈R+andtheturningkernel(1.2). InSection4wewillpresentsituations,wheretheturn- ingfrequencychangesaccordingtoanexternalsignal,asisindeedcommoninbiologicalapplications (ErbanandOthmer,2005). Thisfixed-speedvelocityjumpprocesscanbeviewedasastartingpointfor consideringmorecomplexsearchingalgorithms.Wewilldemonstratethatbyincludingasmallmodifi- cation(theintroductionofadelaytotheturningkernel),wecanalterthissimplevelocityjumpprocess sothatitmodelsthebehaviouroftheE-Puckrobots. MathematicalModellingofTurningDelaysinSwarmRobotics 3of20 Weareinterestedincomparingtheidealisedvelocityjumpprocess,givenin(1.1)–(1.2),torobotic experiments. Due to a restriction in numbersof robots, one cannotfeasibly talk abouta “density” of robots that could be compared to p(t,x,v) as given in (1.1). Therefore, our experiments concentrate ontheescapeofrobotsfromagivendomain. Wemayinterpretthisasthetargetfindingabilityofthe E-Puck robots. Usingthese experiments,we caninferdatabothonthe fluxatthebarrierandtheexit timesandcancomparethosetonumericalresultsofvelocityjumpprocessesinSections2.3and2.4. 2.1 Experimentalset-upandprocedure Toobtaintheempiricaldata,anexperimentalsystemconsistingof16E-Puckrobotswasused. E-Puck robots are small differential wheeled robots with a programmable microchip (BonaniandMondada, 2004).Thediameterofeachrobotise =75mmwithaheightof50mmandweightof200g. Throughout the experiments, the speed was chosen to be s=5.8×10−2m/sec. The robots turn with an angular velocityw =4.65/sec. FullspecificationsalongwithapicturearegiveninAppendixA. Intheexperiments,weusearectangulararenaW withwallsonthreeofthe4edgesandanopening to the targetarea T alongthe fourthedge1. A diagramof thearenaalongwiththe notationusedcan be seen in Figure 1 and a photo is shown in Figure 5(b) in AppendixA. When considering such an arena, onehas to distinguishbetween the size ofthe physicalarenaand the effectivearena (shownin blueinFigure1)thattherobotcentrescanoccupy. Theeffectivearenausedintheexperimentshasthe dimensionsL =1.183mandL =1.145m=L −e /2. Thereflective(wall)boundaryandthetarget x y x boundarywillbedenotedas¶W R and¶W T,respectively,andcanbedefinedas ¶W T =W ∩T , ¶W R =¶W \¶W T . (2.1) Throughouttheremainderofthepaper,wewillalsousenR (resp.nT)todenotetheoutwardspointing normalonthereflective(resp.target)boundary. Duringtheexperiments,robotswereinitialisedinsidearemovablesquarepenW ofeffectiveedge 0 lengthL =0.305m,showninFigure1andFigure5(b)inAppendixA.Ashortperiodoffreemovement 0 withinthepenbeforeitsremovalallowedustoreliablyreleaseallrobotsintothefulldomainW atthe same time as well as randomising their initial positions within the pen. We recorded the exit time for each of the robots, when its geometric centre entered the target area T. Each repetition of the experimentwascontinuedfor300secoruntilall16robotshadleftthearena. The robots were programmedusing C and a cross-compilingtool, with the firmware being trans- ferred onto the robots via bluetooth. A pseudo-code of the algorithm implemented on the robots is showninTable1. ThisalgorithmrepresentsavelocityjumpprocessinthelimitasD t→0(Erbanetal., 2006),andgivesagoodapproximationaslongaslD t≪1.Intheexperimentsweusedl =0.25sec−1 implyingameanrundurationof4secandD t=0.1sec,resultinginlD t=2.5×10−2≪1. Notethat, s, w andl canbechangedonasoftwarelevelonanE-Puck. Forw wechosethemaximumpossible value, whilst for s we chose a value below the physicalmaximum. Choosing a lower velocitymeans thatwemitigatetheeffectsofaccelerationanddecelerationtotherunningspeedsincetherobotscan- notdothisinstantaneouslyasthebasicvelocityjumpmodelassumes. Inapracticalsetting,onecould interpretsandw asgivencharacteristicsofthesystem,whilstl canbechoseninawaythataccelerates the targetfindingprocessforthe givenapplicationwith thechoiceof l likely torepresenta trade-off betweensamplinganareaandtimespentreorienting. 1WehaveW ∩T =0/,butW ∩T 6=0/,i.e.W andT touchbutdonotoverlap. 4of20 TAYLOR-KING,FRANZ,YATESANDERBAN L =1.183m x ¶W R e =7.5cm T W ¶W Ly=1.145m 0 0.380m T 1.220m L0=0.305m W FIG.1. Schematicshowingoftheexperimentalset-upalongwiththenotationusedthroughoutthispaper. Dottedborderlines correspondtotheeffectivearenaandboldlinestotheactualarena.Forfurtherdetailsseethetext. InadditiontothealgorithminTable1,robotswerealsomadetoimplementanobstacle-avoidance strategyusingthe fourproximitysensorsplacedat angles±17.5◦ and ±47.5◦ fromthecentre axisin the front part of the E-Puck. Reflective turns were carried out based on the signals received at these sensors. Astherobotsareincapableofdistinguishingbetweenwallsandotherrobots,thosereflections occurwhetherarobotcollideswiththewall¶W R oranotherrobot. Asa consequencewe discussthe importanceofrobot-robotcollisionsontheexperimentalresultsinthenextsection. 2.2 Relevanceofcollisionsforlownumbersofrobots Fornon-interactingparticleswhichcanchangedirectioninstantaneously,equation(1.1)accuratelyde- scribesthemesoscopicdensitythroughtime. However,inourexperimentstherobotsundergoreflective collisionswhentheycomeintoclosecontact,ratherthanpassingthroughorovereachother. Foralow numberofparticles,weusedMonteCarlosimulationstodemonstratethatcollisionsarenotthedomi- nantbehaviourandhavelittleeffectonthedistributionofparticles.Inpanels(a)and(b)ofFigure2,we comparetwoMonteCarlosimulations: (a)inwhichparticlesareallowedtopassthroughoneanother and(b)inwhichcollisionsaremodelledexplicitly. InFigure2(c)wepresentthesolutionofequation (1.1). Thiscomparisondemonstratesthatthemeandensityoftheunderlyingprocessconvergestothe solutionoftransportequation(1.1). Theparametersemployedinthismodelcomparisonaretakendi- rectlyfromtheequivalentrobotexperiment;(s,l ,e )=(5.8×10−2m/sec, 0.250sec−1, 7.5×10−2m). In Figure 2(c), for the differentialequation, we use a first-order numericalscheme with Dq =p /20, MathematicalModellingofTurningDelaysinSwarmRobotics 5of20 [1]Robotisstartedatpositionx(0)∈W . Generater ∈[0,1]uniformlyatrandom,sett=0and 0 1 cos2p r v(0)=s 1 . (cid:18) sin2p r1 (cid:19) [2]Positionisupdatedaccordingtox(t+D t)=x(t)+D tv(t). [3] Generate r ∈[0,1] uniformly at random. If r <lD t, then generate r ∈[0,1] uniformly at 2 2 3 randomandset cos2p r v(t+D t)=s 3 . (cid:18) sin2p r3 (cid:19) [4]Sett=t+D t andcontinuewithstep[2]. Table1.Analgorithmicimplementationofthevelocityjumpprocess. (a) (b) (c) Ly 1.5 Ly 1.5 Ly 1.5 1 1 1 Ly/2 Ly/2 Ly/2 0.5 0.5 0.5 0 0 0 0 0 0 0 Lx/2 Lx 0 Lx/2 Lx 0 Lx/2 Lx FIG.2. Comparisonofindividual-based simulations with(1.1). Eachplotshowstheresultingdensityatthefinaltimeofthe simulation,20sec. (a)Individual-basedsimulationusing16×4×104pointparticles. (b)Individual-basedsimulation,average over4×104runsusing16particleswithhard-sphereinteractions. (c)Numericalsolutionto(1.1)usingafinitevolumemethod withparametersgiveninthetext. D x=L /200andD t=10−2sec. y In the Monte Carlo simulations we initialise particles in the effective pen for 20sec where they undergohard-spherecollisions. They are then released into the larger arena where in one simulation they are point-particlesand in the other they undergoreflective collisions as hard-spheres. Instead of removing particles at the target boundary as shown in Figure 1 (as we do in the robot experiments), this edge of the domain is closed so that all edges correspondto reflective boundaryconditions. For transportequation(1.1),wemodeltheinitialconditionasastepfunctionoverthepen. Thesedensities arevisualisedinFigure2. Formally,thisinitialconditioncanbewrittenas c W d (||v||−s) p(0,x,v)= 0 , (2.2) L22p s 0 wherec W 0denotestheindicatorfunctionoftheinitialregionW 0.Thecorrespondingboundarycondition is p(t,x,v)=p(t,x,v′)forx∈¶W R wherethereflectedvelocityv′isdefinedas v′=v−2(v·nW )nW , (2.3) wherenW istheoutwardpointingnormalatthepositionx∈¶W . 6of20 TAYLOR-KING,FRANZ,YATESANDERBAN After 20sec, we record the density in each of the scenarios and present the results in Figure 2. There is minimal visible discrepancybetween the Monte Carlo simulations presented in Figure 2 for our choice of parameter values. In order to compare the three simulations given in Figure 2 we also employedapairwiseKolmogorov-Smirnovtest(Peacock,1983). Avalue(oftheKolmogorov-Smirnov metric)closetozerodenotesagoodfitbetweenthetwosimulations. Itcorrespondstotheprobability thatonecanrejectthehypothesisthatthedistributionsareidentical. Whencomparingthetwo Monte Carlosimulations,avalueof2.37×10−2wasobtained;whencomparingequation(1.1)withthehard- sphereMonteCarlosimulation,avalueof5.65×10−2wasobtained;finallywhencomparingequation (1.1)withthepoint-particleMonteCarlosimulation,avalueof3.40×10−2wasobtained.Thissupports thevisualobservationthatallthreedensitydistributionsareallhighlysimilar. InthelimitwhereN→¥ ,forN beingthenumberofrobots,transportequation(1.1)canbealtered bytheadditionofa Boltzmann-likecollisionterm(Harrisi,1971;Cercignani, 1988). Itcanbeshown thattheeffectsofcollisionsbetweenrobotsarenegligibleforthepresentedstudy(Franzetal.,2014). 2.3 Comparisonbetweentheoryandexperiments: lossofmassovertime In thisand subsequentsectionswe comparethe resultsof 50repetitionsof the experimentsdescribed in Section 2.1 with numerical results obtained by solving the correspondingmathematical equations. Onewayofinterpretingtheexperimentalexit-timedataisbyconsideringtheexpectedmassremaining insidethearenaW atagiventime. Fortheexperimentaldatathisquantityisplottedasasolid(black) line in Figure 3(a). We compare this result to the variation of the remaining mass with time from a numericalsolutionof(1.1)combinedwiththefollowingboundaryconditions: p(t,x,v)=0, x∈¶W T,v·nT <0, (2.4) p(t,x,v)=p(t,x,v′), x∈¶W R, wherethereflectedvelocityv′isdefinedby(2.3).AsdemonstratedinSection2.2,suchacomparisonis reasonablesincecollisionsdonothaveamajorimpactintheparameterregimechosenhere. Theinitial condition for transport equation (1.1) is identical to the condition given in equation (2.2). The mass remaininginthedomainisthendefinedas m(t)= p(t,x,v)dxdv, ZW ZV and is plotted as a dotted (red) line in Figure 3(a). The initial mass is normalized to 1. An obvious observationfromFigure3(a)isthatthetransportequationdescriptiondoesnotmatchtheexperimental data well, with the robotsexiting the arena significantly slower than predicted. In this figure, we use a first-orderfinitevolumemethodwithDq =p /20,D x=1.183m/200andD t =10−3sec inorderto solvetransportequation(1.1). 2.4 Comparisonbetweentheoryandexperiments: meanexittimeproblem An alternative way to interpretthe experimentaldata is to consider mean exit times. Throughoutthe experimentsonly708of the 800(=50×16)robotsleft the arena beforet =300sec. The average end exit time of those 708 robotswas 121.92sec. In order to be able to compareexperimentalexit times withthemeanexittimeproblems,itisnecessarytoestimatethemeanexittimeofall800robots.Using thebestexponentialfitonthemassovertimerelation(cf. Figure3(a)),wecanestimatethemeanexit MathematicalModellingofTurningDelaysinSwarmRobotics 7of20 (a) (b) 150 1 0.8 100 c s0.6 e s s Ma n i 0.4 t 50 0.2 0 0 0 50 100 150 200 250 0 0.2 0.4 0.6 0.8 1 t in sec x in m FIG.3. (Colouravailable online.) Comparingtheexperimental results(solidblackline)tosolutions of(1.1)and(3.2)–(3.3). Panel(a)showstherelativemassofthesystemovertime. Thedottedline(red)showsthenumericalsolutiontoequation(1.1) withboundaryconditions(2.4),thedashedline(blue)showsthenumericalsolutionofthesystemofequations(3.2)–(3.3)with boundaryconditions(3.4).Panel(b)showsthemeanexittimeaveragedoverallvelocitydirectionsvsthex-coordinatealongthe arenaedge. Theadsorbingboundaryisatx=1.183m. Thedottedline(red)showsthemeanexittimecomputedusingequation (2.5) with boundary conditions (2.6), the dashed line (blue) shows the mean exit time computed using equation (3.21) with boundaryconditions(3.22). Inordertoallowdirectcomparisonwiththeexperimentaldata,theshorterboldlinesrepresentthe averageoftheoreticallyderivedexittimesovertheregionW 0,fromwhichtherobotswerereleasedintheexperimentalscenario. Forbothplotsparametersandnumericalmethodsaredescribedinthetext. time of the remaining92 robotsto be 424.69sec. The approximatemean exittime established in the experimentsistherefore156.74sec;thisvalueisplottedasthesolid(black)lineinFigure3(b). Inorder tobeabletocomparethisvaluetoanalyticresults,onehastoreformulatethetransportequation(1.1) intoameanexittimeproblem. Letusthereforedefinethemeanexittimet =t (x ,v )ofarobotthat 0 0 startsatpositionx ∈W withvelocityv ∈V. Thismeanexittimesatisfiesthefollowingequation 0 0 v ·(cid:209) t (x ,v )−lt (x ,v )+l T(u ,v )t (x ,u )du =−1. (2.5) 0 x0 0 0 0 0 ZV 0 0 0 0 0 InSection3,inwhichdelaysaremodelled,aderivationisgivenforthemeanexittimeproblem;setting the delay term to zero allows one to see how equation (2.5) is derived. This so-called “backwards problem”satisfiesthefollowingboundaryconditions t (x0,v0)=0, x0∈¶W T ,v0·nT >0, (2.6) t (x0,v0)=t (x0,v′0), x0∈¶W R, wherev′ isagainthereflectedvelocitywithrespecttov asdefinedin(2.3). Duetothearenashape,by 0 0 takingthespatialaverageinthey-direction 1 Ly/2 t (x ,v )= t (x ,y ,v )dy , (2.7) x 0 0 0 0 0 0 LyZ−Ly/2 onecanfurthersimplifythemeanexittime problem. Inthecasewheretheturningkernelisgivenby equation(1.2),onecanobtainaproblemwithtwoparametersx andq ,whereq ∈(−p ,p ]istheangle 0 8of20 TAYLOR-KING,FRANZ,YATESANDERBAN definingthevelocityv byv =s(cos(q ),sin(q )).Fort =t (x ,q ) 0 0 x x 0 ¶t l p scos(q ) x −lt + t (x ,f )df =−1, ¶ x0 x 2p Z−p x 0 t (0,q )=t (0,p −q ), (2.8) x x p p t (L ,q )=0, q ∈ − , . x x 2 2 h i Wheninitialdirectioncannotbespecified,themean-exittimefromagivenx-positionisgivenby 1 p t (x ,q )dq , 2p Z−p x 0 wheret isthesolutionof(2.8). Thisisplottedasthedotted(red)lineinFigure3(b). Thenumerical x solution was performed using an upwind-scheme in the x-direction with D x=1.1825m/200 and an angulardiscretisation of Dq =p /20. Additionally, we take the spatial averageof the mean-exittime fromtheinitialregionW andplotthisasthebolddashedlineinFigure3(b). Thislinedoesnotmatch 0 well with the corresponding average mean-exit time found in the robot experiments. The numerical solution of equation (2.8) predicted a mean exit time of 137.49sec, meaning an underestimation of 19.25secor12.3%comparedto theexperimentalexittimeof156.74sec. Inthefollowingsectionwe willextendtheclassicalvelocityjumptheorytoimprovethismatchwiththeexperimentaldata. 3 Modellingturningdelays InSection2.2,weobservedthatcollisionsbetweenrobotsdoesnotplayamajorroleinexplainingthe discrepancybetweenthetransportequation(1.1)andtheexperimentaldatapresentedinSections2.3and 2.4. Aswellasassumingindependentlymovingparticles,thetransportequation(1.1)isalsopredicated ontheassumptionthatthereorientationphasetakesanegligibleamountoftimecomparedtotherunning phase. Sincethisassumptionisnotsatisfiedinourrobotexperiments,thissectionextendstheoriginal modelthroughtheinclusionoffiniteturningtimes. 3.1 Introductionofarestingstate Letusinitiallystatetwoassumptionsthatapplytotherobotexperiment,butmightnotextendtovelocity jump processesin biologicalsystems, like the run-and-tumblemotion of E. Coli (Berg, 1983), which hasmotivatedthesearchingstrategiesimplementedonrobots: (a) a new direction v′ ∈V is chosen as soon as the particle enters the reorientation (“tumble”) phase; (b)thetimeittakesforaparticletoreorient(“tumble”)fromvelocityv∈V tov′∈V isspecified bythefunctionK(v′,v):V×V 7→R+. Assumption (b) implies that the turning time is constant in time and equal for each particle and, in particular, does not depend on the particle’s history. For the robots studied in this paper, we can ad- ditionally assume that reorientation phase is equivalent to a directed rotation with a constant angular velocityw ∈R+. Therefore,theturningtime dependsonlyonthe anglebetweenthe currentvelocity v∈V andthenewvelocityv′∈V andKtakestheform 1 v·v′ K(v′,v)= arccos . (3.1) w (cid:18)||v|| ||v′||(cid:19) MathematicalModellingofTurningDelaysinSwarmRobotics 9of20 Wenowextendtheclassicalmodel(1.1)throughtheintroductionofarestingstater(t,x,v,h )thatfor- mallydefinesthenumberofparticlescurrently“tumbling”(turning)towardstheirnewchosenvelocity vandremainingturningtimeh . Thedensity p(t,x,v)willnowonlydenotetheparticleswhichareat timet intherunphase. Theupdateoftheextendedsystemisgiventhrough ¶ p (t,x,v)+v·(cid:209) p(t,x,v)=−l p(t,x,v)+r(t,x,v,0+), (3.2) ¶ t x ¶ r ¶ r (t,x,v,h )− (t,x,v,h )=l p(t,x,u)T(v,u)d (h −K(v,u))du. (3.3) ¶ t ¶h ZV In(3.2)wecanseethatrunningparticleswillenteratumblephasewithratel andparticlesthathave finished the tumblesignified throughh =0 will re-enterthe run-phase. Equation(3.3) representsthe linear relation between t and h and shows that particles enter the tumble phase depending on their newlychosenvelocitydirection. Inordertoguaranteeconservationofmassthroughoutthesystem,we introducethenon-negativityconditionforh through r(t,x,v,h )=0, for t>0, x∈W , v∈V and h <0. Additionally,theboundaryconditionsforthesystem(3.2)–(3.3)aregiventhrough p(t,x,v)=0, x∈¶W T , v·nT <0, p(t,x,v)=−r(t,x,v,0+)/(v·nR), x∈¶W R, v·nR<0, ¶ r ¶ r (3.4) ¶ t(t,x,v,h )−¶h (t,x,v,h )=d (h −K(v,v′))(v′·nR)p(t,x,v′), x∈¶W R, v·nR<0, r(t,x,v,h )=0, x∈¶W R, v·nR>0, where v′ is the reflected velocity of v given by (2.3). In order to show that the system (3.2)–(3.3) is actuallyconsistent,weprovethatmassinthesystemisconservedifnotargetispresent. LEMMA3.1 Thetotalmassinsystem(3.2)–(3.3)withtheboundaryconditionsgivenin(3.4)inthecase ofreflectiveboundarieseverywhere(¶W R =¶W ,¶W T =0/)giventhrough ¥ M(t)= p(t,x,v)dvdx+ r(t,x,v,h )dh dvdx, ZW ZV ZW ZVZ0 isconserved. Proof. Wedefineforeverypointx∈¶W R thetwosubsetsV+andV− ofV asfollows V+(x)={v∈V : v·nR>0}, V−(x)={v∈V : v·nR<0}. (3.5) Additionally,letusdefine ¥ R(t,x,v)= r(t,x,v,h )dh . Z0 Integrating(3.3)withrespecttoh ∈[0,¥ ),weobtainafterreorderingforx∈/¶W : ¶ R (t,x,v)=−r(t,x,v,0+)+l p(t,x,u)T(v,u)du. ¶ t ZV 10of20 TAYLOR-KING,FRANZ,YATESANDERBAN Hence,foreverypointx∈/¶W weobtain ¶ [p(t,x,v)+R(t,x,v)]=−l p(t,x,v)+l p(t,x,u)T(v,u)du−v·(cid:209) p(t,x,v). ¶ t ZV x Integratingthiswithrespecttox∈W andv∈V gives ¶ [p(t,x,v)+R(t,x,v)]dvdx=− v·(cid:209) p(t,x,v)dvdx. (3.6) ZW ZV ¶ t ZW ZV x Usingthedivergencetheorem,wecanevaluatetheintegralontherighthandsidetobe v·(cid:209) xpdvdx = (v·nR(x))p(t,x,v)dvdx ZW ZV Z¶W ZV = (v·nR)p(t,x,v)dvdx+ (v·nR)p(t,x,v)dvdx Z¶W ZV+(x) Z¶W ZV−(x) = (v·nR)p(t,x,v)dvdx− r(t,x,v,0+)dvdx, Z¶W ZV+(x) Z¶W ZV−(x) wherewe haveusedthesecondboundaryconditionin (3.4)inthelaststep. Additionally,forx∈¶W andv∈V−(x),weobtainbyintegratingthethirdboundaryconditionin(3.4)withrespecttoh ∈[0,¥ ) ¶ R ¶ t (t,x,v)=−r(t,x,v,0+)+(v′·nR)p(t,x,v′). Integrating this with respect to x∈¶W and v∈V and using the last boundary condition in (3.4) we obtain ¶ R ¶ R dvdx = dvdx Z¶W ZV ¶ t Z¶W ZV−(x) ¶ t = − r(t,x,v,0+)dvdx+ (v′·nR)p(t,x,v′)dvdx Z¶W ZV−(x) Z¶W ZV−(x) = − r(t,x,v,0+)dvdx+ (v·nR)p(t,x,v)dvdx. (3.7) Z¶W ZV−(x) Z¶W ZV+(x) Summinguptheresultsfrom(3.6)and(3.7),weobtaindM/dt=0andhencethetotalmassM(t)inthe systemisconserved. (cid:3) 3.2 Transportequationwithturningdelays We eliminate the resting state from system (3.2)–(3.3) and derive the generalization of the transport equation(1.1)toa transportequationwithasuitablyincorporateddelay. Thiscanbedonebysolving (3.3)forrusingthemethodofcharacteristics,whichresultsin r(t,x,v,0)=r(0,x,v,t)+l T(v,u)p(t−K(v,u),x,u)H(t−K(v,u))du, (3.8) ZV whereH istheHeavisidestep function. LetusassumethatK(v,u)isgivenby(3.1). ThenK(v,u)6 p /w . Consideringtimest >p /w , we have r(0,x,v,t)=0. We cannow substitute (3.8) into (3.2) to obtain ¶ p (t,x,v)+v·(cid:209) p(t,x,v)=−l p(t,x,v)+l T(v,u)p(t−K(v,u),x,u)du, (3.9) ¶ t x ZV

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