Crauel, Hans; Eckmann, Jean-Pierre
1991-01-01
Since the predecessor to this volume (LNM 1186, Eds. L. Arnold, V. Wihstutz)appeared in 1986, significant progress has been made in the theory and applications of Lyapunov exponents - one of the key concepts of dynamical systems - and in particular, pronounced shifts towards nonlinear and infinite-dimensional systems and engineering applications are observable. This volume opens with an introductory survey article (Arnold/Crauel) followed by 26 original (fully refereed) research papers, some of which have in part survey character. From the Contents: L. Arnold, H. Crauel: Random Dynamical Systems.- I.Ya. Goldscheid: Lyapunov exponents and asymptotic behaviour of the product of random matrices.- Y. Peres: Analytic dependence of Lyapunov exponents on transition probabilities.- O. Knill: The upper Lyapunov exponent of Sl (2, R) cocycles:Discontinuity and the problem of positivity.- Yu.D. Latushkin, A.M. Stepin: Linear skew-product flows and semigroups of weighted composition operators.- P. Baxendale: Invariant me...
Barreira, Luís
2017-01-01
This book offers a self-contained introduction to the theory of Lyapunov exponents and its applications, mainly in connection with hyperbolicity, ergodic theory and multifractal analysis. It discusses the foundations and some of the main results and main techniques in the area, while also highlighting selected topics of current research interest. With the exception of a few basic results from ergodic theory and the thermodynamic formalism, all the results presented include detailed proofs. The book is intended for all researchers and graduate students specializing in dynamical systems who are looking for a comprehensive overview of the foundations of the theory and a sample of its applications.
Lyapunov exponent of the random frequency oscillator: cumulant expansion approach
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Anteneodo, C; Vallejos, R O
2010-01-01
We consider a one-dimensional harmonic oscillator with a random frequency, focusing on both the standard and the generalized Lyapunov exponents, λ and λ* respectively. We discuss the numerical difficulties that arise in the numerical calculation of λ* in the case of strong intermittency. When the frequency corresponds to a Ornstein-Uhlenbeck process, we compute analytically λ* by using a cumulant expansion including up to the fourth order. Connections with the problem of finding an analytical estimate for the largest Lyapunov exponent of a many-body system with smooth interactions are discussed.
Lyapunov, attractors and exponents
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Oliveira, C.R. de.
1987-01-01
Based on the fundamental principles of statistical mechanics and ergodic theory a definition is given to atractor, as an invariant measure. Many results which reinforce this definition are demonstrated. Chaos is related to the presence of an atractor with entropy above zero. The role of Lyapunov exponents is analyzed. (A.C.A.S.) [pt
Full spectrum of Lyapunov exponents in gauge field theories
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Biro, T.S.; Markum, H.; Pullirsch, R.
2003-01-01
Full text: Results are presented for the full spectrum of Lyapunov exponents of the compact U(1) gauge system in classical field theory. Instead of the determination of the largest Lyapunov exponent by the rescaling method we now use the monodromy matrix approach. The Lyapunov spectrum L i is expressed in terms of the eigenvalues Λ i of the monodromy matrix M. In the confinement phase the eigenvalues lie on either the real or on the imaginary axes. This is a nice illustration of a strange attractor of a chaotic system. Positive Lyapunov exponents eject the trajectories from oscillating orbits provided by the imaginary eigenvalues. Negative Lyapunov exponents attract the trajectories keeping them confined in the basin. Latest studies concern the time (in)dependence of the monodromy matrix. Further, we show that monopoles are created and annihilated in pairs as a function of real time in access to a fixed average monopole number. (author)
Multiscale Lyapunov exponent for 2-microlocal functions
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Dhifaoui, Zouhaier; Kortas, Hedi; Ammou, Samir Ben
2009-01-01
The Lyapunov exponent is an important indicator of chaotic dynamics. Using wavelet analysis, we define a multiscale representation of this exponent which we demonstrate the scale-wise dependence for functions belonging to C x 0 s,s ' spaces. An empirical study involving simulated processes and financial time series corroborates the theoretical findings.
Benettin, G.; Pasquali, S.; Ponno, A.
2018-05-01
FPU models, in dimension one, are perturbations either of the linear model or of the Toda model; perturbations of the linear model include the usual β -model, perturbations of Toda include the usual α +β model. In this paper we explore and compare two families, or hierarchies, of FPU models, closer and closer to either the linear or the Toda model, by computing numerically, for each model, the maximal Lyapunov exponent χ . More precisely, we consider statistically typical trajectories and study the asymptotics of χ for large N (the number of particles) and small ɛ (the specific energy E / N), and find, for all models, asymptotic power laws χ ˜eq Cɛ ^a, C and a depending on the model. The asymptotics turns out to be, in general, rather slow, and producing accurate results requires a great computational effort. We also revisit and extend the analytic computation of χ introduced by Casetti, Livi and Pettini, originally formulated for the β -model. With great evidence the theory extends successfully to all models of the linear hierarchy, but not to models close to Toda.
Lyapunov exponents and smooth ergodic theory
Barreira, Luis
2001-01-01
This book is a systematic introduction to smooth ergodic theory. The topics discussed include the general (abstract) theory of Lyapunov exponents and its applications to the stability theory of differential equations, stable manifold theory, absolute continuity, and the ergodic theory of dynamical systems with nonzero Lyapunov exponents (including geodesic flows). The authors consider several non-trivial examples of dynamical systems with nonzero Lyapunov exponents to illustrate some basic methods and ideas of the theory. This book is self-contained. The reader needs a basic knowledge of real analysis, measure theory, differential equations, and topology. The authors present basic concepts of smooth ergodic theory and provide complete proofs of the main results. They also state some more advanced results to give readers a broader view of smooth ergodic theory. This volume may be used by those nonexperts who wish to become familiar with the field.
Evaluating Lyapunov exponent spectra with neural networks
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Maus, A.; Sprott, J.C.
2013-01-01
Highlights: • Cross-correlation is employed to remove spurious Lyapunov exponents from a spectrum. • Neural networks are shown to accurately model Lyapunov exponent spectra. • Neural networks compare favorably to local linear fits in modeling Lyapunov exponents. • Numerical experiments are performed with time series of varying length and noise. • Methods perform reasonably well on discrete time series. -- Abstract: A method using discrete cross-correlation for identifying and removing spurious Lyapunov exponents when embedding experimental data in a dimension greater than the original system is introduced. The method uses a distribution of calculated exponent values produced by modeling a single time series many times or multiple instances of a time series. For this task, global models are shown to compare favorably to local models traditionally used for time series taken from the Hénon map and delayed Hénon map, especially when the time series are short or contaminated by noise. An additional merit of global modeling is its ability to estimate the dynamical and geometrical properties of the original system such as the attractor dimension, entropy, and lag space, although consideration must be taken for the time it takes to train the global models
Statistical-mechanical formulation of Lyapunov exponents
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Tanase-Nicola, Sorin; Kurchan, Jorge
2003-01-01
We show how the Lyapunov exponents of a dynamic system can, in general, be expressed in terms of the free energy of a (non-Hermitian) quantum many-body problem. This puts their study as a problem of statistical mechanics, whose intuitive concepts and techniques of approximation can hence be borrowed
Local Lyapunov exponents for dissipative continuous systems
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Grond, Florian; Diebner, Hans H.
2005-01-01
We analyze a recently proposed algorithm for computing Lyapunov exponents focusing on its capability to calculate reliable local values for chaotic attractors. The averaging process of local contributions to the global measure becomes interpretable, i.e. they are related to the local topological structure in phase space. We compare the algorithm with the commonly used Wolf algorithm by means of analyzing correlations between coordinates of the chaotic attractor and local values of the Lyapunov exponents. The correlations for the new algorithm turn out to be significantly stronger than those for the Wolf algorithm. Since the usage of scalar measures to capture complex structures can be questioned we discuss these entities along with a more phenomenological description of scatter plots
Lyapunov exponents for infinite dimensional dynamical systems
Mhuiris, Nessan Mac Giolla
1987-01-01
Classically it was held that solutions to deterministic partial differential equations (i.e., ones with smooth coefficients and boundary data) could become random only through one mechanism, namely by the activation of more and more of the infinite number of degrees of freedom that are available to such a system. It is only recently that researchers have come to suspect that many infinite dimensional nonlinear systems may in fact possess finite dimensional chaotic attractors. Lyapunov exponents provide a tool for probing the nature of these attractors. This paper examines how these exponents might be measured for infinite dimensional systems.
OBSERVING LYAPUNOV EXPONENTS OF INFINITE-DIMENSIONAL DYNAMICAL SYSTEMS.
Ott, William; Rivas, Mauricio A; West, James
2015-12-01
Can Lyapunov exponents of infinite-dimensional dynamical systems be observed by projecting the dynamics into ℝ N using a 'typical' nonlinear projection map? We answer this question affirmatively by developing embedding theorems for compact invariant sets associated with C 1 maps on Hilbert spaces. Examples of such discrete-time dynamical systems include time- T maps and Poincaré return maps generated by the solution semigroups of evolution partial differential equations. We make every effort to place hypotheses on the projected dynamics rather than on the underlying infinite-dimensional dynamical system. In so doing, we adopt an empirical approach and formulate checkable conditions under which a Lyapunov exponent computed from experimental data will be a Lyapunov exponent of the infinite-dimensional dynamical system under study (provided the nonlinear projection map producing the data is typical in the sense of prevalence).
Geodesic stability, Lyapunov exponents, and quasinormal modes
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Cardoso, Vitor; Miranda, Alex S.; Berti, Emanuele; Witek, Helvi; Zanchin, Vilson T.
2009-01-01
Geodesic motion determines important features of spacetimes. Null unstable geodesics are closely related to the appearance of compact objects to external observers and have been associated with the characteristic modes of black holes. By computing the Lyapunov exponent, which is the inverse of the instability time scale associated with this geodesic motion, we show that, in the eikonal limit, quasinormal modes of black holes in any dimensions are determined by the parameters of the circular null geodesics. This result is independent of the field equations and only assumes a stationary, spherically symmetric and asymptotically flat line element, but it does not seem to be easily extendable to anti-de Sitter spacetimes. We further show that (i) in spacetime dimensions greater than four, equatorial circular timelike geodesics in a Myers-Perry black-hole background are unstable, and (ii) the instability time scale of equatorial null geodesics in Myers-Perry spacetimes has a local minimum for spacetimes of dimension d≥6.
Lyapunov exponents a tool to explore complex dynamics
Pikovsky, Arkady
2016-01-01
Lyapunov exponents lie at the heart of chaos theory, and are widely used in studies of complex dynamics. Utilising a pragmatic, physical approach, this self-contained book provides a comprehensive description of the concept. Beginning with the basic properties and numerical methods, it then guides readers through to the most recent advances in applications to complex systems. Practical algorithms are thoroughly reviewed and their performance is discussed, while a broad set of examples illustrate the wide range of potential applications. The description of various numerical and analytical techniques for the computation of Lyapunov exponents offers an extensive array of tools for the characterization of phenomena such as synchronization, weak and global chaos in low and high-dimensional set-ups, and localization. This text equips readers with all the investigative expertise needed to fully explore the dynamical properties of complex systems, making it ideal for both graduate students and experienced researchers...
On some properties of the discrete Lyapunov exponent
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Amigo, Jose M.; Kocarev, Ljupco; Szczepanski, Janusz
2008-01-01
One of the possible by-products of discrete chaos is the application of its tools, in particular of the discrete Lyapunov exponent, to cryptography. In this Letter we explore this question in a very general setting
Anisotropies in magnetic field evolution and local Lyapunov exponents
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Tang, X.Z.; Boozer, A.H.
2000-01-01
The natural occurrence of small scale structures and the extreme anisotropy in the evolution of a magnetic field embedded in a conducting flow is interpreted in terms of the properties of the local Lyapunov exponents along the various local characteristic (un)stable directions for the Lagrangian flow trajectories. The local Lyapunov exponents and the characteristic directions are functions of Lagrangian coordinates and time, which are completely determined once the flow field is specified. The characteristic directions that are associated with the spatial anisotropy of the problem, are prescribed in both Lagrangian and Eulerian frames. Coordinate transformation techniques are employed to relate the spatial distributions of the magnetic field, the induced current density, and the Lorentz force, which are usually followed in Eulerian frame, to those of the local Lyapunov exponents, which are naturally defined in Lagrangian coordinates
Analysis of Human Standing Balance by Largest Lyapunov Exponent
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Kun Liu
2015-01-01
Full Text Available The purpose of this research is to analyse the relationship between nonlinear dynamic character and individuals’ standing balance by the largest Lyapunov exponent, which is regarded as a metric for assessing standing balance. According to previous study, the largest Lyapunov exponent from centre of pressure time series could not well quantify the human balance ability. In this research, two improvements were made. Firstly, an external stimulus was applied to feet in the form of continuous horizontal sinusoidal motion by a moving platform. Secondly, a multiaccelerometer subsystem was adopted. Twenty healthy volunteers participated in this experiment. A new metric, coordinated largest Lyapunov exponent was proposed, which reflected the relationship of body segments by integrating multidimensional largest Lyapunov exponent values. By using this metric in actual standing performance under sinusoidal stimulus, an obvious relationship between the new metric and the actual balance ability was found in the majority of the subjects. These results show that the sinusoidal stimulus can make human balance characteristics more obvious, which is beneficial to assess balance, and balance is determined by the ability of coordinating all body segments.
Lyapunov exponent for aging process in induction motor
Bayram, Duygu; Ünnü, Sezen Yıdırım; Şeker, Serhat
2012-09-01
Nonlinear systems like electrical circuits and systems, mechanics, optics and even incidents in nature may pass through various bifurcations and steady states like equilibrium point, periodic, quasi-periodic, chaotic states. Although chaotic phenomena are widely observed in physical systems, it can not be predicted because of the nature of the system. On the other hand, it is known that, chaos is strictly dependent on initial conditions of the system [1-3]. There are several methods in order to define the chaos. Phase portraits, Poincaré maps, Lyapunov Exponents are the most common techniques. Lyapunov Exponents are the theoretical indicator of the chaos, named after the Russian mathematician Aleksandr Lyapunov (1857-1918). Lyapunov Exponents stand for the average exponential divergence or convergence of nearby system states, meaning estimating the quantitive measure of the chaotic attractor. Negative numbers of the exponents stand for a stable system whereas zero stands for quasi-periodic systems. On the other hand, at least if one of the exponents is positive, this situation is an indicator of the chaos. For estimating the exponents, the system should be modeled by differential equation but even in that case mathematical calculation of Lyapunov Exponents are not very practical and evaluation of these values requires a long signal duration [4-7]. For experimental data sets, it is not always possible to acquire the differential equations. There are several different methods in literature for determining the Lyapunov Exponents of the system [4, 5]. Induction motors are the most important tools for many industrial processes because they are cheap, robust, efficient and reliable. In order to have healthy processes in industrial applications, the conditions of the machines should be monitored and the different working conditions should be addressed correctly. To the best of our knowledge, researches related to Lyapunov exponents and electrical motors are mostly
Lai, Ying-Cheng; Harrison, Mary Ann F; Frei, Mark G; Osorio, Ivan
2004-09-01
Lyapunov exponents are a set of fundamental dynamical invariants characterizing a system's sensitive dependence on initial conditions. For more than a decade, it has been claimed that the exponents computed from electroencephalogram (EEG) or electrocorticogram (ECoG) signals can be used for prediction of epileptic seizures minutes or even tens of minutes in advance. The purpose of this paper is to examine the predictive power of Lyapunov exponents. Three approaches are employed. (1) We present qualitative arguments suggesting that the Lyapunov exponents generally are not useful for seizure prediction. (2) We construct a two-dimensional, nonstationary chaotic map with a parameter slowly varying in a range containing a crisis, and test whether this critical event can be predicted by monitoring the evolution of finite-time Lyapunov exponents. This can thus be regarded as a "control test" for the claimed predictive power of the exponents for seizure. We find that two major obstacles arise in this application: statistical fluctuations of the Lyapunov exponents due to finite time computation and noise from the time series. We show that increasing the amount of data in a moving window will not improve the exponents' detective power for characteristic system changes, and that the presence of small noise can ruin completely the predictive power of the exponents. (3) We report negative results obtained from ECoG signals recorded from patients with epilepsy. All these indicate firmly that, the use of Lyapunov exponents for seizure prediction is practically impossible as the brain dynamical system generating the ECoG signals is more complicated than low-dimensional chaotic systems, and is noisy. Copyright 2004 American Institute of Physics
Lyapunov exponent and criticality in the Hamiltonian mean field model
Filho, L. H. Miranda; Amato, M. A.; Rocha Filho, T. M.
2018-03-01
We investigate the dependence of the largest Lyapunov exponent (LLE) of an N-particle self-gravitating ring model at equilibrium with respect to the number of particles and its dependence on energy. This model has a continuous phase-transition from a ferromagnetic to homogeneous phase, and we numerically confirm with large scale simulations the existence of a critical exponent associated to the LLE, although at variance with the theoretical estimate. The existence of strong chaos in the magnetized state evidenced by a positive Lyapunov exponent is explained by the coupling of individual particle oscillations to the diffusive motion of the center of mass of the system and also results in a change of the scaling of the LLE with the number of particles. We also discuss thoroughly for the model the validity and limits of the approximations made by a geometrical model for their analytic estimate.
Lyapunov exponent and topological entropy plateaus in piecewise linear maps
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Botella-Soler, V; Oteo, J A; Ros, J; Glendinning, P
2013-01-01
We consider a two-parameter family of piecewise linear maps in which the moduli of the two slopes take different values. We provide numerical evidence of the existence of some parameter regions in which the Lyapunov exponent and the topological entropy remain constant. Analytical proof of this phenomenon is also given for certain cases. Surprisingly however, the systems with that property are not conjugate as we prove by using kneading theory. (paper)
The Multivariate Largest Lyapunov Exponent as an Age-Related Metric of Quiet Standing Balance
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Kun Liu
2015-01-01
Full Text Available The largest Lyapunov exponent has been researched as a metric of the balance ability during human quiet standing. However, the sensitivity and accuracy of this measurement method are not good enough for clinical use. The present research proposes a metric of the human body’s standing balance ability based on the multivariate largest Lyapunov exponent which can quantify the human standing balance. The dynamic multivariate time series of ankle, knee, and hip were measured by multiple electrical goniometers. Thirty-six normal people of different ages participated in the test. With acquired data, the multivariate largest Lyapunov exponent was calculated. Finally, the results of the proposed approach were analysed and compared with the traditional method, for which the largest Lyapunov exponent and power spectral density from the centre of pressure were also calculated. The following conclusions can be obtained. The multivariate largest Lyapunov exponent has a higher degree of differentiation in differentiating balance in eyes-closed conditions. The MLLE value reflects the overall coordination between multisegment movements. Individuals of different ages can be distinguished by their MLLE values. The standing stability of human is reduced with the increment of age.
Adaptive control of nonlinear in parameters chaotic system via Lyapunov exponents placement
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Ayati, Moosa [Department of Electrical Engineering, K.N. Toosi University of Technology, Sayyed Khandan Bridge, Shariati Street, Tehran (Iran, Islamic Republic of)], E-mail: Ayati@dena.kntu.ac.ir; Khaki-Sedigh, Ali [Department of Electrical Engineering, K.N. Toosi University of Technology, Sayyed Khandan Bridge, Shariati Street, Tehran (Iran, Islamic Republic of)], E-mail: sedigh@kntu.ac.ir
2009-08-30
This paper proposes a new method for the adaptive control of nonlinear in parameters (NLP) chaotic systems. A method based on Lagrangian of a cost function is used to identify the parameters of the system. Estimation results are used to calculate the Lyapunov exponents adaptively. Finally, the Lyapunov exponents placement method is used to assign the desired Lyapunov exponents of the closed loop system.
Adaptive control of nonlinear in parameters chaotic system via Lyapunov exponents placement
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Ayati, Moosa; Khaki-Sedigh, Ali
2009-01-01
This paper proposes a new method for the adaptive control of nonlinear in parameters (NLP) chaotic systems. A method based on Lagrangian of a cost function is used to identify the parameters of the system. Estimation results are used to calculate the Lyapunov exponents adaptively. Finally, the Lyapunov exponents placement method is used to assign the desired Lyapunov exponents of the closed loop system.
An Isomorphism between Lyapunov Exponents and Shannon's Channel Capacity
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Friedland, Gerald [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Metere, Alfredo [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2017-06-07
We demonstrate that discrete Lyapunov exponents are isomorphic to numeric overflows of the capacity of an arbitrary noiseless and memoryless channel in a Shannon communication model with feedback. The isomorphism allows the understanding of Lyapunov exponents in terms of Information Theory, rather than the traditional definitions in chaos theory. The result also implies alternative approaches to the calculation of related quantities, such as the Kolmogorov Sinai entropy which has been linked to thermodynamic entropy. This work provides a bridge between fundamental physics and information theory. It suggests, among other things, that machine learning and other information theory methods can be employed at the core of physics simulations.
Riemannian theory of Hamiltonian chaos and Lyapunov exponents
Casetti, Lapo; Clementi, Cecilia; Pettini, Marco
1996-12-01
A nonvanishing Lyapunov exponent λ1 provides the very definition of deterministic chaos in the solutions of a dynamical system; however, no theoretical mean of predicting its value exists. This paper copes with the problem of analytically computing the largest Lyapunov exponent λ1 for many degrees of freedom Hamiltonian systems as a function of ɛ=E/N, the energy per degree of freedom. The functional dependence λ1(ɛ) is of great interest because, among other reasons, it detects the existence of weakly and strongly chaotic regimes. This aim, the analytic computation of λ1(ɛ), is successfully reached within a theoretical framework that makes use of a geometrization of Newtonian dynamics in the language of Riemannian differential geometry. An alternative point of view about the origin of chaos in these systems is obtained independently of the standard explanation based on homoclinic intersections. Dynamical instability (chaos) is here related to curvature fluctuations of the manifolds whose geodesics are natural motions and is described by means of the Jacobi-Levi-Civita equation (JLCE) for geodesic spread. In this paper it is shown how to derive from the JLCE an effective stability equation. Under general conditions, this effective equation formally describes a stochastic oscillator; an analytic formula for the instability growth rate of its solutions is worked out and applied to the Fermi-Pasta-Ulam β model and to a chain of coupled rotators. Excellent agreement is found between the theoretical prediction and numeric values of λ1(ɛ) for both models.
A Hyperchaotic Attractor with Multiple Positive Lyapunov Exponents
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Guo-Si, Hu
2009-01-01
There are many hyperchaotic systems, but few systems can generate hyperchaotic attractors with more than three PLEs (positive Lyapunov exponents). A new hyperchaotic system, constructed by adding an approximate time-delay state feedback to a five-dimensional hyperchaotic system, is presented. With the increasing number of phase-shift units used in this system, the number of PLEs also steadily increases. Hyperchaotic attractors with 25 PLEs can be generated by this system with 32 phase-shift units. The sum of the PLEs will reach the maximum value when 23 phase-shift units are used. A simple electronic circuit, consisting of 16 operational amplifiers and two analogy multipliers, is presented for confirming hyperchaos of order 5, i.e., with 5 PLEs
Robust uniform persistence in discrete and continuous dynamical systems using Lyapunov exponents.
Salceanu, Paul L
2011-07-01
This paper extends the work of Salceanu and Smith [12, 13] where Lyapunov exponents were used to obtain conditions for uniform persistence ina class of dissipative discrete-time dynamical systems on the positive orthant of R(m), generated by maps. Here a united approach is taken, for both discrete and continuous time, and the dissipativity assumption is relaxed. Sufficient conditions are given for compact subsets of an invariant part of the boundary of R(m+) to be robust uniform weak repellers. These conditions require Lyapunov exponents be positive on such sets. It is shown how this leads to robust uniform persistence. The results apply to the investigation of robust uniform persistence of the disease in host populations, as shown in an application.
Regularized semiclassical limits: Linear flows with infinite Lyapunov exponents
Athanassoulis, Agissilaos; Katsaounis, Theodoros; Kyza, Irene
2016-01-01
Semiclassical asymptotics for Schrödinger equations with non-smooth potentials give rise to ill-posed formal semiclassical limits. These problems have attracted a lot of attention in the last few years, as a proxy for the treatment of eigenvalue crossings, i.e. general systems. It has recently been shown that the semiclassical limit for conical singularities is in fact well-posed, as long as the Wigner measure (WM) stays away from singular saddle points. In this work we develop a family of refined semiclassical estimates, and use them to derive regularized transport equations for saddle points with infinite Lyapunov exponents, extending the aforementioned recent results. In the process we answer a related question posed by P.L. Lions and T. Paul in 1993. If we consider more singular potentials, our rigorous estimates break down. To investigate whether conical saddle points, such as -|x|, admit a regularized transport asymptotic approximation, we employ a numerical solver based on posteriori error control. Thus rigorous upper bounds for the asymptotic error in concrete problems are generated. In particular, specific phenomena which render invalid any regularized transport for -|x| are identified and quantified. In that sense our rigorous results are sharp. Finally, we use our findings to formulate a precise conjecture for the condition under which conical saddle points admit a regularized transport solution for the WM. © 2016 International Press.
Regularized semiclassical limits: Linear flows with infinite Lyapunov exponents
Athanassoulis, Agissilaos
2016-08-30
Semiclassical asymptotics for Schrödinger equations with non-smooth potentials give rise to ill-posed formal semiclassical limits. These problems have attracted a lot of attention in the last few years, as a proxy for the treatment of eigenvalue crossings, i.e. general systems. It has recently been shown that the semiclassical limit for conical singularities is in fact well-posed, as long as the Wigner measure (WM) stays away from singular saddle points. In this work we develop a family of refined semiclassical estimates, and use them to derive regularized transport equations for saddle points with infinite Lyapunov exponents, extending the aforementioned recent results. In the process we answer a related question posed by P.L. Lions and T. Paul in 1993. If we consider more singular potentials, our rigorous estimates break down. To investigate whether conical saddle points, such as -|x|, admit a regularized transport asymptotic approximation, we employ a numerical solver based on posteriori error control. Thus rigorous upper bounds for the asymptotic error in concrete problems are generated. In particular, specific phenomena which render invalid any regularized transport for -|x| are identified and quantified. In that sense our rigorous results are sharp. Finally, we use our findings to formulate a precise conjecture for the condition under which conical saddle points admit a regularized transport solution for the WM. © 2016 International Press.
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Zhang Jiangang; Li Xianfeng; Chu Yandong; Yu Jianning; Chang Yingxiang
2009-01-01
In this paper, complex dynamical behavior of a class of centrifugal flywheel governor system is studied. These systems have a rich variety of nonlinear behavior, which are investigated here by numerically integrating the Lagrangian equations of motion. A tiny change in parameters can lead to an enormous difference in the long-term behavior of the system. Bubbles of periodic orbits may also occur within the bifurcation sequence. Hyperchaotic behavior is also observed in cases where two of the Lyapunov exponents are positive, one is zero, and one is negative. The routes to chaos are analyzed using Poincare maps, which are found to be more complicated than those of nonlinear rotational machines. Periodic and chaotic motions can be clearly distinguished by all of the analytical tools applied here, namely Poincare sections, bifurcation diagrams, Lyapunov exponents, and Lyapunov dimensions. This paper proposes a parametric open-plus-closed-loop approach to controlling chaos, which is capable of switching from chaotic motion to any desired periodic orbit. The theoretical work and numerical simulations of this paper can be extended to other systems. Finally, the results of this paper are of practical utility to designers of rotational machines.
Hyperchaos of four state autonomous system with three positive Lyapunov exponents
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Ge Zhengming; Yang, C-H.
2009-01-01
This Letter gives the results of numerical simulations of Quantum Cellular Neural Network (Quantum-CNN) autonomous system with four state variables. Three positive Lyapunov exponents confirm hyperchaotic nature of its dynamics
Critical behavior of the Lyapunov exponent in type-III intermittency
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Alvarez-Llamoza, O. [Departamento de Fisica, FACYT, Universidad de Carabobo, Valencia (Venezuela); Centro de Fisica Fundamental, Grupo de Caos y Sistemas Complejos, Universidad de Los Andes, Merida 5251, Merida (Venezuela)], E-mail: llamoza@ula.ve; Cosenza, M.G. [Centro de Fisica Fundamental, Grupo de Caos y Sistemas Complejos, Universidad de Los Andes, Merida 5251, Merida (Venezuela); Ponce, G.A. [Departamento de Fisica, Universidad Nacional Autonoma de Honduras (Honduras); Departamento de Ciencias Naturales, Universidad Pedagogica Nacional Francisco Morazan, Tegucigalpa (Honduras)
2008-04-15
The critical behavior of the Lyapunov exponent near the transition to robust chaos via type-III intermittency is determined for a family of one-dimensional singular maps. Critical boundaries separating the region of robust chaos from the region where stable fixed points exist are calculated on the parameter space of the system. A critical exponent {beta} expressing the scaling of the Lyapunov exponent is calculated along the critical curve corresponding to the type-III intermittent transition to chaos. It is found that {beta} varies on the interval 0 {<=} {beta} < 1/2 as a function of the order of the singularity of the map. This contrasts with earlier predictions for the scaling behavior of the Lyapunov exponent in type-III intermittency. The variation of the critical exponent {beta} implies a continuous change in the nature of the transition to chaos via type-III intermittency, from a second-order, continuous transition to a first-order, discontinuous transition.
Soriano, Diogo C.; Santos, Odair V. dos; Suyama, Ricardo; Fazanaro, Filipe I.; Attux, Romis
2018-03-01
This work has a twofold aim: (a) to analyze an alternative approach for computing the conditional Lyapunov exponent (λcmax) aiming to evaluate the synchronization stability between nonlinear oscillators without solving the classical variational equations for the synchronization error dynamical system. In this first framework, an analytic reference value for λcmax is also provided in the context of Duffing master-slave scenario and precisely evaluated by the proposed numerical approach; (b) to apply this technique to the study of synchronization stability in chaotic Hindmarsh-Rose (HR) neuronal models under uni- and bi-directional resistive coupling and different excitation bias, which also considered the root mean square synchronization error, information theoretic measures and asymmetric transfer entropy in order to offer a better insight of the synchronization phenomenon. In particular, statistical and information theoretical measures were able to capture similarity increase between the neuronal oscillators just after a critical coupling value in accordance to the largest conditional Lyapunov exponent behavior. On the other hand, transfer entropy was able to detect neuronal emitter influence even in a weak coupling condition, i.e. under the increase of conditional Lyapunov exponent and apparently desynchronization tendency. In the performed set of numerical simulations, the synchronization measures were also evaluated for a two-dimensional parameter space defined by the neuronal coupling (emitter to a receiver neuron) and the (receiver) excitation current. Such analysis is repeated for different feedback couplings as well for different (emitter) excitation currents, revealing interesting characteristics of the attained synchronization region and conditions that facilitate the emergence of the synchronous behavior. These results provide a more detailed numerical insight of the underlying behavior of a HR in the excitation and coupling space, being in accordance
Behaviour of Lyapunov exponents near crisis points in the dissipative standard map
Pompe, B.; Leven, R. W.
1988-11-01
We numerically study the behaviour of the largest Lyapunov characteristic exponent λ1 in dependence on a control parameter in the 2D standard map with dissipation. In order to investigate the system's motion in parameter intervals slightly above crisis points we introduce "partial" Lyapunov exponents which characterize the average exponential divergence of nearby orbits on a semi-attractor at a boundary crisis and on distinct parts of a "large" chaotic attractor near an interior crisis. In the former case we find no significant difference between λ1 in the pre-crisis regime and the partial Lyapunov exponent describing transient chaotic motions slightly above the crisis. For the latter case we give a quantitative description of the drastic increase of λ1. Moreover, a formula which connects the critical exponent of a chaotic transient above a boundary crisis with a pointwise dimension is derived.
Effective Power-Law Dependence of Lyapunov Exponents on the Central Mass in Galaxies
Delis, N.; Efthymiopoulos, C.; Kalapotharakos, C.
2015-01-01
Using both numerical and analytical approaches, we demonstrate the existence of an effective power-law relation L alpha m(sup p) between themean Lyapunov exponent L of stellar orbits chaotically scattered by a supermassive black hole (BH) in the centre of a galaxy and the mass parameter m, i.e. ratio of the mass of the BH over the mass of the galaxy. The exponent p is found numerically to obtain values in the range p approximately equals 0.3-0.5. We propose a theoretical interpretation of these exponents, based on estimates of local 'stretching numbers', i.e. local Lyapunov exponents at successive transits of the orbits through the BH's sphere of influence. We thus predict p = 2/3 - q with q approximately equaling 0.1-0.2. Our basic model refers to elliptical galaxy models with a central core. However, we find numerically that an effective power-law scaling of L with m holds also in models with central cusp, beyond a mass scale up to which chaos is dominated by the influence of the cusp itself. We finally show numerically that an analogous law exists also in disc galaxies with rotating bars. In the latter case, chaotic scattering by the BH affects mainly populations of thick tube-like orbits surrounding some low-order branches of the x(sub 1) family of periodic orbits, as well as its bifurcations at low-order resonances, mainly the inner Lindblad resonance and the 4/1 resonance. Implications of the correlations between L and m to determining the rate of secular evolution of galaxies are discussed.
New prediction of chaotic time series based on local Lyapunov exponent
International Nuclear Information System (INIS)
Zhang Yong
2013-01-01
A new method of predicting chaotic time series is presented based on a local Lyapunov exponent, by quantitatively measuring the exponential rate of separation or attraction of two infinitely close trajectories in state space. After reconstructing state space from one-dimensional chaotic time series, neighboring multiple-state vectors of the predicting point are selected to deduce the prediction formula by using the definition of the local Lyapunov exponent. Numerical simulations are carried out to test its effectiveness and verify its higher precision over two older methods. The effects of the number of referential state vectors and added noise on forecasting accuracy are also studied numerically. (general)
On the relation between Lyapunov exponents and exponential decay of correlations
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Slipantschuk, Julia; Bandtlow, Oscar F; Just, Wolfram
2013-01-01
Chaotic dynamics with sensitive dependence on initial conditions may result in exponential decay of correlation functions. We show that for one-dimensional interval maps the corresponding quantities, that is, Lyapunov exponents and exponential decay rates, are related. More specifically, for piecewise linear expanding Markov maps observed via piecewise analytic functions, we show that the decay rate is bounded above by twice the Lyapunov exponent, that is, we establish lower bounds for the subleading eigenvalue of the corresponding Perron–Frobenius operator. In addition, we comment on similar relations for general piecewise smooth expanding maps. (paper)
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Gritli, Hassène; Belghith, Safya
2015-01-01
Highlights: • A numerical calculation method of the Lyapunov exponents in the compass-gait model under OGY control is proposed. • A new linearization method of the impulsive hybrid dynamics around a one-periodic hybrid limit cycle is achieved. • We develop a simple analytical expression of a controlled hybrid Poincaré map. • A dimension reduction of the hybrid Poincaré map is realized. • We describe the numerical computation procedure of the Lyapunov exponents via the designed hybrid Poincaré map. - Abstract: This paper aims at providing a numerical calculation method of the spectrum of Lyapunov exponents in a four-dimensional impulsive hybrid nonlinear dynamics of a passive compass-gait model under the OGY control approach by means of a controlled hybrid Poincaré map. We present a four-dimensional simplified analytical expression of such hybrid map obtained by linearizing the uncontrolled impulsive hybrid nonlinear dynamics around a desired one-periodic passive hybrid limit cycle. In order to compute the spectrum of Lyapunov exponents, a dimension reduction of the controlled hybrid Poincaré map is realized. The numerical calculation of the spectrum of Lyapunov exponents using the reduced-dimension controlled hybrid Poincaré map is given in detail. In order to show the effectiveness of the developed method, the spectrum of Lyapunov exponents is calculated as the slope (bifurcation) parameter varies and hence used to predict the walking dynamics behavior of the compass-gait model under the OGY control.
A new interpretation of zero Lyapunov exponents in BKL time for Mixmaster cosmology
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Wu Xin
2010-01-01
A global relationship between cosmological time and Belinskii-Khalatnikov-Lifshitz (BKL) time during the entire evolution of the Mixmaster Bianchi IX universe is used to explain why all the Lyapunov exponents are zero at the BKL time. The actual reason is that the domain of the cosmological time is finite as the BKL time runs from minus infinity to infinity.
Phase space reconstruction and estimation of the largest Lyapunov exponent for gait kinematic data
Energy Technology Data Exchange (ETDEWEB)
Josiński, Henryk [Silesian University of Technology, Akademicka 16, 44-100 Gliwice (Poland); Świtoński, Adam [Polish-Japanese Institute of Information Technology, Aleja Legionów 2, 41-902 Bytom (Poland); Silesian University of Technology, Akademicka 16, 44-100 Gliwice (Poland); Michalczuk, Agnieszka; Wojciechowski, Konrad [Polish-Japanese Institute of Information Technology, Aleja Legionów 2, 41-902 Bytom (Poland)
2015-03-10
The authors describe an example of application of nonlinear time series analysis directed at identifying the presence of deterministic chaos in human motion data by means of the largest Lyapunov exponent. The method was previously verified on the basis of a time series constructed from the numerical solutions of both the Lorenz and the Rössler nonlinear dynamical systems.
Using machine learning to replicate chaotic attractors and calculate Lyapunov exponents from data
Pathak, Jaideep; Lu, Zhixin; Hunt, Brian R.; Girvan, Michelle; Ott, Edward
2017-12-01
We use recent advances in the machine learning area known as "reservoir computing" to formulate a method for model-free estimation from data of the Lyapunov exponents of a chaotic process. The technique uses a limited time series of measurements as input to a high-dimensional dynamical system called a "reservoir." After the reservoir's response to the data is recorded, linear regression is used to learn a large set of parameters, called the "output weights." The learned output weights are then used to form a modified autonomous reservoir designed to be capable of producing an arbitrarily long time series whose ergodic properties approximate those of the input signal. When successful, we say that the autonomous reservoir reproduces the attractor's "climate." Since the reservoir equations and output weights are known, we can compute the derivatives needed to determine the Lyapunov exponents of the autonomous reservoir, which we then use as estimates of the Lyapunov exponents for the original input generating system. We illustrate the effectiveness of our technique with two examples, the Lorenz system and the Kuramoto-Sivashinsky (KS) equation. In the case of the KS equation, we note that the high dimensional nature of the system and the large number of Lyapunov exponents yield a challenging test of our method, which we find the method successfully passes.
Adiabatic invariants and asymptotic behavior of Lyapunov exponents of the Schrodinger equation
International Nuclear Information System (INIS)
Delyon, F.; Foulon, P.
1986-01-01
We give an upper bound for the high-energy behavior of the Lyapunov exponent of the one-dimensional Schrodinger equation. We relate this behavior to the diffrentiability properties of the potential. As an application, this result provides an upper bound for the asymptotic length of the gaps of the Schrodinger equation
Predicting Traffic Flow in Local Area Networks by the Largest Lyapunov Exponent
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Yan Liu
2016-01-01
Full Text Available The dynamics of network traffic are complex and nonlinear, and chaotic behaviors and their prediction, which play an important role in local area networks (LANs, are studied in detail, using the largest Lyapunov exponent. With the introduction of phase space reconstruction based on the time sequence, the high-dimensional traffic is projected onto the low dimension reconstructed phase space, and a reduced dynamic system is obtained from the dynamic system viewpoint. Then, a numerical method for computing the largest Lyapunov exponent of the low-dimensional dynamic system is presented. Further, the longest predictable time, which is related to chaotic behaviors in the system, is studied using the largest Lyapunov exponent, and the Wolf method is used to predict the evolution of the traffic in a local area network by both Dot and Interval predictions, and a reliable result is obtained by the presented method. As the conclusion, the results show that the largest Lyapunov exponent can be used to describe the sensitivity of the trajectory in the reconstructed phase space to the initial values. Moreover, Dot Prediction can effectively predict the flow burst. The numerical simulation also shows that the presented method is feasible and efficient for predicting the complex dynamic behaviors in LAN traffic, especially for congestion and attack in networks, which are the main two complex phenomena behaving as chaos in networks.
The brief time-reversibility of the local Lyapunov exponents for a small chaotic Hamiltonian system
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Waldner, Franz; Hoover, William G.; Hoover, Carol G.
2014-01-01
Highlights: •We consider the local Lyapunov spectrum for a four-dimensional Hamilton system. •Its stable periodic motion can be reversed for long times. •In the chaotic motion, time reversal occurs only for a short time. •Perturbations will change this short unstable case into a different stable case. •These observations might relate chaos to the Second Law of Thermodynamics. - Abstract: We consider the local (instantaneous) Lyapunov spectrum for a four-dimensional Hamiltonian system. Its stable periodic motion can be reversed for long times. Its unstable chaotic motion, with two symmetric pairs of exponents, cannot. In the latter case reversal occurs for more than a thousand fourth-order Runge–Kutta time steps, followed by a transition to a new set of paired Lyapunov exponents, unrelated to those seen in the forward time direction. The relation of the observed chaotic dynamics to the Second Law of Thermodynamics is discussed
Critical behavior of the Lyapunov exponent in type-III intermittency
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Alvarez-Llamoza, O.; Cosenza, M.G.; Ponce, G.A.
2008-01-01
The critical behavior of the Lyapunov exponent near the transition to robust chaos via type-III intermittency is determined for a family of one-dimensional singular maps. Critical boundaries separating the region of robust chaos from the region where stable fixed points exist are calculated on the parameter space of the system. A critical exponent β expressing the scaling of the Lyapunov exponent is calculated along the critical curve corresponding to the type-III intermittent transition to chaos. It is found that β varies on the interval 0 ≤ β < 1/2 as a function of the order of the singularity of the map. This contrasts with earlier predictions for the scaling behavior of the Lyapunov exponent in type-III intermittency. The variation of the critical exponent β implies a continuous change in the nature of the transition to chaos via type-III intermittency, from a second-order, continuous transition to a first-order, discontinuous transition
Nastac, Gabriel; Labahn, Jeffrey W.; Magri, Luca; Ihme, Matthias
2017-09-01
Metrics used to assess the quality of large-eddy simulations commonly rely on a statistical assessment of the solution. While these metrics are valuable, a dynamic measure is desirable to further characterize the ability of a numerical simulation for capturing dynamic processes inherent in turbulent flows. To address this issue, a dynamic metric based on the Lyapunov exponent is proposed which assesses the growth rate of the solution separation. This metric is applied to two turbulent flow configurations: forced homogeneous isotropic turbulence and a turbulent jet diffusion flame. First, it is shown that, despite the direct numerical simulation (DNS) and large-eddy simulation (LES) being high-dimensional dynamical systems with O (107) degrees of freedom, the separation growth rate qualitatively behaves like a lower-dimensional dynamical system, in which the dimension of the Lyapunov system is substantially smaller than the discretized dynamical system. Second, a grid refinement analysis of each configuration demonstrates that as the LES filter width approaches the smallest scales of the system the Lyapunov exponent asymptotically approaches a plateau. Third, a small perturbation is superimposed onto the initial conditions of each configuration, and the Lyapunov exponent is used to estimate the time required for divergence, thereby providing a direct assessment of the predictability time of simulations. By comparing inert and reacting flows, it is shown that combustion increases the predictability of the turbulent simulation as a result of the dilatation and increased viscosity by heat release. The predictability time is found to scale with the integral time scale in both the reacting and inert jet flows. Fourth, an analysis of the local Lyapunov exponent is performed to demonstrate that this metric can also determine flow-dependent properties, such as regions that are sensitive to small perturbations or conditions of large turbulence within the flow field. Finally
Modulational estimate for the maximal Lyapunov exponent in Fermi-Pasta-Ulam chains
Dauxois, Thierry; Ruffo, Stefano; Torcini, Alessandro
1997-12-01
In the framework of the Fermi-Pasta-Ulam (FPU) model, we show a simple method to give an accurate analytical estimation of the maximal Lyapunov exponent at high energy density. The method is based on the computation of the mean value of the modulational instability growth rates associated to unstable modes. Moreover, we show that the strong stochasticity threshold found in the β-FPU system is closely related to a transition in tangent space, the Lyapunov eigenvector being more localized in space at high energy.
Directory of Open Access Journals (Sweden)
Rui Wang
2014-01-01
Full Text Available A modified multiple structural changes model is built to test structural breaks of the financial system based on calculating the largest Lyapunov exponents of the financial time series. Afterwards, the Lorenz system is used as a simulation example to inspect the new model. As the Lorenz system has strong nonlinearity, the verification results show that the new model has good capability in both finding the breakpoint and revealing the changes in nonlinear characteristics of the time series. The empirical study based on the model used daily data from the S&P 500 stock index during the global financial crisis from 2005 to 2012. The results provide four breakpoints of the period, which divide the contagion into four stages: stationary, local outbreak, global outbreak, and recovery period. An additional significant result is the obvious chaos characteristic difference in the largest Lyapunov exponents and the standard deviation at various stages, particularly at the local outbreak stage.
Directory of Open Access Journals (Sweden)
L.F.P. Franca
2003-01-01
Full Text Available This contribution presents an investigation on noise sensitivity of some of the most disseminated techniques employed to estimate Lyapunov exponents from time series. Since noise contamination is unavoidable in cases of data acquisition, it is important to recognize techniques that could be employed for a correct identification of chaos. State space reconstruction and the determination of Lyapunov exponents are carried out to investigate the response of a nonlinear pendulum. Signals are generated by numerical integration of the mathematical model, selecting a single variable of the system as a time series. In order to simulate experimental data sets, a random noise is introduced in the signal. Basically, the analyses of periodic and chaotic motions are carried out. Results obtained from mathematical model are compared with the one obtained from time series analysis, evaluating noise sensitivity. This procedure allows the identification of the best techniques to be employed in the analysis of experimental data.
Using largest Lyapunov exponent to confirm the intrinsic stability of boiling water reactors
International Nuclear Information System (INIS)
Gavilian-Moreno, Carlos; Espinosa-Paredes, Gilberto
2016-01-01
The aim of this paper is the study of instability state of boiling water reactors with a method based in largest Lyapunov exponents (LLEs). Detecting the presence of chaos in a dynamical system is an important problem that is solved by measuring the LLE. Lyapunov exponents quantify the exponential divergence of initially close state-space trajectories and estimate the amount of chaos in a system. This method was applied to a set of signals from several nuclear power plant (NPP) reactors under commercial operating conditions that experienced instabilities events, apparently each of a different nature. Laguna Verde and Forsmark NPPs with in-phase instabilities, and Cofrentes NPP with out-of-phases instability. This study presents the results of intrinsic instability in the boiling water reactors of three NPPs. In the analyzed cases the limit cycle was not reached, which implies that the point of equilibrium exerts influence and attraction on system evolution
Using largest Lyapunov exponent to confirm the intrinsic stability of boiling water reactors
Energy Technology Data Exchange (ETDEWEB)
Gavilian-Moreno, Carlos [Iberdrola Generacion, S.A., Cofrentes Nuclear Power Plant, Project Engineering Department, Paraje le Plano S/N, Valencia (Spain); Espinosa-Paredes, Gilberto [Area de ingeniera en Recursos Energeticos, Universidad Autonoma Metropolitana-Iztapalapa, Mexico city (Mexico)
2016-04-15
The aim of this paper is the study of instability state of boiling water reactors with a method based in largest Lyapunov exponents (LLEs). Detecting the presence of chaos in a dynamical system is an important problem that is solved by measuring the LLE. Lyapunov exponents quantify the exponential divergence of initially close state-space trajectories and estimate the amount of chaos in a system. This method was applied to a set of signals from several nuclear power plant (NPP) reactors under commercial operating conditions that experienced instabilities events, apparently each of a different nature. Laguna Verde and Forsmark NPPs with in-phase instabilities, and Cofrentes NPP with out-of-phases instability. This study presents the results of intrinsic instability in the boiling water reactors of three NPPs. In the analyzed cases the limit cycle was not reached, which implies that the point of equilibrium exerts influence and attraction on system evolution.
Using Largest Lyapunov Exponent to Confirm the Intrinsic Stability of Boiling Water Reactors
Directory of Open Access Journals (Sweden)
Carlos J. Gavilán-Moreno
2016-04-01
Full Text Available The aim of this paper is the study of instability state of boiling water reactors with a method based in largest Lyapunov exponents (LLEs. Detecting the presence of chaos in a dynamical system is an important problem that is solved by measuring the LLE. Lyapunov exponents quantify the exponential divergence of initially close state-space trajectories and estimate the amount of chaos in a system. This method was applied to a set of signals from several nuclear power plant (NPP reactors under commercial operating conditions that experienced instabilities events, apparently each of a different nature. Laguna Verde and Forsmark NPPs with in-phase instabilities, and Cofrentes NPP with out-of-phases instability. This study presents the results of intrinsic instability in the boiling water reactors of three NPPs. In the analyzed cases the limit cycle was not reached, which implies that the point of equilibrium exerts influence and attraction on system evolution.
Perturbation theory for Lyapunov exponents of an Anderson model on a strip
Schulz-Baldes, H
2003-01-01
It is proven that the localization length of an Anderson model on a strip of width $L$ is bounded above by $L/\\lambda^2$ for small values of the coupling constant $\\lambda$ of the disordered potential. For this purpose, a new formalism is developed in order to calculate the bottom Lyapunov exponent associated with random products of large symplectic matrices perturbatively in the coupling constant of the randomness.
Lyapunov Exponent and Out-of-Time-Ordered Correlator's Growth Rate in a Chaotic System.
Rozenbaum, Efim B; Ganeshan, Sriram; Galitski, Victor
2017-02-24
It was proposed recently that the out-of-time-ordered four-point correlator (OTOC) may serve as a useful characteristic of quantum-chaotic behavior, because, in the semiclassical limit ℏ→0, its rate of exponential growth resembles the classical Lyapunov exponent. Here, we calculate the four-point correlator C(t) for the classical and quantum kicked rotor-a textbook driven chaotic system-and compare its growth rate at initial times with the standard definition of the classical Lyapunov exponent. Using both quantum and classical arguments, we show that the OTOC's growth rate and the Lyapunov exponent are, in general, distinct quantities, corresponding to the logarithm of the phase-space averaged divergence rate of classical trajectories and to the phase-space average of the logarithm, respectively. The difference appears to be more pronounced in the regime of low kicking strength K, where no classical chaos exists globally. In this case, the Lyapunov exponent quickly decreases as K→0, while the OTOC's growth rate may decrease much slower, showing a higher sensitivity to small chaotic islands in the phase space. We also show that the quantum correlator as a function of time exhibits a clear singularity at the Ehrenfest time t_{E}: transitioning from a time-independent value of t^{-1}lnC(t) at ttime at t>t_{E}. We note that the underlying physics here is the same as in the theory of weak (dynamical) localization [Aleiner and Larkin, Phys. Rev. B 54, 14423 (1996)PRBMDO0163-182910.1103/PhysRevB.54.14423; Tian, Kamenev, and Larkin, Phys. Rev. Lett. 93, 124101 (2004)PRLTAO0031-900710.1103/PhysRevLett.93.124101] and is due to a delay in the onset of quantum interference effects, which occur sharply at a time of the order of the Ehrenfest time.
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Schlick, Conor P.; Umbanhowar, Paul B.; Ottino, Julio M.; Lueptow, Richard M.
2014-01-01
We investigate chaotic advection and diffusion in autocatalytic reactions for time-periodic sine flow computationally using a mapping method with operator splitting. We specifically consider three different autocatalytic reaction schemes: a single autocatalytic reaction, competitive autocatalytic reactions, which can provide insight into problems of chiral symmetry breaking and homochirality, and competitive autocatalytic reactions with recycling. In competitive autocatalytic reactions, species B and C both undergo an autocatalytic reaction with species A such that A+B→2B and A+C→2C. Small amounts of initially spatially localized B and C and a large amount of spatially homogeneous A are advected by the velocity field, diffuse, and react until A is completely consumed and only B and C remain. We find that local finite-time Lyapunov exponents (FTLEs) can accurately predict the final average concentrations of B and C after the reaction completes. The species that starts in the region with the larger FTLE has, with high probability, the larger average concentration at the end of the reaction. If B and C start in regions with similar FTLEs, their average concentrations at the end of the reaction will also be similar. When a recycling reaction is added, the system evolves towards a single species state, with the FTLE often being useful in predicting which species fills the entire domain and which is depleted. The FTLE approach is also demonstrated for competitive autocatalytic reactions in journal bearing flow, an experimentally realizable flow that generates chaotic dynamics
Hyperbolicity and integral expression of the Lyapunov exponents for linear cocycles
Dai, Xiongping
Consider in this paper a linear skew-product system (θ,Θ) :T×W×R→W×R; (t,w,x)↦(tw,Θ(t,w)ṡx) where T=R or Z, and θ :(t,w)↦tw is a topological dynamical system on a compact metrizable space W, and where Θ(t,w)∈GL(n,R) satisfies the cocycle condition based on θ and is continuously differentiable in t if T=R. We show that 'semi λ-exponential dichotomy' of (θ,Θ) implies ' λ-exponential dichotomy.' Precisely, if Θ has no Lyapunov exponent λ and is almost uniformly λ-contracting along the λ-stable direction E(w;λ) and if dimE(w;λ) is constant a.e., then Θ is almost λ-exponentially dichotomous. To prove this, we first use Liao's spectrum theorem, which gives integral expression of the Lyapunov exponents, and then use the semi-uniform ergodic theorem by Sturman and Stark, which allows one to derive uniform estimates from nonuniform ones. As a consequence, we obtain the open-and-dense hyperbolicity of eventual GL(2,R)-cocycles based on a uniquely ergodic endomorphism, and of GL(2,R)-cocycles based on a uniquely ergodic equi-continuous endomorphism, respectively. On the other hand, in the sense of C-topology we obtain the density of SL(2,R)-cocycles having positive Lyapunov exponent based on a minimal subshift satisfying the Boshernitzan condition.
Control of chaos in permanent magnet synchronous motor by using optimal Lyapunov exponents placement
Energy Technology Data Exchange (ETDEWEB)
Ataei, Mohammad, E-mail: ataei@eng.ui.ac.i [Department of Electrical Engineering, Faculty of Engineering, University of Isfahan, Hezar-Jerib St., Postal Code 8174673441, Isfahan (Iran, Islamic Republic of); Kiyoumarsi, Arash, E-mail: kiyoumarsi@eng.ui.ac.i [Department of Electrical Engineering, Faculty of Engineering, University of Isfahan, Hezar-Jerib St., Postal Code 8174673441, Isfahan (Iran, Islamic Republic of); Ghorbani, Behzad, E-mail: behzad.ghorbani63@gmail.co [Department of Control Engineering, Najafabad Azad University, Najafabad, Isfahan (Iran, Islamic Republic of)
2010-09-13
Permanent Magnet Synchronous Motor (PMSM) experiences chaotic behavior for a certain range of its parameters. In this case, since the performance of the PMSM degrades, the chaos should be eliminated. In this Letter, the control of the undesirable chaos in PMSM using Lyapunov exponents (LEs) placement is proposed that is also improved by choosing optimal locations of the LEs in the sense of predefined cost function. Moreover, in order to provide the physical realization of the method, nonlinear parameter estimator for the system is suggested. Finally, to show the effectiveness of the proposed methodology, the simulation results for applying this control strategy are provided.
Uniform persistence and upper Lyapunov exponents for monotone skew-product semiflows
International Nuclear Information System (INIS)
Novo, Sylvia; Obaya, Rafael; Sanz, Ana M
2013-01-01
Several results of uniform persistence above and below a minimal set of an abstract monotone skew-product semiflow are obtained. When the minimal set has a continuous separation the results are given in terms of the principal spectrum. In the case that the semiflow is generated by the solutions of a family of non-autonomous differential equations of ordinary, delay or parabolic type, the former results are strongly improved. A method of calculus of the upper Lyapunov exponent of the minimal set is also determined. (paper)
Jitomirskaya, S.; Marx, C. A.
2012-11-01
We show how to extend (and with what limitations) Avila's global theory of analytic SL(2,C) cocycles to families of cocycles with singularities. This allows us to develop a strategy to determine the Lyapunov exponent for the extended Harper's model, for all values of parameters and all irrational frequencies. In particular, this includes the self-dual regime for which even heuristic results did not previously exist in physics literature. The extension of Avila's global theory is also shown to imply continuous behavior of the LE on the space of analytic {M_2({C})}-cocycles. This includes rational approximation of the frequency, which so far has not been available.
Application of the Lyapunov exponent to detect noise-induced chaos in oscillating microbial cultures
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Patnaik, P.R.
2005-01-01
Oscillating microbial processes can, under certain conditions, gravitate into chaotic behavior induced by external noise. Detection and control of chaos are important for the survival of the microorganisms and to operate a process usefully. In this study the largest Lyapunov exponent is recommended as a convenient and reliable index of chaos in continuous oscillating cultures. For the growth of Saccharomyces cerevisiae as a model system, the exponents increase with the oxygen mass transfer coefficient and decrease as the dilution rate increases. By comparing with the corresponding time-domain oscillations determined earlier, it is inferred that weakly oscillating cultures are less likely to be driven to chaotic behavior. The main carbon source, glucose, is quite robust to chaotic destabilization, thus enhancing its suitability as a manipulated variable for bioreactor control
International Nuclear Information System (INIS)
Wang Jianzhou; Jia Ruiling; Zhao Weigang; Wu Jie; Dong Yao
2012-01-01
Highlights: ► The maximal predictive step size is determined by the largest Lyapunov exponent. ► A proper forecasting step size is applied to load demand forecasting. ► The improved approach is validated by the actual load demand data. ► Non-linear fractal extrapolation method is compared with three forecasting models. ► Performance of the models is evaluated by three different error measures. - Abstract: Precise short-term load forecasting (STLF) plays a key role in unit commitment, maintenance and economic dispatch problems. Employing a subjective and arbitrary predictive step size is one of the most important factors causing the low forecasting accuracy. To solve this problem, the largest Lyapunov exponent is adopted to estimate the maximal predictive step size so that the step size in the forecasting is no more than this maximal one. In addition, in this paper a seldom used forecasting model, which is based on the non-linear fractal extrapolation (NLFE) algorithm, is considered to develop the accuracy of predictions. The suitability and superiority of the two solutions are illustrated through an application to real load forecasting using New South Wales electricity load data from the Australian National Electricity Market. Meanwhile, three forecasting models: the gray model, the seasonal autoregressive integrated moving average approach and the support vector machine method, which received high approval in STLF, are selected to compare with the NLFE algorithm. Comparison results also show that the NLFE model is outstanding, effective, practical and feasible.
Determination of the Lyapunov exponents and the information dimension in some dynamical systems
International Nuclear Information System (INIS)
Ziar, A.
1992-01-01
Classical phase space for some dynamical systems relevant in nuclear physics are studied. The nuclei is described by convex billiards or in the mean field theory. In both cases, besides the Poincare surface of sections which gives a qualitative description, each trajectory is characterized by its maximum Lyapunov exponent. The analytic monodromy matrix for a free particle in convex billiards rotating around an axis perpendicular to the plan of billiards, is determined, generalizing a previous result obtained for static billiards. In the frame of the mean field theory, it is shown an interesting alternative to the Lyapunov exponent, which is the dimension of the manifold in the phase space associated to the trajectory, leading to the evaluation of the relative chaotic volume in phase space as a function of the different parameters. The dimension appears as a character which could be determined easily for the rotating mean field, where the dimension of the manifold on which the trajectory is lying could be equal to 5 or 4 for chaotic trajectories, and less or equal to 3 for regular ones
Effect of parameter calculation in direct estimation of the Lyapunov exponent in short time series
Directory of Open Access Journals (Sweden)
A. M. López Jiménez
2002-01-01
Full Text Available The literature about non-linear dynamics offers a few recommendations, which sometimes are divergent, about the criteria to be used in order to select the optimal calculus parameters in the estimation of Lyapunov exponents by direct methods. These few recommendations are circumscribed to the analysis of chaotic systems. We have found no recommendation for the estimation of λ starting from the time series of classic systems. The reason for this is the interest in distinguishing variability due to a chaotic behavior of determinist dynamic systems of variability caused by white noise or linear stochastic processes, and less in the identification of non-linear terms from the analysis of time series. In this study we have centered in the dependence of the Lyapunov exponent, obtained by means of direct estimation, of the initial distance and the time evolution. We have used generated series of chaotic systems and generated series of classic systems with varying complexity. To generate the series we have used the logistic map.
International Nuclear Information System (INIS)
Look, Nicole; Arellano, Christopher J.; Grabowski, Alena M.; Kram, Rodger; McDermott, William J.; Bradley, Elizabeth
2013-01-01
In this paper, we study dynamic stability during running, focusing on the effects of speed, and the use of a leg prosthesis. We compute and compare the maximal Lyapunov exponents of kinematic time-series data from subjects with and without unilateral transtibial amputations running at a wide range of speeds. We find that the dynamics of the affected leg with the running-specific prosthesis are less stable than the dynamics of the unaffected leg and also less stable than the biological legs of the non-amputee runners. Surprisingly, we find that the center-of-mass dynamics of runners with two intact biological legs are slightly less stable than those of runners with amputations. Our results suggest that while leg asymmetries may be associated with instability, runners may compensate for this effect by increased control of their center-of-mass dynamics
Importance sampling with imperfect cloning for the computation of generalized Lyapunov exponents
Anteneodo, Celia; Camargo, Sabrina; Vallejos, Raúl O.
2017-12-01
We revisit the numerical calculation of generalized Lyapunov exponents, L (q ) , in deterministic dynamical systems. The standard method consists of adding noise to the dynamics in order to use importance sampling algorithms. Then L (q ) is obtained by taking the limit noise-amplitude → 0 after the calculation. We focus on a particular method that involves periodic cloning and pruning of a set of trajectories. However, instead of considering a noisy dynamics, we implement an imperfect (noisy) cloning. This alternative method is compared with the standard one and, when possible, with analytical results. As a workbench we use the asymmetric tent map, the standard map, and a system of coupled symplectic maps. The general conclusion of this study is that the imperfect-cloning method performs as well as the standard one, with the advantage of preserving the deterministic dynamics.
Detection of the onset of numerical chaotic instabilities by lyapunov exponents
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Alicia Serfaty De Markus
2001-01-01
Full Text Available It is commonly found in the fixed-step numerical integration of nonlinear differential equations that the size of the integration step is opposite related to the numerical stability of the scheme and to the speed of computation. We present a procedure that establishes a criterion to select the largest possible step size before the onset of chaotic numerical instabilities, based upon the observation that computational chaos does not occur in a smooth, continuous way, but rather abruptly, as detected by examining the largest Lyapunov exponent as a function of the step size. For completeness, examination of the bifurcation diagrams with the step reveals the complexity imposed by the algorithmic discretization, showing the robustness of a scheme to numerical instabilities, illustrated here for explicit and implicit Euler schemes. An example of numerical suppression of chaos is also provided.
Reliability of Lyapunov characteristic exponents computed by the two-particle method
Mei, Lijie; Huang, Li
2018-03-01
For highly complex problems, such as the post-Newtonian formulation of compact binaries, the two-particle method may be a better, or even the only, choice to compute the Lyapunov characteristic exponent (LCE). This method avoids the complex calculations of variational equations compared with the variational method. However, the two-particle method sometimes provides spurious estimates to LCEs. In this paper, we first analyze the equivalence in the definition of LCE between the variational and two-particle methods for Hamiltonian systems. Then, we develop a criterion to determine the reliability of LCEs computed by the two-particle method by considering the magnitude of the initial tangent (or separation) vector ξ0 (or δ0), renormalization time interval τ, machine precision ε, and global truncation error ɛT. The reliable Lyapunov characteristic indicators estimated by the two-particle method form a V-shaped region, which is restricted by d0, ε, and ɛT. Finally, the numerical experiments with the Hénon-Heiles system, the spinning compact binaries, and the post-Newtonian circular restricted three-body problem strongly support the theoretical results.
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Markos, P; Schweitzer, L; Weyrauch, M
2004-01-01
In a recent publication, Kuzovkov et al (2002 J. Phys.: Condens. Matter. 14 13777) announced an analytical solution of the two-dimensional Anderson localization problem via the calculation of a generalized Lyapunov exponent using signal theory. Surprisingly, for certain energies and small disorder strength they observed delocalized states. We study the transmission properties of the same model using well-known transfer matrix methods. Our results disagree with the findings obtained using signal theory. We point to the possible origin of this discrepancy and comment on the general strategy of using a generalized Lyapunov exponent for studying Anderson localization. (comment)
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Guerrieri, A.
2009-01-01
In this report the largest Lyapunov characteristic exponent of a high dimensional atmospheric global circulation model of intermediate complexity has been estimated numerically. A sensitivity analysis has been carried out by varying the equator-to-pole temperature difference, the space resolution and the value of some parameters employed by the model. Chaotic and non-chaotic regimes of circulation have been found. [it
Influence of finite-time Lyapunov exponents on winter precipitation over the Iberian Peninsula
Garaboa-Paz, Daniel; Lorenzo, Nieves; Pérez-Muñuzuri, Vicente
2017-05-01
Seasonal forecasts have improved during the last decades, mostly due to an increase in understanding of the coupled ocean-atmosphere dynamics, and the development of models able to predict the atmosphere variability. Correlations between different teleconnection patterns and severe weather in different parts of the world are constantly evolving and changing. This paper evaluates the connection between winter precipitation over the Iberian Peninsula and the large-scale tropospheric mixing over the eastern Atlantic Ocean. Finite-time Lyapunov exponents (FTLEs) have been calculated from 1979 to 2008 to evaluate this mixing. Our study suggests that significant negative correlations exist between summer FTLE anomalies and winter precipitation over Portugal and Spain. To understand the mechanisms behind this correlation, summer anomalies of the FTLE have also been correlated with other climatic variables such as the sea surface temperature (SST), the sea level pressure (SLP) or the geopotential. The East Atlantic (EA) teleconnection index correlates with the summer FTLE anomalies, confirming their role as a seasonal predictor for winter precipitation over the Iberian Peninsula.
Designing Hyperchaotic Cat Maps With Any Desired Number of Positive Lyapunov Exponents.
Hua, Zhongyun; Yi, Shuang; Zhou, Yicong; Li, Chengqing; Wu, Yue
2018-02-01
Generating chaotic maps with expected dynamics of users is a challenging topic. Utilizing the inherent relation between the Lyapunov exponents (LEs) of the Cat map and its associated Cat matrix, this paper proposes a simple but efficient method to construct an -dimensional ( -D) hyperchaotic Cat map (HCM) with any desired number of positive LEs. The method first generates two basic -D Cat matrices iteratively and then constructs the final -D Cat matrix by performing similarity transformation on one basic -D Cat matrix by the other. Given any number of positive LEs, it can generate an -D HCM with desired hyperchaotic complexity. Two illustrative examples of -D HCMs were constructed to show the effectiveness of the proposed method, and to verify the inherent relation between the LEs and Cat matrix. Theoretical analysis proves that the parameter space of the generated HCM is very large. Performance evaluations show that, compared with existing methods, the proposed method can construct -D HCMs with lower computation complexity and their outputs demonstrate strong randomness and complex ergodicity.
A perturbation method to the tent map based on Lyapunov exponent and its application
Cao, Lv-Chen; Luo, Yu-Ling; Qiu, Sen-Hui; Liu, Jun-Xiu
2015-10-01
Perturbation imposed on a chaos system is an effective way to maintain its chaotic features. A novel parameter perturbation method for the tent map based on the Lyapunov exponent is proposed in this paper. The pseudo-random sequence generated by the tent map is sent to another chaos function — the Chebyshev map for the post processing. If the output value of the Chebyshev map falls into a certain range, it will be sent back to replace the parameter of the tent map. As a result, the parameter of the tent map keeps changing dynamically. The statistical analysis and experimental results prove that the disturbed tent map has a highly random distribution and achieves good cryptographic properties of a pseudo-random sequence. As a result, it weakens the phenomenon of strong correlation caused by the finite precision and effectively compensates for the digital chaos system dynamics degradation. Project supported by the Guangxi Provincial Natural Science Foundation, China (Grant No. 2014GXNSFBA118271), the Research Project of Guangxi University, China (Grant No. ZD2014022), the Fund from Guangxi Provincial Key Laboratory of Multi-source Information Mining & Security, China (Grant No. MIMS14-04), the Fund from the Guangxi Provincial Key Laboratory of Wireless Wideband Communication & Signal Processing, China (Grant No. GXKL0614205), the Education Development Foundation and the Doctoral Research Foundation of Guangxi Normal University, the State Scholarship Fund of China Scholarship Council (Grant No. [2014]3012), and the Innovation Project of Guangxi Graduate Education, China (Grant No. YCSZ2015102).
Hu, D. L.; Liu, X. B.
Both periodic loading and random forces commonly co-exist in real engineering applications. However, the dynamic behavior, especially dynamic stability of systems under parametric periodic and random excitations has been reported little in the literature. In this study, the moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and non-Gaussian colored noise excitations are investigated. The noise is simplified to an Ornstein-Uhlenbeck process by applying the path-integral method. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree well with the results obtained by the Monte Carlo simulation. Finally, the effects of the noise and parametric resonance (such as subharmonic resonance and combination additive resonance) on the stochastic stability of the binary airfoil system are discussed.
Mehdizadeh, Sina; Sanjari, Mohammad Ali
2017-11-07
This study aimed to determine the effect of added noise, filtering and time series length on the largest Lyapunov exponent (LyE) value calculated for time series obtained from a passive dynamic walker. The simplest passive dynamic walker model comprising of two massless legs connected by a frictionless hinge joint at the hip was adopted to generate walking time series. The generated time series was used to construct a state space with the embedding dimension of 3 and time delay of 100 samples. The LyE was calculated as the exponential rate of divergence of neighboring trajectories of the state space using Rosenstein's algorithm. To determine the effect of noise on LyE values, seven levels of Gaussian white noise (SNR=55-25dB with 5dB steps) were added to the time series. In addition, the filtering was performed using a range of cutoff frequencies from 3Hz to 19Hz with 2Hz steps. The LyE was calculated for both noise-free and noisy time series with different lengths of 6, 50, 100 and 150 strides. Results demonstrated a high percent error in the presence of noise for LyE. Therefore, these observations suggest that Rosenstein's algorithm might not perform well in the presence of added experimental noise. Furthermore, findings indicated that at least 50 walking strides are required to calculate LyE to account for the effect of noise. Finally, observations support that a conservative filtering of the time series with a high cutoff frequency might be more appropriate prior to calculating LyE. Copyright © 2017 Elsevier Ltd. All rights reserved.
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Pablo César Rodríguez Gómez
2017-05-01
Full Text Available Context: Because feedback systems are very common and widely used, studies of the structural characteristics under which chaotic behavior is generated have been developed. These can be separated into a nonlinear system and a linear system at least of the third order. Methods such as the descriptive function have been used for analysis. Method: A feedback system is proposed comprising a linear system, a nonlinear system and a delay block, in order to assess his behavior using Lyapunov exponents. It is evaluated with three different linear systems, different delay values and different values for parameters of nonlinear characteristic, aiming to reach chaotic behavior. Results: One hundred experiments were carried out for each of the three linear systems, by changing the value of some parameters, assessing their influence on the dynamics of the system. Contour plots that relate these parameters to the Largest Lyapunov exponent were obtained and analyzed. Conclusions: In spite non-linearity is a condition for the existence of chaos, this does not imply that any nonlinear characteristic generates a chaotic system, it is reflected by the contour plots showing the transitions between chaotic and no chaotic behavior of the feedback system. Language: English
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Bettencourt, João H; López, Cristóbal; Hernández-García, Emilio
2013-01-01
In this paper, we use the finite-size Lyapunov exponent (FSLE) to characterize Lagrangian coherent structures in three-dimensional (3D) turbulent flows. Lagrangian coherent structures act as the organizers of transport in fluid flows and are crucial to understand their stirring and mixing properties. Generalized maxima (ridges) of the FSLE fields are used to locate these coherent structures. 3D FSLE fields are calculated in two phenomenologically distinct turbulent flows: a wall-bounded flow (channel flow) and a regional oceanic flow obtained by the numerical solution of the primitive equations where two-dimensional (2D) turbulence dominates. In the channel flow, autocorrelations of the FSLE field show that the structure is substantially different from the near wall to the mid-channel region and relates well to the more widely studied Eulerian coherent structure of the turbulent channel flow. The ridges of the FSLE field have complex shapes due to the 3D character of the turbulent fluctuations. In the oceanic flow, strong horizontal stirring is present and the flow regime is similar to that of 2D turbulence where the domain is populated by coherent eddies that interact strongly. This in turn results in the presence of high FSLE lines throughout the domain leading to strong non-local mixing. The ridges of the FSLE field are quasi-vertical surfaces, indicating that the horizontal dynamics dominates the flow. Indeed, due to rotation and stratification, vertical motions in the ocean are much less intense than horizontal ones. This suppression is absent in the channel flow, as the 3D character of the FSLE ridges shows. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Lyapunov analysis: from dynamical systems theory to applications’. (paper)
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Franchi, M; Ricci, L
2014-01-01
The embedding of time series provides a valuable, and sometimes indispensable, tool in order to analyze the dynamical properties of a chaotic system. To this purpose, the choice of the embedding dimension and lag is decisive. The scientific literature describes several methods for selecting the most appropriate parameter pairs. Unfortunately, no conclusive criterion to decide which method – and thus which embedding pair – is the best has been so far devised. A widely employed quantity to compare different methods is the maximum Lyapunov exponent (MLE) because, for chaotic systems that have explicit analytic representations, MLE can be numerically evaluated independently of the embedding dimension and lag. Within this framework, we investigated the dependence on the calculated MLE on the embedding dimension and lag in the case of three dynamical systems that are also widespreadly used as reference systems, namely the Lorenz, Rössler and Mackey-Glass attractors. By also taking into account the statistical fluctuations of the calculated MLE, we propose a new method to assess which systems provide suitable test benches for the comparison of different embedding methods via MLE calculation. For example we found that, despite of its popularity in this scientific context, the Rössler attractor is not a reliable workbench to test the validity of an embedding method
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Zamani, Najmeh; Ataei, Mohammad; Niroomand, Mehdi
2015-01-01
Highlights: • Applying nonlinear analysis of complex dynamics displayed by current-mode controlled boost converter. • The ramp compensation method is used to control bifurcation and chaos in these converters based on bifurcation diagram and Lyapunov exponents assignment. • A discrete-time iterative nonlinear mapping model has been derived by inserting the ramp compensation parameter in the dynamical equations of the system. • A design methodology for chaos control is provided in this converter based on Lyapunov exponents assignment in desired values theoretically by proper selection of compensator slope. • Practical results are provided to confirm the theoretical analysis and simulations. - Abstract: Nonlinear analysis of complex dynamics displayed by current mode dc–dc converter and idea of Lyapunov exponents assignment by ramp compensator in order to control chaotic behavior is proposed in this article. A discrete-time iterative nonlinear mapping model is derived. The occurrence of the complex behaviors of bifurcation and chaos generated by varying the circuit parameters are investigated through numerical analysis and software implementation of the circuit. Next, in order to control bifurcation and chaos in these converters, the ramp compensation method is used. By inserting the ramp compensation parameter in the dynamical equations of the system, these complex behaviors are examined theoretically and numerically as well. It is proved that through this method, the stable period-one operation of the converter can be extended. By evaluating the Lyapunov exponents (LEs) of the system, the impact of the slope on the location of LEs are determined analytically. This leads to a design methodology for control of chaos in this converter based on LEs assignment in desired values by proper selection of compensator slope. By developing an experimental set up, practical results are obtained to confirm the theoretical analysis and simulations.
A statistical approach to estimate the LYAPUNOV spectrum in disc brake squeal
Oberst, S.; Lai, J. C. S.
2015-01-01
The estimation of squeal propensity of a brake system from the prediction of unstable vibration modes using the linear complex eigenvalue analysis (CEA) in the frequency domain has its fair share of successes and failures. While the CEA is almost standard practice for the automotive industry, time domain methods and the estimation of LYAPUNOV spectra have not received much attention in brake squeal analyses. One reason is the challenge in estimating the true LYAPUNOV exponents and their discrimination against spurious ones in experimental data. A novel method based on the application of the ECKMANN-RUELLE matrices is proposed here to estimate LYAPUNOV exponents by using noise in a statistical procedure. It is validated with respect to parameter variations and dimension estimates. By counting the number of non-overlapping confidence intervals for LYAPUNOV exponent distributions obtained by moving a window of increasing size over bootstrapped same-length estimates of an observation function, a dispersion measure's width is calculated and fed into a BAYESIAN beta-binomial model. Results obtained using this method for benchmark models of white and pink noise as well as the classical HENON map indicate that true LYAPUNOV exponents can be isolated from spurious ones with high confidence. The method is then applied to accelerometer and microphone data obtained from brake squeal tests. Estimated LYAPUNOV exponents indicate that the pad's out-of-plane vibration behaves quasi-periodically on the brink to chaos while the microphone's squeal signal remains periodic.
Lyapunov matrices approach to the parametric optimization of time-delay systems
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Duda Józef
2015-09-01
Full Text Available In the paper a Lyapunov matrices approach to the parametric optimization problem of time-delay systems with a P-controller is presented. The value of integral quadratic performance index of quality is equal to the value of Lyapunov functional for the initial function of the time-delay system. The Lyapunov functional is determined by means of the Lyapunov matrix
A sampling approach to constructing Lyapunov functions for nonlinear continuous–time systems
Bobiti, R.V.; Lazar, M.
2016-01-01
The problem of constructing a Lyapunov function for continuous-time nonlinear dynamical systems is tackled in this paper via a sampling-based approach. The main idea of the sampling-based method is to verify a Lyapunov-type inequality for a finite number of points (known state vectors) in the
Robust H∞ Control for Singular Time-Delay Systems via Parameterized Lyapunov Functional Approach
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Li-li Liu
2014-01-01
Full Text Available A new version of delay-dependent bounded real lemma for singular systems with state delay is established by parameterized Lyapunov-Krasovskii functional approach. In order to avoid generating nonconvex problem formulations in control design, a strategy that introduces slack matrices and decouples the system matrices from the Lyapunov-Krasovskii parameter matrices is used. Examples are provided to demonstrate that the results in this paper are less conservative than the existing corresponding ones in the literature.
Continuation of probability density functions using a generalized Lyapunov approach
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Baars, S., E-mail: s.baars@rug.nl [Johann Bernoulli Institute for Mathematics and Computer Science, University of Groningen, P.O. Box 407, 9700 AK Groningen (Netherlands); Viebahn, J.P., E-mail: viebahn@cwi.nl [Centrum Wiskunde & Informatica (CWI), P.O. Box 94079, 1090 GB, Amsterdam (Netherlands); Mulder, T.E., E-mail: t.e.mulder@uu.nl [Institute for Marine and Atmospheric research Utrecht, Department of Physics and Astronomy, Utrecht University, Princetonplein 5, 3584 CC Utrecht (Netherlands); Kuehn, C., E-mail: ckuehn@ma.tum.de [Technical University of Munich, Faculty of Mathematics, Boltzmannstr. 3, 85748 Garching bei München (Germany); Wubs, F.W., E-mail: f.w.wubs@rug.nl [Johann Bernoulli Institute for Mathematics and Computer Science, University of Groningen, P.O. Box 407, 9700 AK Groningen (Netherlands); Dijkstra, H.A., E-mail: h.a.dijkstra@uu.nl [Institute for Marine and Atmospheric research Utrecht, Department of Physics and Astronomy, Utrecht University, Princetonplein 5, 3584 CC Utrecht (Netherlands); School of Chemical and Biomolecular Engineering, Cornell University, Ithaca, NY (United States)
2017-05-01
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining probability density functions of systems of stochastic partial differential equations near fixed points, under a small noise approximation. Key innovation is the efficient solution of a generalized Lyapunov equation using an iterative method involving low-rank approximations. We apply and illustrate the capabilities of the method using a problem in physical oceanography, i.e. the occurrence of multiple steady states of the Atlantic Ocean circulation.
Jeong, Peter Inuk
Synthetic jet (SJ) control of a low-Reynolds number, unsteady, compressible, viscous flow over a NACA 65-(1)412 airfoil, typical for unmanned air vehicles and gas turbines, has been investigated computationally. A particular focus was placed in the development and control of Lagrangian Coherent Structures (LCS) and the associated Finite-Time Lyapunov Exponent (FTLE) fields. The FTLE fields quantitatively measure of the repulsion rate in forward-time and the attraction rate in backward-time, and provide a unique perspective on effective flow control. A Discontinuous-Galerkin (DG) methods, high-fidelity Navier-Stokes solver performs direct numerical simulation (DNS) of the airfoil flow. Three SJ control strategies have been investigated: immediately downstream of flow separation, normal to the separated shear layer; near the leading edge, normal to the airfoil suction side; near the trailing edge, normal to the airfoil pressure side. A finite difference algorithm computes the FTLE from DNS velocity data. A baseline flow without SJ control is compared to SJ actuated flows. The baseline flow forms a regular, time-periodic, asymmetric von Karman vortex street in the wake. The SJ downstream of flow separation increases recirculation region vorticity and reduces the effective angle of attack. This decreases the time-averaged lift by 2:98% and increases the time-averaged drag by 5:21%. The leading edge SJ produces small vortices that deflect the shear layer downwards, and decreases the effective angle of attack. This reduces the time-averaged lift by 1:80%, and the time-averaged drag by 1:84%. The trailing edge SJ produces perturbations that add to pressure side vortices without affecting global flow characteristics. The time-averaged lift decreases by 0:47%, and the time-averaged drag increases by 0:20%. For all SJ cases, the aerodynamic performance is much more dependent on changes to the pressure distribution than changes to the skin friction distribution. No proposed
Predictability of chaotic dynamics a finite-time Lyapunov exponents approach
Vallejo, Juan C
2017-01-01
This book is primarily concerned with the computational aspects of predictability of dynamical systems – in particular those where observation, modeling and computation are strongly interdependent. Unlike with physical systems under control in laboratories, for instance in celestial mechanics, one is confronted with the observation and modeling of systems without the possibility of altering the key parameters of the objects studied. Therefore, the numerical simulations offer an essential tool for analyzing these systems. With the widespread use of computer simulations to solve complex dynamical systems, the reliability of the numerical calculations is of ever-increasing interest and importance. This reliability is directly related to the regularity and instability properties of the modeled flow. In this interdisciplinary scenario, the underlying physics provide the simulated models, nonlinear dynamics provides their chaoticity and instability properties, and the computer sciences provide the actual numerica...
Yu, Jue; Zhuang, Jian; Yu, Dehong
2015-01-01
This paper concerns a state feedback integral control using a Lyapunov function approach for a rotary direct drive servo valve (RDDV) while considering parameter uncertainties. Modeling of this RDDV servovalve reveals that its mechanical performance is deeply influenced by friction torques and flow torques; however, these torques are uncertain and mutable due to the nature of fluid flow. To eliminate load resistance and to achieve satisfactory position responses, this paper develops a state feedback control that integrates an integral action and a Lyapunov function. The integral action is introduced to address the nonzero steady-state error; in particular, the Lyapunov function is employed to improve control robustness by adjusting the varying parameters within their value ranges. This new controller also has the advantages of simple structure and ease of implementation. Simulation and experimental results demonstrate that the proposed controller can achieve higher control accuracy and stronger robustness. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.
Sampled-Data Control of Spacecraft Rendezvous with Discontinuous Lyapunov Approach
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Zhuoshi Li
2013-01-01
Full Text Available This paper investigates the sampled-data stabilization problem of spacecraft relative positional holding with improved Lyapunov function approach. The classical Clohessy-Wiltshire equation is adopted to describe the relative dynamic model. The relative position holding problem is converted into an output tracking control problem using sampling signals. A time-dependent discontinuous Lyapunov functionals approach is developed, which will lead to essentially less conservative results for the stability analysis and controller design of the corresponding closed-loop system. Sufficient conditions for the exponential stability analysis and the existence of the proposed controller are provided, respectively. Finally, a simulation result is established to illustrate the effectiveness of the proposed control scheme.
A New Approach to the Method of Lyapunov Functionals and Its Applications
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Yunguo Jin
2013-01-01
Full Text Available We show some results which can replace the graph theory used to construct global Lyapunov functions in some coupled systems of differential equations. We present an example of an epidemic model with stage structure and latency spreading in a heterogeneous host population and obtain a more general threshold for the extinction and persistence of a disease. Using some results obtained by mathematical induction and suitable Lyapunov functionals, we prove the global stability of the endemic equilibrium. For some coupled systems of differential equations, by a similar approach to the discussion of the epidemic model, the conditions of threshold property or global stability can be established without the assumption that the relative matrix is irreducible.
A variational approach to Lyapunov type inequalities from ODEs to PDEs
Cañada, Antonio
2015-01-01
This book highlights the current state of Lyapunov-type inequalities through a detailed analysis. Aimed toward researchers and students working in differential equations and those interested in the applications of stability theory and resonant systems, the book begins with an overview Lyapunov’s original results and moves forward to include prevalent results obtained in the past ten years. Detailed proofs and an emphasis on basic ideas are provided for different boundary conditions for ordinary differential equations, including Neumann, Dirichlet, periodic, and antiperiodic conditions. Novel results of higher eigenvalues, systems of equations, partial differential equations as well as variational approaches are presented. To this respect, a new and unified variational point of view is introduced for the treatment of such problems and a systematic discussion of different types of boundary conditions is featured. Various problems make the study of Lyapunov-type inequalities of interest to those in pure and ...
Christman, Stephen D; Weaver, Ryan
2008-05-01
The nature of temporal variability during speeded finger tapping was examined using linear (standard deviation) and non-linear (Lyapunov exponent) measures. Experiment 1 found that right hand tapping was characterised by lower amounts of both linear and non-linear measures of variability than left hand tapping, and that linear and non-linear measures of variability were often negatively correlated with one another. Experiment 2 found that increased non-linear variability was associated with relatively enhanced performance on a closed-loop motor task (mirror tracing) and relatively impaired performance on an open-loop motor task (pointing in a dark room), especially for left hand performance. The potential uses and significance of measures of non-linear variability are discussed.
Generalized Hurst exponent approach to efficiency in MENA markets
Sensoy, A.
2013-10-01
We study the time-varying efficiency of 15 Middle East and North African (MENA) stock markets by generalized Hurst exponent analysis of daily data with a rolling window technique. The study covers a time period of six years from January 2007 to December 2012. The results reveal that all MENA stock markets exhibit different degrees of long-range dependence varying over time and that the Arab Spring has had a negative effect on market efficiency in the region. The least inefficient market is found to be Turkey, followed by Israel, while the most inefficient markets are Iran, Tunisia, and UAE. Turkey and Israel show characteristics of developed financial markets. Reasons and implications are discussed.
Lyapunov spectra of density fluctuations in TBR-1
International Nuclear Information System (INIS)
Oiwa, N.N.; Fidler-Ferrara, N.
1993-01-01
The results for the Lyapunov exponents associated with density fluctuations measured by Langmuir probes placed in the scrape-off layer of the Tokamak TBR-1 are reported. By a judicious use of the Sano-Sawada and Eckmann-Ruelle algorithms conclusive values for the positive Lyapunov exponents for most of the analysed signals are used showing evidences of chaotic behavior. (author)
Stabilisation of discrete-time polynomial fuzzy systems via a polynomial lyapunov approach
Nasiri, Alireza; Nguang, Sing Kiong; Swain, Akshya; Almakhles, Dhafer
2018-02-01
This paper deals with the problem of designing a controller for a class of discrete-time nonlinear systems which is represented by discrete-time polynomial fuzzy model. Most of the existing control design methods for discrete-time fuzzy polynomial systems cannot guarantee their Lyapunov function to be a radially unbounded polynomial function, hence the global stability cannot be assured. The proposed control design in this paper guarantees a radially unbounded polynomial Lyapunov functions which ensures global stability. In the proposed design, state feedback structure is considered and non-convexity problem is solved by incorporating an integrator into the controller. Sufficient conditions of stability are derived in terms of polynomial matrix inequalities which are solved via SOSTOOLS in MATLAB. A numerical example is presented to illustrate the effectiveness of the proposed controller.
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Solano, Yully P; Uribe, Rodolfo; Frydman, Marcelo; Saavedra, Nestor F; Calderon, Zuly H
2007-01-01
The methodology for the pore pressure prediction known as an exponent is o function of an exponent of adjustment that was originally defined for the Gulf of Mexico (Jorden and Shirley, 1966; Eaton, 1972). A limiting factor of this methodology is the definition of the normal compaction trend (NCT), which needs to be interpreted from the data (Mouchet and Mitchell, 1989). In this study, the D exponent methodology was modified to make it applicable to the Oligocene Carbonera Formation in an oil field of the llanos foothills Colombia. The approach consisted of calculating the ratio between affective stress and the D exponent of each wall, in order to find a robust NCT for the entire field, thus reducing subjectivity in the traditional d exponent methodology. Pore pressure determinations from Measured Direct Tests (MDT) at one wall confirm the predictive capability of our approach
Czech Academy of Sciences Publication Activity Database
Hengster-Movric, K.; Šebek, M.; Čelikovský, Sergej
2016-01-01
Roč. 353, č. 14 (2016), s. 3457-3486 ISSN 0016-0032 R&D Projects: GA ČR GA13-20433S Grant - others:GA ČR(CZ) GJ16-25493Y Institutional support: RVO:67985556 Keywords : Multi-agent nonlinear systems * structured Lyapunov functions Subject RIV: BC - Control Systems Theory Impact factor: 3.139, year: 2016 http://library.utia.cas.cz/separaty/2016/TR/celikovsky-0462691.pdf
Lyapunov analysis: from dynamical systems theory to applications
Cencini, Massimo; Ginelli, Francesco
2013-06-01
[17], von Neumann [18], Krylov [19]3 and Asonov and Sinai [20] on ergodic theory. Lyapunov exponents quantify exponential sensitivity to initial conditions and provide direct access to the entropy production in ergodic systems via the Pesin theory [21]. Further advances have been made possible by the introduction of proper physical invariant measures for certain dissipative systems due to Sinai [22], Ruelle [23] and Bowen [24, 25]. However, it was necessary to wait until the end of the 1970s before the independent works of Shimada and Nagashima [26] and Benettin et al [27] introduced the numerical algorithms required to compute Lyapunov exponents beyond the largest one. The availability of such algorithms and also, at about the same time, of those necessary for the computation of fractal dimensions and entropies by Grassberger and Procaccia [28], made possible the study of chaotic behavior in physically relevant models. Lyapunov analysis, applied to experimental systems [29], was also made possible by a combination of these numerical methods with ideas from nonlinear time series analysis [30]. As a result, it is nowadays widely recognized that Lyapunov exponents are a central tool of chaos theory, crucial for characterizing a number of interesting physical properties including dynamical entropies and fractal dimensions [31]. Their pivotal role in modern dynamical systems theory has been established by a fruitful exchange between a rigorous (and beautiful) mathematical theory and the algorithmic approaches essential for understanding many physical phenomena. From the 1990s to the present, with the concomitant progress in both theoretical understanding and computer capabilities, there has been a progressive shift of interest from low dimensional towards high dimensional systems. This shift towards dynamics characterized by many degrees of freedom, possibly spatially organized and/or with several characteristic temporal scales, has been accompanied by the need for
Directory of Open Access Journals (Sweden)
Hui Ye
2017-01-01
Full Text Available This paper investigates the problem of global stabilization for a class of switched nonlinear systems using multiple Lyapunov functions (MLFs. The restrictions on nonlinearities are neither linear growth condition nor Lipschitz condition with respect to system states. Based on adding a power integrator technique, we design homogeneous state feedback controllers of all subsystems and a switching law to guarantee that the closed-loop system is globally asymptotically stable. Finally, an example is given to illustrate the validity of the proposed control scheme.
A new combined approach on Hurst exponent estimate and its applications in realized volatility
Luo, Yi; Huang, Yirong
2018-02-01
The purpose of this paper is to propose a new estimator of Hurst exponent based on the combined information of the conventional rescaled range methods. We demonstrate the superiority of the proposed estimator by Monte Carlo simulations, and the applications in estimating the Hurst exponent of daily volatility series in Chinese stock market. Moreover, we indicate the impact of the type of estimator and structural break on the estimating results of Hurst exponent.
A Lyapunov based approach to energy maximization in renewable energy technologies
Iyasere, Erhun
This dissertation describes the design and implementation of Lyapunov-based control strategies for the maximization of the power captured by renewable energy harnessing technologies such as (i) a variable speed, variable pitch wind turbine, (ii) a variable speed wind turbine coupled to a doubly fed induction generator, and (iii) a solar power generating system charging a constant voltage battery. First, a torque control strategy is presented to maximize wind energy captured in variable speed, variable pitch wind turbines at low to medium wind speeds. The proposed strategy applies control torque to the wind turbine pitch and rotor subsystems to simultaneously control the blade pitch and tip speed ratio, via the rotor angular speed, to an optimum point at which the capture efficiency is maximum. The control method allows for aerodynamic rotor power maximization without exact knowledge of the wind turbine model. A series of numerical results show that the wind turbine can be controlled to achieve maximum energy capture. Next, a control strategy is proposed to maximize the wind energy captured in a variable speed wind turbine, with an internal induction generator, at low to medium wind speeds. The proposed strategy controls the tip speed ratio, via the rotor angular speed, to an optimum point at which the efficiency constant (or power coefficient) is maximal for a particular blade pitch angle and wind speed by using the generator rotor voltage as a control input. This control method allows for aerodynamic rotor power maximization without exact wind turbine model knowledge. Representative numerical results demonstrate that the wind turbine can be controlled to achieve near maximum energy capture. Finally, a power system consisting of a photovoltaic (PV) array panel, dc-to-dc switching converter, charging a battery is considered wherein the environmental conditions are time-varying. A backstepping PWM controller is developed to maximize the power of the solar generating
An Event-Triggered Online Energy Management Algorithm of Smart Home: Lyapunov Optimization Approach
Directory of Open Access Journals (Sweden)
Wei Fan
2016-05-01
Full Text Available As an important component of the smart grid on the user side, a home energy management system is the core of optimal operation for a smart home. In this paper, the energy scheduling problem for a household equipped with photovoltaic devices was investigated. An online energy management algorithm based on event triggering was proposed. The Lyapunov optimization method was adopted to schedule controllable load in the household. Without forecasting related variables, real-time decisions were made based only on the current information. Energy could be rapidly regulated under the fluctuation of distributed generation, electricity demand and market price. The event-triggering mechanism was adopted to trigger the execution of the online algorithm, so as to cut down the execution frequency and unnecessary calculation. A comprehensive result obtained from simulation shows that the proposed algorithm could effectively decrease the electricity bills of users. Moreover, the required computational resource is small, which contributes to the low-cost energy management of a smart home.
Image-Based Visual Servoing for Robotic Systems: A Nonlinear Lyapunov-Based Control Approach
International Nuclear Information System (INIS)
Dixon, Warren
2003-01-01
The objective of this project is to enable current and future EM robots with an increased ability to perceive and interact with unstructured and unknown environments through the use of camera-based visual servo controllers. The scientific goals of this research are to develop a new visual servo control methodology that: (1) adapts for the unknown camera calibration parameters (e.g., focal length, scaling factors, camera position, and orientation) and the physical parameters of the robotic system (e.g., mass, inertia, friction), (2) compensates for unknown depth information (extract 3D information from the 2D image), and (3) enables multi-uncalibrated cameras to be used as a means to provide a larger field-of-view. Nonlinear Lyapunov-based techniques in conjunction with results from projective geometry are being used to overcome the complex control issues and alleviate many of the restrictive assumptions that impact current visual servo controlled robotic systems. The potential relevance of this control methodology will be a plug-and-play visual servoing control module that can be utilized in conjunction with current technology such as feature extraction and recognition, to enable current EM robotic systems with the capabilities of increased accuracy, autonomy, and robustness, with a larger field of view (and hence a larger workspace). These capabilities will enable EM robots to significantly accelerate D and D operations by providing for improved robot autonomy and increased worker productivity, while also reducing the associated costs, removing the human operator from the hazardous environments, and reducing the burden and skill of the human operators
Image-Based Visual Servoing for Robotic Systems: A Nonlinear Lyapunov-Based Control Approach
International Nuclear Information System (INIS)
Dixon, Warren
2002-01-01
The objective of this project is to enable current and future EM robots with an increased ability to perceive and interact with unstructured and unknown environments through the use of camera-based visual servo controlled robots. The scientific goals of this research are to develop a new visual servo control methodology that: (1) adapts for the unknown camera calibration parameters (e.g., focal length, scaling factors, camera position and orientation) and the physical parameters of the robotic system (e.g., mass, inertia, friction), (2) compensates for unknown depth information (extract 3D information from the 2D image), and (3) enables multi-uncalibrated cameras to be used as a means to provide a larger field-of-view. Nonlinear Lyapunov-based techniques are being used to overcome the complex control issues and alleviate many of the restrictive assumptions that impact current visual servo controlled robotic systems. The potential relevance of this control methodology will be a plug-and-play visual servoing control module that can be utilized in conjunction with current technology such as feature extraction and recognition, to enable current EM robotic systems with the capabilities of increased accuracy, autonomy, and robustness, with a larger field of view (and hence a larger workspace). These capabilities will enable EM robots to significantly accelerate D and D operations by providing for improved robot autonomy and increased worker productivity, while also reducing the associated costs, removing the human operator from the hazardous environments, and reducing the burden and skill of the human operators
Image-Based Visual Servoing for Robotic Systems: A Nonlinear Lyapunov-Based Control Approach
International Nuclear Information System (INIS)
Dixon, Warren
2004-01-01
There is significant motivation to provide robotic systems with improved autonomy as a means to significantly accelerate deactivation and decommissioning (DandD) operations while also reducing the associated costs, removing human operators from hazardous environments, and reducing the required burden and skill of human operators. To achieve improved autonomy, this project focused on the basic science challenges leading to the development of visual servo controllers. The challenge in developing these controllers is that a camera provides 2-dimensional image information about the 3-dimensional Euclidean-space through a perspective (range dependent) projection that can be corrupted by uncertainty in the camera calibration matrix and by disturbances such as nonlinear radial distortion. Disturbances in this relationship (i.e., corruption in the sensor information) propagate erroneous information to the feedback controller of the robot, leading to potentially unpredictable task execution. This research project focused on the development of a visual servo control methodology that targets compensating for disturbances in the camera model (i.e., camera calibration and the recovery of range information) as a means to achieve predictable response by the robotic system operating in unstructured environments. The fundamental idea is to use nonlinear Lyapunov-based techniques along with photogrammetry methods to overcome the complex control issues and alleviate many of the restrictive assumptions that impact current robotic applications. The outcome of this control methodology is a plug-and-play visual servoing control module that can be utilized in conjunction with current technology such as feature recognition and extraction to enable robotic systems with the capabilities of increased accuracy, autonomy, and robustness, with a larger field of view (and hence a larger workspace). The developed methodology has been reported in numerous peer-reviewed publications and the
a Comparison of Three Hurst Exponent Approaches to Predict Nascent Bubbles in S&P500 Stocks
Fernández-Martínez, M.; Sánchez-Granero, M. A.; Muñoz Torrecillas, M. J.; McKelvey, Bill
Since the pioneer contributions due to Vandewalle and Ausloos, the Hurst exponent has been applied by econophysicists as a useful indicator to deal with investment strategies when such a value is above or below 0.5, the Hurst exponent of a Brownian motion. In this paper, we hypothesize that the self-similarity exponent of financial time series provides a reliable indicator for herding behavior (HB) in the following sense: if there is HB, then the higher the price, the more the people will buy. This will generate persistence in the stocks which we shall measure by their self-similarity exponents. Along this work, we shall explore whether there is some connections between the self-similarity exponent of a stock (as a HB indicator) and the stock’s future performance under the assumption that the HB will last for some time. With this aim, three approaches to calculate the self-similarity exponent of a time series are compared in order to determine which performs best to identify the transition from random efficient market behavior to HB and hence, to detect the beginning of a bubble. Generalized Hurst Exponent, Detrended Fluctuation Analysis, and GM2 algorithms have been tested. Traditionally, researchers have focused on identifying the beginning of a crash. We study the beginning of the transition from efficient market behavior to a market bubble, instead. Our empirical results support that the higher (respectively the lower) the self-similarity index, the higher (respectively the lower) the mean of the price change, and hence, the better (respectively the worse) the performance of the corresponding stock. This would imply, as a consequence, that the transition process from random efficient market to HB has started. For experimentation purposes, S&P500 stock Index constituted our main data source.
Mancilla Canales, M. A.; Leguto, A. J.; Riquelme, B. D.; León, P. Ponce de; Bortolato, S. A.; Korol, A. M.
2017-12-01
Ektacytometry techniques quantifies red blood cells (RBCs) deformability by measuring the elongation of suspended RBCs subjected to shear stress. Raw shear stress elongation plots are difficult to understand, thus most research papers apply data reduction methods characterizing the relationship between curve fitting. Our approach works with the naturally generated photometrically recorded time series of the diffraction pattern of several million of RBCs subjected to shear stress, and applies nonlinear quantifiers to study the fluctuations of these elongations. The development of new quantitative methods is crucial for restricting the subjectivity in the study of the cells behavior, mainly if they are capable of analyze at the same time biological and mechanical aspects of the cells in flowing conditions and compare their dynamics. A patented optical system called Erythrocyte Rheometer was used to evaluate viscoelastic properties of erythrocytes by Ektacytometry. To analyze cell dynamics we used the technique of Time Delay Coordinates, False Nearest Neighbors, the forecasting procedure proposed by Sugihara and May, and Hurst exponent. The results have expressive meaning on comparing healthy samples with parasite treated samples, suggesting that apparent noise associated with deterministic chaos can be used not only to distinguish but also to characterize biological and mechanical aspects of cells at the same time in flowing conditions.
Finite-time braiding exponents
Budišić, Marko; Thiffeault, Jean-Luc
2015-08-01
Topological entropy of a dynamical system is an upper bound for the sum of positive Lyapunov exponents; in practice, it is strongly indicative of the presence of mixing in a subset of the domain. Topological entropy can be computed by partition methods, by estimating the maximal growth rate of material lines or other material elements, or by counting the unstable periodic orbits of the flow. All these methods require detailed knowledge of the velocity field that is not always available, for example, when ocean flows are measured using a small number of floating sensors. We propose an alternative calculation, applicable to two-dimensional flows, that uses only a sparse set of flow trajectories as its input. To represent the sparse set of trajectories, we use braids, algebraic objects that record how trajectories exchange positions with respect to a projection axis. Material curves advected by the flow are represented as simplified loop coordinates. The exponential rate at which a braid stretches loops over a finite time interval is the Finite-Time Braiding Exponent (FTBE). We study FTBEs through numerical simulations of the Aref Blinking Vortex flow, as a representative of a general class of flows having a single invariant component with positive topological entropy. The FTBEs approach the value of the topological entropy from below as the length and number of trajectories is increased; we conjecture that this result holds for a general class of ergodic, mixing systems. Furthermore, FTBEs are computed robustly with respect to the numerical time step, details of braid representation, and choice of initial conditions. We find that, in the class of systems we describe, trajectories can be re-used to form different braids, which greatly reduces the amount of data needed to assess the complexity of the flow.
International Nuclear Information System (INIS)
Takeuchi, Kazumasa A; Chaté, Hugues
2013-01-01
We show, using covariant Lyapunov vectors in addition to standard Lyapunov analysis, that there exists a set of collective Lyapunov modes in large chaotic systems exhibiting collective dynamics. Associated with delocalized Lyapunov vectors, they act collectively on the trajectory and hence characterize the instability of its collective dynamics. We further develop, for globally coupled systems, a connection between these collective modes and the Lyapunov modes in the corresponding Perron–Frobenius equation. We thereby address the fundamental question of the effective dimension of collective dynamics and discuss the extensivity of chaos in the presence of collective dynamics. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Lyapunov analysis: from dynamical systems theory to applications’. (paper)
Relative Lyapunov Center Bifurcations
DEFF Research Database (Denmark)
Wulff, Claudia; Schilder, Frank
2014-01-01
Relative equilibria (REs) and relative periodic orbits (RPOs) are ubiquitous in symmetric Hamiltonian systems and occur, for example, in celestial mechanics, molecular dynamics, and rigid body motion. REs are equilibria, and RPOs are periodic orbits of the symmetry reduced system. Relative Lyapunov...... center bifurcations are bifurcations of RPOs from REs corresponding to Lyapunov center bifurcations of the symmetry reduced dynamics. In this paper we first prove a relative Lyapunov center theorem by combining recent results on the persistence of RPOs in Hamiltonian systems with a symmetric Lyapunov...... center theorem of Montaldi, Roberts, and Stewart. We then develop numerical methods for the detection of relative Lyapunov center bifurcations along branches of RPOs and for their computation. We apply our methods to Lagrangian REs of the N-body problem....
International Nuclear Information System (INIS)
Ginelli, Francesco; Politi, Antonio; Chaté, Hugues; Livi, Roberto
2013-01-01
Recent years have witnessed a growing interest in covariant Lyapunov vectors (CLVs) which span local intrinsic directions in the phase space of chaotic systems. Here, we review the basic results of ergodic theory, with a specific reference to the implications of Oseledets’ theorem for the properties of the CLVs. We then present a detailed description of a ‘dynamical’ algorithm to compute the CLVs and show that it generically converges exponentially in time. We also discuss its numerical performance and compare it with other algorithms presented in the literature. We finally illustrate how CLVs can be used to quantify deviations from hyperbolicity with reference to a dissipative system (a chain of Hénon maps) and a Hamiltonian model (a Fermi–Pasta–Ulam chain). This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Lyapunov analysis: from dynamical systems theory to applications’. (paper)
Universality in chaos: Lyapunov spectrum and random matrix theory
Hanada, Masanori; Shimada, Hidehiko; Tezuka, Masaki
2018-02-01
We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by random matrix theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass-deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at t =0 , while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random matrices.
Universality in chaos: Lyapunov spectrum and random matrix theory.
Hanada, Masanori; Shimada, Hidehiko; Tezuka, Masaki
2018-02-01
We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by random matrix theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass-deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at t=0, while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random matrices.
Hall magnetohydrodynamics: Conservation laws and Lyapunov stability
International Nuclear Information System (INIS)
Holm, D.D.
1987-01-01
Hall electric fields produce circulating mass flow in confined ideal-fluid plasmas. The conservation laws, Hamiltonian structure, equilibrium state relations, and Lyapunov stability conditions are presented here for ideal Hall magnetohydrodynamics (HMHD) in two and three dimensions. The approach here is to use the remarkable array of nonlinear conservation laws for HMHD that follow from its Hamiltonian structure in order to construct explicit Lyapunov functionals for the HMHD equilibrium states. In this way, the Lyapunov stability analysis provides classes of HMHD equilibria that are stable and whose linearized initial-value problems are well posed (in the sense of possessing continuous dependence on initial conditions). Several examples are discussed in both two and three dimensions
Stability of time-delay systems via Lyapunov functions
Directory of Open Access Journals (Sweden)
Carlos F. Alastruey
2002-01-01
Full Text Available In this paper, a Lyapunov function candidate is introduced for multivariable systems with inner delays, without assuming a priori stability for the nondelayed subsystem. By using this Lyapunov function, a controller is deduced. Such a controller utilizes an input–output description of the original system, a circumstance that facilitates practical applications of the proposed approach.
International Nuclear Information System (INIS)
El-Nabulsi, Ahmad Rami
2009-01-01
Multidimensional fractional actionlike variational problem with time-dependent dynamical fractional exponents is constructed. Fractional Euler-Lagrange equations are derived and discussed in some details. The results obtained are used to explore some novel aspects of fractional quantum field theory where many interesting consequences are revealed, in particular the complexification of quantum field theory, in particular Dirac operators and the novel notion of 'mass without mass'.
P. E. S. N. Krishna Prasad; Pavan Kumar K; M. V. Ramakrishna; B. D. C. N. Prasad
2013-01-01
Biometrics is one of the primary key concepts of real application domains such as aadhar card, passport, pan card, etc. In such applications user can provide two to three biometrics patterns like face, finger, palm, signature, iris data, and so on. We considered face and finger patterns for encoding and then also for verification. Using this data we proposed a novel model for authentication in multimodal biometrics often called Context-Sensitive Exponent Associative Memory Mode...
Lyapunov vectors and assimilation in the unstable subspace: theory and applications
International Nuclear Information System (INIS)
Palatella, Luigi; Carrassi, Alberto; Trevisan, Anna
2013-01-01
Based on a limited number of noisy observations, estimation algorithms provide a complete description of the state of a system at current time. Estimation algorithms that go under the name of assimilation in the unstable subspace (AUS) exploit the nonlinear stability properties of the forecasting model in their formulation. Errors that grow due to sensitivity to initial conditions are efficiently removed by confining the analysis solution in the unstable and neutral subspace of the system, the subspace spanned by Lyapunov vectors with positive and zero exponents, while the observational noise does not disturb the system along the stable directions. The formulation of the AUS approach in the context of four-dimensional variational assimilation (4DVar-AUS) and the extended Kalman filter (EKF-AUS) and its application to chaotic models is reviewed. In both instances, the AUS algorithms are at least as efficient but simpler to implement and computationally less demanding than their original counterparts. As predicted by the theory when error dynamics is linear, the optimal subspace dimension for 4DVar-AUS is given by the number of positive and null Lyapunov exponents, while the EKF-AUS algorithm, using the same unstable and neutral subspace, recovers the solution of the full EKF algorithm, but dealing with error covariance matrices of a much smaller dimension and significantly reducing the computational burden. Examples of the application to a simplified model of the atmospheric circulation and to the optimal velocity model for traffic dynamics are given. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Lyapunov analysis: from dynamical systems theory to applications’. (paper)
Nuclear multifragmentation critical exponents
International Nuclear Information System (INIS)
Bauer, W.; Friedman, W.A.; Univ. of Wisconsin, Madison, WI
1995-01-01
In a recent Letter, cited in a reference, the EoS collaboration presented data of fragmentation of 1 A GeV gold nuclei incident on carbon. By analyzing moments of the fragment charge distribution, the authors claim to determine the values of the critical exponents γ, β, and τ for finite nuclei. These data represent a crucial step forward in the understanding of the physics of nuclear fragmentation. However, as shown in this paper, the analysis presented in the cited reference is not sufficient to support the claim that the critical exponents for nuclear fragmentation have been unambiguously determined
Heat conduction in one-dimensional chains and nonequilibrium Lyapunov spectrum
International Nuclear Information System (INIS)
Posch, H.A.; Hoover, W.G.
1998-01-01
We define and study the heat conductivity κ and the Lyapunov spectrum for a modified 'ding-a-ling' chain undergoing steady heat flow. Free and bound particles alternate along a chain. In the present work, we use a linear gravitational potential to bind all the even-numbered particles to their lattice sites. The chain is bounded by two stochastic heat reservoirs, one hot and one cold. The Fourier conductivity of the chain decreases smoothly to a finite large-system limit. Special treatment of satellite collisions with the stochastic boundaries is required to obtain Lyapunov spectra. The summed spectra are negative, and correspond to a relatively small contraction in phase space, with the formation of a multifractal strange attractor. The largest of the Lyapunov exponents for the ding-a-ling chain appears to converge to a limiting value with increasing chain length, so that the large-system Lyapunov spectrum has a finite limit. copyright 1998 The American Physical Society
Lyapunov functions for the fixed points of the Lorenz model
International Nuclear Information System (INIS)
Bakasov, A.A.; Govorkov, B.B. Jr.
1992-11-01
We have shown how the explicit Lyapunov functions can be constructed in the framework of a regular procedure suggested and completed by Lyapunov a century ago (''method of critical cases''). The method completely covers all practically encountering subtle cases of stability study for ordinary differential equations when the linear stability analysis fails. These subtle cases, ''the critical cases'', according to Lyapunov, include both bifurcations of solutions and solutions of systems with symmetry. Being properly specialized and actually powerful in case of ODE's, this Lyapunov's method is formulated in simple language and should attract a wide interest of the physical audience. The method leads to inevitable construction of the explicit Lyapunov function, takes automatically into account the Fredholm alternative and avoids infinite step calculations. Easy and apparent physical interpretation of the Lyapunov function as a potential or as a time-dependent entropy provides one with more details about the local dynamics of the system at non-equilibrium phase transition points. Another advantage is that this Lyapunov's method consists of a set of very detailed explicit prescriptions which allow one to easy programmize the method for a symbolic processor. The application of the Lyapunov theory for critical cases has been done in this work to the real Lorenz equations and it is shown, in particular, that increasing σ at the Hopf bifurcation point suppresses the contribution of one of the variables to the destabilization of the system. The relation of the method to contemporary methods and its place among them have been clearly and extensively discussed. Due to Appendices, the paper is self-contained and does not require from a reader to approach results published only in Russian. (author). 38 refs
Robust lyapunov controller for uncertain systems
Laleg-Kirati, Taous-Meriem; Elmetennani, Shahrazed
2017-01-01
Various examples of systems and methods are provided for Lyapunov control for uncertain systems. In one example, a system includes a process plant and a robust Lyapunov controller configured to control an input of the process plant. The robust
Using genetic programming to find Lyapunov functions
Soute, I.A.C.; Molengraft, van de M.J.G.; Angelis, G.Z.; Ryan, C; Spector, L.
2001-01-01
In this paper Genetic Programming is used to find Lyapunov functions for (non)linear dif ferential equations of autonomous systems. As Lyapunov functions can be difficult to find, we use OP to make the decisions concerning the form of the Lyapunov function. As an e5cample two systems are taken to
Quantum critical Hall exponents
Lütken, C A
2014-01-01
We investigate a finite size "double scaling" hypothesis using data from an experiment on a quantum Hall system with short range disorder [1-3]. For Hall bars of width w at temperature T the scaling form is w(-mu)T(-kappa), where the critical exponent mu approximate to 0.23 we extract from the data is comparable to the multi-fractal exponent alpha(0) - 2 obtained from the Chalker-Coddington (CC) model [4]. We also use the data to find the approximate location (in the resistivity plane) of seven quantum critical points, all of which closely agree with the predictions derived long ago from the modular symmetry of a toroidal sigma-model with m matter fields [5]. The value nu(8) = 2.60513 ... of the localisation exponent obtained from the m = 8 model is in excellent agreement with the best available numerical value nu(num) = 2.607 +/- 0.004 derived from the CC-model [6]. Existing experimental data appear to favour the m = 9 model, suggesting that the quantum Hall system is not in the same universality class as th...
Directory of Open Access Journals (Sweden)
Jesus Manuel Munoz-Pacheco
2013-01-01
Full Text Available An algorithm to compute the Lyapunov exponents of piecewise linear function-based multidirectional multiscroll chaotic oscillators is reported. Based on the m regions in the piecewise linear functions, the suggested algorithm determines the individual expansion rate of Lyapunov exponents from m-piecewise linear variational equations and their associated m-Jacobian matrices whose entries remain constant during all computation cycles. Additionally, by considering OpAmp-based chaotic oscillators, we study the impact of two analog design procedures on the magnitude of Lyapunov exponents. We focus on analyzing variations of both frequency bandwidth and voltage/current dynamic range of the chaotic signals at electronic system level. As a function of the design parameters, a renormalization factor is proposed to estimate correctly the Lyapunov spectrum. Numerical simulation results in a double-scroll type chaotic oscillator and complex chaotic oscillators generating multidirectional multiscroll chaotic attractors on phase space confirm the usefulness of the reported algorithm.
Monte Carlo-based tail exponent estimator
Barunik, Jozef; Vacha, Lukas
2010-11-01
In this paper we propose a new approach to estimation of the tail exponent in financial stock markets. We begin the study with the finite sample behavior of the Hill estimator under α-stable distributions. Using large Monte Carlo simulations, we show that the Hill estimator overestimates the true tail exponent and can hardly be used on samples with small length. Utilizing our results, we introduce a Monte Carlo-based method of estimation for the tail exponent. Our proposed method is not sensitive to the choice of tail size and works well also on small data samples. The new estimator also gives unbiased results with symmetrical confidence intervals. Finally, we demonstrate the power of our estimator on the international world stock market indices. On the two separate periods of 2002-2005 and 2006-2009, we estimate the tail exponent.
Generalized decompositions of dynamic systems and vector Lyapunov functions
Ikeda, M.; Siljak, D. D.
1981-10-01
The notion of decomposition is generalized to provide more freedom in constructing vector Lyapunov functions for stability analysis of nonlinear dynamic systems. A generalized decomposition is defined as a disjoint decomposition of a system which is obtained by expanding the state-space of a given system. An inclusion principle is formulated for the solutions of the expansion to include the solutions of the original system, so that stability of the expansion implies stability of the original system. Stability of the expansion can then be established by standard disjoint decompositions and vector Lyapunov functions. The applicability of the new approach is demonstrated using the Lotka-Volterra equations.
Regeneration cycle and the covariant Lyapunov vectors in a minimal wall turbulence.
Inubushi, Masanobu; Takehiro, Shin-ichi; Yamada, Michio
2015-08-01
Considering a wall turbulence as a chaotic dynamical system, we study regeneration cycles in a minimal wall turbulence from the viewpoint of orbital instability by employing the covariant Lyapunov analysis developed by [F. Ginelli et al. Phys. Rev. Lett. 99, 130601 (2007)]. We divide the regeneration cycle into two phases and characterize them with the local Lyapunov exponents and the covariant Lyapunov vectors of the Navier-Stokes turbulence. In particular, we show numerically that phase (i) is dominated by instabilities related to the sinuous mode and the streamwise vorticity, and there is no instability in phase (ii). Furthermore, we discuss a mechanism of the regeneration cycle, making use of an energy budget analysis.
Construction of the Lyapunov Spectrum in a Chaotic System Displaying Phase Synchronization
Energy Technology Data Exchange (ETDEWEB)
Carlo, Leonardo De, E-mail: neoleodeo@gmail.com [Gran Sasso Science Institute (GSSI) (Italy); Gentile, Guido, E-mail: gentile@mat.uniroma3.it; Giuliani, Alessandro, E-mail: giuliani@mat.uniroma3.it [Università degli Studi Roma Tre, Dipartimento di Matematica e Fisica (Italy)
2016-06-15
We consider a three-dimensional chaotic system consisting of the suspension of Arnold’s cat map coupled with a clock via a weak dissipative interaction. We show that the coupled system displays a synchronization phenomenon, in the sense that the relative phase between the suspension flow and the clock locks to a special value, thus making the motion fall onto a lower dimensional attractor. More specifically, we construct the attractive invariant manifold, of dimension smaller than three, using a convergent perturbative expansion. Moreover, we compute via convergent series the Lyapunov exponents, including notably the central one. The result generalizes a previous construction of the attractive invariant manifold in a similar but simpler model. The main novelty of the current construction relies in the computation of the Lyapunov spectrum, which consists of non-trivial analytic exponents. Some conjectures about a possible smoothening transition of the attractor as the coupling is increased are also discussed.
Relating Lagrangian passive scalar scaling exponents to Eulerian scaling exponents in turbulence
Schmitt , François G
2005-01-01
Intermittency is a basic feature of fully developed turbulence, for both velocity and passive scalars. Intermittency is classically characterized by Eulerian scaling exponent of structure functions. The same approach can be used in a Lagrangian framework to characterize the temporal intermittency of the velocity and passive scalar concentration of a an element of fluid advected by a turbulent intermittent field. Here we focus on Lagrangian passive scalar scaling exponents, and discuss their p...
On the angle between the first and second Lyapunov vectors in spatio-temporal chaos
International Nuclear Information System (INIS)
Pazó, D; López, J M; Rodríguez, M A
2013-01-01
In a dynamical system the first Lyapunov vector (LV) is associated with the largest Lyapunov exponent and indicates—at any point on the attractor—the direction of maximal growth in tangent space. The LV corresponding to the second largest Lyapunov exponent generally points in a different direction, but tangencies between both vectors can in principle occur. Here we find that the probability density function (PDF) of the angle ψ spanned by the first and second LVs should be expected to be approximately symmetric around π/4 and to peak at 0 and π/2. Moreover, for small angles we uncover a scaling law for the PDF Q of ψ l = ln ψ with the system size L: Q(ψ l ) = L −1/2 f(ψ l L −1/2 ). We give a theoretical argument that justifies this scaling form and also explains why it should be universal (irrespective of the system details) for spatio-temporal chaos in one spatial dimension. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Lyapunov analysis: from dynamical systems theory to applications’. (paper)
Lyapunov Function Synthesis - Algorithm and Software
DEFF Research Database (Denmark)
Leth, Tobias; Sloth, Christoffer; Wisniewski, Rafal
2016-01-01
In this paper we introduce an algorithm for the synthesis of polynomial Lyapunov functions for polynomial vector fields. The Lyapunov function is a continuous piecewisepolynomial defined on simplices, which compose a collection of simplices. The algorithm is elaborated and crucial features are ex...
International Nuclear Information System (INIS)
Aruquipa Coloma, Wilmer
2017-01-01
Nuclear reactors are susceptible to instability, causing oscillations in reactor power in specific working regions characterized by determined values of power and coolant mass flow. During reactor startup, there is a greater probability that these regions of instability will be present; another reason may be due to transient processes in some reactor parameters. The analysis of the temporal evolution of the power reveals a stable or unstable process after the disturbance in a light water reactor of type BWR (Boiling Water Reactor). In this work, the instability problem was approached in two ways. The first form is based on the ARMA (Autoregressive Moving Average models) model. This model was used to calculate the Decay Ratio (DR) and natural frequency (NF) of the oscillations, parameters that indicate if the one power signal is stable or not. In this sense, the DRARMA code was developed. In the second form, the problems of instability were analyzed using the classical concepts of non-linear systems, such as Lyapunov exponents, phase space and attractors. The Lyapunov exponents quantify the exponential divergence of the trajectories initially close to the phase space and estimate the amount of chaos in a system; the phase space and the attractors describe the dynamic behavior of the system. The main aim of the instability phenomena studies in nuclear reactors is to try to identify points or regions of operation that can lead to power oscillations conditions. The two approaches were applied to two sets of signals. The first set comes from signals of instability events of the commercial Forsmark reactors 1 and 2 and were used to validate the DRARMA code. The second set was obtained from the simulation of transient events of the Peach Bottom reactor; for the simulation, the PARCS and RELAP5 codes were used for the neutronic/thermal hydraulic coupling calculation. For all analyzes made in this work, the Matlab software was used due to its ease of programming and
Robust lyapunov controller for uncertain systems
Laleg-Kirati, Taous-Meriem
2017-02-23
Various examples of systems and methods are provided for Lyapunov control for uncertain systems. In one example, a system includes a process plant and a robust Lyapunov controller configured to control an input of the process plant. The robust Lyapunov controller includes an inner closed loop Lyapunov controller and an outer closed loop error stabilizer. In another example, a method includes monitoring a system output of a process plant; generating an estimated system control input based upon a defined output reference; generating a system control input using the estimated system control input and a compensation term; and adjusting the process plant based upon the system control input to force the system output to track the defined output reference. An inner closed loop Lyapunov controller can generate the estimated system control input and an outer closed loop error stabilizer can generate the system control input.
Effect of noise on estimation of Lyapunov exponents from a time series
Energy Technology Data Exchange (ETDEWEB)
Serletis, Apostolos [Department of Economics, University of Calgary, Calgary, Alta., T2N 1N4 (Canada)]. E-mail: http://econ.ucalgary.ca/serletis.htm; Shahmoradi, Asghar [Department of Economics, University of Calgary, Calgary, Alta., T2N 1N4 (Canada); Serletis, Demitre [Division of Neurosurgery, University of Toronto, Toronto, ON, M5G 1L5 (Canada)
2007-04-15
We argue that dynamical noise can dramatically change the dynamics of low-dimensional chaotic systems. Moreover, we show that chaos tests are highly sensitive to dynamical noise and this becomes worse when the intensity of the noise increases.
International Nuclear Information System (INIS)
Verdu, G.; Ginestar, D.; Bovea, M.D.; Jimenez, P.; Pena, J.; Munoz-Cobo, J.L.
1997-01-01
The dynamics reconstruction techniques have been applied to systems as BWRs with a big amount of noise. The success of this methodology was limited due to the noise in the signals. Recently, new techniques have been introduced for short and noisy data sets based on a global fit of the signal by means of orthonormal polynomials. In this paper, we revisit these ideas in order to adapt them for the analysis of the neutronic power signals to characterize the stability regime of BWR reactors. To check the performance of the methodology, we have analyzed simulated noisy signals, observing that the method works well, even with a big amount of noise. Also, we have analyzed experimental signals from Ringhals 1 BWR. In this case, the reconstructed phase space for the system is not very good. A modal decomposition treatment for the signals is proposed producing signals with better behaviour. (author)
International Nuclear Information System (INIS)
Sanders, Sören; Holthaus, Martin
2017-01-01
We study the connection between the exponent of the order parameter of the Mott insulator-to-superfluid transition occurring in the two-dimensional Bose–Hubbard model, and the divergence exponents of its one- and two-particle correlation functions. We find that at the multicritical points all divergence exponents are related to each other, allowing us to express the critical exponent in terms of one single divergence exponent. This approach correctly reproduces the critical exponent of the three-dimensional XY universality class. Because divergence exponents can be computed in an efficient manner by hypergeometric analytic continuation, our strategy is applicable to a wide class of systems. (paper)
Sanders, Sören; Holthaus, Martin
2017-10-01
We study the connection between the exponent of the order parameter of the Mott insulator-to-superfluid transition occurring in the two-dimensional Bose-Hubbard model, and the divergence exponents of its one- and two-particle correlation functions. We find that at the multicritical points all divergence exponents are related to each other, allowing us to express the critical exponent in terms of one single divergence exponent. This approach correctly reproduces the critical exponent of the three-dimensional XY universality class. Because divergence exponents can be computed in an efficient manner by hypergeometric analytic continuation, our strategy is applicable to a wide class of systems.
A survey of quantum Lyapunov control methods.
Cong, Shuang; Meng, Fangfang
2013-01-01
The condition of a quantum Lyapunov-based control which can be well used in a closed quantum system is that the method can make the system convergent but not just stable. In the convergence study of the quantum Lyapunov control, two situations are classified: nondegenerate cases and degenerate cases. For these two situations, respectively, in this paper the target state is divided into four categories: the eigenstate, the mixed state which commutes with the internal Hamiltonian, the superposition state, and the mixed state which does not commute with the internal Hamiltonian. For these four categories, the quantum Lyapunov control methods for the closed quantum systems are summarized and analyzed. Particularly, the convergence of the control system to the different target states is reviewed, and how to make the convergence conditions be satisfied is summarized and analyzed.
Energy Technology Data Exchange (ETDEWEB)
Aruquipa Coloma, Wilmer
2017-07-01
Nuclear reactors are susceptible to instability, causing oscillations in reactor power in specific working regions characterized by determined values of power and coolant mass flow. During reactor startup, there is a greater probability that these regions of instability will be present; another reason may be due to transient processes in some reactor parameters. The analysis of the temporal evolution of the power reveals a stable or unstable process after the disturbance in a light water reactor of type BWR (Boiling Water Reactor). In this work, the instability problem was approached in two ways. The first form is based on the ARMA (Autoregressive Moving Average models) model. This model was used to calculate the Decay Ratio (DR) and natural frequency (NF) of the oscillations, parameters that indicate if the one power signal is stable or not. In this sense, the DRARMA code was developed. In the second form, the problems of instability were analyzed using the classical concepts of non-linear systems, such as Lyapunov exponents, phase space and attractors. The Lyapunov exponents quantify the exponential divergence of the trajectories initially close to the phase space and estimate the amount of chaos in a system; the phase space and the attractors describe the dynamic behavior of the system. The main aim of the instability phenomena studies in nuclear reactors is to try to identify points or regions of operation that can lead to power oscillations conditions. The two approaches were applied to two sets of signals. The first set comes from signals of instability events of the commercial Forsmark reactors 1 and 2 and were used to validate the DRARMA code. The second set was obtained from the simulation of transient events of the Peach Bottom reactor; for the simulation, the PARCS and RELAP5 codes were used for the neutronic/thermal hydraulic coupling calculation. For all analyzes made in this work, the Matlab software was used due to its ease of programming and
Inertia theorems for operator Lyapunov inequalities
Sasane, AJ; Curtain, RF
2001-01-01
We study operator Lyapunov inequalities and equations for which the infinitesimal generator is not necessarily stable, but it satisfies the spectrum decomposition assumption and it has at most finitely many unstable eigenvalues. Moreover, the input or output operators are not necessarily bounded,
Uniting Control Lyapunov and Control Barrier Functions
Romdlony, Zakiyullah; Jayawardhana, Bayu
2014-01-01
In this paper, we propose a nonlinear control design for solving the problem of stabilization with guaranteed safety. The design is based on the merging of a Control Lyapunov Function and a Control Barrier Function. The proposed control method allows us to combine the design of a stabilizer based on
An algorithm for constructing Lyapunov functions
Directory of Open Access Journals (Sweden)
Sigurdur Freyr Hafstein
2007-08-01
Full Text Available In this monograph we develop an algorithm for constructing Lyapunov functions for arbitrary switched dynamical systems $dot{mathbf{x}} = mathbf{f}_sigma(t,mathbf{x}$, possessing a uniformly asymptotically stable equilibrium. Let $dot{mathbf{x}}=mathbf{f}_p(t,mathbf{x}$, $pinmathcal{P}$, be the collection of the ODEs, to which the switched system corresponds. The number of the vector fields $mathbf{f}_p$ on the right-hand side of the differential equation is assumed to be finite and we assume that their components $f_{p,i}$ are $mathcal{C}^2$ functions and that we can give some bounds, not necessarily close, on their second-order partial derivatives. The inputs of the algorithm are solely a finite number of the function values of the vector fields $mathbf{f}_p$ and these bounds. The domain of the Lyapunov function constructed by the algorithm is only limited by the size of the equilibrium's region of attraction. Note, that the concept of a Lyapunov function for the arbitrary switched system $dot{mathbf{x}} = mathbf{f}_sigma(t,mathbf{x}$ is equivalent to the concept of a common Lyapunov function for the systems $dot{mathbf{x}}=mathbf{f}_p(t,mathbf{x}$, $pinmathcal{P}$, and that if $mathcal{P}$ contains exactly one element, then the switched system is just a usual ODE $dot{mathbf{x}}=mathbf{f}(t,mathbf{x}$. We give numerous examples of Lyapunov functions constructed by our method at the end of this monograph.
Lyapunov vs. geometrical stability analysis of the Kepler and the restricted three body problems
International Nuclear Information System (INIS)
Yahalom, A.; Levitan, J.; Lewkowicz, M.; Horwitz, L.
2011-01-01
In this Letter we show that although the application of standard Lyapunov analysis predicts that completely integrable Kepler motion is unstable, the geometrical analysis of Horwitz et al. predicts the observed stability. This seems to us to provide evidence for both the incompleteness of the standard Lyapunov analysis and the strength of the geometrical analysis. Moreover, we apply this approach to the three body problem in which the third body is restricted to move on a circle of large radius which induces an adiabatic time dependent potential on the second body. This causes the second body to move in a very interesting and intricate but periodic trajectory; however, the standard Lyapunov analysis, as well as methods based on the parametric variation of curvature associated with the Jacobi metric, incorrectly predict chaotic behavior. The geometric approach predicts the correct stable motion in this case as well. - Highlights: → Lyapunov analysis predicts Kepler motion to be unstable. → Geometrical analysis predicts the observed stability. → Lyapunov analysis predicts chaotic behavior in restricted three body problem. → The geometric approach predicts the correct stable motion in restricted three body problem.
Lojasiewicz exponents and Newton polyhedra
International Nuclear Information System (INIS)
Pham Tien Son
2006-07-01
In this paper we obtain the exact value of the Lojasiewicz exponent at the origin of analytic map germs on K n (K = R or C under the Newton non-degeneracy condition, using information from their Newton polyhedra. We also give some conclusions on Newton non-degenerate analytic map germs. As a consequence, we obtain a link between Newton non-degenerate ideals and their integral closures, thus leading to a simple proof of a result of Saia. Similar results are also considered to polynomial maps which are Newton non-degenerate at infinity. (author)
Exploring the Lyapunov instability properties of high-dimensional atmospheric and climate models
De Cruz, Lesley; Schubert, Sebastian; Demaeyer, Jonathan; Lucarini, Valerio; Vannitsem, Stéphane
2018-05-01
The stability properties of intermediate-order climate models are investigated by computing their Lyapunov exponents (LEs). The two models considered are PUMA (Portable University Model of the Atmosphere), a primitive-equation simple general circulation model, and MAOOAM (Modular class="text">Arbitrary-Order Ocean-Atmosphere Model), a quasi-geostrophic coupled ocean-class="text">atmosphere model on a β-plane. We wish to investigate the effect of the different levels of filtering on the instabilities and dynamics of the atmospheric flows. Moreover, we assess the impact of the oceanic coupling, the dissipation scheme, and the resolution on the spectra of LEs. The PUMA Lyapunov spectrum is computed for two different values of the meridional temperature gradient defining the Newtonian forcing to the temperature field. The increase in the gradient gives rise to a higher baroclinicity and stronger instabilities, corresponding to a larger dimension of the unstable manifold and a larger first LE. The Kaplan-Yorke dimension of the attractor increases as well. The convergence rate of the rate function for the large deviation law of the finite-time Lyapunov exponents (FTLEs) is fast for all exponents, which can be interpreted as resulting from the absence of a clear-cut atmospheric timescale separation in such a model. The MAOOAM spectra show that the dominant atmospheric instability is correctly represented even at low resolutions. However, the dynamics of the central manifold, which is mostly associated with the ocean dynamics, is not fully resolved because of its associated long timescales, even at intermediate orders. As expected, increasing the mechanical atmosphere-ocean coupling coefficient or introducing a turbulent diffusion parametrisation reduces the Kaplan-Yorke dimension and Kolmogorov-Sinai entropy. In all considered configurations, we are not yet in the regime in which one can robustly define large deviation laws describing the statistics of the FTLEs. This
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Pallas, Norman R., E-mail: Sam-7-iam@hotmail.com [BP Research Centre Warrensville, 4440 Warrensville Center Road, Cleveland, Ohio 44128 (United States)
2016-03-21
The three-phase contact angle (θ) for the system cyclohexane/aniline/quartz has been measured from drop shapes as a function of temperature on approach to the cyclohexane/aniline upper consolute solution temperature T{sub c}. The experiments employed exacting criteria previously established for thermodynamic-quality measurements at fluid interfaces. A first-order wetting transition from partial wetting to complete wetting was observed at a temperature T{sub w}, 2.12 K below T{sub c}. The contact angle vanishes at T{sub w}, scaling as cos θ ∼ |T − T{sub c}|{sup β{sub 1}−μ} for T < T{sub w} and cos θ = 1.0 for T{sub w} < T < T{sub c}. The experimental results give a value for β{sub 1} = 0.74 ± 0.03, in agreement with theoretical calculations. The data clearly rule out higher order contributions to the change in the contact angle near the critical point for this system. These results are in marked contrast to previous measurements on this system from measurements of capillary rise and meniscus curvature.
Piecewise quadratic Lyapunov functions for stability verification of approximate explicit MPC
Directory of Open Access Journals (Sweden)
Morten Hovd
2010-04-01
Full Text Available Explicit MPC of constrained linear systems is known to result in a piecewise affine controller and therefore also piecewise affine closed loop dynamics. The complexity of such analytic formulations of the control law can grow exponentially with the prediction horizon. The suboptimal solutions offer a trade-off in terms of complexity and several approaches can be found in the literature for the construction of approximate MPC laws. In the present paper a piecewise quadratic (PWQ Lyapunov function is used for the stability verification of an of approximate explicit Model Predictive Control (MPC. A novel relaxation method is proposed for the LMI criteria on the Lyapunov function design. This relaxation is applicable to the design of PWQ Lyapunov functions for discrete-time piecewise affine systems in general.
Stability analysis of polynomial fuzzy models via polynomial fuzzy Lyapunov functions
Bernal Reza, Miguel Ángel; Sala, Antonio; JAADARI, ABDELHAFIDH; Guerra, Thierry-Marie
2011-01-01
In this paper, the stability of continuous-time polynomial fuzzy models by means of a polynomial generalization of fuzzy Lyapunov functions is studied. Fuzzy Lyapunov functions have been fruitfully used in the literature for local analysis of Takagi-Sugeno models, a particular class of the polynomial fuzzy ones. Based on a recent Taylor-series approach which allows a polynomial fuzzy model to exactly represent a nonlinear model in a compact set of the state space, it is shown that a refinemen...
Critical exponents for diluted resistor networks.
Stenull, O; Janssen, H K; Oerding, K
1999-05-01
An approach by Stephen [Phys. Rev. B 17, 4444 (1978)] is used to investigate the critical properties of randomly diluted resistor networks near the percolation threshold by means of renormalized field theory. We reformulate an existing field theory by Harris and Lubensky [Phys. Rev. B 35, 6964 (1987)]. By a decomposition of the principal Feynman diagrams, we obtain diagrams which again can be interpreted as resistor networks. This interpretation provides for an alternative way of evaluating the Feynman diagrams for random resistor networks. We calculate the resistance crossover exponent phi up to second order in epsilon=6-d, where d is the spatial dimension. Our result phi=1+epsilon/42+4epsilon(2)/3087 verifies a previous calculation by Lubensky and Wang, which itself was based on the Potts-model formulation of the random resistor network.
Error exponents for entanglement concentration
International Nuclear Information System (INIS)
Hayashi, Masahito; Koashi, Masato; Matsumoto, Keiji; Morikoshi, Fumiaki; Winter, Andreas
2003-01-01
Consider entanglement concentration schemes that convert n identical copies of a pure state into a maximally entangled state of a desired size with success probability being close to one in the asymptotic limit. We give the distillable entanglement, the number of Bell pairs distilled per copy, as a function of an error exponent, which represents the rate of decrease in failure probability as n tends to infinity. The formula fills the gap between the least upper bound of distillable entanglement in probabilistic concentration, which is the well-known entropy of entanglement, and the maximum attained in deterministic concentration. The method of types in information theory enables the detailed analysis of the distillable entanglement in terms of the error rate. In addition to the probabilistic argument, we consider another type of entanglement concentration scheme, where the initial state is deterministically transformed into a (possibly mixed) final state whose fidelity to a maximally entangled state of a desired size converges to one in the asymptotic limit. We show that the same formula as in the probabilistic argument is valid for the argument on fidelity by replacing the success probability with the fidelity. Furthermore, we also discuss entanglement yield when optimal success probability or optimal fidelity converges to zero in the asymptotic limit (strong converse), and give the explicit formulae for those cases
International Nuclear Information System (INIS)
Fernandez, P.; Wang, Q.
2017-01-01
We investigate the impact of numerical discretization on the Lyapunov spectrum of separated flow simulations. The two-dimensional chaotic flow around the NACA 0012 airfoil at a low Reynolds number and large angle of attack is considered to that end. Time, space and accuracy-order refinement studies are performed to examine each of these effects separately. Numerical results show that the time discretization has a small impact on the dynamics of the system, whereas the spatial discretization can dramatically change them. Also, the finite-time Lyapunov exponents associated to unstable modes are shown to be positively skewed, and quasi-homoclinic tangencies are observed in the attractor of the system. The implications of these results on flow physics and sensitivity analysis of chaotic flows are discussed.
Fernandez, P.; Wang, Q.
2017-12-01
We investigate the impact of numerical discretization on the Lyapunov spectrum of separated flow simulations. The two-dimensional chaotic flow around the NACA 0012 airfoil at a low Reynolds number and large angle of attack is considered to that end. Time, space and accuracy-order refinement studies are performed to examine each of these effects separately. Numerical results show that the time discretization has a small impact on the dynamics of the system, whereas the spatial discretization can dramatically change them. Also, the finite-time Lyapunov exponents associated to unstable modes are shown to be positively skewed, and quasi-homoclinic tangencies are observed in the attractor of the system. The implications of these results on flow physics and sensitivity analysis of chaotic flows are discussed.
Bayesian Estimation of the Logistic Positive Exponent IRT Model
Bolfarine, Heleno; Bazan, Jorge Luis
2010-01-01
A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric…
Adaptive Fuzzy-Lyapunov Controller Using Biologically Inspired Swarm Intelligence
Directory of Open Access Journals (Sweden)
Alejandro Carrasco Elizalde
2008-01-01
Full Text Available The collective behaviour of swarms produces smarter actions than those achieved by a single individual. Colonies of ants, flocks of birds and fish schools are examples of swarms interacting with their environment to achieve a common goal. This cooperative biological intelligence is the inspiration for an adaptive fuzzy controller developed in this paper. Swarm intelligence is used to adjust the parameters of the membership functions used in the adaptive fuzzy controller. The rules of the controller are designed using a computing-with-words approach called Fuzzy-Lyapunov synthesis to improve the stability and robustness of an adaptive fuzzy controller. Computing-with-words provides a powerful tool to manipulate numbers and symbols, like words in a natural language.
Cryptanalysis of 'less short' RSA secret exponents
Verheul, E.R.; Tilborg, van H.C.A.
1997-01-01
In some applications of RSA, it is desirable to have a short secret exponent d. Wiener [6], describes a technique to use continued fractions (CF) in a cryptanalytic attack on an RSA cryptosystem having a ‘short’ secret exponent. Let n=p¿·¿q be the modulus of the system. In the typical case that
Diophantine exponents for mildly restricted approximation
DEFF Research Database (Denmark)
Bugeaud, Yann; Kristensen, Simon
We are studying the Diophantine exponent defined for integers and a vector by letting , where is the scalar product and denotes the distance to the nearest integer and is the generalised cone consisting of all vectors with the height attained among the first coordinates. We show that the exponent...
Lyapunov functionals and stability of stochastic functional differential equations
Shaikhet, Leonid
2013-01-01
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...
Directory of Open Access Journals (Sweden)
Leonardo-Alonso MartÃnez Rivera
2015-10-01
overcome this problem, we propose to employ the Lyapunov Exponent in order to determine whether fuzzy controllers are stable. The Lyapunov exponent is calculated through a numerical method on the time series obtained experimentally by having the fuzzy controller in closed loop with the plant dynamics. In this paper, the plant is the inverted pendulum, which is a benchmark plant to test complex control laws. Sixteen experiments were carried by modifying the rule base structure of Mamdani fuzzy controllers, which were also tested under normal and disturbed conditions. In all the cases, the Lyapunov Exponent is negative, indicating that the analyzed Mamdani controllers are indeed dissipative systems. Future applications on adaptive control are presented because the Lyapunov serves as a quantitative metric to determine controllersâ performance. Palabras clave: Estabilidad, Exponente de Lyapunov, Control Borroso, Bases de Reglas Mamdani, Series de Tiempo, Keywords: Stability Analysis, Lyapunov Exponent, Fuzzy Controllers, Mamdani Rule Base.
Interaction of Lyapunov vectors in the formulation of the nonlinear extension of the Kalman filter.
Palatella, Luigi; Trevisan, Anna
2015-04-01
When applied to strongly nonlinear chaotic dynamics the extended Kalman filter (EKF) is prone to divergence due to the difficulty of correctly forecasting the forecast error probability density function. In operational forecasting applications ensemble Kalman filters circumvent this problem with empirical procedures such as covariance inflation. This paper presents an extension of the EKF that includes nonlinear terms in the evolution of the forecast error estimate. This is achieved starting from a particular square-root implementation of the EKF with assimilation confined in the unstable subspace (EKF-AUS), that is, the span of the Lyapunov vectors with non-negative exponents. When the error evolution is nonlinear, the space where it is confined is no more restricted to the unstable and neutral subspace causing filter divergence. The algorithm presented here, denominated EKF-AUS-NL, includes the nonlinear terms in the error dynamics: These result from the nonlinear interaction among the leading Lyapunov vectors and account for all directions where the error growth may take place. Numerical results show that with the nonlinear terms included, filter divergence can be avoided. We test the algorithm on the Lorenz96 model, showing very promising results.
Critical exponents from the effective average action
International Nuclear Information System (INIS)
Tetradis, N.; Wetterich, C.
1993-07-01
We compute the critical behaviour of three-dimensional scalar theories using a new exact non-perturbative evolution equation. Our values for the critical exponents agree well with previous precision estimates. (orig.)
The Hurst exponent in energy futures prices
Serletis, Apostolos; Rosenberg, Aryeh Adam
2007-07-01
This paper extends the work in Elder and Serletis [Long memory in energy futures prices, Rev. Financial Econ., forthcoming, 2007] and Serletis et al. [Detrended fluctuation analysis of the US stock market, Int. J. Bifurcation Chaos, forthcoming, 2007] by re-examining the empirical evidence for random walk type behavior in energy futures prices. In doing so, it uses daily data on energy futures traded on the New York Mercantile Exchange, over the period from July 2, 1990 to November 1, 2006, and a statistical physics approach-the ‘detrending moving average’ technique-providing a reliable framework for testing the information efficiency in financial markets as shown by Alessio et al. [Second-order moving average and scaling of stochastic time series, Eur. Phys. J. B 27 (2002) 197-200] and Carbone et al. [Time-dependent hurst exponent in financial time series. Physica A 344 (2004) 267-271; Analysis of clusters formed by the moving average of a long-range correlated time series. Phys. Rev. E 69 (2004) 026105]. The results show that energy futures returns display long memory and that the particular form of long memory is anti-persistence.
Using Covariant Lyapunov Vectors to Understand Spatiotemporal Chaos in Fluids
Paul, Mark; Xu, Mu; Barbish, Johnathon; Mukherjee, Saikat
2017-11-01
The spatiotemporal chaos of fluids present many difficult and fascinating challenges. Recent progress in computing covariant Lyapunov vectors for a variety of model systems has made it possible to probe fundamental ideas from dynamical systems theory including the degree of hyperbolicity, the fractal dimension, the dimension of the inertial manifold, and the decomposition of the dynamics into a finite number of physical modes and spurious modes. We are interested in building upon insights such as these for fluid systems. We first demonstrate the power of covariant Lyapunov vectors using a system of maps on a lattice with a nonlinear coupling. We then compute the covariant Lyapunov vectors for chaotic Rayleigh-Bénard convection for experimentally accessible conditions. We show that chaotic convection is non-hyperbolic and we quantify the spatiotemporal features of the spectrum of covariant Lyapunov vectors. NSF DMS-1622299 and DARPA/DSO Models, Dynamics, and Learning (MoDyL).
Lyapunov functionals and stability of stochastic difference equations
Shaikhet, Leonid
2011-01-01
This book offers a general method of Lyapunov functional construction which lets researchers analyze the degree to which the stability properties of differential equations are preserved in their difference analogues. Includes examples from physical systems.
Global stability analysis of epidemiological models based on Volterra–Lyapunov stable matrices
International Nuclear Information System (INIS)
Liao Shu; Wang Jin
2012-01-01
Highlights: ► Global dynamics of high dimensional dynamical systems. ► A systematic approach for global stability analysis. ► Epidemiological models of environment-dependent diseases. - Abstract: In this paper, we study the global dynamics of a class of mathematical epidemiological models formulated by systems of differential equations. These models involve both human population and environmental component(s) and constitute high-dimensional nonlinear autonomous systems, for which the global asymptotic stability of the endemic equilibria has been a major challenge in analyzing the dynamics. By incorporating the theory of Volterra–Lyapunov stable matrices into the classical method of Lyapunov functions, we present an approach for global stability analysis and obtain new results on some three- and four-dimensional model systems. In addition, we conduct numerical simulation to verify the analytical results.
Advanced Lyapunov control of a novel laser beam tracking system
Nikulin, Vladimir V.; Sofka, Jozef; Skormin, Victor A.
2005-05-01
Laser communication systems developed for mobile platforms, such as satellites, aircraft, and terrain vehicles, require fast wide-range beam-steering devices to establish and maintain a communication link. Conventionally, the low-bandwidth, high-steering-range part of the beam-positioning task is performed by gimbals that inherently constitutes the system bottleneck in terms of reliability, accuracy and dynamic performance. Omni-WristTM, a novel robotic sensor mount capable of carrying a payload of 5 lb and providing a full 180-deg hemisphere of azimuth/declination motion is known to be free of most of the deficiencies of gimbals. Provided with appropriate controls, it has the potential to become a new generation of gimbals systems. The approach we demonstrate describes an adaptive controller enabling Omni-WristTM to be utilized as a part of a laser beam positioning system. It is based on a Lyapunov function that ensures global asymptotic stability of the entire system while achieving high tracking accuracy. The proposed scheme is highly robust, does not require knowledge of complex system dynamics, and facilitates independent control of each channel by full decoupling of the Omni-WristTM dynamics. We summarize the basic algorithm and demonstrate the results obtained in the simulation environment.
Lyapunov Functions and Solutions of the Lyapunov Matrix Equation for Marginally Stable Systems
DEFF Research Database (Denmark)
Kliem, Wolfhard; Pommer, Christian
2000-01-01
We consider linear systems of differential equations $I \\ddot{x}+B \\dot{x}+C{x}={0}$ where $I$ is the identity matrix and $B$ and $C$ are general complex $n$ x $n$ matrices. Our main interest is to determine conditions for complete marginalstability of these systems. To this end we find solutions...... of the Lyapunov matrix equation and characterize the set of matrices $(B, C)$ which guarantees marginal stability. The theory is applied to gyroscopic systems, to indefinite damped systems, and to circulatory systems, showing how to choose certain parameter matrices to get sufficient conditions for marginal...... stability.Comparison is made with some known results for equations with real system matrices.Moreover more general cases are investigated and several examples are given....
Edge state preparation in a one-dimensional lattice by quantum Lyapunov control
International Nuclear Information System (INIS)
Zhao, X L; Shi, Z C; Qin, M; Yi, X X
2017-01-01
Quantum Lyapunov control uses a feedback control methodology to determine control fields applied to control quantum systems in an open-loop way. In this work, we employ two Lyapunov control schemes to prepare an edge state for a fermionic chain consisting of cold atoms loaded in an optical lattice. Such a chain can be described by the Harper model. Corresponding to the two schemes, two types of quantum Lyapunov functions are considered. The results show that both the schemes are effective at preparing the edge state within a wide range of parameters. We found that the edge state can be prepared with high fidelity even if there are moderate fluctuations of on-site or hopping potentials. Both control schemes can be extended to similar chains (3 m + d , d = 2) of different lengths. Since a regular amplitude control field is easier to apply in practice, an amplitude-modulated control field is used to replace the unmodulated one. Such control approaches provide tools to explore the edge states of one-dimensional topological materials. (paper)
Construction of Lyapunov Function for Dissipative Gyroscopic System
International Nuclear Information System (INIS)
Xu Wei; Ao Ping; Yuan Bo
2011-01-01
We introduce a force decomposition to construct a potential function in deterministic dynamics described by ordinary differential equations in the context of dissipative gyroscopic systems. Such a potential function serves as the corresponding Lyapunov function for the dynamics, hence it gives both quantitative and qualitative descriptions for stability of motion. As an example we apply our force decomposition to a four-dimensional dissipative gyroscopic system. We explicitly obtain the potential function for all parameter regimes in the linear limit, including those regimes where the Lyapunov function was previously believed not to exist. (general)
Intermittency exponent of the turbulent energy cascade
International Nuclear Information System (INIS)
Cleve, J.; Greiner, M.; Pearson, B.R.; Sreenivasan, K.R.
2006-12-01
We consider the turbulent energy dissipation from one-dimensional records in experiments using air and gaseous helium at cryogenic temperatures, and obtain the intermittency exponent via the two-point correlation function of the energy dissipation. The air data are obtained in a number of flows in a wind tunnel and the atmospheric boundary layer at a height of about 35 m above the ground. The helium data correspond to the centerline of a jet exhausting into a container. The air data on the intermittency exponent are consistent with each other and with a trend that increases with the Taylor microscale Reynolds number, R λ , of up to about 1000 and saturates thereafter. On the other hand, the helium data cluster around a constant value at nearly all R λ , this being about half of the asymptotic value for the air data. Some possible explanation is offered for this anomaly. (author)
Monte Carlo-Based Tail Exponent Estimator
Czech Academy of Sciences Publication Activity Database
Baruník, Jozef; Vácha, Lukáš
2010-01-01
Roč. 2010, č. 6 (2010), s. 1-26 R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045; GA ČR GP402/08/P207 Institutional research plan: CEZ:AV0Z10750506 Keywords : Hill estimator * α-stable distributions * tail exponent estimation Subject RIV: AH - Economics http://library.utia.cas.cz/separaty/2010/E/barunik-0342493.pdf
Thickness dependence of effective critical exponents in three-dimensional Ising plates
International Nuclear Information System (INIS)
Marques, M.I.; Gonzalo, J.A.
2000-01-01
Phase transitions in ising plates of equal area and different thickness have been studied by the Monte Carlo approach. The evolution of the critical temperature and of the effective critical exponents with the thickness of the lattice has been numerically determined. The thickness dependence of the maximum value of the effective critical exponents is well described by an exponential decay towards the respective three-dimensional value. (author)
Large $N$ critical exponents for the chiral Heisenberg Gross-Neveu universality class
Gracey, J. A.
2018-01-01
We compute the large N critical exponents η, ηϕ and 1/ν in d dimensions in the chiral Heisenberg Gross-Neveu model to several orders in powers of 1/N. For instance, the large N conformal bootstrap method is used to determine η at O(1/N3) while the other exponents are computed to O(1/N2). Estimates of the exponents for a phase transition in graphene are given which are shown to be commensurate with other approaches. In particular the behavior of the exponents in 2
Application of Lyapunov's Second Method in the Stability Analysis of ...
African Journals Online (AJOL)
In this paper, Lyapunov's method for determining the stability of non-linear systems under dynamic states is presented. The paper highlights a practical application of the method to investigate the stability of crude oil/natural gas separation process. Mathematical state models for the separation process, used in the ...
Design of Connectivity Preserving Flocking Using Control Lyapunov Function
Erfianto, Bayu; Bambang, Riyanto T.; Hindersah, Hilwadi; Muchtadi-Alamsyah, Intan
2016-01-01
This paper investigates cooperative flocking control design with connectivity preserving mechanism. During flocking, interagent distance is measured to determine communication topology of the flocks. Then, cooperative flocking motion is built based on cooperative artificial potential field with connectivity preserving mechanism to achieve the common flocking objective. The flocking control input is then obtained by deriving cooperative artificial potential field using control Lyapunov functio...
Lyapunov equation for infinite-dimensional discrete bilinear systems
International Nuclear Information System (INIS)
Costa, O.L.V.; Kubrusly, C.S.
1991-03-01
Mean-square stability for discrete systems requires that uniform convergence is preserved between input and state correlation sequences. Such a convergence preserving property holds for an infinite-dimensional bilinear system if and only if the associate Lyapunov equation has a unique strictly positive solution. (author)
The anomalous scaling exponents of turbulence in general dimension from random geometry
Energy Technology Data Exchange (ETDEWEB)
Eling, Christopher [Rudolf Peierls Centre for Theoretical Physics, University of Oxford, 1 Keble Road, Oxford OX1 3NP (United Kingdom); Oz, Yaron [Raymond and Beverly Sackler School of Physics and Astronomy, Tel Aviv University, Tel Aviv 69978 (Israel)
2015-09-22
We propose an analytical formula for the anomalous scaling exponents of inertial range structure functions in incompressible fluid turbulence. The formula is a Knizhnik-Polyakov-Zamolodchikov (KPZ)-type relation and is valid in any number of space dimensions. It incorporates intermittency in a novel way by dressing the Kolmogorov linear scaling via a coupling to a lognormal random geometry. The formula has one real parameter γ that depends on the number of space dimensions. The scaling exponents satisfy the convexity inequality, and the supersonic bound constraint. They agree with the experimental and numerical data in two and three space dimensions, and with numerical data in four space dimensions. Intermittency increases with γ, and in the infinite γ limit the scaling exponents approach the value one, as in Burgers turbulence. At large n the nth order exponent scales as √n. We discuss the relation between fluid flows and black hole geometry that inspired our proposal.
Estabilización del Péndulo Invertido Sobre Dos Ruedas mediante el método de Lyapunov
Directory of Open Access Journals (Sweden)
O. Octavio Gutiérrez Frías
2013-01-01
Full Text Available Resumen: En este trabajo, se presenta un controlador no lineal para estabilizar el sistema Péndulo Invertido Sobre Dos Ruedas. Como primera etapa la estrategia de control, se basa en una linealización parcial por realimentación, para posteriormente proponer una función candidata de Lyapunov en combinación con el principio de invariancia de LaSalle con el fin de obtener el controlador esta- bilizador. El sistema en lazo cerrado obtenido es asintóticamente estable localmente alrededor del punto de equilibrio inestable, con un dominio de atracción calculable. Abstract: In this paper, a nonlinear controller is presented for the stabilization of the two wheels inverted pendulum. The control strategy is based on partial feedback linealization, in first stage and then a suitable function Lyapunov in conjunction with LaSalle's invariance principle is formed to obtain a stabilizing feedback controller. The obtained closed-loop system is locally asymptotically stable around its unstable equilibrium point, with a computable domain of attraction. Palabras clave: Sistema Subactuado, Péndulo Invertido Sobre Dos Ruedas, Método de Lyapunov, Control No Lineal, Keywords: Under Actuated System, Two Wheels Inverted Pendulum, Lyapunov Approach, Non-Linear Control
Critical exponents of extremal Kerr perturbations
Gralla, Samuel E.; Zimmerman, Peter
2018-05-01
We show that scalar, electromagnetic, and gravitational perturbations of extremal Kerr black holes are asymptotically self-similar under the near-horizon, late-time scaling symmetry of the background metric. This accounts for the Aretakis instability (growth of transverse derivatives) as a critical phenomenon associated with the emergent symmetry. We compute the critical exponent of each mode, which is equivalent to its decay rate. It follows from symmetry arguments that, despite the growth of transverse derivatives, all generally covariant scalar quantities decay to zero.
Beyond Critical Exponents in Neuronal Avalanches
Friedman, Nir; Butler, Tom; Deville, Robert; Beggs, John; Dahmen, Karin
2011-03-01
Neurons form a complex network in the brain, where they interact with one another by firing electrical signals. Neurons firing can trigger other neurons to fire, potentially causing avalanches of activity in the network. In many cases these avalanches have been found to be scale independent, similar to critical phenomena in diverse systems such as magnets and earthquakes. We discuss models for neuronal activity that allow for the extraction of testable, statistical predictions. We compare these models to experimental results, and go beyond critical exponents.
Parameter-dependent PWQ Lyapunov function stability criteria for uncertain piecewise linear systems
Directory of Open Access Journals (Sweden)
Morten Hovd
2018-01-01
Full Text Available The calculation of piecewise quadratic (PWQ Lyapunov functions is addressed in view of stability analysis of uncertain piecewise linear dynamics. As main contribution, the linear matrix inequality (LMI approach proposed in (Johansson and Rantzer, 1998 for the stability analysis of PWL and PWA dynamics is extended to account for parametric uncertainty based on a improved relaxation technique. The results are applied for the analysis of a Phase Locked Loop (PLL benchmark and the ability to guarantee a stability region in the parameter space well beyond the state of the art is demonstrated.
Continuation of probability density functions using a generalized Lyapunov approach
Baars, S.; Viebahn, J. P.; Mulder, T. E.; Kuehn, C.; Wubs, F. W.; Dijkstra, H. A.
2017-01-01
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining probability density functions of systems of stochastic partial
LYAPUNOV-Based Sensor Failure Detection and Recovery for the Reverse Water Gas Shift Process
Haralambous, Michael G.
2002-01-01
Livingstone, a model-based AI software system, is planned for use in the autonomous fault diagnosis, reconfiguration, and control of the oxygen-producing reverse water gas shift (RWGS) process test-bed located in the Applied Chemistry Laboratory at KSC. In this report the RWGS process is first briefly described and an overview of Livingstone is given. Next, a Lyapunov-based approach for detecting and recovering from sensor failures, differing significantly from that used by Livingstone, is presented. In this new method, models used are in t e m of the defining differential equations of system components, thus differing from the qualitative, static models used by Livingstone. An easily computed scalar inequality constraint, expressed in terms of sensed system variables, is used to determine the existence of sensor failures. In the event of sensor failure, an observer/estimator is used for determining which sensors have failed. The theory underlying the new approach is developed. Finally, a recommendation is made to use the Lyapunov-based approach to complement the capability of Livingstone and to use this combination in the RWGS process.
Quantum synchronization in an optomechanical system based on Lyapunov control.
Li, Wenlin; Li, Chong; Song, Heshan
2016-06-01
We extend the concepts of quantum complete synchronization and phase synchronization, which were proposed in A. Mari et al., Phys. Rev. Lett. 111, 103605 (2013)PRLTAO0031-900710.1103/PhysRevLett.111.103605, to more widespread quantum generalized synchronization. Generalized synchronization can be considered a necessary condition or a more flexible derivative of complete synchronization, and its criterion and synchronization measure are proposed and analyzed in this paper. As examples, we consider two typical generalized synchronizations in a designed optomechanical system. Unlike the effort to construct a special coupling synchronization system, we purposefully design extra control fields based on Lyapunov control theory. We find that the Lyapunov function can adapt to more flexible control objectives, which is more suitable for generalized synchronization control, and the control fields can be achieved simply with a time-variant voltage. Finally, the existence of quantum entanglement in different generalized synchronizations is also discussed.
Lyapunov functions for a dengue disease transmission model
International Nuclear Information System (INIS)
Tewa, Jean Jules; Dimi, Jean Luc; Bowong, Samuel
2009-01-01
In this paper, we study a model for the dynamics of dengue fever when only one type of virus is present. For this model, Lyapunov functions are used to show that when the basic reproduction ratio is less than or equal to one, the disease-free equilibrium is globally asymptotically stable, and when it is greater than one there is an endemic equilibrium which is also globally asymptotically stable.
Lyapunov functions for a dengue disease transmission model
Energy Technology Data Exchange (ETDEWEB)
Tewa, Jean Jules [Department of Mathematics, Faculty of Science, University of Yaounde I, P.O. Box 812, Yaounde (Cameroon)], E-mail: tewa@univ-metz.fr; Dimi, Jean Luc [Department of Mathematics, Faculty of Science, University Marien Ngouabi, P.O. Box 69, Brazzaville (Congo, The Democratic Republic of the)], E-mail: jldimi@yahoo.fr; Bowong, Samuel [Department of Mathematics and Computer Science, Faculty of Science, University of Douala, P.O. Box 24157, Douala (Cameroon)], E-mail: samuelbowong@yahoo.fr
2009-01-30
In this paper, we study a model for the dynamics of dengue fever when only one type of virus is present. For this model, Lyapunov functions are used to show that when the basic reproduction ratio is less than or equal to one, the disease-free equilibrium is globally asymptotically stable, and when it is greater than one there is an endemic equilibrium which is also globally asymptotically stable.
Truncatable bootstrap equations in algebraic form and critical surface exponents
Energy Technology Data Exchange (ETDEWEB)
Gliozzi, Ferdinando [Dipartimento di Fisica, Università di Torino andIstituto Nazionale di Fisica Nucleare - sezione di Torino,Via P. Giuria 1, Torino, I-10125 (Italy)
2016-10-10
We describe examples of drastic truncations of conformal bootstrap equations encoding much more information than that obtained by a direct numerical approach. A three-term truncation of the four point function of a free scalar in any space dimensions provides algebraic identities among conformal block derivatives which generate the exact spectrum of the infinitely many primary operators contributing to it. In boundary conformal field theories, we point out that the appearance of free parameters in the solutions of bootstrap equations is not an artifact of truncations, rather it reflects a physical property of permeable conformal interfaces which are described by the same equations. Surface transitions correspond to isolated points in the parameter space. We are able to locate them in the case of 3d Ising model, thanks to a useful algebraic form of 3d boundary bootstrap equations. It turns out that the low-lying spectra of the surface operators in the ordinary and the special transitions of 3d Ising model form two different solutions of the same polynomial equation. Their interplay yields an estimate of the surface renormalization group exponents, y{sub h}=0.72558(18) for the ordinary universality class and y{sub h}=1.646(2) for the special universality class, which compare well with the most recent Monte Carlo calculations. Estimates of other surface exponents as well as OPE coefficients are also obtained.
Visibility graphlet approach to chaotic time series
Energy Technology Data Exchange (ETDEWEB)
Mutua, Stephen [Business School, University of Shanghai for Science and Technology, Shanghai 200093 (China); Computer Science Department, Masinde Muliro University of Science and Technology, P.O. Box 190-50100, Kakamega (Kenya); Gu, Changgui, E-mail: gu-changgui@163.com, E-mail: hjyang@ustc.edu.cn; Yang, Huijie, E-mail: gu-changgui@163.com, E-mail: hjyang@ustc.edu.cn [Business School, University of Shanghai for Science and Technology, Shanghai 200093 (China)
2016-05-15
Many novel methods have been proposed for mapping time series into complex networks. Although some dynamical behaviors can be effectively captured by existing approaches, the preservation and tracking of the temporal behaviors of a chaotic system remains an open problem. In this work, we extended the visibility graphlet approach to investigate both discrete and continuous chaotic time series. We applied visibility graphlets to capture the reconstructed local states, so that each is treated as a node and tracked downstream to create a temporal chain link. Our empirical findings show that the approach accurately captures the dynamical properties of chaotic systems. Networks constructed from periodic dynamic phases all converge to regular networks and to unique network structures for each model in the chaotic zones. Furthermore, our results show that the characterization of chaotic and non-chaotic zones in the Lorenz system corresponds to the maximal Lyapunov exponent, thus providing a simple and straightforward way to analyze chaotic systems.
Stability Analysis of Interconnected Fuzzy Systems Using the Fuzzy Lyapunov Method
Directory of Open Access Journals (Sweden)
Ken Yeh
2010-01-01
Full Text Available The fuzzy Lyapunov method is investigated for use with a class of interconnected fuzzy systems. The interconnected fuzzy systems consist of J interconnected fuzzy subsystems, and the stability analysis is based on Lyapunov functions. Based on traditional Lyapunov stability theory, we further propose a fuzzy Lyapunov method for the stability analysis of interconnected fuzzy systems. The fuzzy Lyapunov function is defined in fuzzy blending quadratic Lyapunov functions. Some stability conditions are derived through the use of fuzzy Lyapunov functions to ensure that the interconnected fuzzy systems are asymptotically stable. Common solutions can be obtained by solving a set of linear matrix inequalities (LMIs that are numerically feasible. Finally, simulations are performed in order to verify the effectiveness of the proposed stability conditions in this paper.
Merit exponents and control area diagrams in materials selection
International Nuclear Information System (INIS)
Zander, Johan; Sandstroem, Rolf
2011-01-01
Highlights: → Merit exponents are introduced to generalise the merit indices commonly used in materials selection. → The merit exponents can rank materials in general design situations. → To allow identification of the active merit exponent(s), control area diagrams are used. → Principles for generating the control area diagrams are presented. -- Abstract: Merit indices play a fundamental role in materials selection, since they enable ranking of materials. However, the conventional formulation of merit indices is associated with severe limitations. They are dependent on the explicit solution of the variables in the equations for the constraints from the design criteria. Furthermore, it is not always easy to determine which the controlling merit index is. To enable the ranking of materials in more general design cases, merit exponents are introduced as generalisations of the merit indices. Procedures are presented for how to compute the merit exponents numerically without having to solve equations algebraically. Merit exponents (and indices) are only valid in a certain range of property values. To simplify the identification of the controlling merit exponent, it is suggested that so called control area diagrams are used. These diagrams consist of a number of domains, each showing the active constraints and the controlling merit exponent. It is shown that the merit exponents play a crucial role when the control area diagram (CAD) is set up. The principles in the paper are developed for mechanically loaded components and are illustrated for engineering beams with two or three geometric variables.
Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?
Czech Academy of Sciences Publication Activity Database
Krištoufek, Ladislav
2015-01-01
Roč. 431, č. 1 (2015), s. 124-127 ISSN 0378-4371 R&D Projects: GA ČR(CZ) GP14-11402P Institutional support: RVO:67985556 Keywords : Correlations * Power- law cross-correlations * Bivariate Hurst exponent * Spectrum coherence Subject RIV: AH - Economics Impact factor: 1.785, year: 2015 http://library.utia.cas.cz/separaty/2015/E/kristoufek-0452314.pdf
Dynamic dilution exponent in monodisperse entangled polymer solutions
DEFF Research Database (Denmark)
Shahid, T.; Huang, Qian; Oosterlinck, F.
2017-01-01
of concentration but also depends on the molar mass of the chains. While the proposed approach successfully explains the viscoelastic properties of a large number of semi-dilute solutions of polymers in their own oligomers, important discrepancies are found for semi-dilute entangled polymers in small-molecule......We study and model the linear viscoelastic properties of several entangled semi-dilute and concentrated solutions of linear chains of different molar masses and at different concentrations dissolved in their oligomers. We discuss the dilution effect of the oligomers on the entangled long chains....... In particular, we investigate the influence of both concentration and molar mass on the value of the effective dynamic dilution exponent determined from the level of the storage plateau at low and intermediate frequencies. We show that the experimental results can be quantitatively explained by considering...
The Critical Exponent is Computable for Automatic Sequences
Directory of Open Access Journals (Sweden)
Jeffrey Shallit
2011-08-01
Full Text Available The critical exponent of an infinite word is defined to be the supremum of the exponent of each of its factors. For k-automatic sequences, we show that this critical exponent is always either a rational number or infinite, and its value is computable. This generalizes or recovers previous results of Krieger and others. Our technique is applicable to other situations; e.g., the computation of the optimal recurrence constant for a linearly recurrent k-automatic sequence.
Abstraction of continuous dynamical systems utilizing lyapunov functions
DEFF Research Database (Denmark)
Sloth, Christoffer; Wisniewski, Rafael
2010-01-01
This paper considers the development of a method for abstracting continuous dynamical systems by timed automata. The method is based on partitioning the state space of dynamical systems with invariant sets, which form cells representing locations of the timed automata. To enable verification...... of the dynamical system based on the abstraction, conditions for obtaining sound, complete, and refinable abstractions are set up. It is proposed to partition the state space utilizing sub-level sets of Lyapunov functions, since they are positive invariant sets. The existence of sound abstractions for Morse......-Smale systems and complete and refinable abstractions for linear systems are shown....
Lyapunov Orbits in the Jupiter System Using Electrodynamic Tethers
Bokelmann, Kevin; Russell, Ryan P.; Lantoine, Gregory
2013-01-01
Various researchers have proposed the use of electrodynamic tethers for power generation and capture from interplanetary transfers. The effect of tether forces on periodic orbits in Jupiter-satellite systems are investigated. A perturbation force is added to the restricted three-body problem model and a series of simplifications allows development of a conservative system that retains the Jacobi integral. Expressions are developed to find modified locations of equilibrium positions. Modified families of Lyapunov orbits are generated as functions of tether size and Jacobi integral. Zero velocity curves and stability analyses are used to evaluate the dynamical properties of tether-modified orbits.
Design of Connectivity Preserving Flocking Using Control Lyapunov Function
Directory of Open Access Journals (Sweden)
Bayu Erfianto
2016-01-01
Full Text Available This paper investigates cooperative flocking control design with connectivity preserving mechanism. During flocking, interagent distance is measured to determine communication topology of the flocks. Then, cooperative flocking motion is built based on cooperative artificial potential field with connectivity preserving mechanism to achieve the common flocking objective. The flocking control input is then obtained by deriving cooperative artificial potential field using control Lyapunov function. As a result, we prove that our flocking protocol establishes group stabilization and the communication topology of multiagent flocking is always connected.
Critical exponents predicted by grouping of Feynman diagrams in φ4 model
International Nuclear Information System (INIS)
Kaupuzs, J.
2001-01-01
Different perturbation theory treatments of the Ginzburg-Landau phase transition model are discussed. This includes a criticism of the perturbative renormalization group (RG) approach and a proposal of a novel method providing critical exponents consistent with the known exact solutions in two dimensions. The usual perturbation theory is reorganized by appropriate grouping of Feynman diagrams of φ 4 model with O(n) symmetry. As a result, equations for calculation of the two-point correlation function are obtained which allow to predict possible exact values of critical exponents in two and three dimensions by proving relevant scaling properties of the asymptotic solution at (and near) the criticality. The new values of critical exponents are discussed and compared to the results of numerical simulations and experiments. (orig.)
On the existence of polynomial Lyapunov functions for rationally stable vector fields
DEFF Research Database (Denmark)
Leth, Tobias; Wisniewski, Rafal; Sloth, Christoffer
2018-01-01
This paper proves the existence of polynomial Lyapunov functions for rationally stable vector fields. For practical purposes the existence of polynomial Lyapunov functions plays a significant role since polynomial Lyapunov functions can be found algorithmically. The paper extents an existing result...... on exponentially stable vector fields to the case of rational stability. For asymptotically stable vector fields a known counter example is investigated to exhibit the mechanisms responsible for the inability to extend the result further....
How We Tend To Overestimate Powerlaw Tail Exponents
Nassim N. Taleb
2012-01-01
In the presence of a layer of metaprobabilities (from uncertainty concerning the parameters), the asymptotic tail exponent corresponds to the lowest possible tail exponent regardless of its probability. The problem explains "Black Swan" effects, i.e., why measurements tend to chronically underestimate tail contributions, rather than merely deliver imprecise but unbiased estimates.
International Nuclear Information System (INIS)
Ge Zhengming; Chang Chingming
2009-01-01
By applying pure error dynamics and elaborate nondiagonal Lyapunov function, the nonlinear generalized synchronization is studied in this paper. Instead of current mixed error dynamics in which master state variables and slave state variables are presented, the nonlinear generalized synchronization can be obtained by pure error dynamics without auxiliary numerical simulation. The elaborate nondiagonal Lyapunov function is applied rather than current monotonous square sum Lyapunov function deeply weakening the powerfulness of Lyapunov direct method. Both autonomous and nonautonomous double Mathieu systems are used as examples with numerical simulations.
Tognetti, Eduardo S.; Oliveira, Ricardo C. L. F.; Peres, Pedro L. D.
2015-01-01
The problem of state feedback control design for discrete-time Takagi-Sugeno (TS) (T-S) fuzzy systems is investigated in this paper. A Lyapunov function, which is quadratic in the state and presents a multi-polynomial dependence on the fuzzy weighting functions at the current and past instants of time, is proposed.This function contains, as particular cases, other previous Lyapunov functions already used in the literature, being able to provide less conservative conditions of control design for TS fuzzy systems. The structure of the proposed Lyapunov function also motivates the design of a new stabilising compensator for Takagi-Sugeno fuzzy systems. The main novelty of the proposed state feedback control law is that the gain is composed of matrices with multi-polynomial dependence on the fuzzy weighting functions at a set of past instants of time, including the current one. The conditions for the existence of a stabilising state feedback control law that minimises an upper bound to the ? or ? norms are given in terms of linear matrix inequalities. Numerical examples show that the approach can be less conservative and more efficient than other methods available in the literature.
Lyapunov-based distributed control of the safety-factor profile in a tokamak plasma
International Nuclear Information System (INIS)
Bribiesca Argomedo, Federico; Witrant, Emmanuel; Prieur, Christophe; Brémond, Sylvain; Nouailletas, Rémy; Artaud, Jean-François
2013-01-01
A real-time model-based controller is developed for the tracking of the distributed safety-factor profile in a tokamak plasma. Using relevant physical models and simplifying assumptions, theoretical stability and robustness guarantees were obtained using a Lyapunov function. This approach considers the couplings between the poloidal flux diffusion equation, the time-varying temperature profiles and an independent total plasma current control. The actuator chosen for the safety-factor profile tracking is the lower hybrid current drive, although the results presented can be easily extended to any non-inductive current source. The performance and robustness of the proposed control law is evaluated with a physics-oriented simulation code on Tore Supra experimental test cases. (paper)
Lyapunov-based decentralized control of a rougher flotation phenomenological simulator
International Nuclear Information System (INIS)
Benaskeur, A.R.; Desbiens, A.
1999-01-01
In this paper a new approach to decentralized control of linear two-by-two plants is presented. The novelty lies in the use of a modified control function of Lyapunov and the introduction of an integral action in each manipulated variable, to ensure zero tracking errors. An appropriate choice of the regulated errors, allows the elimination of the cross terms in the obtained backstepping-based multivariable controller. It will be proven that if the H ∞ -norm of the plant interaction quotient is less than one, the centralized controller can be split up into two independent scalar output feedback regulators. Under these conditions, the global stability and zero tracking errors will still be guaranteed. The developed scheme is successfully applied to the control of a rougher flotation phenomenological simulator. (author)
A Lyapunov method for stability analysis of piecewise-affine systems over non-invariant domains
Rubagotti, Matteo; Zaccarian, Luca; Bemporad, Alberto
2016-05-01
This paper analyses stability of discrete-time piecewise-affine systems, defined on possibly non-invariant domains, taking into account the possible presence of multiple dynamics in each of the polytopic regions of the system. An algorithm based on linear programming is proposed, in order to prove exponential stability of the origin and to find a positively invariant estimate of its region of attraction. The results are based on the definition of a piecewise-affine Lyapunov function, which is in general discontinuous on the boundaries of the regions. The proposed method is proven to lead to feasible solutions in a broader range of cases as compared to a previously proposed approach. Two numerical examples are shown, among which a case where the proposed method is applied to a closed-loop system, to which model predictive control was applied without a-priori guarantee of stability.
A Lyapunov theory based UPFC controller for power flow control
Energy Technology Data Exchange (ETDEWEB)
Zangeneh, Ali; Kazemi, Ahad; Hajatipour, Majid; Jadid, Shahram [Center of Excellence for Power Systems Automation and Operation, Iran University of Science and Technology, Tehran (Iran)
2009-09-15
Unified power flow controller (UPFC) is the most comprehensive multivariable device among the FACTS controllers. Capability of power flow control is the most important responsibility of UPFC. According to high importance of power flow control in transmission lines, the proper controller should be robust against uncertainty and disturbance and also have suitable settling time. For this purpose, a new controller is designed based on the Lyapunov theory and its stability is also evaluated. The Main goal of this paper is to design a controller which enables a power system to track reference signals precisely and to be robust in the presence of uncertainty of system parameters and disturbances. The performance of the proposed controller is simulated on a two bus test system and compared with a conventional PI controller. The simulation results show the power and accuracy of the proposed controller. (author)
On the Lojasiewicz exponent at infinity of real polynomials
International Nuclear Information System (INIS)
Ha Huy Vui; Pham Tien Son
2007-07-01
Let f : R n → R be a nonconstant polynomial function. In this paper, using the information from 'the curve of tangency' of f, we provide a method to determine the Lojasiewicz exponent at infinity of f. As a corollary, we give a computational criterion to decide if the Lojasiewicz exponent at infinity is finite or not. Then, we obtain a formula to calculate the set of points at which the polynomial f is not proper. Moreover, a relation between the Lojasiewicz exponent at infinity of f with the problem of computing the global optimum of f is also established. (author)
Lyapunov functions and global stability for SIR and SEIR models with age-dependent susceptibility
Korobeinikov, Andrei; Melnik, Andrey V.
2013-01-01
We consider global asymptotic properties for the SIR and SEIR age structured models for infectious diseases where the susceptibility depends on the age. Using the direct Lyapunov method with Volterra type Lyapunov functions, we establish conditions for the global stability of a unique endemic steady state and the infection-free steady state.
Lyapunov Functions, Stationary Distributions, and Non-equilibrium Potential for Reaction Networks
DEFF Research Database (Denmark)
Anderson, David F; Craciun, Gheorghe; Gopalkrishnan, Manoj
2015-01-01
We consider the relationship between stationary distributions for stochastic models of reaction systems and Lyapunov functions for their deterministic counterparts. Specifically, we derive the well-known Lyapunov function of reaction network theory as a scaling limit of the non-equilibrium potent...
Construction of a Smooth Lyapunov Function for the Robust and Exact Second-Order Differentiator
Directory of Open Access Journals (Sweden)
Tonametl Sanchez
2016-01-01
Full Text Available Differentiators play an important role in (continuous feedback control systems. In particular, the robust and exact second-order differentiator has shown some very interesting properties and it has been used successfully in sliding mode control, in spite of the lack of a Lyapunov based procedure to design its gains. As contribution of this paper, we provide a constructive method to determine a differentiable Lyapunov function for such a differentiator. Moreover, the Lyapunov function is used to provide a procedure to design the differentiator’s parameters. Also, some sets of such parameters are provided. The determination of the positive definiteness of the Lyapunov function and negative definiteness of its derivative is converted to the problem of solving a system of inequalities linear in the parameters of the Lyapunov function candidate and also linear in the gains of the differentiator, but bilinear in both.
Time-delay effects and simplified control fields in quantum Lyapunov control
International Nuclear Information System (INIS)
Yi, X X; Wu, S L; Wu, Chunfeng; Feng, X L; Oh, C H
2011-01-01
Lyapunov-based quantum control has the advantage that it is free from the measurement-induced decoherence and it includes the instantaneous information of the system in the control. The Lyapunov control is often confronted with time delay in the control fields and difficulty in practical implementations of the control. In this paper, we study the effect of time delay on the Lyapunov control and explore the possibility of replacing the control field with a pulse train or a bang-bang signal. The efficiency of the Lyapunov control is also presented through examining the convergence time of the system. These results suggest that the Lyapunov control is robust against time delay, easy to realize and effective for high-dimensional quantum systems.
ACCURATE ESTIMATES OF CHARACTERISTIC EXPONENTS FOR SECOND ORDER DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
In this paper, a second order linear differential equation is considered, and an accurate estimate method of characteristic exponent for it is presented. Finally, we give some examples to verify the feasibility of our result.
A MONTE-CARLO METHOD FOR ESTIMATING THE CORRELATION EXPONENT
MIKOSCH, T; WANG, QA
We propose a Monte Carlo method for estimating the correlation exponent of a stationary ergodic sequence. The estimator can be considered as a bootstrap version of the classical Hill estimator. A simulation study shows that the method yields reasonable estimates.
What is the cementation exponent? A new differential interpretation
Glover, P. W. J.
2009-04-01
Between 1950 and 2002 the total volume of reserves discovered has run to over 1500 Bbbl. for oil and 7.5 Tcf. for gas. Over half of these resources has already been produced, and has driven the global economy for the last fifty years. All of the assessments of the volume of hydrocarbon reserves were made using Archie's relationships (1942). It would be difficult, therefore, to overestimate the impact of either the petrophysical techniques or Archie's relationships on the worldwide economy. Archie's laws link the electrical resistivity of a rock to its porosity, to the resistivity of the water that saturates its pores, and to the fractional saturation of the pore space with the water, and are used to calculate the hydrocarbon saturation of the reservoir rock from which the reserves are then calculated. Archie's laws contain two exponents, m and n, which Archie called the cementation exponent and the saturation exponent, respectively. The conductivity of the hydrocarbon saturated rock is highly sensitive to changes in either exponent. However, despite the importance of the cementation exponent, few petrophysicists, commercial or academic, are able to describe its real physical meaning. The purpose of this contribution is to investigate the elusive physical meaning of the cementation exponent. We review the traditional interpretation of the cementation exponent and consider the extension of Archie's first law to two conducting phases. Consequently, we develop a new differential interpretation of the cementation exponent that is based on a new definition for the connectedness of the conducting phases in a porous medium. In this interpretation the connectedness of a porous medium is defined as the availability of pathways for transport, where the connectedness is the inverse of the formation resistivity factor, G = σo σw = 1 F (and may also be called the conductivity formation factor). Porosity is defined as the fractional amount of pore space in the usual manner
A new exponent in self-avoiding walks
International Nuclear Information System (INIS)
Srivastava, V.
1983-06-01
Existence of a new exponent is reported in the problem of nonintersecting self-avoiding random walks. It is connected with the asymptotic behaviour of the growth of number of such walks of larger and larger length. The value of the exponent is found to be nearly 0.90 for all two-dimensional and nearly 0.96 for all three-dimensional lattices studied here. (author)
Chaos based on Riemannian geometric approach to Abelian-Higgs dynamical system
International Nuclear Information System (INIS)
Kawabe, Tetsuji
2003-01-01
Based on the Riemannian geometric approach, we study chaos of the Abelian-Higgs dynamical system derived from a classical field equation consisting of a spatially homogeneous Abelian gauge field and Higgs field. Using the global indicator of chaos formulated by the sectional curvature of the ambient manifold, we show that this approach brings the same qualitative and quantitative information about order and chaos as has been provided by the Lyapunov exponents in the conventional and phenomenological approach. We confirm that the mechanism of chaos is a parametric instability of the system. By analyzing a close relation between the sectional curvature and the Gaussian curvature, we point out that the Toda-Brumer criterion becomes a sufficient condition to the criterion based on this geometric approach as to the stability condition
Non-universal spreading exponents in a catalytic reaction model
International Nuclear Information System (INIS)
De Andrade, Marcelo F; Figueiredo, W
2011-01-01
We investigated the dependence of the spreading critical exponents and the ultimate survival probability exponent on the initial configuration of a nonequilibrium catalytic reaction model. The model considers the competitive reactions between two different monomers, A and B, where we take into account the energy couplings between nearest neighbor monomers, and the adsorption energies, as well as the temperature T of the catalyst. For each value of T the model shows distinct absorbing states, with different concentrations of the two monomers. Employing an epidemic analysis, we established the behavior of the spreading exponents as we started the Monte Carlo simulations with different concentrations of the monomers. The exponents were determined as a function of the initial concentration ρ A, ini of A monomers. We have also considered initial configurations with correlations for a fixed concentration of A monomers. From the determination of three spreading exponents, and the ultimate survival probability exponent, we checked the validity of the generalized hyperscaling relation for a continuous set of initial states, random and correlated, which are dependent on the temperature of the catalyst
On identifying relationships between the flood scaling exponent and basin attributes.
Medhi, Hemanta; Tripathi, Shivam
2015-07-01
Floods are known to exhibit self-similarity and follow scaling laws that form the basis of regional flood frequency analysis. However, the relationship between basin attributes and the scaling behavior of floods is still not fully understood. Identifying these relationships is essential for drawing connections between hydrological processes in a basin and the flood response of the basin. The existing studies mostly rely on simulation models to draw these connections. This paper proposes a new methodology that draws connections between basin attributes and the flood scaling exponents by using observed data. In the proposed methodology, region-of-influence approach is used to delineate homogeneous regions for each gaging station. Ordinary least squares regression is then applied to estimate flood scaling exponents for each homogeneous region, and finally stepwise regression is used to identify basin attributes that affect flood scaling exponents. The effectiveness of the proposed methodology is tested by applying it to data from river basins in the United States. The results suggest that flood scaling exponent is small for regions having (i) large abstractions from precipitation in the form of large soil moisture storages and high evapotranspiration losses, and (ii) large fractions of overland flow compared to base flow, i.e., regions having fast-responding basins. Analysis of simple scaling and multiscaling of floods showed evidence of simple scaling for regions in which the snowfall dominates the total precipitation.
Inter-relationship between scaling exponents for describing self-similar river networks
Yang, Soohyun; Paik, Kyungrock
2015-04-01
Natural river networks show well-known self-similar characteristics. Such characteristics are represented by various power-law relationships, e.g., between upstream length and drainage area (exponent h) (Hack, 1957), and in the exceedance probability distribution of upstream area (exponent É) (Rodriguez-Iturbe et al., 1992). It is empirically revealed that these power-law exponents are within narrow ranges. Power-law is also found in the relationship between drainage density (the total stream length divided by the total basin area) and specified source area (the minimum drainage area to form a stream head) (exponent η) (Moussa and Bocquillon, 1996). Considering that above three scaling relationships all refer to fundamental measures of 'length' and 'area' of a given drainage basin, it is natural to hypothesize plausible inter-relationship between these three scaling exponents. Indeed, Rigon et al. (1996) demonstrated the relationship between É and h. In this study, we expand this to a more general É-η-h relationship. We approach É-η relationship in an analytical manner while η-h relationship is demonstrated for six study basins in Korea. Detailed analysis and implications will be presented. References Hack, J. T. (1957). Studies of longitudinal river profiles in Virginia and Maryland. US, Geological Survey Professional Paper, 294. Moussa, R., & Bocquillon, C. (1996). Fractal analyses of tree-like channel networks from digital elevation model data. Journal of Hydrology, 187(1), 157-172. Rigon, R., Rodriguez-Iturbe, I., Maritan, A., Giacometti. A., Tarboton, D. G., & Rinaldo, A. (1996). On Hack's Law. Water Resources Research, 32(11), 3367-3374. Rodríguez-Iturbe, I., Ijjasz-Vasquez, E. J., Bras, R. L., & Tarboton, D. G. (1992). Power law distributions of discharge mass and energy in river basins. Water Resources Research, 28(4), 1089-1093.
Lyapunov spectra and conjugate-pairing rule for confined atomic fluids
DEFF Research Database (Denmark)
Bernadi, Stefano; Todd, B.D.; Hansen, Jesper Schmidt
2010-01-01
In this work we present nonequilibrium molecular dynamics simulation results for the Lyapunov spectra of atomic fluids confined in narrow channels of the order of a few atomic diameters. We show the effect that realistic walls have on the Lyapunov spectra. All the degrees of freedom of the confin...... evolved Lyapunov vectors projected into a reduced dimensional phase space. We finally observe that the phase-space compression due to the thermostat remains confined into the wall region and does not significantly affect the purely Newtonian fluid region....
Bolgorian, Meysam; Raei, Reza
In this paper using the global Hurst exponent, the impact of privatization of public companies in Iran on the degree of efficiency in Tehran Stock Exchange is assessed. The results show that selling public companies' share in Tehran Stock Exchange (TSE) leads to a structural break in degree of market development. To model this phenomenon a catastrophe approach is used and it is demonstrated that this structural break can be better explained by a cusp catastrophe model.
A new theoretical interpretation of Archie's saturation exponent
Directory of Open Access Journals (Sweden)
P. W. J. Glover
2017-07-01
Full Text Available This paper describes the extension of the concepts of connectedness and conservation of connectedness that underlie the generalized Archie's law for n phases to the interpretation of the saturation exponent. It is shown that the saturation exponent as defined originally by Archie arises naturally from the generalized Archie's law. In the generalized Archie's law the saturation exponent of any given phase can be thought of as formally the same as the phase (i.e. cementation exponent, but with respect to a reference subset of phases in a larger n-phase medium. Furthermore, the connectedness of each of the phases occupying a reference subset of an n-phase medium can be related to the connectedness of the subset itself by Gi = GrefSini. This leads naturally to the idea of the term Sini for each phase i being a fractional connectedness, where the fractional connectednesses of any given reference subset sum to unity in the same way that the connectednesses sum to unity for the whole medium. One of the implications of this theory is that the saturation exponent of any phase can be now be interpreted as the rate of change of the fractional connectedness with saturation and connectivity within the reference subset.
Eleiwi, Fadi; Laleg-Kirati, Taous-Meriem
2015-01-01
This paper presents a nonlinear Lyapunov-based boundary control for the temperature difference of a membrane distillation boundary layers. The heat transfer mechanisms inside the process are modeled with a 2D advection-diffusion equation. The model
Stability of dynamical systems on the role of monotonic and non-monotonic Lyapunov functions
Michel, Anthony N; Liu, Derong
2015-01-01
The second edition of this textbook provides a single source for the analysis of system models represented by continuous-time and discrete-time, finite-dimensional and infinite-dimensional, and continuous and discontinuous dynamical systems. For these system models, it presents results which comprise the classical Lyapunov stability theory involving monotonic Lyapunov functions, as well as corresponding contemporary stability results involving non-monotonicLyapunov functions.Specific examples from several diverse areas are given to demonstrate the applicability of the developed theory to many important classes of systems, including digital control systems, nonlinear regulator systems, pulse-width-modulated feedback control systems, and artificial neural networks. The authors cover the following four general topics: - Representation and modeling of dynamical systems of the types described above - Presentation of Lyapunov and Lagrange stability theory for dynamical sy...
Lyapunov stability of ideal compressible and incompressible fluid equilibria in three dimensions
International Nuclear Information System (INIS)
Holm, D.D.
1985-08-01
Linearized stability of ideal compressible and incompressible fluid equilibria in three dimensions is analyzed using Lyapunov's direct method. An action principle is given for the Eulerian and Lagrangian fluid descriptions and the family of constants of motion due to symmetry under fluid-particle relabelling is derived in the form of Ertel's theorem for each description. In an augmented Euleriah description, the steady equilibrium flows of these two fluids theories are identified as critical points of the conserved Lyapunov functionals defined by the sum, H + C, of the energy H, and the Ertel constants of motion, C. It turns out that unconditional linear Lyapunov stability of these flows in the norm provided by the second variation of H + C is precluded by vortex-particle stretching, even for otherwise shear-stable flows. Conditional Lyapunov stability of these flows is discussed. 24 refs
Dynamical behaviors determined by the Lyapunov function in competitive Lotka-Volterra systems
Tang, Ying; Yuan, Ruoshi; Ma, Yian
2013-01-01
Dynamical behaviors of the competitive Lotka-Volterra system even for 3 species are not fully understood. In this paper, we study this problem from the perspective of the Lyapunov function. We construct explicitly the Lyapunov function using three examples of the competitive Lotka-Volterra system for the whole state space: (1) the general 2-species case, (2) a 3-species model, and (3) the model of May-Leonard. The basins of attraction for these examples are demonstrated, including cases with bistability and cyclical behavior. The first two examples are the generalized gradient system, where the energy dissipation may not follow the gradient of the Lyapunov function. In addition, under a new type of stochastic interpretation, the Lyapunov function also leads to the Boltzmann-Gibbs distribution on the final steady state when multiplicative noise is added.
Lyapunov stability analysis of magnetohydrodynamic plasma equilibria with axisymmetric toroidal flow
International Nuclear Information System (INIS)
Almaguer, J.A.; Hameiri, E.; Herrera, J.; Holm, D.D.
1988-01-01
Lyapunov stability conditions for ideal magnetohydrodynamic (MHD) plasmas with mass flow in axisymmetric toroidal geometry are determined in the Eulerian representation. Axisymmetric equilibrium solutions of ideal MHD are associated to critical points of a nonlinearly conserved Lyapunov functional consisting of the sum of the total energy and the following flux-weighted quantities: the circulation along field lines, the angular momentum, the toroidal flux, and the mass content within each flux tube. Conditions sufficient for Lyapunov stability of these equilibria against axisymmetric perturbations are found by taking advantage of the Hamiltonian formalism for ideal MHD. In particular [see Eq. (60)], it is sufficient for Lyapunov stability under linearized dynamics that an axisymmetric equilibrium be subsonic in the appropriate rotating frame, lie in the first elliptic regime of the Bernoulli--Grad--Shafranov (BGS) system of equations, and satisfy one additional, more complicated, condition. Effects of boundary conditions, nonlinearity, and three-dimensionality on MHD stability are also discussed
The hurst exponent and long-time correlation
International Nuclear Information System (INIS)
Wang, G.; Antar, G.; Devynck, P.
1999-10-01
The rescaled range statistics (R/S) method is applied to the ion saturation current fluctuations measured by Langmuir probe at edge on Tore Supra to evaluate the Hurst exponent. Data block randomization is carried out to the data sets in order to investigate the relationship between the Hurst exponent and long time correlation. It is observed that h is well above 0.5 in the long time self-similar range. However, it is found that the information which leads to H > 0.5 is totally contained in the short-time correlation and no link to long times is found. (authors)
Quantum computation of multifractal exponents through the quantum wavelet transform
International Nuclear Information System (INIS)
Garcia-Mata, Ignacio; Giraud, Olivier; Georgeot, Bertrand
2009-01-01
We study the use of the quantum wavelet transform to extract efficiently information about the multifractal exponents for multifractal quantum states. We show that, combined with quantum simulation algorithms, it enables to build quantum algorithms for multifractal exponents with a polynomial gain compared to classical simulations. Numerical results indicate that a rough estimate of fractality could be obtained exponentially fast. Our findings are relevant, e.g., for quantum simulations of multifractal quantum maps and of the Anderson model at the metal-insulator transition.
An accurate algorithm to calculate the Hurst exponent of self-similar processes
International Nuclear Information System (INIS)
Fernández-Martínez, M.; Sánchez-Granero, M.A.; Trinidad Segovia, J.E.; Román-Sánchez, I.M.
2014-01-01
In this paper, we introduce a new approach which generalizes the GM2 algorithm (introduced in Sánchez-Granero et al. (2008) [52]) as well as fractal dimension algorithms (FD1, FD2 and FD3) (first appeared in Sánchez-Granero et al. (2012) [51]), providing an accurate algorithm to calculate the Hurst exponent of self-similar processes. We prove that this algorithm performs properly in the case of short time series when fractional Brownian motions and Lévy stable motions are considered. We conclude the paper with a dynamic study of the Hurst exponent evolution in the S and P500 index stocks. - Highlights: • We provide a new approach to properly calculate the Hurst exponent. • This generalizes FD algorithms and GM2, introduced previously by the authors. • This method (FD4) results especially appropriate for short time series. • FD4 may be used in both unifractal and multifractal contexts. • As an empirical application, we show that S and P500 stocks improved their efficiency
An accurate algorithm to calculate the Hurst exponent of self-similar processes
Energy Technology Data Exchange (ETDEWEB)
Fernández-Martínez, M., E-mail: fmm124@ual.es [Department of Mathematics, Faculty of Science, Universidad de Almería, 04120 Almería (Spain); Sánchez-Granero, M.A., E-mail: misanche@ual.es [Department of Mathematics, Faculty of Science, Universidad de Almería, 04120 Almería (Spain); Trinidad Segovia, J.E., E-mail: jetrini@ual.es [Department of Accounting and Finance, Faculty of Economics and Business, Universidad de Almería, 04120 Almería (Spain); Román-Sánchez, I.M., E-mail: iroman@ual.es [Department of Accounting and Finance, Faculty of Economics and Business, Universidad de Almería, 04120 Almería (Spain)
2014-06-27
In this paper, we introduce a new approach which generalizes the GM2 algorithm (introduced in Sánchez-Granero et al. (2008) [52]) as well as fractal dimension algorithms (FD1, FD2 and FD3) (first appeared in Sánchez-Granero et al. (2012) [51]), providing an accurate algorithm to calculate the Hurst exponent of self-similar processes. We prove that this algorithm performs properly in the case of short time series when fractional Brownian motions and Lévy stable motions are considered. We conclude the paper with a dynamic study of the Hurst exponent evolution in the S and P500 index stocks. - Highlights: • We provide a new approach to properly calculate the Hurst exponent. • This generalizes FD algorithms and GM2, introduced previously by the authors. • This method (FD4) results especially appropriate for short time series. • FD4 may be used in both unifractal and multifractal contexts. • As an empirical application, we show that S and P500 stocks improved their efficiency.
International Nuclear Information System (INIS)
Burande, Chandrakant S.; Bhalekar, Anil A.
2005-01-01
The thermodynamic stability of a few representative elementary chemical reactions proceeding at finite rates has been investigated using the recently proposed thermodynamic Lyapunov function and following the steps of Lyapunov's second method (also termed as the direct method) of stability of motion. The thermodynamic Lyapunov function; L s , used herein is the excess rate of entropy production in the thermodynamic perturbation space, which thereby inherits the dictates of the second law of thermodynamics. This Lyapunov function is not the same as the excess entropy rate that one encounters in thermodynamic (irreversible) literature. The model chemical conversions studied in this presentation are A+B→v x X and A+B↔ν x X. For the sake of simplicity, the thermal effects of chemical reactions have been considered as not adding to the perturbation as our main aim was to demonstrate how one should use systematically the proposed thermodynamic Lyapunov function following the steps of Lyapunov's second method of stability of motion. The domains of thermodynamic stability under the constantly acting small disturbances, thermodynamic asymptotic stability and thermodynamic instability in these model systems get established
Intercept Algorithm for Maneuvering Targets Based on Differential Geometry and Lyapunov Theory
Directory of Open Access Journals (Sweden)
Yunes Sh. ALQUDSI
2018-03-01
Full Text Available Nowadays, the homing guidance is utilized in the existed and under development air defense systems (ADS to effectively intercept the targets. The targets became smarter and capable to fly and maneuver professionally and the tendency to design missile with a small warhead became greater, then there is a pressure to produce a more precise and accurate missile guidance system based on intelligent algorithms to ensure effective interception of highly maneuverable targets. The aim of this paper is to present an intelligent guidance algorithm that effectively and precisely intercept the maneuverable and smart targets by virtue of the differential geometry (DG concepts. The intercept geometry and engagement kinematics, in addition to the direct intercept condition are developed and expressed in DG terms. The guidance algorithm is then developed by virtue of DG and Lyapunov theory. The study terminates with 2D engagement simulation with illustrative examples, to demonstrate that, the derived DG guidance algorithm is a generalized guidance approach and the well-known proportional navigation (PN guidance law is a subset of this approach.
First-passage exponents of multiple random walks
International Nuclear Information System (INIS)
Ben-Naim, E; Krapivsky, P L
2010-01-01
We investigate first-passage statistics of an ensemble of N noninteracting random walks on a line. Starting from a configuration in which all particles are located in the positive half-line, we study S n (t), the probability that the nth rightmost particle remains in the positive half-line up to time t. This quantity decays algebraically, S n (t)∼t -β n , in the long-time limit. Interestingly, there is a family of nontrivial first-passage exponents, β 1 2 N-1 ; the only exception is the two-particle case where β 1 = 1/3. In the N → ∞ limit, however, the exponents attain a scaling form, β n (N) → β(z) with z=(n-N/2)/√N. We also demonstrate that the smallest exponent decays exponentially with N. We deduce these results from first-passage kinetics of a random walk in an N-dimensional cone and confirm them using numerical simulations. Additionally, we investigate the family of exponents that characterizes leadership statistics of multiple random walks and find that in this case, the cone provides an excellent approximation.
Density-scaling exponents and virial potential-energy correlation ...
Indian Academy of Sciences (India)
This paper investigates the relation between the density-scaling exponent γ and the virial potential energy correlation coefficient R at several thermodynamic state points in three dimensions for the generalized (2n, n) Lennard-Jones (LJ) system for n = 4, 9, 12, 18, as well as for the standard n = 6 LJ system in two,three, and ...
Nature of exponents found in the critical regime of YBCO
International Nuclear Information System (INIS)
Marhas, Manmeet Kaur; Saravanan, P.; Balakrishnan, K.; Srinivasan, R.; Kanjilal, D.; Metha, G.K.; Pai, S.P.; Pinto, R.; Vedvyas, M.; Ogale, S.B.; Mohan Rao, G.; Nathan, Senthil; Mohan, S.
1997-01-01
Full text: Fluctuation effects in electrical conductivity near T c is an important tool for studying the nature of phase transition in high T c ceramics. Probing critical regime by way of experiments demand data of good precision. Measurements were carried out on well characterised high T c films prepared by laser ablation and high pressure oxygen sputtering. High energy ion irradiation carried out to see the effect of disorder. Precise electrical resistivity measurements were carried out near T c with a temperature control accuracy better than 10 mK and large number of data points were collected in this regime. 100 MeV oxygen and 200 MeV Ag ions were used with varying fluences for irradiation at 77K. The data was analysed using existing models of critical fluctuation effects. The exponent of electrical conductivity in laser ablated thin films whose transition widths are less than 1 K was 1.33 and is independent of disorder caused by high energy ion irradiation and this could be identified as the exponent for excess conductivity in the critical intermediate charged fluctuation regime as proposed by Fisher. The exponent is around 2.7 in those films whose transition widths are greater than 1 K and also was independent of disorder and this could be identified as exponent in the para coherence regime
Nonlinear anisotropic elliptic equations with variable exponents and degenerate coercivity
Directory of Open Access Journals (Sweden)
Hocine Ayadi
2018-02-01
Full Text Available In this article, we prove the existence and the regularity of distributional solutions for a class of nonlinear anisotropic elliptic equations with $p_i(x$ growth conditions, degenerate coercivity and $L^{m(\\cdot}$ data, with $m(\\cdot$ being small, in appropriate Lebesgue-Sobolev spaces with variable exponents. The obtained results extend some existing ones [8,10].
Inverted rank distributions: Macroscopic statistics, universality classes, and critical exponents
Eliazar, Iddo; Cohen, Morrel H.
2014-01-01
An inverted rank distribution is an infinite sequence of positive sizes ordered in a monotone increasing fashion. Interlacing together Lorenzian and oligarchic asymptotic analyses, we establish a macroscopic classification of inverted rank distributions into five “socioeconomic” universality classes: communism, socialism, criticality, feudalism, and absolute monarchy. We further establish that: (i) communism and socialism are analogous to a “disordered phase”, feudalism and absolute monarchy are analogous to an “ordered phase”, and criticality is the “phase transition” between order and disorder; (ii) the universality classes are characterized by two critical exponents, one governing the ordered phase, and the other governing the disordered phase; (iii) communism, criticality, and absolute monarchy are characterized by sharp exponent values, and are inherently deterministic; (iv) socialism is characterized by a continuous exponent range, is inherently stochastic, and is universally governed by continuous power-law statistics; (v) feudalism is characterized by a continuous exponent range, is inherently stochastic, and is universally governed by discrete exponential statistics. The results presented in this paper yield a universal macroscopic socioeconophysical perspective of inverted rank distributions.
Fermat's Last Theorem for Factional and Irrational Exponents
Morgan, Frank
2010-01-01
Fermat's Last Theorem says that for integers n greater than 2, there are no solutions to x[superscript n] + y[superscript n] = z[superscript n] among positive integers. What about rational exponents? Irrational n? Negative n? See what an undergraduate senior seminar discovered.
Nonlinear chaos-dynamical approach to analysis of atmospheric ...
Indian Academy of Sciences (India)
false nearest neighbors, Lyapunov's exponents, surrogate data, nonlinear prediction ... Chaotic dynamics; time series of the 222Rn concentration; universal complex ... tems is due to a number of applications, including the ..... Computer Engineering. ... Ternovsky,Quantum Systems in Physics, Chemistry, and. Biology, pp.
Gaussian fluctuation of the diffusion exponent of virus capsid in a living cell nucleus
Itto, Yuichi
2018-05-01
In their work [4], Bosse et al. experimentally showed that virus capsid exhibits not only normal diffusion but also anomalous diffusion in nucleus of a living cell. There, it was found that the distribution of fluctuations of the diffusion exponent characterizing them takes the Gaussian form, which is, quite remarkably, the same form for two different types of the virus. This suggests high robustness of such fluctuations. Here, the statistical property of local fluctuations of the diffusion exponent of the virus capsid in the nucleus is studied. A maximum-entropy-principle approach (originally proposed for a different virus in a different cell) is applied for obtaining the fluctuation distribution of the exponent. Largeness of the number of blocks identified with local areas of interchromatin corrals is also examined based on the experimental data. It is shown that the Gaussian distribution of the local fluctuations can be derived, in accordance with the above form. In addition, it is quantified how the fluctuation distribution on a long time scale is different from the Gaussian distribution.
Randomness confidence bands of fractal scaling exponents for financial price returns
International Nuclear Information System (INIS)
Ibarra-Valdez, C.; Alvarez, J.; Alvarez-Ramirez, J.
2016-01-01
Highlights: • A robust test for randomness of price returns is proposed. • The DFA scaling exponent is contrasted against confidence bands for random sequences. • The size of the band depends of the sequence length. • Crude oil and USA stock markets have been rarely inefficient. - Abstract: The weak-form of the efficient market hypothesis (EMH) establishes that price returns behave as a pure random process and so their outcomes cannot be forecasted. The detrended fluctuation analysis (DFA) has been widely used to test the weak-form of the EMH by showing that time series of price returns are serially uncorrelated. In this case, the DFA scaling exponent exhibits deviations from the theoretical value of 0.5. This work considers the test of the EMH for DFA implementation on a sliding window, which is an approach that is intended to monitor the evolution of markets. Under these conditions, the scaling exponent exhibits important variations over the scrutinized period that can offer valuable insights in the behavior of the market provided the estimated scaling value is kept within strict statistical tests to verify the presence or not of serial correlations in the price returns. In this work, the statistical tests are based on comparing the estimated scaling exponent with the values obtained from pure Gaussian sequences with the length of the real time series. In this way, the presence of serial correlations can be guaranteed only in terms of the confidence bands of a pure Gaussian process. The crude oil (WTI) and the USA stock (DJIA) markets are used to illustrate the methodology.
Critical exponents for the Reggeon quantum spin model
International Nuclear Information System (INIS)
Brower, R.C.; Furman, M.A.
1978-01-01
The Reggeon quantum spin (RQS) model on the transverse lattice in D dimensional impact parameter space has been conjectured to have the same critical behaviour as the Reggeon field theory (RFT). Thus from a high 'temperature' series of ten (D=2) and twenty (D=1) terms for the RQS model the authors extrapolate to the critical temperature T=Tsub(c) by Pade approximants to obtain the exponents eta=0.238 +- 0.008, z=1.16 +- 0.01, γ=1.271 +- 0.007 for D=2 and eta=0.317 +- 0.002, z=1.272 +- 0.007, γ=1.736 +- 0.001, lambda=0.57 +- 0.03 for D=1. These exponents naturally interpolate between the D=0 and D=4-epsilon results for RFT as expected on the basis of the universality conjecture. (Auth.)
Scaling exponents for fracture surfaces in opal glass
International Nuclear Information System (INIS)
Chavez-Guerrero, L.; Garza, F.J.; Hinojosa, M.
2010-01-01
We have investigated the scaling properties of fracture surfaces in opal glass. Specimens with two different opacifying particle sizes (1 μm and 0.4 μm) were broken by three-point bending test and the resulting fracture surfaces were analyzed using Atomic Force Microscopy. The analysis of the self-affine behavior was performed using the Variable Bandwidth and Height-Height Correlation Methods, and both the roughness exponent, ζ, and the correlation length, ξ, were determined. It was found that the roughness exponent obtained in both samples is ζ ∼ 0.8; whereas the correlation length in both fractures is of the order of the particle size, demonstrating the dependence of this self-affine parameter on the microstructure of opal glass.
Scaling exponents for fracture surfaces in opal glass
Energy Technology Data Exchange (ETDEWEB)
Chavez-Guerrero, L., E-mail: guerreroleo@hotmail.com [Facultad de Ingenieria Mecanica y Electrica. Cd. Universitaria s/n, C.P. 66450, Universidad Autonoma de Nuevo Leon, Nuevo Leon (Mexico); Center of Innovation, Research and Development on Engineering and Technology, Universidad Autonoma de Nuevo Leon Monterrey, C.P. 66600, Apodaca, Nuevo Leon (Mexico); Garza, F.J., E-mail: fjgarza@gama.fime.uanl.mx [Facultad de Ciencias Quimicas, Cd. Universitaria s/n, C.P. 66450, Universidad Autonoma de Nuevo Leon, Nuevo Leon (Mexico); Hinojosa, M., E-mail: hinojosa@gama.fime.uanl.mx [Facultad de Ingenieria Mecanica y Electrica. Cd. Universitaria s/n, C.P. 66450, Universidad Autonoma de Nuevo Leon, Nuevo Leon (Mexico); Center of Innovation, Research and Development on Engineering and Technology, Universidad Autonoma de Nuevo Leon Monterrey, C.P. 66600, Apodaca, Nuevo Leon (Mexico)
2010-09-25
We have investigated the scaling properties of fracture surfaces in opal glass. Specimens with two different opacifying particle sizes (1 {mu}m and 0.4 {mu}m) were broken by three-point bending test and the resulting fracture surfaces were analyzed using Atomic Force Microscopy. The analysis of the self-affine behavior was performed using the Variable Bandwidth and Height-Height Correlation Methods, and both the roughness exponent, {zeta}, and the correlation length, {xi}, were determined. It was found that the roughness exponent obtained in both samples is {zeta} {approx} 0.8; whereas the correlation length in both fractures is of the order of the particle size, demonstrating the dependence of this self-affine parameter on the microstructure of opal glass.
On generalized scaling laws with continuously varying exponents
International Nuclear Information System (INIS)
Sittler, Lionel; Hinrichsen, Haye
2002-01-01
Many physical systems share the property of scale invariance. Most of them show ordinary power-law scaling, where quantities can be expressed as a leading power law times a scaling function which depends on scaling-invariant ratios of the parameters. However, some systems do not obey power-law scaling, instead there is numerical evidence for a logarithmic scaling form, in which the scaling function depends on ratios of the logarithms of the parameters. Based on previous ideas by Tang we propose that this type of logarithmic scaling can be explained by a concept of local scaling invariance with continuously varying exponents. The functional dependence of the exponents is constrained by a homomorphism which can be expressed as a set of partial differential equations. Solving these equations we obtain logarithmic scaling as a special case. The other solutions lead to scaling forms where logarithmic and power-law scaling are mixed
Estimation of Hurst Exponent for the Financial Time Series
Kumar, J.; Manchanda, P.
2009-07-01
Till recently statistical methods and Fourier analysis were employed to study fluctuations in stock markets in general and Indian stock market in particular. However current trend is to apply the concepts of wavelet methodology and Hurst exponent, see for example the work of Manchanda, J. Kumar and Siddiqi, Journal of the Frankline Institute 144 (2007), 613-636 and paper of Cajueiro and B. M. Tabak. Cajueiro and Tabak, Physica A, 2003, have checked the efficiency of emerging markets by computing Hurst component over a time window of 4 years of data. Our goal in the present paper is to understand the dynamics of the Indian stock market. We look for the persistency in the stock market through Hurst exponent and fractal dimension of time series data of BSE 100 and NIFTY 50.
Determination of critical exponents of inhomogeneous Gd films
Energy Technology Data Exchange (ETDEWEB)
Rosales-Rivera, A., E-mail: arosalesr@unal.edu.co [Laboratorio de Magnetismo y Materiales Avanzados, Facultad de Ciencias Exactas y Naturales, Universidad Nacional de Colombia, Sede Manizales, Manizales (Colombia); Salazar, N.A. [Laboratorio de Magnetismo y Materiales Avanzados, Facultad de Ciencias Exactas y Naturales, Universidad Nacional de Colombia, Sede Manizales, Manizales (Colombia); Hovorka, O.; Idigoras, O.; Berger, A. [CIC nanoGUNE Consolider, Tolosa Hiribidea 76, E-20018 Donostia-San Sebastian (Spain)
2012-08-15
The role of inhomogeneity on the critical behavior is studied for non-epitaxial Gd films. For this purpose, the film inhomogeneity was varied experimentally by annealing otherwise identical samples at different temperatures T{sub AN}=200, 400, and 500 Degree-Sign C. Vibrating sample magnetometry (VSM) was used for magnetization M vs. T measurements at different external fields H. A method based upon the linear superposition of different sample parts having different Curie temperatures T{sub C} was used to extract the critical exponents and the intrinsic distribution of Curie temperatures. We found that this method allows extracting reliable values of the critical exponents for all annealing temperatures, which enabled us to study the effects of disorder onto the universality class of Gd films.
Determination of critical exponents of inhomogeneous Gd films
International Nuclear Information System (INIS)
Rosales-Rivera, A.; Salazar, N.A.; Hovorka, O.; Idigoras, O.; Berger, A.
2012-01-01
The role of inhomogeneity on the critical behavior is studied for non-epitaxial Gd films. For this purpose, the film inhomogeneity was varied experimentally by annealing otherwise identical samples at different temperatures T AN =200, 400, and 500 °C. Vibrating sample magnetometry (VSM) was used for magnetization M vs. T measurements at different external fields H. A method based upon the linear superposition of different sample parts having different Curie temperatures T C was used to extract the critical exponents and the intrinsic distribution of Curie temperatures. We found that this method allows extracting reliable values of the critical exponents for all annealing temperatures, which enabled us to study the effects of disorder onto the universality class of Gd films.
New relation for critical exponents in the Ising model
International Nuclear Information System (INIS)
Pishtshev, A.
2007-01-01
The Ising model in a transverse field is considered at T=0. From the analysis of the power low behaviors of the energy gap and the order parameter as functions of the field a new relation between the respective critical exponents, β>=1/(8s 2 ), is derived. By using the Suzuki equivalence from this inequality a new relation for critical exponents in the Ising model, β>=1/(8ν 2 ), is obtained. A number of numerical examples for different cases illustrates the generality and validity of the relation. By applying this relation the estimation ν=(1/4) 1/3 ∼0.62996 for the 3D-Ising model is proposed
Lyapunov Functions to Caputo Fractional Neural Networks with Time-Varying Delays
Directory of Open Access Journals (Sweden)
Ravi Agarwal
2018-05-01
Full Text Available One of the main properties of solutions of nonlinear Caputo fractional neural networks is stability and often the direct Lyapunov method is used to study stability properties (usually these Lyapunov functions do not depend on the time variable. In connection with the Lyapunov fractional method we present a brief overview of the most popular fractional order derivatives of Lyapunov functions among Caputo fractional delay differential equations. These derivatives are applied to various types of neural networks with variable coefficients and time-varying delays. We show that quadratic Lyapunov functions and their Caputo fractional derivatives are not applicable in some cases when one studies stability properties. Some sufficient conditions for stability of equilibrium of nonlinear Caputo fractional neural networks with time dependent transmission delays, time varying self-regulating parameters of all units and time varying functions of the connection between two neurons in the network are obtained. The cases of time varying Lipschitz coefficients as well as nonLipschitz activation functions are studied. We illustrate our theory on particular nonlinear Caputo fractional neural networks.
Spectrum-based estimators of the bivariate Hurst exponent
Czech Academy of Sciences Publication Activity Database
Krištoufek, Ladislav
2014-01-01
Roč. 90, č. 6 (2014), art. 062802 ISSN 1539-3755 R&D Projects: GA ČR(CZ) GP14-11402P Institutional support: RVO:67985556 Keywords : bivariate Hurst exponent * power- law cross-correlations * estimation Subject RIV: AH - Economics Impact factor: 2.288, year: 2014 http://library.utia.cas.cz/separaty/2014/E/kristoufek-0436818.pdf
On Hurst exponent estimation under heavy-tailed distributions
Czech Academy of Sciences Publication Activity Database
Baruník, Jozef; Krištoufek, Ladislav
2010-01-01
Roč. 389, č. 18 (2010), s. 3844-3855 ISSN 0378-4371 R&D Projects: GA ČR GA402/09/0965 Grant - others:GA UK(CZ) 118310; GA UK(CZ) 46108 Institutional research plan: CEZ:AV0Z10750506 Keywords : high frequency data analysis * heavy tails * Hurst exponent Subject RIV: AH - Economics Impact factor: 1.521, year: 2010 http://library.utia.cas.cz/separaty/2010/E/barunik-0343525.pdf
On nonlinear evolution variational inequalities involving variable exponent
Directory of Open Access Journals (Sweden)
Mingqi Xiang
2013-12-01
Full Text Available In this paper, we discuss a class of quasilinear evolution variational inequalities with variable exponent growth conditions in a generalized Sobolev space. We obtain the existence of weak solutions by means of penalty method. Moreover, we study the extinction properties of weak solutions to parabolic inequalities and provide a sufficient condition that makes the weak solutions vanish in a finite time. The existence of global attractors for weak solutions is also obtained via the theories of multi-valued semiflow.
2010-05-14
Mikhailovich Lyapunov is discussed. Main attention is focused on the first Lyapunov method. LYAPUNOV BUNDLES IN CYCLIC FEEDBACK SYSTEMS WITH DELAYS George ...Lyapunov frequently discussed this problem with Henry Poincare (1854-1912) and George Darwin (1845 - 1912). They both considered the "pear-form" figure as... Cantor -type set. Neither can the existence of such systems be excluded. The results we present are discussed in a joint paper with K. Bjerkloev. МЕТОДЫ А.М
Large-Signal Lyapunov-Based Stability Analysis of DC/AC Inverters and Inverter-Based Microgrids
Kabalan, Mahmoud
study. This will enable future studies to save computational effort and produce the most accurate results according to the needs of the study being performed. Moreover, the effect of grid (line) impedance on the accuracy of droop control is explored using the 5th order model. Simulation results show that traditional droop control is valid up to R/X line impedance value of 2. Furthermore, the 3rd order nonlinear model improves the currently available inverter-infinite bus models by accounting for grid impedance, active power-frequency droop and reactive power-voltage droop. Results show the 3rd order model's ability to account for voltage and reactive power changes during a transient event. Finally, the large-signal Lyapunov-based stability analysis is completed for a 3 bus microgrid system (made up of 2 inverters and 1 linear load). The thesis provides a systematic state space large-signal nonlinear mathematical modeling method of inverter-based microgrids. The inverters include the dc-side dynamics associated with dc sources. The mathematical model is then used to estimate the domain of asymptotic stability of the 3 bus microgrid. The three bus microgrid system was used as a case study to highlight the design and optimization capability of a large-signal-based approach. The study explores the effect of system component sizing, load transient and generation variations on the asymptotic stability of the microgrid. Essentially, this advancement gives microgrid designers and engineers the ability to manipulate the domain of asymptotic stability depending on performance requirements. Especially important, this research was able to couple the domain of asymptotic stability of the ac microgrid with that of the dc side voltage source. Time domain simulations were used to demonstrate the mathematical nonlinear analysis results.
Some comments on Hurst exponent and the long memory processes on capital markets
Sánchez Granero, M. A.; Trinidad Segovia, J. E.; García Pérez, J.
2008-09-01
The analysis of long memory processes in capital markets has been one of the topics in finance, since the existence of the market memory could implicate the rejection of an efficient market hypothesis. The study of these processes in finance is realized through Hurst exponent and the most classical method applied is R/S analysis. In this paper we will discuss the efficiency of this methodology as well as some of its more important modifications to detect the long memory. We also propose the application of a classical geometrical method with short modifications and we compare both approaches.
Estimation of Spectral Exponent Parameter of 1/f Process in Additive White Background Noise
Directory of Open Access Journals (Sweden)
Semih Ergintav
2007-01-01
Full Text Available An extension to the wavelet-based method for the estimation of the spectral exponent, γ, in a 1/fγ process and in the presence of additive white noise is proposed. The approach is based on eliminating the effect of white noise by a simple difference operation constructed on the wavelet spectrum. The γ parameter is estimated as the slope of a linear function. It is shown by simulations that the proposed method gives reliable results. Global positioning system (GPS time-series noise is analyzed and the results provide experimental verification of the proposed method.
International Nuclear Information System (INIS)
Riera, R.; Oliveira, P.M.C. de; Chaves, C.M.G.F.; Queiroz, S.L.A. de.
1980-04-01
A real-space renormalization group approach for the bond percolation problem in a square lattice with first- and second- neighbour bonds is proposed. The respective probabilities are treated, as independent variables. Two types of cells are constructed. In one of them the lattice is considered as two interpenetrating sublattices, first-neighbour bonds playing the role of intersublattice links. This allows the calculation of both critical exponents ν and γ, without resorting to any external field. Values found for the critical indices are in good agreement with data available in the literature. The phase diagram in parameter space is also obtained in each case. (Author) [pt
International Nuclear Information System (INIS)
Druzhinina, O V; Shestakov, A A
2002-01-01
A generalized direct Lyapunov method is put forward for the study of stability and attraction in general time systems of the following types: the classical dynamical system in the sense of Birkhoff, the general system in the sense of Zubov, the general system in the sense of Seibert, the general system with delay, and the general 'input-output' system. For such systems, with the help of generalized Lyapunov functions with respect to two filters, two quasifilters, or two filter bases, necessary and sufficient conditions for stability and attraction are obtained under minimal assumptions about the mathematical structure of the general system
International Nuclear Information System (INIS)
Souza, Fernando O.; Palhares, Reinaldo M.; Ekel, Petr Ya.
2009-01-01
This paper deals with the stability analysis of delayed uncertain Cohen-Grossberg neural networks (CGNN). The proposed methodology consists in obtaining new robust stability criteria formulated as linear matrix inequalities (LMIs) via the Lyapunov-Krasovskii theory. Particularly one stability criterion is derived from the selection of a parameter-dependent Lyapunov-Krasovskii functional, which allied with the Gu's discretization technique and a simple strategy that decouples the system matrices from the functional matrices, assures a less conservative stability condition. Two computer simulations are presented to support the improved theoretical results.
Zipf exponent of trajectory distribution in the hidden Markov model
Bochkarev, V. V.; Lerner, E. Yu
2014-03-01
This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.
Zipf exponent of trajectory distribution in the hidden Markov model
International Nuclear Information System (INIS)
Bochkarev, V V; Lerner, E Yu
2014-01-01
This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different
Lyapunov based control of hybrid energy storage system in electric vehicles
DEFF Research Database (Denmark)
El Fadil, H.; Giri, F.; Guerrero, Josep M.
2012-01-01
This paper deals with a Lyapunov based control principle in a hybrid energy storage system for electric vehicle. The storage system consists on fuel cell (FC) as a main power source and a supercapacitor (SC) as an auxiliary power source. The power stage of energy conversion consists on a boost...
New zero-input overflow stability proofs based on Lyapunov theory
Werter, M.J.; Ritzerfeld, J.H.F.
1989-01-01
The authors demonstrate some proofs of zero-input overflow-oscillation suppression in recursive digital filters. The proofs are based on the second method of Lyapunov. For second-order digital filters with complex conjugated poles, the state describes a trajectory in the phase plane, spiraling
Energy-based Lyapunov functions for forced Hamiltonian systems with dissipation
Maschke, Bernhard M.J.; Ortega, Romeo; Schaft, Arjan J. van der
1998-01-01
It is well known that the total energy is a suitable Lyapunov function to study the stability of the trivial equilibrium of an isolated standard Hamiltonian system. In many practical instances, however, the system is in interaction with its environment through some constant forcing terms. This gives
Lyapunov-Based Control Scheme for Single-Phase Grid-Connected PV Central Inverters
Meza, C.; Biel, D.; Jeltsema, D.; Scherpen, J. M. A.
A Lyapunov-based control scheme for single-phase single-stage grid-connected photovoltaic central inverters is presented. Besides rendering the closed-loop system globally stable, the designed controller is able to deal with the system uncertainty that depends on the solar irradiance. A laboratory
Lyapunov stability robust analysis and robustness design for linear continuous-time systems
Luo, J.S.; Johnson, A.; Bosch, van den P.P.J.
1995-01-01
The linear continuous-time systems to be discussed are described by state space models with structured time-varying uncertainties. First, the explicit maximal perturbation bound for maintaining quadratic Lyapunov stability of the closed-loop systems is presented. Then, a robust design method is
Interpolation of polytopic control Lyapunov functions for discrete–time linear systems
Nguyen, T.T.; Lazar, M.; Spinu, V.; Boje, E.; Xia, X.
2014-01-01
This paper proposes a method for interpolating two (or more) polytopic control Lyapunov functions (CLFs) for discrete--time linear systems subject to polytopic constraints, thereby combining different control objectives. The corresponding interpolated CLF is used for synthesis of a stabilizing
Exponent and scrambling index of double alternate circular snake graphs
Rahmayanti, Sri; Pasaribu, Valdo E.; Nasution, Sawaluddin; Liani Salnaz, Sishi
2018-01-01
A graph is primitive if it contains a cycle of odd length. The exponent of a primitive graph G, denoted by exp(G), is the smallest positive integer k such that for each pair of vertices u and v in G there is a uv-walk length k. The scrambling index of a primitive graph G, denoted by k(G), is the smallest positive integer k such that for each pair of vertices u and v in G there is a uv-walk of length 2k. For an even positive integer n and an odd positive integer r, a (n,r)-double alternate circular snake graph, denoted by DA(C r,n ), is a graph obtained from a path u 1 u 2 ... u n by replacing each edge of the form u 2i u 2i+1 by two different r-cycles. We study the exponent and scrambling index of DA(C r,n ) and show that exp(DA(C r,n )) = n + r - 4 and k(DA(C r,n )) = (n + r - 3)/2.
Energy Technology Data Exchange (ETDEWEB)
Oliveira, Diego F.M., E-mail: diegofregolente@gmail.com [Institute for Multiscale Simulations, Friedrich-Alexander Universität, D-91052, Erlangen (Germany); Leonel, Edson D., E-mail: edleonel@rc.unesp.br [Departamento de Estatística, Matemática Aplicada e Computação, UNESP, Univ. Estadual Paulista, Av. 24A, 1515, Bela Vista, 13506-900, Rio Claro, SP (Brazil); Departamento de Física, UNESP, Univ. Estadual Paulista, Av. 24A, 1515, 13506-900, Rio Claro, SP (Brazil)
2012-11-01
We study some dynamical properties for the problem of a charged particle in an electric field considering both the low velocity and relativistic cases. The dynamics for both approaches is described in terms of a two-dimensional and nonlinear mapping. The structure of the phase spaces is mixed and we introduce a hole in the chaotic sea to let the particles to escape. By changing the size of the hole we show that the survival probability decays exponentially for both cases. Additionally, we show for the relativistic dynamics, that the introduction of dissipation changes the mixed phase space and attractors appear. We study the parameter space by using the Lyapunov exponent and the average energy over the orbit and show that the system has a very rich structure with infinite family of self-similar shrimp shaped embedded in a chaotic region.
Hybrid Percolation Transition in Cluster Merging Processes: Continuously Varying Exponents
Cho, Y. S.; Lee, J. S.; Herrmann, H. J.; Kahng, B.
2016-01-01
Consider growing a network, in which every new connection is made between two disconnected nodes. At least one node is chosen randomly from a subset consisting of g fraction of the entire population in the smallest clusters. Here we show that this simple strategy for improving connection exhibits a more unusual phase transition, namely a hybrid percolation transition exhibiting the properties of both first-order and second-order phase transitions. The cluster size distribution of finite clusters at a transition point exhibits power-law behavior with a continuously varying exponent τ in the range 2 power-law behavior of the avalanche size distribution arising in models with link-deleting processes in interdependent networks.
Nonlinearity exponent of ac conductivity in disordered systems
International Nuclear Information System (INIS)
Nandi, U N; Sircar, S; Karmakar, A; Giri, S
2012-01-01
We measured the real part of ac conductance Σ(x,f) or Σ(T,f) of iron-doped mixed-valent polycrystalline manganite oxides LaMn 1-x Fe x O 3 as a function of frequency f by varying initial conductance Σ 0 by quenched disorder x at a fixed temperature T (room) and by temperature T at a fixed quenched disorder x. At a fixed temperature T, Σ(x,f) of a sample with fixed x remains almost constant at its zero-frequency dc value Σ 0 at lower frequency. With increase in f, Σ(x,f) increases slowly from Σ 0 and finally increases rapidly following a power law with an exponent s at high frequency. Scaled appropriately, the data for Σ(T,f) and Σ(x,f) fall on the same universal curve, indicating the existence of a general scaling formalism for the ac conductivity in disordered systems. The characteristic frequency f c at which Σ(x,f) or Σ(T,f) increases for the first time from Σ 0 scales with initial conductance Σ 0 as f c ∼ Σ 0 x f , where x f is the onset exponent. The value of x f is nearly equal to one and is found to be independent of x and T. Further, an inverse relationship between x f and s provides a self-consistency check of the systematic description of Σ(x,f) or Σ(T,f). This apparent universal value of x f is discussed within the framework of existing theoretical models and scaling theories. The relevance to other similar disordered systems is also highlighted. (paper)
Lyapunov stability and thermal stability of partially relaxed fluids and plasmas
International Nuclear Information System (INIS)
Elsaesser, K.; Spiess, P.
1996-01-01
The relation between the Lyapunov stability of a Hamiltonian system and the thermal stability of a fluid whose temperature is controlled from outside is explored: The free energy as a functional of the correct variables (specific volume, local entropy, and some Clebsch potentials of the velocity) may serve as a Lyapunov functional, depending on the open-quote open-quote Casimirs close-quote close-quote as exchanged quantities. For a multi-species plasma one obtains a sufficient condition for stability: γ(v 2 /c 2 s )-1 s the sound speed. Some features of partially relaxed (T=const) cylindrical plasmas are also discussed. copyright 1996 American Institute of Physics
Espectro de Lyapunov de un Oscilador Colpitts en Base Común
Directory of Open Access Journals (Sweden)
Camilo Andrés Florez
2013-09-01
Full Text Available En el presente documento se presenta la definición de exponentes de Lyapunov de un sistema autónomo no lineal de tiempo continuo y una técnica recomendada para medir dicho conjunto de exponentes (espectro, con la finalidad de detectar la existencia de ciclos límites o de caos en un circuito oscilador Colpitts implementado con un transistor BJT. A partir del modelo de Ebers-Möll del transistor BJT se derivaron las ecuaciones de estado que rigen al circuito, luego se adoptó un caso numérico de estudio, y mediante el uso de un programa de simulación matemática se aplicó la metodología propuesta para determinar el espectro de Lyapunov del oscilador. Los resultados obtenidos evidencian la existencia de caos para algunos conjuntos de valores de los parámetros del circuito.
Non Lyapunov stability of a constant spatially developing 2-D gas flow
Balint, Agneta M.; Balint, Stefan; Tanasie, Loredana
2017-01-01
Different types of stabilities (global, local) and instabilities (global absolute, local convective) of the constant spatially developing 2-D gas flow are analyzed in a particular phase space of continuously differentiable functions, endowed with the usual algebraic operations and the topology generated by the uniform convergence on the plane. For this purpose the Euler equations linearized at the constant flow are used. The Lyapunov stability analysis was presented in [1] and this paper is a continuation of [1].
Lyapunov stability and its application to systems of ordinary differential equations
Kennedy, E. W.
1979-01-01
An outline and a brief introduction to some of the concepts and implications of Lyapunov stability theory are presented. Various aspects of the theory are illustrated by the inclusion of eight examples, including the Cartesian coordinate equations of the two-body problem, linear and nonlinear (Van der Pol's equation) oscillatory systems, and the linearized Kustaanheimo-Stiefel element equations for the unperturbed two-body problem.
Finite-time Lyapunov dimension and hidden attractor of the Rabinovich system
Kuznetsov, N. V.; Leonov, G. A.; Mokaev, T. N.; Prasad, A.; Shrimali, M. D.
2015-01-01
The Rabinovich system, describing the process of interaction between waves in plasma, is considered. It is shown that the Rabinovich system can exhibit a hidden attractor in the case of multistability as well as a classical self-excited attractor. The hidden attractor in this system can be localized by analytical/numerical methods based on the continuation and perpetual points. The concept of finite-time Lyapunov dimension is developed for numerical study of the dimension of attractors. A con...
The use of Lyapunov differential inequalities for estimating the transients of mechanical systems
Alyshev, A. S.; Dudarenko, N. A.; Melnikov, V. G.; Melnikov, G. I.
2018-05-01
In this paper we consider an autonomous mechanical system in a finite neighborhood of the zero of the phase space of states. The system is given as a matrix differential equation in the Cauchy form with the right-hand side of the polynomial structure. We propose a method for constructing a sequence of linear inhomogeneous differential inequalities for Lyapunov functions. As a result, we obtain estimates of transient processes in the form of functional inequalities.
Extending the length and time scales of Gram–Schmidt Lyapunov vector computations
Energy Technology Data Exchange (ETDEWEB)
Costa, Anthony B., E-mail: acosta@northwestern.edu [Department of Chemistry, Northwestern University, Evanston, IL 60208 (United States); Green, Jason R., E-mail: jason.green@umb.edu [Department of Chemistry, Northwestern University, Evanston, IL 60208 (United States); Department of Chemistry, University of Massachusetts Boston, Boston, MA 02125 (United States)
2013-08-01
Lyapunov vectors have found growing interest recently due to their ability to characterize systems out of thermodynamic equilibrium. The computation of orthogonal Gram–Schmidt vectors requires multiplication and QR decomposition of large matrices, which grow as N{sup 2} (with the particle count). This expense has limited such calculations to relatively small systems and short time scales. Here, we detail two implementations of an algorithm for computing Gram–Schmidt vectors. The first is a distributed-memory message-passing method using Scalapack. The second uses the newly-released MAGMA library for GPUs. We compare the performance of both codes for Lennard–Jones fluids from N=100 to 1300 between Intel Nahalem/Infiniband DDR and NVIDIA C2050 architectures. To our best knowledge, these are the largest systems for which the Gram–Schmidt Lyapunov vectors have been computed, and the first time their calculation has been GPU-accelerated. We conclude that Lyapunov vector calculations can be significantly extended in length and time by leveraging the power of GPU-accelerated linear algebra.
Extending the length and time scales of Gram–Schmidt Lyapunov vector computations
International Nuclear Information System (INIS)
Costa, Anthony B.; Green, Jason R.
2013-01-01
Lyapunov vectors have found growing interest recently due to their ability to characterize systems out of thermodynamic equilibrium. The computation of orthogonal Gram–Schmidt vectors requires multiplication and QR decomposition of large matrices, which grow as N 2 (with the particle count). This expense has limited such calculations to relatively small systems and short time scales. Here, we detail two implementations of an algorithm for computing Gram–Schmidt vectors. The first is a distributed-memory message-passing method using Scalapack. The second uses the newly-released MAGMA library for GPUs. We compare the performance of both codes for Lennard–Jones fluids from N=100 to 1300 between Intel Nahalem/Infiniband DDR and NVIDIA C2050 architectures. To our best knowledge, these are the largest systems for which the Gram–Schmidt Lyapunov vectors have been computed, and the first time their calculation has been GPU-accelerated. We conclude that Lyapunov vector calculations can be significantly extended in length and time by leveraging the power of GPU-accelerated linear algebra
Spacetime dependence of the anomalous exponent of electric transport in the disorder model
International Nuclear Information System (INIS)
Egami, Takeshi; Suzuki, Koshiro; Watanabe, Katsuhiro
2012-01-01
Spacetime dependence of the anomalous exponent of electric transport in the disorder model is investigated. We show that the anomalous exponent evolves with time, according to the time evolution of the number of the effective neighbouring sites. Transition from subdiffusive to normal transport is recovered at macroscopic timescales. Plateaus appear in the history of the anomalous exponent due to the discreteness of the hopping sites, which is compatible with the conventional treatment to regard the anomalous exponent as a constant. We also show that, among various microscopic spatial structures, the number of the effective neighbouring sites is the only element which determines the anomalous exponent. This is compatible with the mesoscopic model of Scher–Montroll. These findings are verified by means of Monte Carlo simulation. The well-known expression of the anomalous exponent in the conventional multiple trapping model is derived by deducing it as a special case of the disorder model. (paper)
Universal Scaling and Critical Exponents of the Anisotropic Quantum Rabi Model
Liu, Maoxin; Chesi, Stefano; Ying, Zu-Jian; Chen, Xiaosong; Luo, Hong-Gang; Lin, Hai-Qing
2017-12-01
We investigate the quantum phase transition of the anisotropic quantum Rabi model, in which the rotating and counterrotating terms are allowed to have different coupling strengths. The model interpolates between two known limits with distinct universal properties. Through a combination of analytic and numerical approaches, we extract the phase diagram, scaling functions, and critical exponents, which determine the universality class at finite anisotropy (identical to the isotropic limit). We also reveal other interesting features, including a superradiance-induced freezing of the effective mass and discontinuous scaling functions in the Jaynes-Cummings limit. Our findings are extended to the few-body quantum phase transitions with N >1 spins, where we expose the same effective parameters, scaling properties, and phase diagram. Thus, a stronger form of universality is established, valid from N =1 up to the thermodynamic limit.
Connection of optimum temporal exponents with a principle of least action
Sergeev, E. V.; Karzanov, A. V.; Tremaskin, A. V.
2008-06-01
The principle of the least action states, that the motion of objects on optimum trajectories conjugates to the underload expenditure of activity. In the canonical approach this statement is reduced to searching extreme activity. For the immediate proof of the underload expenditure of activity on optimum trajectories the relevant mathematical algorithm in the basis of which bottom the concept of optimum time exponents lays is offered. Using this algorithm, various modes of a motion of charged particles are explored: the harmonic motion, a motion in the homogeneous force field, a motion in a central force field and a motion on inertia. The terrain clearance minimum under the rate of flux of activity for the harmonic motions is detected.
Partial differential equations with variable exponents variational methods and qualitative analysis
Radulescu, Vicentiu D
2015-01-01
Partial Differential Equations with Variable Exponents: Variational Methods and Qualitative Analysis provides researchers and graduate students with a thorough introduction to the theory of nonlinear partial differential equations (PDEs) with a variable exponent, particularly those of elliptic type. The book presents the most important variational methods for elliptic PDEs described by nonhomogeneous differential operators and containing one or more power-type nonlinearities with a variable exponent. The authors give a systematic treatment of the basic mathematical theory and constructive meth
Microscopic processes controlling the Herschel-Bulkley exponent
Lin, Jie; Wyart, Matthieu
2018-01-01
The flow curve of various yield stress materials is singular as the strain rate vanishes and can be characterized by the so-called Herschel-Bulkley exponent n =1 /β . A mean-field approximation due to Hebraud and Lequeux (HL) assumes mechanical noise to be Gaussian and leads to β =2 in rather good agreement with observations. Here we prove that the improved mean-field model where the mechanical noise has fat tails instead leads to β =1 with logarithmic correction. This result supports that HL is not a suitable explanation for the value of β , which is instead significantly affected by finite-dimensional effects. From considerations on elastoplastic models and on the limitation of speed at which avalanches of plasticity can propagate, we argue that β =1 +1 /(d -df) , where df is the fractal dimension of avalanches and d the spatial dimension. Measurements of df then supports that β ≈2.1 and β ≈1.7 in two and three dimensions, respectively. We discuss theoretical arguments leading to approximations of β in finite dimensions.
Makarava, Natallia; Menz, Stephan; Theves, Matthias; Huisinga, Wilhelm; Beta, Carsten; Holschneider, Matthias
2014-10-01
Amoebae explore their environment in a random way, unless external cues like, e.g., nutrients, bias their motion. Even in the absence of cues, however, experimental cell tracks show some degree of persistence. In this paper, we analyzed individual cell tracks in the framework of a linear mixed effects model, where each track is modeled by a fractional Brownian motion, i.e., a Gaussian process exhibiting a long-term correlation structure superposed on a linear trend. The degree of persistence was quantified by the Hurst exponent of fractional Brownian motion. Our analysis of experimental cell tracks of the amoeba Dictyostelium discoideum showed a persistent movement for the majority of tracks. Employing a sliding window approach, we estimated the variations of the Hurst exponent over time, which allowed us to identify points in time, where the correlation structure was distorted ("outliers"). Coarse graining of track data via down-sampling allowed us to identify the dependence of persistence on the spatial scale. While one would expect the (mode of the) Hurst exponent to be constant on different temporal scales due to the self-similarity property of fractional Brownian motion, we observed a trend towards stronger persistence for the down-sampled cell tracks indicating stronger persistence on larger time scales.
Fujita Exponent for a Nonlinear Degenerate Parabolic Equation with Localized Source
Directory of Open Access Journals (Sweden)
Yulan Wang
2014-01-01
Full Text Available This paper is devoted to understand the blow-up properties of reaction-diffusion equations which combine a localized reaction term with nonlinear diffusion. In particular, we study the critical exponent of a p-Laplacian equation with a localized reaction. We obtain the Fujita exponent qc of the equation.
Grzybowski, J. M. V.; Macau, E. E. N.; Yoneyama, T.
2017-05-01
This paper presents a self-contained framework for the stability assessment of isochronal synchronization in networks of chaotic and limit-cycle oscillators. The results were based on the Lyapunov-Krasovskii theorem and they establish a sufficient condition for local synchronization stability of as a function of the system and network parameters. With this in mind, a network of mutually delay-coupled oscillators subject to direct self-coupling is considered and then the resulting error equations are block-diagonalized for the purpose of studying their stability. These error equations are evaluated by means of analytical stability results derived from the Lyapunov-Krasovskii theorem. The proposed approach is shown to be a feasible option for the investigation of local stability of isochronal synchronization for a variety of oscillators coupled through linear functions of the state variables under a given undirected graph structure. This ultimately permits the systematic identification of stability regions within the high-dimensionality of the network parameter space. Examples of applications of the results to a number of networks of delay-coupled chaotic and limit-cycle oscillators are provided, such as Lorenz, Rössler, Cubic Chua's circuit, Van der Pol oscillator and the Hindmarsh-Rose neuron.
Variation of Zipf's exponent in one hundred live languages: A study of the Holy Bible translations
Mehri, Ali; Jamaati, Maryam
2017-08-01
Zipf's law, as a power-law regularity, confirms long-range correlations between the elements in natural and artificial systems. In this article, this law is evaluated for one hundred live languages. We calculate Zipf's exponent for translations of the holy Bible to several languages, for this purpose. The results show that, the average of Zipf's exponent in studied texts is slightly above unity. All studied languages in some families have Zipf's exponent lower/higher than unity. It seems that geographical distribution impresses the communication between speakers of different languages in a language family, and affect similarity between their Zipf's exponent. The Bible has unique concept regardless of its language, but the discrepancy in grammatical rules and syntactic regularities in applying stop words to make sentences and imply a certain concept, lead to difference in Zipf's exponent for various languages.
Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets
Eom, Cheoljun; Choi, Sunghoon; Oh, Gabjin; Jung, Woo-Sung
2008-07-01
We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated from the nearest-neighbor prediction method was used for the prediction of the directions of future price changes. We used 60 market indexes of various countries. We empirically discovered that the relationship between the degree of efficiency (the Hurst exponent) and the predictability (the hit rate) is strongly positive. That is, a market index with a higher Hurst exponent tends to have a higher hit rate. These results suggested that the Hurst exponent is useful for predicting future price changes. Furthermore, we also discovered that the Hurst exponent and the hit rate are useful as standards that can distinguish emerging capital markets from mature capital markets.
Taxonomía de asteroides y cometas basada en los espectros de Lyapunov
Tancredi, G.; Motta, V.; Froeschlé, C.
Estudiaremos dos familias de objetos que sufren encuentros cercanos con planetas, a saber: la familia de cometas de Júpiter (JF) y los asteroides cercanos a la Tierra (NEAs). El movimiento de estos objetos es caótico en una escala de tiempo corta. Más aún, debido a los cambios erráticos en los elementos orbitales, la comparación de los valores actuales da poca información acerca de la posible vinculación dinámica entre los objetos de una misma familia. Calculamos una estimación finita de los Exponentes Característicos de Lyapunov (LCE), los llamamos Indicadores Característicos de Lyapunov (LCI) para ambas familias y analizamos las características del espacio de fase donde tiene lugar el movimiento de estos objetos. Integrando en un período suficientemente largo (e.g. 20000 años), encontramos que el LCI alcanza un valor cuasi-constante. La mayoría de los miembros de ambas familias muestran una concentración de los tiempos de Lyapunov (inverso del LCI) de alrededor de 50-100 años (Tancredi, 1995, Astron & Astrop., 299, 288). La concentración de los tiempos de Lyapunov es mayor para la familia de Júpiter que para los NEAs. Entre estos últimos, la menor dispersión se da para aquellos que cruzan la órbita de la Tierra. Se demostró que el espectro de los `indicadores locales' (Froeschlé et. al., 1990, Cel. Mec. 56, 307) o ``números de estiramiento'' (Voglis and Contopoulos, 1994, J. Phys. A 26, 4899) (relacionados con el LCI) son invariantes y nos dan una información más completa sobre el comportamiento caótico. Mediante la comparación de espectros discutimos la similitud entre los objetos de una misma familia y analizamos las diferentes posibles rutas al caos. Los espectros se clasifican mediante la comparación de los momentos de las distribuciones de los `números de estiramiento'. Aplicamos un método de agrupamiento jerárquico (Zappala et. al., 1990, Astron. J. 100, 2030) para identificar ``familias'' de espectros (grupos de espectros
International Nuclear Information System (INIS)
Hong-Bin, Zhang; Jian-Wei, Xia; Yong-Bin, Yu; Chuang-Yin, Dang
2010-01-01
This paper investigates the chaos synchronisation between two coupled chaotic Chua's circuits. The sufficient condition presented by linear matrix inequalities (LMIs) of global asymptotic synchronisation is attained based on piecewise quadratic Lyapunov functions. First, we obtain the piecewise linear differential inclusions (pwLDIs) model of synchronisation error dynamics, then we design a switching (piecewise-linear) feedback control law to stabilise it based on the piecewise quadratic Laypunov functions. Then we give some numerical simulations to demonstrate the effectiveness of our theoretical results
Wavefunctions, quantum diffusion, and scaling exponents in golden-mean quasiperiodic tilings.
Thiem, Stefanie; Schreiber, Michael
2013-02-20
We study the properties of wavefunctions and the wavepacket dynamics in quasiperiodic tight-binding models in one, two, and three dimensions. The atoms in the one-dimensional quasiperiodic chains are coupled by weak and strong bonds aligned according to the Fibonacci sequence. The associated d-dimensional quasiperiodic tilings are constructed from the direct product of d such chains, which yields either the hypercubic tiling or the labyrinth tiling. This approach allows us to consider fairly large systems numerically. We show that the wavefunctions of the system are multifractal and that their properties can be related to the structure of the system in the regime of strong quasiperiodic modulation by a renormalization group (RG) approach. We also study the dynamics of wavepackets to get information about the electronic transport properties. In particular, we investigate the scaling behaviour of the return probability of the wavepacket with time. Applying again the RG approach we show that in the regime of strong quasiperiodic modulation the return probability is governed by the underlying quasiperiodic structure. Further, we also discuss lower bounds for the scaling exponent of the width of the wavepacket and propose a modified lower bound for the absolute continuous regime.
Wavefunctions, quantum diffusion, and scaling exponents in golden-mean quasiperiodic tilings
International Nuclear Information System (INIS)
Thiem, Stefanie; Schreiber, Michael
2013-01-01
We study the properties of wavefunctions and the wavepacket dynamics in quasiperiodic tight-binding models in one, two, and three dimensions. The atoms in the one-dimensional quasiperiodic chains are coupled by weak and strong bonds aligned according to the Fibonacci sequence. The associated d-dimensional quasiperiodic tilings are constructed from the direct product of d such chains, which yields either the hypercubic tiling or the labyrinth tiling. This approach allows us to consider fairly large systems numerically. We show that the wavefunctions of the system are multifractal and that their properties can be related to the structure of the system in the regime of strong quasiperiodic modulation by a renormalization group (RG) approach. We also study the dynamics of wavepackets to get information about the electronic transport properties. In particular, we investigate the scaling behaviour of the return probability of the wavepacket with time. Applying again the RG approach we show that in the regime of strong quasiperiodic modulation the return probability is governed by the underlying quasiperiodic structure. Further, we also discuss lower bounds for the scaling exponent of the width of the wavepacket and propose a modified lower bound for the absolute continuous regime.
Bilinear Approximate Model-Based Robust Lyapunov Control for Parabolic Distributed Collectors
Elmetennani, Shahrazed
2016-11-09
This brief addresses the control problem of distributed parabolic solar collectors in order to maintain the field outlet temperature around a desired level. The objective is to design an efficient controller to force the outlet fluid temperature to track a set reference despite the unpredictable varying working conditions. In this brief, a bilinear model-based robust Lyapunov control is proposed to achieve the control objectives with robustness to the environmental changes. The bilinear model is a reduced order approximate representation of the solar collector, which is derived from the hyperbolic distributed equation describing the heat transport dynamics by means of a dynamical Gaussian interpolation. Using the bilinear approximate model, a robust control strategy is designed applying Lyapunov stability theory combined with a phenomenological representation of the system in order to stabilize the tracking error. On the basis of the error analysis, simulation results show good performance of the proposed controller, in terms of tracking accuracy and convergence time, with limited measurement even under unfavorable working conditions. Furthermore, the presented work is of interest for a large category of dynamical systems knowing that the solar collector is representative of physical systems involving transport phenomena constrained by unknown external disturbances.
Shah, Neerav
2011-01-01
The Magnetospheric MultiScale Mission (MMS) is scheduled to launch in late 2014. Its primary goal is to discover the fundamental plasma physics processes of reconnection in the Earth's magnetosphere. Each of the four MMS spacecraft is spin-stabilized at a nominal rate of 3 RPM. Traditional spin-stabilized spacecraft have used a number of separate modes to control nutation, spin rate, and precession. To reduce the number of modes and simplify operations, the Delta-H control mode is designed to accomplish nutation control, spin rate control, and precession control simultaneously. A nonlinear design technique, Lyapunov's method, is used to design the Delta-H control mode. A global spin rate controller selected as the baseline controller for MMS, proved to be insufficient due to an ambiguity in the attitude. Lyapunov's design method was used to solve this ambiguity, resulting in a controller that meets the design goals. Simulation results show the advantage of the pointing and rate controller for maneuvers larger than 90 deg and provide insight into the performance of this controller.
The Evolution of the Exponent of Zipf's Law in Language Ontogeny
Baixeries, Jaume; Elvevåg, Brita; Ferrer-i-Cancho, Ramon
2013-01-01
It is well-known that word frequencies arrange themselves according to Zipf's law. However, little is known about the dependency of the parameters of the law and the complexity of a communication system. Many models of the evolution of language assume that the exponent of the law remains constant as the complexity of a communication systems increases. Using longitudinal studies of child language, we analysed the word rank distribution for the speech of children and adults participating in conversations. The adults typically included family members (e.g., parents) or the investigators conducting the research. Our analysis of the evolution of Zipf's law yields two main unexpected results. First, in children the exponent of the law tends to decrease over time while this tendency is weaker in adults, thus suggesting this is not a mere mirror effect of adult speech. Second, although the exponent of the law is more stable in adults, their exponents fall below 1 which is the typical value of the exponent assumed in both children and adults. Our analysis also shows a tendency of the mean length of utterances (MLU), a simple estimate of syntactic complexity, to increase as the exponent decreases. The parallel evolution of the exponent and a simple indicator of syntactic complexity (MLU) supports the hypothesis that the exponent of Zipf's law and linguistic complexity are inter-related. The assumption that Zipf's law for word ranks is a power-law with a constant exponent of one in both adults and children needs to be revised. PMID:23516390
High-accuracy critical exponents for O(N) hierarchical 3D sigma models
International Nuclear Information System (INIS)
Godina, J. J.; Li, L.; Meurice, Y.; Oktay, M. B.
2006-01-01
The critical exponent γ and its subleading exponent Δ in the 3D O(N) Dyson's hierarchical model for N up to 20 are calculated with high accuracy. We calculate the critical temperatures for the measure δ(φ-vector.φ-vector-1). We extract the first coefficients of the 1/N expansion from our numerical data. We show that the leading and subleading exponents agree with Polchinski equation and the equivalent Litim equation, in the local potential approximation, with at least 4 significant digits
Condensation and critical exponents of an ideal non-Abelian gas
Talaei, Zahra; Mirza, Behrouz; Mohammadzadeh, Hosein
2017-11-01
We investigate an ideal gas obeying non-Abelian statistics and derive the expressions for some thermodynamic quantities. It is found that thermodynamic quantities are finite at the condensation point where their derivatives diverge and, near this point, they behave as \\vert T-Tc\\vert^{-ρ} in which Tc denotes the condensation temperature and ρ is a critical exponent. The critical exponents related to the heat capacity and compressibility are obtained by fitting numerical results and others are obtained using the scaling law hypothesis for a three-dimensional non-Abelian ideal gas. This set of critical exponents introduces a new universality class.
Variation of CRE with exponents of time and number of fractions
International Nuclear Information System (INIS)
Supe, S.J.; Rao, S.M.; Sawant, S.G.; Bisht, J.S.
1976-01-01
The concept of NSD has been modified into TDF's by Orton and Ellis and CRE's by Kirk et al. It was aimed to study the variability of these new concepts on the exponents of time and number of fractions. It was found that TDF has larger variation with the exponents compared to that of CRE. The use of CRE and NSD for solving the treatment scheduling problems or for intercomparison of various regimes has been simplified by providing readymade estimation of CRE for various doses/fraction with increasing number of fractions. As there is increasing evidence for the change of exponents J and H, nomograms are presented to determine the CRE for various values of J and H. The variation of decay correction factors with the exponent H is also evaluated and is presented. This will help various radiotherapists to use CRE and the decay correction factors consistent with their clinical findings. (orig.) [de
A comment on measuring the Hurst exponent of financial time series
Couillard, Michel; Davison, Matt
2005-03-01
A fundamental hypothesis of quantitative finance is that stock price variations are independent and can be modeled using Brownian motion. In recent years, it was proposed to use rescaled range analysis and its characteristic value, the Hurst exponent, to test for independence in financial time series. Theoretically, independent time series should be characterized by a Hurst exponent of 1/2. However, finite Brownian motion data sets will always give a value of the Hurst exponent larger than 1/2 and without an appropriate statistical test such a value can mistakenly be interpreted as evidence of long term memory. We obtain a more precise statistical significance test for the Hurst exponent and apply it to real financial data sets. Our empirical analysis shows no long-term memory in some financial returns, suggesting that Brownian motion cannot be rejected as a model for price dynamics.
Numerical difficulties to obtain 3-d critical exponents from platonic solids
International Nuclear Information System (INIS)
Alcaraz, F.C.; Herrmann, H.J.
1985-01-01
The possibility to extract critical exponents of 3-d systems exploring the mass gap amplitudes of platonic solids is tested. For the Ising model the proposed method does not work for numerical reasons. (Author) [pt
High-resolution satellite image segmentation using Hölder exponents
Indian Academy of Sciences (India)
Keywords. High resolution image; texture analysis; segmentation; IKONOS; Hölder exponent; cluster. ... are that. • it can be used as a tool to measure the roughness ... uses reinforcement learning to learn the reward values of ..... The numerical.
Lyapunov-based Stability of Feedback Interconnections of Negative Imaginary Systems
Ghallab, Ahmed G.
2017-10-19
Feedback control systems using sensors and actuators such as piezoelectric sensors and actuators, micro-electro-mechanical systems (MEMS) sensors and opto-mechanical sensors, are allowing new advances in designing such high precision technologies. The negative imaginary control systems framework allows for robust control design for such high precision systems in the face of uncertainties due to unmodelled dynamics. The stability of the feedback interconnection of negative imaginary systems has been well established in the literature. However, the proofs of stability feedback interconnection which are used in some previous papers have a shortcoming due to a matrix inevitability issue. In this paper, we provide a new and correct Lyapunov-based proof of one such result and show that the result is still true.
Sliding Mode Controller and Lyapunov Redesign Controller to Improve Microgrid Stability
DEFF Research Database (Denmark)
Hossain, Eklas; Perez, Ron; Padmanaban, Sanjeevikumar
2017-01-01
technique is used to enhance stability of microgrids. Besides adopting this technique here, Sliding Mode Controller (SMC) and Lyapunov Redesign Controller (LRC), two of the most prominent nonlinear control techniques, are individually implemented to control microgrid system stability with desired robustness....... CPL power is then varied to compare robustness of these two control techniques. This investigation revealed the better performance of the LRC system compared to SMC to retain stability in microgrid with dense CPL load. All the necessary results are simulated in Matlab/Simulink platform for authentic......To mitigate the microgrid instability despite the presence of dense Constant Power Load (CPL) loads in the system, a number of compensation techniques have already been gone through extensive research, proposed, and implemented around the world. In this paper, a storage based load side compensation...
Lyapunov-based Stability of Feedback Interconnections of Negative Imaginary Systems
Ghallab, Ahmed G.; Mabrok, Mohamed; Petersen, Ian R.
2017-01-01
Feedback control systems using sensors and actuators such as piezoelectric sensors and actuators, micro-electro-mechanical systems (MEMS) sensors and opto-mechanical sensors, are allowing new advances in designing such high precision technologies. The negative imaginary control systems framework allows for robust control design for such high precision systems in the face of uncertainties due to unmodelled dynamics. The stability of the feedback interconnection of negative imaginary systems has been well established in the literature. However, the proofs of stability feedback interconnection which are used in some previous papers have a shortcoming due to a matrix inevitability issue. In this paper, we provide a new and correct Lyapunov-based proof of one such result and show that the result is still true.
Eleiwi, Fadi
2015-07-01
This paper presents a nonlinear Lyapunov-based boundary control for the temperature difference of a membrane distillation boundary layers. The heat transfer mechanisms inside the process are modeled with a 2D advection-diffusion equation. The model is semi-descretized in space, and a nonlinear state-space representation is provided. The control is designed to force the temperature difference along the membrane sides to track a desired reference asymptotically, and hence a desired flux would be generated. Certain constraints are put on the control law inputs to be within an economic range of energy supplies. The effect of the controller gain is discussed. Simulations with real process parameters for the model, and the controller are provided. © 2015 American Automatic Control Council.
A Lyapunov Stability Theory-Based Control Strategy for Three-Level Shunt Active Power Filter
Directory of Open Access Journals (Sweden)
Yijia Cao
2017-01-01
Full Text Available The three-phase three-wire neutral-point-clamped shunt active power filter (NPC-SAPF, which most adopts classical closed-loop feedback control methods such as proportional-integral (PI, proportional-resonant (PR and repetitive control, can only output 1st–25th harmonic currents with 10–20 kHz switching frequency. The reason for this is that the controller design must make a compromise between system stability and harmonic current compensation ability under the condition of less than 20 kHz switching frequency. To broaden the bandwidth of the compensation current, a Lyapunov stability theory-based control strategy is presented in this paper for NPC-SAPF. The proposed control law is obtained by constructing the switching function on the basis of the mathematical model and the Lyapunov candidate function, which can avoid introducing closed-loop feedback control and keep the system globally asymptotically stable. By means of the proposed method, the NPC-SAPF has compensation ability for the 1st–50th harmonic currents, the total harmonic distortion (THD and each harmonic content of grid currents satisfy the requirements of IEEE Standard 519-2014. In order to verify the superiority of the proposed control strategy, stability conditions of the proposed strategy and the representative PR controllers are compared. The simulation results in MATLAB/Simulink (MathWorks, Natick, MA, USA and the experimental results obtained on a 6.6 kVA NPC-SAPF laboratory prototype validate the proposed control strategy.
Blanchini, Franco; Giordano, G.
2017-01-01
For a vast class of dynamical networks, including chemical reaction networks (CRNs) with monotonic reaction rates, the existence of a polyhedral Lyapunov function (PLF) implies structural (i.e., parameter-free) local stability. Global structural stability is ensured under the additional
Combined analytical and numerical approaches in Dynamic Stability analyses of engineering system
Czech Academy of Sciences Publication Activity Database
Náprstek, Jiří
2015-01-01
Roč. 338, March (2015), s. 2-41 ISSN 0022-460X R&D Projects: GA ČR(CZ) GC13-34405J Institutional support: RVO:68378297 Keywords : strongly nonlinear oscillators * moment Lyapunov exponents * predator-prey system * differential-equations Subject RIV: JM - Building Engineering Impact factor: 2.107, year: 2015 http://www.sciencedirect.com/science/article/pii/S0022460X14005355
Laminar Flame Velocity and Temperature Exponent of Diluted DME-Air Mixture
Naseer Mohammed, Abdul; Anwar, Muzammil; Juhany, Khalid A.; Mohammad, Akram
2017-03-01
In this paper, the laminar flame velocity and temperature exponent diluted dimethyl ether (DME) air mixtures are reported. Laminar premixed mixture of DME-air with volumetric dilutions of carbon dioxides (CO2) and nitrogen (N2) are considered. Experiments were conducted using a preheated mesoscale high aspect-ratio diverging channel with inlet dimensions of 25 mm × 2 mm. In this method, flame velocities are extracted from planar flames that were stabilized near adiabatic conditions inside the channel. The flame velocities are then plotted against the ratio of mixture temperature and the initial reference temperature. A non-linear power law regression is observed suitable. This regression analysis gives the laminar flame velocity at the initial reference temperature and temperature exponent. Decrease in the laminar flame velocity and increase in temperature exponent is observed for CO2 and N2 diluted mixtures. The addition of CO2 has profound influence when compared to N2 addition on both flame velocity and temperature exponent. Numerical prediction of the similar mixture using a detailed reaction mechanism is obtained. The computational mechanism predicts higher magnitudes for laminar flame velocity and smaller magnitudes of temperature exponent compared to experimental data.
Subdiffusive master equation with space-dependent anomalous exponent and structural instability
Fedotov, Sergei; Falconer, Steven
2012-03-01
We derive the fractional master equation with space-dependent anomalous exponent. We analyze the asymptotic behavior of the corresponding lattice model both analytically and by Monte Carlo simulation. We show that the subdiffusive fractional equations with constant anomalous exponent μ in a bounded domain [0,L] are not structurally stable with respect to the nonhomogeneous variations of parameter μ. In particular, the Gibbs-Boltzmann distribution is no longer the stationary solution of the fractional Fokker-Planck equation whatever the space variation of the exponent might be. We analyze the random distribution of μ in space and find that in the long-time limit, the probability distribution is highly intermediate in space and the behavior is completely dominated by very unlikely events. We show that subdiffusive fractional equations with the nonuniform random distribution of anomalous exponent is an illustration of a “Black Swan,” the low probability event of the small value of the anomalous exponent that completely dominates the long-time behavior of subdiffusive systems.
Magnetic entropy change and critical exponents in double perovskite Y2NiMnO6
Sharma, G.; Tripathi, T. S.; Saha, J.; Patnaik, S.
2014-11-01
We report the magnetic entropy change (ΔSM) and the critical exponents in the double perovskite manganite Y2NiMnO6 with a ferromagnetic to paramagnetic transition TC~85 K. For a magnetic field change ΔH=80 kOe, a maximum magnetic entropy change ΔSM=-6.57 J/kg K is recorded around TC. The critical exponents β=0.363±0.05 and γ=1.331±0.09 obtained from power law fitting to spontaneous magnetization MS(T) and the inverse initial susceptibility χ0-1(T) satisfy well to values derived for a 3D-Heisenberg ferromagnet. The critical exponent δ=4.761±0.129 is determined from the isothermal magnetization at TC. The scaling exponents corresponding to second order phase transition are consistent with the exponents from Kouvel-Fisher analysis and satisfy Widom's scaling relation δ=1+(γ/β). Additionally, they also satisfy the single scaling equation M(H,ɛ)=ɛβf±(H/ɛ) according to which the magnetization-field-temperature data around TC should collapse into two curves for temperatures below and above TC.
A nonlinear optimal control approach for chaotic finance dynamics
Rigatos, G.; Siano, P.; Loia, V.; Tommasetti, A.; Troisi, O.
2017-11-01
A new nonlinear optimal control approach is proposed for stabilization of the dynamics of a chaotic finance model. The dynamic model of the financial system, which expresses interaction between the interest rate, the investment demand, the price exponent and the profit margin, undergoes approximate linearization round local operating points. These local equilibria are defined at each iteration of the control algorithm and consist of the present value of the systems state vector and the last value of the control inputs vector that was exerted on it. The approximate linearization makes use of Taylor series expansion and of the computation of the associated Jacobian matrices. The truncation of higher order terms in the Taylor series expansion is considered to be a modelling error that is compensated by the robustness of the control loop. As the control algorithm runs, the temporary equilibrium is shifted towards the reference trajectory and finally converges to it. The control method needs to compute an H-infinity feedback control law at each iteration, and requires the repetitive solution of an algebraic Riccati equation. Through Lyapunov stability analysis it is shown that an H-infinity tracking performance criterion holds for the control loop. This implies elevated robustness against model approximations and external perturbations. Moreover, under moderate conditions the global asymptotic stability of the control loop is proven.
A Lyapunov Function Based Remedial Action Screening Tool Using Real-Time Data
Energy Technology Data Exchange (ETDEWEB)
Mitra, Joydeep [Michigan State Univ., East Lansing, MI (United States); Ben-Idris, Mohammed [Univ. of Nevada, Reno, NV (United States); Faruque, Omar [Florida State Univ., Tallahassee, FL (United States); Backhaus, Scott [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Deb, Sidart [LCG Consulting, Los Altos, CA (United States)
2016-03-30
This report summarizes the outcome of a research project that comprised the development of a Lyapunov function based remedial action screening tool using real-time data (L-RAS). The L-RAS is an advanced computational tool that is intended to assist system operators in making real-time redispatch decisions to preserve power grid stability. The tool relies on screening contingencies using a homotopy method based on Lyapunov functions to avoid, to the extent possible, the use of time domain simulations. This enables transient stability evaluation at real-time speed without the use of massively parallel computational resources. The project combined the following components. 1. Development of a methodology for contingency screening using a homotopy method based on Lyapunov functions and real-time data. 2. Development of a methodology for recommending remedial actions based on the screening results. 3. Development of a visualization and operator interaction interface. 4. Testing of screening tool, validation of control actions, and demonstration of project outcomes on a representative real system simulated on a Real-Time Digital Simulator (RTDS) cluster. The project was led by Michigan State University (MSU), where the theoretical models including homotopy-based screening, trajectory correction using real-time data, and remedial action were developed and implemented in the form of research-grade software. Los Alamos National Laboratory (LANL) contributed to the development of energy margin sensitivity dynamics, which constituted a part of the remedial action portfolio. Florida State University (FSU) and Southern California Edison (SCE) developed a model of the SCE system that was implemented on FSU's RTDS cluster to simulate real-time data that was streamed over the internet to MSU where the L-RAS tool was executed and remedial actions were communicated back to FSU to execute stabilizing controls on the simulated system. LCG Consulting developed the visualization
Lyapunov-based control of limit cycle oscillations in uncertain aircraft systems
Bialy, Brendan
Store-induced limit cycle oscillations (LCO) affect several fighter aircraft and is expected to remain an issue for next generation fighters. LCO arises from the interaction of aerodynamic and structural forces, however the primary contributor to the phenomenon is still unclear. The practical concerns regarding this phenomenon include whether or not ordnance can be safely released and the ability of the aircrew to perform mission-related tasks while in an LCO condition. The focus of this dissertation is the development of control strategies to suppress LCO in aircraft systems. The first contribution of this work (Chapter 2) is the development of a controller consisting of a continuous Robust Integral of the Sign of the Error (RISE) feedback term with a neural network (NN) feedforward term to suppress LCO behavior in an uncertain airfoil system. The second contribution of this work (Chapter 3) is the extension of the development in Chapter 2 to include actuator saturation. Suppression of LCO behavior is achieved through the implementation of an auxiliary error system that features hyperbolic functions and a saturated RISE feedback control structure. Due to the lack of clarity regarding the driving mechanism behind LCO, common practice in literature and in Chapters 2 and 3 is to replicate the symptoms of LCO by including nonlinearities in the wing structure, typically a nonlinear torsional stiffness. To improve the accuracy of the system model a partial differential equation (PDE) model of a flexible wing is derived (see Appendix F) using Hamilton's principle. Chapters 4 and 5 are focused on developing boundary control strategies for regulating the bending and twisting deformations of the derived model. The contribution of Chapter 4 is the construction of a backstepping-based boundary control strategy for a linear PDE model of an aircraft wing. The backstepping-based strategy transforms the original system to a exponentially stable system. A Lyapunov-based stability
International Nuclear Information System (INIS)
Zhikov, Vasilii V; Pastukhova, Svetlana E
2008-01-01
Elliptic equations of p(x)-Laplacian type are investigated. There is a well-known logarithmic condition on the modulus of continuity of the nonlinearity exponent p(x), which ensures that a Laplacian with variable order of nonlinearity inherits many properties of the usual p-Laplacian of constant order. One of these is the so-called improved integrability of the gradient of the solution. It is proved in this paper that this property holds also under a slightly more general condition on the exponent p(x), although then the improvement of integrability is logarithmic rather than power-like. The method put forward is based on a new generalization of Gehring's lemma, which relies upon the reverse Hoelder inequality 'with increased support and exponent on the right-hand side'. A counterexample is constructed that reveals the extent to which the condition on the modulus of continuity obtained is sharp. Bibliography: 28 titles.
Four-loop critical exponents for the Gross-Neveu-Yukawa models
International Nuclear Information System (INIS)
Zerf, Nikolai; Mihaila, Luminita N.; Herbut, Igor F.; Scherer, Michael M.
2017-09-01
We study the chiral Ising, the chiral XY and the chiral Heisenberg models at four-loop order with the perturbative renormalization group in 4-ε dimensions and compute critical exponents for the Gross-Neveu-Yukawa fixed points to order O(ε 4 ). Further, we provide Pade estimates for the correlation length exponent, the boson and fermion anomalous dimension as well as the leading correction to scaling exponent in 2+1 dimensions. We also confirm the emergence of supersymmetric field theories at four loops for the chiral Ising and the chiral XY models with N=1/4 and N=1/2 fermions, respectively. Furthermore, applications of our results relevant to various quantum transitions in the context of Dirac and Weyl semimetals are discussed, including interaction-induced transitions in graphene and surface states of topological insulators.
Stochastic model of Zipf's law and the universality of the power-law exponent.
Yamamoto, Ken
2014-04-01
We propose a stochastic model of Zipf's law, namely a power-law relation between rank and size, and clarify as to why a specific value of its power-law exponent is quite universal. We focus on the successive total of a multiplicative stochastic process. By employing properties of a well-known stochastic process, we concisely show that the successive total follows a stationary power-law distribution, which is directly related to Zipf's law. The formula of the power-law exponent is also derived. Finally, we conclude that the universality of the rank-size exponent is brought about by symmetry between an increase and a decrease in the random growth rate.
Four-loop critical exponents for the Gross-Neveu-Yukawa models
Energy Technology Data Exchange (ETDEWEB)
Zerf, Nikolai; Mihaila, Luminita N. [Heidelberg Univ. (Germany). Inst. fuer Theoretische Physik; Marquard, Peter [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Herbut, Igor F. [Simon Fraser Univ., Burnaby, BC (Canada). Dept. of Physics; Scherer, Michael M. [Koeln Univ. (Germany). Inst. for Theoretical Physics
2017-09-15
We study the chiral Ising, the chiral XY and the chiral Heisenberg models at four-loop order with the perturbative renormalization group in 4-ε dimensions and compute critical exponents for the Gross-Neveu-Yukawa fixed points to order O(ε{sup 4}). Further, we provide Pade estimates for the correlation length exponent, the boson and fermion anomalous dimension as well as the leading correction to scaling exponent in 2+1 dimensions. We also confirm the emergence of supersymmetric field theories at four loops for the chiral Ising and the chiral XY models with N=1/4 and N=1/2 fermions, respectively. Furthermore, applications of our results relevant to various quantum transitions in the context of Dirac and Weyl semimetals are discussed, including interaction-induced transitions in graphene and surface states of topological insulators.
International Nuclear Information System (INIS)
Kari, R.E.; Mezey, P.G.; Csizmadia, I.G.
1975-01-01
Expressions are given for calculating the energy gradient vector in the exponent space of Gaussian basis sets and a technique to optimize orbital exponents using the method of conjugate gradients is described. The method is tested on the (9/sups/5/supp/) Gaussian basis space and optimum exponents are determined for the carbon atom. The analysis of the results shows that the calculated one-electron properties converge more slowly to their optimum values than the total energy converges to its optimum value. In addition, basis sets approximating the optimum total energy very well can still be markedly improved for the prediction of one-electron properties. For smaller basis sets, this improvement does not warrant the necessary expense
Effect of density of state on isotope effect exponent of two-band superconductors
International Nuclear Information System (INIS)
Udomsamuthirun, P.; Kumvongsa, C.; Burakorn, A.; Changkanarth, P.; Yoksan, S.
2005-01-01
The exact formula of T c 's equation and the isotope effect exponent of two-band s-wave superconductors in weak-coupling limit are derived by considering the influence of two kinds of density of state: constant and van Hove singularity. The paring interaction in each band consisted of two parts: the electron-phonon interaction and non-electron-phonon interaction are included in our model. We find that the interband interaction of electron-phonon show more effect on isotope exponent than the intraband interaction and the isotope effect exponent with constant density of state can fit to experimental data, MgB 2 and high-T c superconductor, better than van Hove singularity density of state
Identification of exponent from load-deformation relation for soft materials from impact tests
Ciornei, F. C.; Alaci, S.; Romanu, I. C.; Ciornei, M. C.; Sopon, G.
2018-01-01
When two bodies are brought into contact, the magnitude of occurring reaction forces increase together with the amplitude of deformations. The load-deformation dependency of two contacting bodies is described by a function having the form F = Cxα . An accurate illustration of this relationship assumes finding the precise coefficient C and exponent α. This representation proved to be very useful in hardness tests, in dynamic systems modelling or in considerations upon the elastic-plastic ratio concerning a Hertzian contact. The classical method for identification of the exponent consists in finding it from quasi-static tests. The drawback of the method is the fact that the accurate estimation of the exponent supposes precise identification of the instant of contact initiation. To overcome this aspect, the following observation is exploited: during an impact process, the dissipated energy is converted into heat released by internal friction in the materials and energy for plastic deformations. The paper is based on the remark that for soft materials the hysteresis curves obtained for a static case are similar to the ones obtained for medium velocities. Furthermore, utilizing the fact that for the restitution phase the load-deformation dependency is elastic, a method for finding the α exponent for compression phase is proposed. The maximum depth of the plastic deformations obtained for a series of collisions, by launching, from different heights, a steel ball in free falling on an immobile prism made of soft material, is evaluated by laser profilometry method. The condition that the area of the hysteresis loop equals the variation of kinetical energy of the ball is imposed and two tests are required for finding the exponent. Five collisions from different launching heights of the ball were taken into account. For all the possible impact-pair cases, the values of the exponent were found and close values were obtained.
ANTHIM THE IVIRITE AN EXPONENT OF CAUCASIAN AND ROMANIAN SPIRITUALITY IN THE 18TH CENTURY
Directory of Open Access Journals (Sweden)
Angela BOTEZ
2016-10-01
Full Text Available The paper approaches the theme about Anthim the Ivirite is an exponent of Romanian and Caucasian spirituality. Honouring this personality we start from the observation that his spiritual heritage remains relevant over the ages. Some biographers claim that Anthim the Ivirite was from a noble family. His life was as well dramatic, as noble. Anthim the Ivirite remains in Romanian history as a deeply religious man and a man of many talents. He spoke several foreign languages among which Romanian, Greek, Arabic and Turkish. Saint Anthim was a scholar, a printer of religious writings, he wrote religious literature and succeeded to leave a deep mark in the Romanian culture that times undimmed. We consider relevant also that among the important anniversaries of the year 2016 along with the anniversary of Saint Anthim the Ivirite the Romanian Orthodox Church celebrates all the Romanian Church typographers who have contributed fundamentally to a rich religious culture in Romanian. A religious journalist notice for a specialized publication that The fact that the Romanian Orthodox Church, under the clear vision of His Beatitude Patriarch Daniel has chosen to inscribe amongst the paramount holidays of the year 2016 the Church typographers represents a memorable and soul-uplifting gesture, a gesture of conscience in agreement with all who wanted and succeeded to conquer time through the eternity of the typed letter, taking the Word of God in all the four skies and seeding the values of Christian faith and Christian moral in the hearts and thoughts of all Romanians. Posterity’s judgment was warm, respectful and fair in what concerns Saint Hierarch Anthim, and the Holy Synod of the Romanian Orthodox Church glorified him, as a saint and martyr of our Romanian Orthodox Church and this is the reason why the final part of the paper is dedicated to the identification of a string of interesting Anthim anniversaries over the times.
Relation between the Hurst Exponent and the Efficiency of Self-organization of a Deformable System
Alfyorova, E. A.; Lychagin, D. V.
2018-04-01
We have established the degree of self-organization of a system under plastic deformation at different scale levels. Using fractal analysis, we have determined the Hurst exponent and correlation lengths in the region of formation of a corrugated (wrinkled) structure in [111] nickel single crystals under compression. This has made it possible to single out two (micro-and meso-) levels of self-organization in the deformable system. A qualitative relation between the values of the Hurst exponent and the stages of the stress-strain curve has been established.
Hunt, Allen G.
2016-04-01
Percolation theory can be used to find water flow paths of least resistance. Application of percolation theory to drainage networks allows identification of the range of exponent values that describe the tortuosity of rivers in real river networks, which is then used to generate the observed scaling between drainage basin area and channel length, a relationship known as Hack's law. Such a theoretical basis for Hack's law may allow interpretation of the range of exponent values based on an assessment of the heterogeneity of the substrate.
Explanation of the values of Hack's drainage basin, river length scaling exponent
Hunt, A. G.
2015-08-01
Percolation theory can be used to find water flow paths of least resistance. The application of percolation theory to drainage networks allows identification of the range of exponent values that describe the tortuosity of rivers in real river networks, which is then used to generate the observed scaling between drainage basin area and channel length, a relationship known as Hack's law. Such a theoretical basis for Hack's law allows interpretation of the range of exponent values based on an assessment of the heterogeneity of the substrate.
Power-law Exponent in Multiplicative Langevin Equation with Temporally Correlated Noise
Morita, Satoru
2018-05-01
Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. For discrete-time systems, the power-law exponent is known to decrease as the autocorrelation time of the multiplier increases. However, for continuous-time systems, it is not yet clear how the temporal correlation affects the power-law behavior. Herein, we analytically investigated a multiplicative Langevin equation with colored noise. We show that the power-law exponent depends on the details of the multiplicative noise, in contrast to the case of discrete-time systems.
International Nuclear Information System (INIS)
Gauzzi, A.
1993-01-01
The Aslamazov-Larkin paraconductivity term is calculated in the case of sufficiently small superconducting coherence length. It is found that the critical exponent of paraconductivity depends on the short-wavelength cut-off of the fluctuation spectrum in the whole Ginzburg-Landau mean-field region. Hence, it is predicted that the Aslamazov-Larkin universal relation between the critical exponent of paraconductivity and the dimensionality of the superconducting state is no longer valid in short-coherence-length superconductors. This prediction is confirmed by paraconductivity measurements on cuprate superconductors. (orig.)
International Nuclear Information System (INIS)
Kiskis, J.; Narayanan, R.; Vranas, P.
1993-01-01
The authors study the random walk representation of the two-point function in statistical mechanics models near the critical point. Using standard scaling arguments, the authors show that the critical exponent v describing the vanishing of the physical mass at the critical point is equal to v θ /d w , where d w is the Hausdorff dimension of the walk, and v θ = var-phi, where var-phi is the crossover exponent known in the context of field theory. This implies that the Hausdorff dimension of the walk is var-phi/v for O(N) models. 3 refs
Tariba, N.; Bouknadel, A.; Haddou, A.; Ikken, N.; Omari, Hafsa El; Omari, Hamid El
2017-01-01
The Photovoltaic Generator have a nonlinear characteristic function relating the intensity at the voltage I = f (U) and depend on the variation of solar irradiation and temperature, In addition, its point of operation depends directly on the load that it supplies. To fix this drawback, and to extract the maximum power available to the terminal of the generator, an adaptation stage is introduced between the generator and the load to couple the two elements as perfectly as possible. The adaptation stage is associated with a command called MPPT MPPT (Maximum Power Point Tracker) whose is used to force the PVG to operate at the MPP (Maximum Power Point) under variation of climatic conditions and load variation. This paper presents a comparative study between the adaptive controller for PV Systems using MIT rules and Lyapunov method to regulate the PV voltage. The Incremental Conductance (IC) algorithm is used to extract the maximum power from the PVG by calculating the voltage Vref, and the adaptive controller is used to regulate and track quickly the PV voltage. The two methods of the adaptive controller will be compared to prove their performance by using the PSIM tools and experimental test, and the mathematical model of step-up with PVG model will be presented.
Lyapunov stability and poisson structure of the thermal TDHF and RPA equations
International Nuclear Information System (INIS)
Balian, R.; Veneroni, M.
1989-01-01
The thermal TDHF equation is analyzed in the Liouville representation of quantum mechanics, where the matrix elements of the single-particle (s.p) density ρ behave as classical dynamical variables. By introducing the Lie--Poisson bracket associated with the unitary group of the s.p. Hilbert space, we show that TDHF has a Hamiltonian, but non-canonical, classical form. Within this Poisson structure, either the s.p. energy or the s.p. grand potential Ω(ρ) act as a Hamilton function. The Lyapunov stability of both the TDHF and RPA equations around a HF state then follows, since the HF approximation for thermal equilibrium is determined by minimizing Ω(ρ). The RPA matrix in the Liouville space is expressed as the product of the Poisson tensor with the HF stability matrix, interpreted as a metric tensor generated by the entropy. This factorization displays the roles of the energy and entropy terms arising from Ω(ρ) in the RPA dynamics, and it helps to construct the RPA modes. Several extensions are considered. copyright 1989 Academic Press, Inc
Lyapunov stability and Poisson structure of the thermal TDHF and RPA equations
International Nuclear Information System (INIS)
Veneroni, M.; Balian, R.
1989-01-01
The thermal TDHF equation is analyzed in the Liouville representation of quantum mechanics, where the matrix elements of the single-particle (s.p.) density ρ behave as classical dynamical variables. By introducing the Lie-Poisson bracket associated with the unitary group of the s.p. Hilbert space, we show that TDHF has a hamiltonian, but non-canonical, classical form. Within this Poisson structure, either the s.p. energy or the s.p. grand potential Ω(ρ) act as a Hamilton function. The Lyapunov stability of both the TDHF and RPA equations around a HF state then follows, since the HF approximation for thermal equilibrium is determined by minimizing Ω(ρ). The RPA matrix in the Liouville space is expressed as the product of the Poisson tensor with the HF stability matrix, interpreted as a metric tensor generated by the entropy. This factorization displays the roles of the energy and entropy terms arising from Ω(ρ) in the RPA dynamics, and it helps to construct the RPA modes. Several extensions are considered
Eleiwi, Fadi
2016-09-19
This paper presents a nonlinear observer-based Lyapunov control for a membrane distillation (MD) process. The control considers the inlet temperatures of the feed and the permeate solutions as inputs, transforming it to boundary control process, and seeks to maintain the temperature difference along the membrane boundaries around a sufficient level to promote water production. MD process is modeled with advection diffusion equation model in two dimensions, where the diffusion and convection heat transfer mechanisms are best described. Model analysis, effective order reduction and parameters physical interpretation, are provided. Moreover, a nonlinear observer has been designed to provide the control with estimates of the temperature evolution at each time instant. In addition, physical constraints are imposed on the control to have an acceptable range of feasible inputs, and consequently, better energy consumption. Numerical simulations for the complete process with real membrane parameter values are provided, in addition to detailed explanations for the role of the controller and the observer. (C) 2016 Elsevier Ltd. All rights reserved.
Kumar, Rajesh; Srivastava, Smriti; Gupta, J R P
2017-03-01
In this paper adaptive control of nonlinear dynamical systems using diagonal recurrent neural network (DRNN) is proposed. The structure of DRNN is a modification of fully connected recurrent neural network (FCRNN). Presence of self-recurrent neurons in the hidden layer of DRNN gives it an ability to capture the dynamic behaviour of the nonlinear plant under consideration (to be controlled). To ensure stability, update rules are developed using lyapunov stability criterion. These rules are then used for adjusting the various parameters of DRNN. The responses of plants obtained with DRNN are compared with those obtained when multi-layer feed forward neural network (MLFFNN) is used as a controller. Also, in example 4, FCRNN is also investigated and compared with DRNN and MLFFNN. Robustness of the proposed control scheme is also tested against parameter variations and disturbance signals. Four simulation examples including one-link robotic manipulator and inverted pendulum are considered on which the proposed controller is applied. The results so obtained show the superiority of DRNN over MLFFNN as a controller. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Niu, Qifei; Zhang, Chi
2018-02-01
The empirical Archie's law has been widely used in geosciences and engineering to explain the measured electrical resistivity of many geological materials, but its physical basis has not been fully understood yet. In this study, we use a pore-scale numerical approach combining discrete element-finite difference methods to study Archie's porosity exponent m of granular materials over a wide porosity range. Numerical results reveal that at dilute states (e.g., porosity ϕ > 65%), m is exclusively related to the particle shape and orientation. As the porosity decreases, the electric flow in pore space concentrates progressively near particle contacts and m increases continuously in response to the intensified nonuniformity of the local electrical field. It is also found that the increase in m is universally correlated with the volume fraction of pore throats for all the samples regardless of their particle shapes, particle size range, and porosities.
GAO Hongying; WU Kangping
2007-01-01
This paper estimates the Pareto exponent of the city size (population size and economy size) distribution, all provinces, and three regions in China in 1997, 2000 and 2003 by OLS, comparatively analyzes the Pareto exponent cross section and times, and empirically analyzes the factors which impacts on the Pareto exponents of provinces. Our analyses show that the size distributions of cities in China follow the Pareto distribution and are of structural features. Variations in the value of the P...
Hossain, Eklas; Perez, Ron; Padmanaban, Sanjeevikumar; Mihet-Popa, Lucian; Blaabjerg, Frede; Ramachandaramurthy, Vigna K.
2017-01-01
To mitigate the microgrid instability despite the presence of dense Constant Power Load (CPL) loads in the system, a number of compensation techniques have already been gone through extensive research, proposed, and implemented around the world. In this paper, a storage based load side compensation technique is used to enhance stability of microgrids. Besides adopting this technique here, Sliding Mode Controller (SMC) and Lyapunov Redesign Controller (LRC), two of the most prominent nonlinear...
Directory of Open Access Journals (Sweden)
Mokaedi V. Lekgari
2014-01-01
Full Text Available We investigate random-time state-dependent Foster-Lyapunov analysis on subgeometric rate ergodicity of continuous-time Markov chains (CTMCs. We are mainly concerned with making use of the available results on deterministic state-dependent drift conditions for CTMCs and on random-time state-dependent drift conditions for discrete-time Markov chains and transferring them to CTMCs.
Griffith, Leah
2016-01-01
Classroom teachers try to provide opportunities for students to practice and use the algebra skills they are learning in ways that are nonroutine. They also want to help students connect the big ideas of math with the skills they are learning as part of the balance between understanding concepts and procedures. Math games can be used to accomplish…
Rigorous lower bound on the dynamic critical exponent of some multilevel Swendsen-Wang algorithms
International Nuclear Information System (INIS)
Li, X.; Sokal, A.D.
1991-01-01
We prove the rigorous lower bound z exp ≥α/ν for the dynamic critical exponent of a broad class of multilevel (or ''multigrid'') variants of the Swendsen-Wang algorithm. This proves that such algorithms do suffer from critical slowing down. We conjecture that such algorithms in fact lie in the same dynamic universality class as the stanard Swendsen-Wang algorithm
The critical 1-arm exponent for the ferromagnetic Ising model on the Bethe lattice
Heydenreich, Markus; Kolesnikov, Leonid
2018-04-01
We consider the ferromagnetic nearest-neighbor Ising model on regular trees (Bethe lattice), which is well-known to undergo a phase transition in the absence of an external magnetic field. The behavior of the model at critical temperature can be described in terms of various critical exponents; one of them is the critical 1-arm exponent ρ which characterizes the rate of decay of the (root) magnetization as a function of the distance to the boundary. The crucial quantity we analyze in this work is the thermal expectation of the root spin on a finite subtree, where the expected value is taken with respect to a probability measure related to the corresponding finite-volume Hamiltonian with a fixed boundary condition. The spontaneous magnetization, which is the limit of this thermal expectation in the distance between the root and the boundary (i.e., in the height of the subtree), is known to vanish at criticality. We are interested in a quantitative analysis of the rate of this convergence in terms of the critical 1-arm exponent ρ. Therefore, we rigorously prove that ⟨σ0⟩ n +, the thermal expectation of the root spin at the critical temperature and in the presence of the positive boundary condition, decays as ⟨σ0 ⟩ n +≈n-1/2 (in a rather sharp sense), where n is the height of the tree. This establishes the 1-arm critical exponent for the Ising model on regular trees (ρ =1/2 ).
On the Topological Changes of Local Hurst Exponent in Polar Regions
Consolini, G.; De Michelis, P.
2014-12-01
Geomagnetic activity during magnetic substorms and storms is related to the dinamical and topological changes of the current systems flowing in the Earth's magnetosphere-ionosphere. This is particularly true in the case of polar regions where the enhancement of auroral electrojet current system is responsible for the observed geomagnetic perturbations. Here, using the DMA-technique we evaluate the local Hurst exponent (H"older exponent) for a set of 46 geomagnetic observatories, widely distributed in the northern hemisphere, during one of the most famous and strong geomagnetic storm, the Bastille event, and reconstruct a sequence of polar maps showing the dinamical changes of the topology of the local Hurst exponent with the geomagnetic activity level. The topological evolution of local Hurst exponent maps is discussed in relation to the dinamical changes of the current systems flowing in the polar ionosphere. G. Consolini has received funding from the European Community's Seventh Framework Programme (FP7/2007-2013) under Grant agreement no. 313038/STORM for this research.
Critical exponents in the transition to chaos in one-dimensional
Indian Academy of Sciences (India)
We report the numerically evaluated critical exponents associated with the scaling of generalized fractal dimensions during the transition from order to chaos. The analysis is carried out in detail in the context of unimodal and bimodal maps representing typical one-dimensional discrete dynamical systems. The behavior of ...
Fast and unbiased estimator of the time-dependent Hurst exponent
Pianese, Augusto; Bianchi, Sergio; Palazzo, Anna Maria
2018-03-01
We combine two existing estimators of the local Hurst exponent to improve both the goodness of fit and the computational speed of the algorithm. An application with simulated time series is implemented, and a Monte Carlo simulation is performed to provide evidence of the improvement.
Extraction of the power law exponent for 1 GeV/nucleon Au + C projectile multifragmentation
International Nuclear Information System (INIS)
Gilkes, M.L.; Elliott, J.B.; Huager, A.; Hirsch, A.S.; Hjort, E.
1993-01-01
Using moments of the measured charge distribution in exclusive gold multifragmentation events, we present a preliminary determination of the power law exponent τ. For a system undergoing a phase transition near the critical point, τ governs the cluster size distribution and is expected on rather general grounds to lie in the range 2 < τ < 3
Directional maximum likelihood self-estimation of the path-loss exponent
Hu, Y.; Leus, G.J.T.; Dong, Min; Zheng, Thomas Fang
2016-01-01
The path-loss exponent (PLE) is a key parameter in wireless propagation channels. Therefore, obtaining the knowledge of the PLE is rather significant for assisting wireless communications and networking to achieve a better performance. Most existing methods for estimating the PLE not only require
Singular elliptic systems involving concave terms and critical Caffarelli-Kohn-Nirenberg exponents
Directory of Open Access Journals (Sweden)
Mohammed E. O. El Mokhtar
2012-03-01
Full Text Available In this article, we establish the existence of at least four solutions to a singular system with a concave term, a critical Caffarelli-Kohn-Nirenberg exponent, and sign-changing weight functions. Our main tools are the Nehari manifold and the mountain pass theorem.
Effect of interband interaction on isotope effect exponent of MgB2 ...
Indian Academy of Sciences (India)
The interband interaction of the electron–phonon interaction shows more effect on the isotope exponent than on the non-phonon interaction. Acknowledgement. The authors would like to thank Thailand Research Fund for financial support and the University of the Thai Chamber of Commerce for partial financial support and.
PHYSIOLOGICAL RESPONSES DURING MATCHES AND PROFILE OF ELITE PENCAK SILAT EXPONENTS
Directory of Open Access Journals (Sweden)
Benedict Tan
2002-12-01
Full Text Available This is a descriptive, cross-sectional study describing the physiological responses during competitive matches and profile of elite exponents of an emerging martial art sport, pencak silat. Thirty exponents (21 males and 9 females were involved in the study. Match responses (i.e. heart rate (HR throughout match and capillary blood lactate concentration, [La], at pre-match and at the end of every round were obtained during actual competitive duels. Elite silat exponents' physiological attributes were assessed via anthropometry, vertical jump, isometric grip strength, maximal oxygen uptake, and the Wingate 30 s anaerobic test of the upper and lower body, in the laboratory. The match response data showed that silat competitors' mean HR was > 84% of estimated HR maximum and levels of [La] ranged from 6.7 - 18.7 mMol-1 during matches. This suggests that competitive silat matches are characterised by high aerobic and anaerobic responses. In comparison to elite taekwondo and judo athletes' physiological characteristics, elite silat exponents have lower aerobic fitness and grip strength, but greater explosive leg power (vertical jump. Generally, they also possessed a similar anaerobic capability in the lower but markedly inferior anaerobic capability in the upper body
Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series
Morales, Raffaello; Di Matteo, T.; Gramatica, Ruggero; Aste, Tomaso
2012-06-01
We investigate the use of the Hurst exponent, dynamically computed over a weighted moving time-window, to evaluate the level of stability/instability of financial firms. Financial firms bailed-out as a consequence of the 2007-2008 credit crisis show a neat increase with time of the generalized Hurst exponent in the period preceding the unfolding of the crisis. Conversely, firms belonging to other market sectors, which suffered the least throughout the crisis, show opposite behaviors. We find that the multifractality of the bailed-out firms increase at the crisis suggesting that the multi fractal properties of the time series are changing. These findings suggest the possibility of using the scaling behavior as a tool to track the level of stability of a firm. In this paper, we introduce a method to compute the generalized Hurst exponent which assigns larger weights to more recent events with respect to older ones. In this way large fluctuations in the remote past are less likely to influence the recent past. We also investigate the scaling associated with the tails of the log-returns distributions and compare this scaling with the scaling associated with the Hurst exponent, observing that the processes underlying the price dynamics of these firms are truly multi-scaling.
Ogawa, Shun; Yamaguchi, Yoshiyuki Y
2015-06-01
An external force dynamically drives an isolated mean-field Hamiltonian system to a long-lasting quasistationary state, whose lifetime increases with population of the system. For second order phase transitions in quasistationary states, two nonclassical critical exponents have been reported individually by using a linear and a nonlinear response theories in a toy model. We provide a simple way to compute the critical exponents all at once, which is an analog of the Landau theory. The present theory extends the universality class of the nonclassical exponents to spatially periodic one-dimensional systems and shows that the exponents satisfy a classical scaling relation inevitably by using a key scaling of momentum.
Tang, Huadong; Hussain, Azher; Leal, Mauricio; Fluhler, Eric; Mayersohn, Michael
2011-02-01
This commentary is a reply to a recent article by Mahmood commenting on the authors' article on the use of fixed-exponent allometry in predicting human clearance. The commentary discusses eight issues that are related to criticisms made in Mahmood's article and examines the controversies (fixed-exponent vs. varying-exponent allometry) from the perspective of statistics and mathematics. The key conclusion is that any allometric method, which is to establish a power function based on a limited number of animal species and to extrapolate the resulting power function to human values (varying-exponent allometry), is infused with fundamental statistical errors. Copyright © 2010 Wiley-Liss, Inc.
Kiuchi, R.; Mori, J. J.
2015-12-01
As a way to understand the characteristics of the earthquake source, studies of source parameters (such as radiated energy and stress drop) and their scaling are important. In order to estimate source parameters reliably, often we must use appropriate source spectrum models and the omega-square model is most frequently used. In this model, the spectrum is flat in lower frequencies and the falloff is proportional to the angular frequency squared. However, Some studies (e.g. Allmann and Shearer, 2009; Yagi et al., 2012) reported that the exponent of the high frequency falloff is other than -2. Therefore, in this study we estimate the source parameters using a spectral model for which the falloff exponent is not fixed. We analyze the mainshock and larger aftershocks of the 2008 Iwate-Miyagi Nairiku earthquake. Firstly, we calculate the P wave and SH wave spectra using empirical Green functions (EGF) to remove the path effect (such as attenuation) and site effect. For the EGF event, we select a smaller earthquake that is highly-correlated with the target event. In order to obtain the stable results, we calculate the spectral ratios using a multitaper spectrum analysis (Prieto et al., 2009). Then we take a geometric mean from multiple stations. Finally, using the obtained spectra ratios, we perform a grid search to determine the high frequency falloffs, as well as corner frequency of both of events. Our results indicate the high frequency falloff exponent is often less than 2.0. We do not observe any regional, focal mechanism, or depth dependencies for the falloff exponent. In addition, our estimated corner frequencies and falloff exponents are consistent between the P wave and SH wave analysis. In our presentation, we show differences in estimated source parameters using a fixed omega-square model and a model allowing variable high-frequency falloff.
An analysis of the financial crisis in the KOSPI market using Hurst exponents
Yim, Kyubin; Oh, Gabjin; Kim, Seunghwan
2014-09-01
Recently, the study of the financial crisis has progressed to include the concept of the complex system, thereby improving the understanding of this extreme event from a neoclassical economic perspective. To determine which variables are related to the financial event caused by the 2008 US subprime crisis using temporal correlations, we investigate the diverse variables that may explain the financial system. These variables include return, volatility, trading volume and inter-trade duration data sets within the TAQ data for 27 highly capitalized individual companies listed on the KOSPI stock market. During 2008 and 2009, the Hurst exponent for the return time series over the whole period was less than 0.5, and the Hurst exponents for other variables, such as the volatility, trading volume and inter-trade duration, were greater than 0.5. Additionally, we analyze the relationships between the variation of temporal correlation and market instability based on these Hurst exponents and the degree of multifractality. We find that for the data related to trading volume, the Hurst exponents do not allow us to detect changes in market status, such as changes from normal to abnormal status, whereas other variables, including the return, volatility and weekly inter-trade duration, indicate a significant change in market status after the Lehman Brothers' bankruptcy. In addition, the multifractality and the measurement defined by subtracting the Hurst exponent of the return time series from that of the volatility time series decrease sharply after the US subprime event and recover approximately 50 days after the Lehman Brothers' collapse. Our findings suggest that the temporal features of financial quantities in the TAQ data set and the market complexity perform very well at diagnosing financial market stability.
International Nuclear Information System (INIS)
Norwood, Adrienne; Kalnay, Eugenia; Ide, Kayo; Yang, Shu-Chih; Wolfe, Christopher
2013-01-01
We compute and compare the three types of vectors frequently used to explore the instability properties of dynamical models, namely Lyapunov vectors (LVs), singular vectors (SVs) and bred vectors (BVs) in two systems, using the Wolfe–Samelson (2007 Tellus A 59 355–66) algorithm to compute all of the Lyapunov vectors. The first system is the Lorenz (1963 J. Atmos. Sci. 20 130–41) three-variable model. Although the leading Lyapunov vector, LV1, grows fastest globally, the second Lyapunov vector, LV2, which has zero growth globally, often grows faster than LV1 locally. Whenever this happens, BVs grow closer to LV2, suggesting that in larger atmospheric or oceanic models where several instabilities can grow in different areas of the world, BVs will grow toward the fastest growing local unstable mode. A comparison of their growth rates at different times shows that all three types of dynamical vectors have the ability to predict regime changes and the duration of the new regime based on their growth rates in the last orbit of the old regime, as shown for BVs by Evans et al (2004 Bull. Am. Meteorol. Soc. 520–4). LV1 and BVs have similar predictive skill, LV2 has a tendency to produce false alarms, and even LV3 shows that maximum decay is also associated with regime change. Initial and final SVs grow much faster and are the most accurate predictors of regime change, although the characteristics of the initial SVs are strongly dependent on the length of the optimization window. The second system is the toy ‘ocean-atmosphere’ model developed by Peña and Kalnay (2004 Nonlinear Process. Geophys. 11 319–27) coupling three Lorenz (1963 J. Atmos. Sci. 20 130–41) systems with different time scales, in order to test the effects of fast and slow modes of growth on the dynamical vectors. A fast ‘extratropical atmosphere’ is weakly coupled to a fast ‘tropical atmosphere’ which is, in turn, strongly coupled to a slow ‘ocean’ system, the latter coupling
Observer-based design of set-point tracking adaptive controllers for nonlinear chaotic systems
International Nuclear Information System (INIS)
Khaki-Sedigh, A.; Yazdanpanah-Goharrizi, A.
2006-01-01
A gradient based approach for the design of set-point tracking adaptive controllers for nonlinear chaotic systems is presented. In this approach, Lyapunov exponents are used to select the controller gain. In the case of unknown or time varying chaotic plants, the Lyapunov exponents may vary during the plant operation. In this paper, an effective adaptive strategy is used for online identification of Lyapunov exponents and adaptive control of nonlinear chaotic plants. Also, a nonlinear observer for estimation of the states is proposed. Simulation results are provided to show the effectiveness of the proposed methodology
Observer-based design of set-point tracking adaptive controllers for nonlinear chaotic systems
Energy Technology Data Exchange (ETDEWEB)
Khaki-Sedigh, A. [Department of Electrical Engineering, K.N. Toosi University of Technology, Sayyed Khandan Bridge, Shariati Street, Tehran 16314 (Iran, Islamic Republic of)]. E-mail: sedigh@kntu.ac.ir; Yazdanpanah-Goharrizi, A. [Department of Electrical Engineering, K.N. Toosi University of Technology, Sayyed Khandan Bridge, Shariati Street, Tehran 16314 (Iran, Islamic Republic of)]. E-mail: yazdanpanah@ee.kntu.ac.ir
2006-09-15
A gradient based approach for the design of set-point tracking adaptive controllers for nonlinear chaotic systems is presented. In this approach, Lyapunov exponents are used to select the controller gain. In the case of unknown or time varying chaotic plants, the Lyapunov exponents may vary during the plant operation. In this paper, an effective adaptive strategy is used for online identification of Lyapunov exponents and adaptive control of nonlinear chaotic plants. Also, a nonlinear observer for estimation of the states is proposed. Simulation results are provided to show the effectiveness of the proposed methodology.
Directory of Open Access Journals (Sweden)
Emlyn Flint
2017-03-01
Full Text Available Background: Contingent claims on underlying assets are typically priced under a framework that assumes, inter alia, that the log returns of the underlying asset are normally distributed. However, many researchers have shown that this assumption is violated in practice. Such violations include the statistical properties of heavy tails, volatility clustering, leptokurtosis and long memory. This paper considers the pricing of contingent claims when the underlying is assumed to display long memory, an issue that has heretofore not received much attention. Aim: We address several theoretical and practical issues in option pricing and implied volatility calibration in a fractional Black–Scholes market. We introduce a novel eight-parameter fractional Black–Scholes-inspired (FBSI model for the implied volatility surface, and consider in depth the issue of calibration. One of the main benefits of such a model is that it allows one to decompose implied volatility into an independent long-memory component – captured by an implied Hurst exponent – and a conditional implied volatility component. Such a decomposition has useful applications in the areas of derivatives trading, risk management, delta hedging and dynamic asset allocation. Setting: The proposed FBSI volatility model is calibrated to South African equity index options data as well as South African Rand/American Dollar currency options data. However, given the focus on the theoretical development of the model, the results in this paper are applicable across all financial markets. Methods: The FBSI model essentially combines a deterministic function form of the 1-year implied volatility skew with a separate deterministic function for the implied Hurst exponent, thus allowing one to model both observed implied volatility surfaces as well as decompose them into independent volatility and long-memory components respectively. Calibration of the model makes use of a quasi-explicit weighted
On the pth moment stability of the binary airfoil induced by bounded noise
International Nuclear Information System (INIS)
Wu, Jiancheng; Li, Xuan; Liu, Xianbin
2017-01-01
Highlights: • We obtain finite pth moment Lyapunov exponent for binary airfoil subject to a bounded noise. • Based on perturbation approach and Green's functions method, second differential eigenvalue equation governing moment Lyapunov exponent is established. • The types of singular points are investigated. • The eigenvalue problem is solved analytically and numerically. • The effects of noise and system parameters on the moment Lyapunov exponent and the stochastic stability of the system are discussed. - Abstract: In the paper, the stochastic stability of the binary airfoil subject to the effect of a bounded noise is studied through the determination of moment Lyapunov exponents. The noise excitation here is often used to model a realistic model of noise in many engineering application. The partial differential eigenvalue problem governing the moment Lyapunov exponent is established. Via the Feller boundary classification, the types of singular points are discussed here, and for the system discussed, the singular points only exist in end points. The fundamental methods used are the perturbation approach and the Green's functions method. With these methods, the second-order expansions of the moment Lyapunov exponents are obtained, which are shown to be in good agreement with those obtained using Monte Carlo simulation. The effects of noise and system parameters on the moment Lyapunov exponent and the stochastic stability of the binary airfoil system are discussed.
Garcin, Matthieu
2017-10-01
Hurst exponents depict the long memory of a time series. For human-dependent phenomena, as in finance, this feature may vary in the time. It justifies modelling dynamics by multifractional Brownian motions, which are consistent with time-dependent Hurst exponents. We improve the existing literature on estimating time-dependent Hurst exponents by proposing a smooth estimate obtained by variational calculus. This method is very general and not restricted to the sole Hurst framework. It is globally more accurate and easier than other existing non-parametric estimation techniques. Besides, in the field of Hurst exponents, it makes it possible to make forecasts based on the estimated multifractional Brownian motion. The application to high-frequency foreign exchange markets (GBP, CHF, SEK, USD, CAD, AUD, JPY, CNY and SGD, all against EUR) shows significantly good forecasts. When the Hurst exponent is higher than 0.5, what depicts a long-memory feature, the accuracy is higher.
International Nuclear Information System (INIS)
Qin Shaojin; Yu Lu.
1996-03-01
The critical exponent of the momentum distribution near k F , 3k F and 5k F are studied numerically for one-dimensional U → ∞ Hubbard model, using finite size systems and extrapolating them to the thermodynamic limit. Results at k F agree with earlier calculations, while at 3k F exponents less than 1 are obtained for finite size systems with extrapolation to 1 (regular behaviour) in the thermodynamic limit, in contrast to earlier analytic prediction 9/8. The distribution is regular at 5k F even for finite systems. The singularity near 3k F is interpreted as due to low energy excitations near 3k F in finite systems. (author). 18 refs, 4 figs, 1 tab
International Nuclear Information System (INIS)
Basnarkov, Lasko; Urumov, Viktor
2009-01-01
We consider an analytically solvable version of the Winfree model of synchronization of phase oscillators (proposed by Ariaratnam and Strogatz 2001 Phys. Rev. Lett. 86 4278). It is obtained that the transition from incoherence to a partial death state is characterized by third-order or higher phase transitions according to the Ehrenfest classification. The order of the transition depends on the shape of the distribution function for natural frequencies of oscillators in the vicinity of their lowest frequency. The corresponding critical exponents are found analytically and verified with numerical simulations of equations of motion. We also consider the generalized Winfree model with the interaction strength proportional to a power of the Kuramoto order parameter and find the domain where the critical exponent remains unchanged by this modification
Dependence of exponents on text length versus finite-size scaling for word-frequency distributions
Corral, Álvaro; Font-Clos, Francesc
2017-08-01
Some authors have recently argued that a finite-size scaling law for the text-length dependence of word-frequency distributions cannot be conceptually valid. Here we give solid quantitative evidence for the validity of this scaling law, using both careful statistical tests and analytical arguments based on the generalized central-limit theorem applied to the moments of the distribution (and obtaining a novel derivation of Heaps' law as a by-product). We also find that the picture of word-frequency distributions with power-law exponents that decrease with text length [X. Yan and P. Minnhagen, Physica A 444, 828 (2016), 10.1016/j.physa.2015.10.082] does not stand with rigorous statistical analysis. Instead, we show that the distributions are perfectly described by power-law tails with stable exponents, whose values are close to 2, in agreement with the classical Zipf's law. Some misconceptions about scaling are also clarified.
Directory of Open Access Journals (Sweden)
Jie-Xiong Mo
2014-01-01
Full Text Available We investigate the phase transitions of black holes with conformal anomaly in canonical ensemble. Some interesting and novel phase transition phenomena have been discovered. It is shown that there are striking differences in both Hawking temperature and phase structure between black holes with conformal anomaly and those without it. Moreover, we probe in detail the dependence of phase transitions on the choice of parameters. The results show that black holes with conformal anomaly have much richer phase structure than those without it. There would be two, only one, or no phase transition points depending on the parameters. The corresponding parameter regions are derived both numerically and graphically. Geometrothermodynamics are built up to examine the phase structure we have discovered. It is shown that Legendre invariant thermodynamic scalar curvature diverges exactly where the specific heat diverges. Furthermore, critical behaviors are investigated by calculating the relevant critical exponents. And we prove that these critical exponents satisfy the thermodynamic scaling laws.
Anomalous roughness of turbulent interfaces with system size dependent local roughness exponent
International Nuclear Information System (INIS)
Balankin, Alexander S.; Matamoros, Daniel Morales
2005-01-01
In a system far from equilibrium the system size can play the role of control parameter that governs the spatiotemporal dynamics of the system. Accordingly, the kinetic roughness of interfaces in systems far from equilibrium may depend on the system size. To get an insight into this problem, we performed a detailed study of rough interfaces formed in paper combustion experiments. Using paper sheets of different width λ, we found that the turbulent flame fronts display anomalous multi-scaling characterized by non-universal global roughness exponent α and by the system size dependent spectrum of local roughness exponents, ζ q (λ)=ζ 1 (1)q -ω λ φ q =0.93q -0.15 . The structure factor of turbulent flame fronts also exhibits unconventional scaling dependence on λ. These results are expected to apply to a broad range of far from equilibrium systems when the kinetic energy fluctuations exceed a certain critical value.
The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange
Domino, Krzysztof
2011-01-01
The local properties of the time series of the evolution of share prices of 126 significant companies traded on the Warsaw Stock Exchange during the period between 1991-2008 have been investigated. The analysis was applied to daily financial returns. I have used the local DFA to obtain the Hurst exponent (diffusion coefficient) while searching for negative correlations by which changes of long-term trends would be effected. A certain evidence, proving that after the signature of anti-correlation-the drop in the Hurst exponent-the change in the trend and in the return rate of an investment is probable, was pointed out. Hence after further investigation this method may be useful as a part of an investment strategy. As the Warsaw Stock Exchange is relatively smaller and younger than other significant world Stock Exchanges-and as the developing market is less efficient-the generalization for others markets needs further investigation.
Cajueiro, Daniel O.; Tabak, Benjamin M.
2004-05-01
This paper is concerned with the assertion found in the financial literature that emerging markets are becoming more efficient over time. To verify whether this assertion is true or not, we propose the calculation of the Hurst exponent over time using a time window with 4 years of data. The data used here comprises the bulk of emerging markets for Latin America and Asia. Our empirical results show that this assertion seems to be true for most countries, but it does not hold for countries such as Brazil, The Philippines and Thailand. Moreover, in order to check whether or not these results depend on the short term memory and the volatility of returns common in such financial asset return data, we filter the data by an AR-GARCH procedure and present the Hurst exponents for this filtered data.
The path integral formulation of fractional Brownian motion for the general Hurst exponent
International Nuclear Information System (INIS)
Calvo, I; Sanchez, R
2008-01-01
In 1995, Sebastian (1995 J. Phys. A: Math. Gen. 28 4305) gave a path integral computation of the propagator of subdiffusive fractional Brownian motion (fBm), i.e. fBm with a Hurst or self-similarity exponent H element of (0, 1/2). The extension of Sebastian's calculation to superdiffusion, H element of (1/2, 1], becomes however quite involved due to the appearance of additional boundary conditions on fractional derivatives of the path. In this communication, we address the construction of the path integral representation in a different fashion, which allows us to treat both subdiffusion and superdiffusion on an equal footing. The derivation of the propagator of fBm for the general Hurst exponent is then performed in a neat and unified way. (fast track communication)
Niu, Q.; Zhang, C.
2017-12-01
Archie's law is an important empirical relationship linking the electrical resistivity of geological materials to their porosity. It has been found experimentally that the porosity exponent m in Archie's law in sedimentary rocks might be related to the degree of cementation, and therefore m is termed as "cementation factor" in most literatures. Despite it has been known for many years, there is lack of well-accepted physical interpretations of the porosity exponent. Some theoretical and experimental evidences have also shown that m may be controlled by the particle and/or pore shape. In this study, we conduct a pore-scale modeling of the porosity exponent that incorporates different geological processes. The evolution of m of eight synthetic samples with different particle sizes and shapes are calculated during two geological processes, i.e., compaction and cementation. The numerical results show that in dilute conditions, m is controlled by the particle shape. As the samples deviate from dilute conditions, m increases gradually due to the strong interaction between particles. When the samples are at static equilibrium, m is noticeably larger than its values at dilution condition. The numerical simulation results also show that both geological compaction and cementation induce a significant increase in m. In addition, the geometric characteristics of these samples (e.g., pore space/throat size, and their distributions) during compaction and cementation are also calculated. Preliminary analysis shows a unique correlation between the pore size broadness and porosity exponent for all eight samples. However, such a correlation is not found between m and other geometric characteristics.
Wilson's theory of critical phenomena. Higher order corrections to critical exponents
International Nuclear Information System (INIS)
Zinn-Justin, J.
1973-01-01
The Wilson's theory of critical phenomena is presented, in the context of renormalized field theory in d dimension and of the Callan-Symanzik equations. This theory allows in particular to compute critical exponents that govern the behavior of some correlation functions near the critical temperature, as power series in epsilon=4-d, using the standard perturbation theory. Owing to the large value of the expansion parameter epsilon, whose physical value is one, it is very important to perform higher order calculations [fr
Sensitivity of TDF and CRE to variations in exponents of N and T
International Nuclear Information System (INIS)
Orton, C.G.
1976-01-01
A typical example is given of the calculation by two methods of the value of the radiation dose given in 20 treatments at 5 fractions per week to be equivalent to 6000 rad given in 30 treatments also at 5 fractions per week. The solutions obtained were identical and demonstrated that, in normal clinical practice, whatever values are chosen for the exponents of N and T in the basic NSD equation, the CRE (Kirk, J., Gray, W.M., and Watson, E.R., 1971, Clinical Radiology, vol. 22, 145) and TDF (Orton, C.G., and Ellis, F., 1973, Br. J. Radiol., vol. 46, 529) methods are exactly equivalent. The variations in the values calculated by the TDF method of the dose/fraction in the same example for differing values of the exponents of N and T were typically less than +- 3%, and even for more drastic changes a variation of less than 5% resulted. The TDF and CRE methods are not therefore very sensitive to changes in these exponents. It is emphasized that since CREs are not linearly additive, application of the TDF method greatly reduces the probability of arithmetical error, particularly for more complex treatment regimes. The TDF method should however be applied with great caution if the time, dose or fractionation differ significantly from that used in conventional radiotherapeutic practice, since the theory was based on clinical evidence obtained by retrospective analysis of typical radiotherapy data. (U.K.)
Critical exponents for square lattice trails with a fixed number of vertices of degree 4
International Nuclear Information System (INIS)
James, E W; Soteros, C E
2002-01-01
We prove several previously conjectured results about the number of n-edge trails and n-edge embeddings of Eulerian graphs, each with a fixed number, k, of degree 4 vertices, in the lattice Z 2 . In particular, under the assumption that the relevant critical exponents exist, we prove that the difference between the critical exponent for closed trails (Eulerian graph embeddings) and that for self-avoiding circuits (polygons) is exactly k, the number of degree 4 vertices. Similarly, we prove that the difference between the critical exponent for either open trails or open Eulerian graph embeddings and that for self-avoiding walks is also k. These results are proved by establishing upper and lower bounds for the number of n-edge embeddings of closed (open) Eulerian graphs with k vertices of degree 4 in terms of the number of n-edge self-avoiding polygons (walks). The lower bounds are proved using a Kesten pattern theorem argument and the upper bounds are established by developing (based on a detailed case analysis) a method for removing vertices of degree 4 from an embedding by altering at most a constant (independent of n) number of vertices and edges of the embedding. The work presented here extends and improves the arguments first given in the work of Zhao and Lookman (1993 J. Phys. A: Math. Gen. 26 1067-76)
Fractal characters and hurst exponent of radon exhalation rate from uranium Tailings
International Nuclear Information System (INIS)
Hu Hanqiao; Tan Kaixuan; Li Chunguang; Lv Junwen; Liu Dong
2010-01-01
The uranium tailings radon exhalation is an important environmental problem. The change of the radon exhalation rate of uranium tailings with the time through laboratory experiments is measured, and the results show that the radon exhalation rate of the tailings change obviously with time in non-periodic oscillations. Applying fractal analysis to the radon exhalation rate time-series data by R/S method, the Hurst exponent of the entire time series data is 0.83, the fractal dimension is 1.17. Mobile Hurst exponent is between 0.5 and 0.8 in most cases. The Hurst exponent of the experiments in the later part are below 0.5. The exhalation rate of uranium tailings radon does not meet the long-term trend of random walk theory, the radon exhalation rate has long-term memory, but the short-term memory is not distinct. The radon exhalation from uranium tailings is a deterministic chaotic dynamics. (authors)
Scaling exponent and dispersity of polymers in solution by diffusion NMR.
Williamson, Nathan H; Röding, Magnus; Miklavcic, Stanley J; Nydén, Magnus
2017-05-01
Molecular mass distribution measurements by pulsed gradient spin echo nuclear magnetic resonance (PGSE NMR) spectroscopy currently require prior knowledge of scaling parameters to convert from polymer self-diffusion coefficient to molecular mass. Reversing the problem, we utilize the scaling relation as prior knowledge to uncover the scaling exponent from within the PGSE data. Thus, the scaling exponent-a measure of polymer conformation and solvent quality-and the dispersity (M w /M n ) are obtainable from one simple PGSE experiment. The method utilizes constraints and parametric distribution models in a two-step fitting routine involving first the mass-weighted signal and second the number-weighted signal. The method is developed using lognormal and gamma distribution models and tested on experimental PGSE attenuation of the terminal methylene signal and on the sum of all methylene signals of polyethylene glycol in D 2 O. Scaling exponent and dispersity estimates agree with known values in the majority of instances, leading to the potential application of the method to polymers for which characterization is not possible with alternative techniques. Copyright © 2017 Elsevier Inc. All rights reserved.
Sensitivity of TDF and CRE to variations in exponents of N and T
Energy Technology Data Exchange (ETDEWEB)
Orton, C G [Rhode Island Hospital, Providence (USA). Dept. of Radiation Oncology
1976-10-01
A typical example is given of the calculation by two methods of the value of the radiation dose given in 20 treatments at 5 fractions per week to be equivalent to 6000 rad given in 30 treatments also at 5 fractions per week. The solutions obtained were identical and demonstrated that, in normal clinical practice, whatever values are chosen for the exponents of N and T in the basic NSD equation, the CRE (Kirk, J., Gray, W.M., and Watson, E.R., 1971, Clinical Radiology, vol. 22, 145) and TDF (Orton, C.G., and Ellis, F., 1973, Br. J. Radiol., vol. 46, 529) methods are exactly equivalent. The variations in the values calculated by the TDF method of the dose/fraction in the same example for differing values of the exponents of N and T were typically less than +- 3%, and even for more drastic changes a variation of less than 5% resulted. The TDF and CRE methods are not therefore very sensitive to changes in these exponents. It is emphasized that since CREs are not linearly additive, application of the TDF method greatly reduces the probability of arithmetical error, particularly for more complex treatment regimes. The TDF method should however be applied with great caution if the time, dose or fractionation differ significantly from that used in conventional radiotherapeutic practice, since the theory was based on clinical evidence obtained by retrospective analysis of typical radiotherapy data.
Chen, Yun; Yang, Hui
2013-01-01
Heart rate variability (HRV) analysis has emerged as an important research topic to evaluate autonomic cardiac function. However, traditional time and frequency-domain analysis characterizes and quantify only linear and stationary phenomena. In the present investigation, we made a comparative analysis of three alternative approaches (i.e., wavelet multifractal analysis, Lyapunov exponents and multiscale entropy analysis) for quantifying nonlinear dynamics in heart rate time series. Note that these extracted nonlinear features provide information about nonlinear scaling behaviors and the complexity of cardiac systems. To evaluate the performance, we used 24-hour HRV recordings from 54 healthy subjects and 29 heart failure patients, available in PhysioNet. Three nonlinear methods are evaluated not only individually but also in combination using three classification algorithms, i.e., linear discriminate analysis, quadratic discriminate analysis and k-nearest neighbors. Experimental results show that three nonlinear methods capture nonlinear dynamics from different perspectives and the combined feature set achieves the best performance, i.e., sensitivity 97.7% and specificity 91.5%. Collectively, nonlinear HRV features are shown to have the promise to identify the disorders in autonomic cardiovascular function.
International Nuclear Information System (INIS)
Ignat'yev, A O
2003-01-01
A system of ordinary differential equations with impulse action at fixed moments of time is considered. The system is assumed to have the zero solution. It is shown that the existence of a corresponding Lyapunov function is a necessary and sufficient condition for the uniform asymptotic stability of the zero solution. Restrictions on perturbations of the right-hand sides of differential equations and impulse actions are obtained under which the uniform asymptotic stability of the zero solution of the 'unperturbed' system implies the uniform asymptotic stability of the zero solution of the 'perturbed' system
CLAVER IBORRA, JOSE MANUEL
2011-01-01
La reducción de modelos para problemas de control de gran tamaño es actualmente uno de los temas fundamentales en teoría de sistemas y control. Entre diversas técnicas existentes, los métodos de truncamiento de estados son los que permiten una mayor precisión en la representación del sistema reducido. Muchos de estos métodos necesitan resolver una o más ecuaciones de Lyapunov (habitualmente acopladas), requiriéndose en ocasiones el factor de Cholesky de su solución. En esta tesis se pesentan ...
Lee, Hyun-Jung; Kim, Ki-Seok
2018-04-01
We investigate the role of Coulomb interaction in the multifractality of Anderson metal-insulator transition, where the Coulomb interaction is treated within the Hartree-Fock approximation, but disorder effects are taken into account exactly. An innovative technical aspect in our simulation is to utilize the Ewald-sum technique, which allows us to introduce the long-range nature of the Coulomb interaction into Hartree-Fock self-consistent equations of order parameters more accurately. This numerical simulation reproduces the Altshuler-Aronov correction in a metallic state and the Efros-Shklovskii pseudogap in an insulating phase, where the density of states ρ (ω ) is evaluated in three dimensions. Approaching the quantum critical point of a metal-insulator transition from either the metallic or insulting phase, we find that the density of states is given by ρ (ω ) ˜|ω| 1 /2 , which determines one critical exponent of the McMillan-Shklovskii scaling theory. Our main result is to evaluate the eigenfunction multifractal scaling exponent αq, given by the Legendre transformation of the fractal dimension τq, which characterizes the scaling behavior of the inverse participation ratio with respect to the system size L . Our multifractal analysis leads us to identify two kinds of mobility edges, one of which occurs near the Fermi energy and the other of which appears at a high energy, where the density of states at the Fermi energy shows the Coulomb-gap feature. We observe that the multifractal exponent at the high-energy mobility edge remains to be almost identical to that of the Anderson localization transition in the absence of Coulomb interactions. On the other hand, we find that the multifractal exponent near the Fermi energy is more enhanced than that at the high-energy mobility edge, suspected to result from interaction effects. However, both the multifractal exponents do not change even if the strength of the Coulomb interaction varies. We also show that the
Hurst's Exponent Determination for Radial Distribution Functions of In, Sn and In-40 wt%Sn Melt
International Nuclear Information System (INIS)
Zhou Yong-Zhi; Li Mei; Geng Hao-Ran; Yang Zhong-Xi; Sun Chun-Jing
2011-01-01
Hurst's exponent of radial distribution functions (RDFs) within the short-range scope of In, Sn and In-40 wt % Sn melts are determined by the rescaled range analysis method. Hurst's exponents H are between 0.94 and 0.97, which display long-range dependence. Within short-range scope, the number of particles from a reference particle belongs to fractional Brownian motion. After RDF serials are randomly scrambled, Hurst's exponents all dramatically dropped, which proves long-range dependence. H irregularly varies as the temperature rises, but the change tendency is not consistent with the correlation radius r c . (general)
International Nuclear Information System (INIS)
Gao Fei; Gao Hongrui; Li Zhuoqiu; Tong Hengqing; Lee, Ju-Jang
2009-01-01
It is well known that set of unstable periodic orbits (UPOs) can be thought of as the skeleton for the dynamics. However, detecting UPOs of nonlinear map is one of the most challenging problems of nonlinear science in both numerical computations and experimental measures. In this paper, a new method is proposed to detect the UPOs in a non-Lyapunov way. Firstly three special techniques are added to quantum-behaved particle swarm optimization (QPSO), a novel mbest particle, contracting the searching space self-adaptively and boundaries restriction (NCB), then the new method NCB-QPSO is proposed. It can maintain an effective search mechanism with fine equilibrium between exploitation and exploration. Secondly, the problems of detecting the UPOs are converted into a non-negative functions' minimization through a proper translation in a non-Lyapunov way. Thirdly the simulations to 6 benchmark optimization problems and different high order UPOs of 5 classic nonlinear maps are done by the proposed method. And the results show that NCB-QPSO is a successful method in detecting the UPOs, and it has the advantages of fast convergence, high precision and robustness.
Power spectral density and scaling exponent of high frequency global solar radiation sequences
Calif, Rudy; Schmitt, François G.; Huang, Yongxiang
2013-04-01
The part of the solar power production from photovlotaïcs systems is constantly increasing in the electric grids. Solar energy converter devices such as photovoltaic cells are very sensitive to instantaneous solar radiation fluctuations. Thus rapid variation of solar radiation due to changes in the local meteorological condition can induce large amplitude fluctuations of the produced electrical power and reduce the overall efficiency of the system. When large amount of photovoltaic electricity is send into a weak or small electricity network such as island network, the electric grid security can be in jeopardy due to these power fluctuations. The integration of this energy in the electrical network remains a major challenge, due to the high variability of solar radiation in time and space. To palliate these difficulties, it is essential to identify the characteristic of these fluctuations in order to anticipate the eventuality of power shortage or power surge. The objective of this study is to present an approach based on Empirical Mode Decomposition (EMD) and Hilbert-Huang Transform (HHT) to highlight the scaling properties of global solar irradiance data G(t). The scale of invariance is detected on this dataset using the Empirical Mode Decomposition in association with arbitrary-order Hilbert spectral analysis, a generalization of (HHT) or Hilbert Spectral Analysis (HSA). The first step is the EMD, consists in decomposing the normalized global solar radiation data G'(t) into several Intrinsic Mode Functions (IMF) Ci(t) without giving an a priori basis. Consequently, the normalized original solar radiation sequence G'(t) can be written as a sum of Ci(t) with a residual rn. From all IMF modes, a joint PDF P(f,A) of locally and instantaneous frequency f and amplitude A, is estimated. To characterize the scaling behavior in amplitude-frequency space, an arbitrary-order Hilbert marginal spectrum is defined to: Iq(f) = 0 P (f,A)A dA (1) with q × 0 In case of scale
The high exponent limit $p \\to \\infty$ for the one-dimensional nonlinear wave equation
Tao, Terence
2009-01-01
We investigate the behaviour of solutions $\\phi = \\phi^{(p)}$ to the one-dimensional nonlinear wave equation $-\\phi_{tt} + \\phi_{xx} = -|\\phi|^{p-1} \\phi$ with initial data $\\phi(0,x) = \\phi_0(x)$, $\\phi_t(0,x) = \\phi_1(x)$, in the high exponent limit $p \\to \\infty$ (holding $\\phi_0, \\phi_1$ fixed). We show that if the initial data $\\phi_0, \\phi_1$ are smooth with $\\phi_0$ taking values in $(-1,1)$ and obey a mild non-degeneracy condition, then $\\phi$ converges locally uniformly to a piecewis...
Estimating the density-scaling exponent of a monatomic liquid from its pair potential
DEFF Research Database (Denmark)
Bøhling, Lasse; Bailey, Nicholas; Schrøder, Thomas
2014-01-01
This paper investigates two conjectures for calculating the density dependence of the density-scaling exponent γ of a single-component, pair-potential liquid with strong virial potential-energy correlations. The first conjecture gives an analytical expression for γ directly in terms of the pair...... potential. The second conjecture is a refined version of this involving the most likely nearest-neighbor distance determined from the pair-correlation function. The conjectures are tested by simulations of three systems, one of which is the standard Lennard-Jones liquid. While both expressions give...
Some existence results for a fourth order equation involving critical exponent
Ben-Ayed, M; Hammami, M
2003-01-01
In this paper a fourth order equation involving critical growth is considered under the Navier boundary condition: DELTA sup 2 u = Ku sup p , u > 0 in OMEGA, u = DELTA u = 0 on partial deriv OMEGA, where K is a positive function, OMEGA is a bounded smooth domain in R sup n , n >= 5 and p + 1 2n/(n - 4) is the critical Sobolev exponent. We give some topological conditions on K to ensure the existence of solutions. Our methods involve the study of the critical points at infinity and their contribution to the topology of the level sets of the associated Euler Lagrange functional.
Exponence, allomorphy and haplology in the number and State morphology of Modern Hebrew
Faust, Noam
2018-01-01
This paper provides an account of the regularities of plural exponence in Modern Hebrew. There are two genders in Modern Hebrew, each with its specific plural marker. Nouns can appear in the Construct or Free states, and the State of a noun also has an effect on the plural marking, though only in the case of masculine nouns. Finally, in nouns with possessive suffixes and in newly-formed dual nouns, plural number seems to be marked twice in the feminine noun, but only once in the masculine nou...
The relation between mass-gap amplitudes and critical exponents in the Heisenberg model
International Nuclear Information System (INIS)
Alcaraz, F.C.; Felicio, J.R.D. de
1985-01-01
A recent result concerning the universality of the ratio of mass-gap amplitudes using the well known 1-D Heisenberg model which is the quantum version of the two-dimensional eight-vertex model is discussed. The believed extended scaling relation (x sub(p) = x sub(is an element of)/4) relating the polarization and energy anomalous dimensions is confirmed. The exponent, α, ν, γ sub(m) and γ sub(p) is also obtained by usual phenomenological renormalization group methods. (Author) [pt
Directory of Open Access Journals (Sweden)
Murty K. N.
2000-01-01
Full Text Available This paper presents a criterion for the existence and uniqueness of solutions to two and multipoint boundary value problems associated with an n th order nonlinear Lyapunov system. A variation of parameters formula is developed and used as a tool to obtain existence and uniqueness. We discuss solution of the second order problem by the ADI method and develop a fixed point method to find the general solution of the n th order Lyapunov system. The results of Barnett (SIAM J. Appl. Anal. 24(1, 1973 are a particular case.
Ausloos, M.
2012-09-01
A nonlinear dynamics approach can be used in order to quantify complexity in written texts. As a first step, a one-dimensional system is examined: two written texts by one author (Lewis Carroll) are considered, together with one translation into an artificial language (i.e., Esperanto) are mapped into time series. Their corresponding shuffled versions are used for obtaining a baseline. Two different one-dimensional time series are used here: one based on word lengths (LTS), the other on word frequencies (FTS). It is shown that the generalized Hurst exponent h(q) and the derived f(α) curves of the original and translated texts show marked differences. The original texts are far from giving a parabolic f(α) function, in contrast to the shuffled texts. Moreover, the Esperanto text has more extreme values. This suggests cascade model-like, with multiscale time-asymmetric features as finally written texts. A discussion of the difference and complementarity of mapping into a LTS or FTS is presented. The FTS f(α) curves are more opened than the LTS ones.
Carasso, Alfred S; Vladár, András E
2012-01-01
Helium ion microscopes (HIM) are capable of acquiring images with better than 1 nm resolution, and HIM images are particularly rich in morphological surface details. However, such images are generally quite noisy. A major challenge is to denoise these images while preserving delicate surface information. This paper presents a powerful slow motion denoising technique, based on solving linear fractional diffusion equations forward in time. The method is easily implemented computationally, using fast Fourier transform (FFT) algorithms. When applied to actual HIM images, the method is found to reproduce the essential surface morphology of the sample with high fidelity. In contrast, such highly sophisticated methodologies as Curvelet Transform denoising, and Total Variation denoising using split Bregman iterations, are found to eliminate vital fine scale information, along with the noise. Image Lipschitz exponents are a useful image metrology tool for quantifying the fine structure content in an image. In this paper, this tool is applied to rank order the above three distinct denoising approaches, in terms of their texture preserving properties. In several denoising experiments on actual HIM images, it was found that fractional diffusion smoothing performed noticeably better than split Bregman TV, which in turn, performed slightly better than Curvelet denoising.
Relationship between deficiency of vitamin D and exponents of metabolic syndrome.
Kramkowska, M; Grzelak, T; Walczak, M; Bogdanski, P; Pupek-Musialik, D; Czyzewska, K
2015-06-01
Widespread hypovitaminosis D and an increased incidence of metabolic syndrome (MetS) represent significant problems of contemporary medicine but link between them remain unresolved. We aimed to define relationship between vitamin D serum concentration and exponents of MetS. The studies were conducted on 70 individuals (51 with and 19 without MetS). Concentrations of 25(OH)D (25-hydroxyergocalciferol and 25-hydroxycholecalciferol), calcium, cholesterol, HDL, cholesterol LDL, triglycerides, fasting glucose, blood pressure and anthropometric parameters were measured. Median concentration of vitamin D in the research population amounted to 41.46 nmol/L. Concentration of 25(OH)D in MetS group was lower than in remainder participants (38.45 nmol/L vs. 58.50 nmol/L, p = 0.0104). An inverse correlation was demonstrated between 25(OH)D level on one hand and body weight, waist and hips circumference, adipose body weight, Body Mass Index, Waist to Height Ratio (WHtR), glycaemia and number of MetS components on the other in persons free of MetS. No such relationships could be documented in MetS group. In the entire population values of Waist to Hip Ratio (WHpR) and WHtR indices manifested correlation with hyperglycaemia, hypertriglyceridaemia, low HDL concentrations. In persons without MetS a relationship was detected between vitamin D concentration and exponents of metabolic syndrome, although further studies on this problem are required.
Adhi, H. A.; Wijaya, S. K.; Prawito; Badri, C.; Rezal, M.
2017-03-01
Stroke is one of cerebrovascular diseases caused by the obstruction of blood flow to the brain. Stroke becomes the leading cause of death in Indonesia and the second in the world. Stroke also causes of the disability. Ischemic stroke accounts for most of all stroke cases. Obstruction of blood flow can cause tissue damage which results the electrical changes in the brain that can be observed through the electroencephalogram (EEG). In this study, we presented the results of automatic detection of ischemic stroke and normal subjects based on the scaling exponent EEG obtained through detrended fluctuation analysis (DFA) using extreme learning machine (ELM) as the classifier. The signal processing was performed with 18 channels of EEG in the range of 0-30 Hz. Scaling exponents of the subjects were used as the input for ELM to classify the ischemic stroke. The performance of detection was observed by the value of accuracy, sensitivity and specificity. The result showed, performance of the proposed method to classify the ischemic stroke was 84 % for accuracy, 82 % for sensitivity and 87 % for specificity with 120 hidden neurons and sine as the activation function of ELM.
Scaling exponents of the velocity structure functions in the interplanetary medium
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V. Carbone
Full Text Available We analyze the scaling exponents of the velocity structure functions, obtained from the velocity fluctuations measured in the interplanetary space plasma. Using the expression for the energy transfer rate which seems the most relevant in describing the evolution of the pseudo-energy densities in the interplanetary medium, we introduce an energy cascade model derived from a simple fragmentation process, which takes into account the intermittency effect. In the absence and in the presence of the large-scale magnetic field decorrelation effect the model reduces to the fluid and the hydromagnetic p-model, respectively. We show that the scaling exponents of the q-th power of the velocity structure functions, as obtained by the model in the absence of the decorrelation effect, furnishes the best-fit to the data analyzed from the Voyager 2 velocity field measurements at 8.5 AU. Our results allow us to hypothesize a new kind of scale-similarity for magnetohydrodynamic turbulence when the decorrelation effect is at work, related to the fourth-order velocity structure function.
Predicting the long tail of book sales: Unearthing the power-law exponent
Fenner, Trevor; Levene, Mark; Loizou, George
2010-06-01
The concept of the long tail has recently been used to explain the phenomenon in e-commerce where the total volume of sales of the items in the tail is comparable to that of the most popular items. In the case of online book sales, the proportion of tail sales has been estimated using regression techniques on the assumption that the data obeys a power-law distribution. Here we propose a different technique for estimation based on a generative model of book sales that results in an asymptotic power-law distribution of sales, but which does not suffer from the problems related to power-law regression techniques. We show that the proportion of tail sales predicted is very sensitive to the estimated power-law exponent. In particular, if we assume that the power-law exponent of the cumulative distribution is closer to 1.1 rather than to 1.2 (estimates published in 2003, calculated using regression by two groups of researchers), then our computations suggest that the tail sales of Amazon.com, rather than being 40% as estimated by Brynjolfsson, Hu and Smith in 2003, are actually closer to 20%, the proportion estimated by its CEO.
Aging Wiener-Khinchin theorem and critical exponents of 1/f^{β} noise.
Leibovich, N; Dechant, A; Lutz, E; Barkai, E
2016-11-01
The power spectrum of a stationary process may be calculated in terms of the autocorrelation function using the Wiener-Khinchin theorem. We here generalize the Wiener-Khinchin theorem for nonstationary processes and introduce a time-dependent power spectrum 〈S_{t_{m}}(ω)〉 where t_{m} is the measurement time. For processes with an aging autocorrelation function of the form 〈I(t)I(t+τ)〉=t^{Υ}ϕ_{EA}(τ/t), where ϕ_{EA}(x) is a nonanalytic function when x is small, we find aging 1/f^{β} noise. Aging 1/f^{β} noise is characterized by five critical exponents. We derive the relations between the scaled autocorrelation function and these exponents. We show that our definition of the time-dependent spectrum retains its interpretation as a density of Fourier modes and discuss the relation to the apparent infrared divergence of 1/f^{β} noise. We illustrate our results for blinking-quantum-dot models, single-file diffusion, and Brownian motion in a logarithmic potential.
Asymptotic scaling properties and estimation of the generalized Hurst exponents in financial data
Buonocore, R. J.; Aste, T.; Di Matteo, T.
2017-04-01
We propose a method to measure the Hurst exponents of financial time series. The scaling of the absolute moments against the aggregation horizon of real financial processes and of both uniscaling and multiscaling synthetic processes converges asymptotically towards linearity in log-log scale. In light of this we found appropriate a modification of the usual scaling equation via the introduction of a filter function. We devised a measurement procedure which takes into account the presence of the filter function without the need of directly estimating it. We verified that the method is unbiased within the errors by applying it to synthetic time series with known scaling properties. Finally we show an application to empirical financial time series where we fit the measured scaling exponents via a second or a fourth degree polynomial, which, because of theoretical constraints, have respectively only one and two degrees of freedom. We found that on our data set there is not clear preference between the second or fourth degree polynomial. Moreover the study of the filter functions of each time series shows common patterns of convergence depending on the momentum degree.
Relation Between Hertz Stress-Life Exponent, Ball-Race Conformity, and Ball Bearing Life
Zaretsky, Erwin V.; Poplawski, Joseph V.; Root, Lawrence E.
2008-01-01
ANSI/ABMA and ISO standards based on Lundberg-Palmgren bearing life theory are normalized for ball bearings having inner- and outerrace conformities of 52 percent (0.52) and made from pre-1940 bearing steel. The Lundberg-Palmgren theory incorporates an inverse 9th power relation between Hertz stress and fatigue life for ball bearings. The effect of race conformity on ball set life independent of race life is not incorporated into the Lundberg-Palmgren theory. In addition, post-1960 vacuum-processed bearing steel exhibits a 12th power relation between Hertz stress and life. The work reported extends the previous work of Zaretsky, Poplawski, and Root to calculate changes in bearing life--that includes the life of the ball set--caused by race conformity, Hertz stress-life exponent, ball bearing type and bearing series. The bearing fatigue life in actual application will usually be equal to or greater than that calculated using the ANSI/ABMA and ISO standards that incorporate the Lundberg-Palmgren theory. The relative fatigue life of an individual race is more sensitive to changes in race conformity for Hertz stress-life exponent n of 12 than where n = 9. However, when the effects are combined to predict actual bearing life for a specified set of conditions and bearing geometry, the predicted life of the bearing will be greater for a value of n = 12 than n = 9.
Ma, Junhai; Ren, Wenbo; Zhan, Xueli
2017-04-01
Based on the study of scholars at home and abroad, this paper improves the three-dimensional IS-LM model in macroeconomics, analyzes the equilibrium point of the system and stability conditions, focuses on the parameters and complex dynamic characteristics when Hopf bifurcation occurs in the three-dimensional IS-LM macroeconomics system. In order to analyze the stability of limit cycles when Hopf bifurcation occurs, this paper further introduces the first Lyapunov coefficient to judge the limit cycles, i.e. from a practical view of the business cycle. Numerical simulation results show that within the range of most of the parameters, the limit cycle of 3D IS-LM macroeconomics is stable, that is, the business cycle is stable; with the increase of the parameters, limit cycles becomes unstable, and the value range of the parameters in this situation is small. The research results of this paper have good guide significance for the analysis of macroeconomics system.
International Nuclear Information System (INIS)
Tasso, H.
1993-04-01
For a system of van der Pol-like oscillators, Lyapunov functions valid in the greater part of phase space are given. They allow a finite region of attraction to be defined. Any attractor has to be within the rigorously estimated bounds. Under a special choice of the interaction matrices the attractive region can be squeezed to zero. In this case the asymptotic behaviour is given by a conservative system of nonlinear oscillators which acts as attractor. Though this system does not possess, in general, a Hamiltonian formulation, Gibbs statistics is possible due to the proof of a Liouville theorem and the existence of a positive invariant or 'shell' condition. The 'canonical' distribution on the attractor is remarkably simple despite nonlinearities. Finally the connection of the van der Pol-like system and of the attractive region with turbulence and fluctuation spectra in fluids and plasmas is discussed. (orig.)
Directory of Open Access Journals (Sweden)
Pornchai Bumroongsri
2012-04-01
Full Text Available In this paper, the model predictive control (MPC algorithm for linear parameter varying (LPV systems is proposed. The proposed algorithm consists of two steps. The first step is derived by using parameter-dependent Lyapunov function and the second step is derived by using the perturbation on control input strategy. In order to achieve good control performance, the bounds on the rate of variation of the parameters are taken into account in the controller synthesis. An overall algorithm is proved to guarantee robust stability. The controller design is illustrated with two case studies of continuous stirred-tank reactors. Comparisons with other MPC algorithms for LPV systems have been undertaken. The results show that the proposed algorithm can achieve better control performance.
Mavkov, B.; Witrant, E.; Prieur, C.; Maljaars, E.; Felici, F.; Sauter, O.; the TCV-Team
2018-05-01
In this paper, model-based closed-loop algorithms are derived for distributed control of the inverse of the safety factor profile and the plasma pressure parameter β of the TCV tokamak. The simultaneous control of the two plasma quantities is performed by combining two different control methods. The control design of the plasma safety factor is based on an infinite-dimensional setting using Lyapunov analysis for partial differential equations, while the control of the plasma pressure parameter is designed using control techniques for single-input and single-output systems. The performance and robustness of the proposed controller is analyzed in simulations using the fast plasma transport simulator RAPTOR. The control is then implemented and tested in experiments in TCV L-mode discharges using the RAPTOR model predicted estimates for the q-profile. The distributed control in TCV is performed using one co-current and one counter-current electron cyclotron heating actuation.
Decrease in Hurst exponent of human gait with aging and neurodegenerative diseases
International Nuclear Information System (INIS)
Zhauang Jianjun; Ning Xinbao; Yang Xiaodong; Huo Chengyu; Hou Fengzhen
2008-01-01
In this paper the decrease in the Hurst exponent of human gait with aging and neurodegenerative diseases was observed by using an improved rescaled range (R/S) analysis method. It indicates that the long-range correlations of gait rhythm from young healthy people are stronger than those from the healthy elderly and the diseased. The result further implies that fractal dynamics in human gait will be altered due to weakening or impairment of neural control on locomotion resulting from aging and neurodegenerative diseases. Due to analysing short-term data sequences rather than long datasets required by most nonlinear methods, the algorithm has the characteristics of simplicity and sensitivity, most importantly, fast calculation as well as powerful anti-noise capacities. These findings have implications for modelling locomotor control and also for quantifying gait dynamics in varying physiologic and pathologic states
On the improvement of Wiener attack on RSA with small private exponent.
Wu, Mu-En; Chen, Chien-Ming; Lin, Yue-Hsun; Sun, Hung-Min
2014-01-01
RSA system is based on the hardness of the integer factorization problem (IFP). Given an RSA modulus N = pq, it is difficult to determine the prime factors p and q efficiently. One of the most famous short exponent attacks on RSA is the Wiener attack. In 1997, Verheul and van Tilborg use an exhaustive search to extend the boundary of the Wiener attack. Their result shows that the cost of exhaustive search is 2r + 8 bits when extending the Weiner's boundary r bits. In this paper, we first reduce the cost of exhaustive search from 2r + 8 bits to 2r + 2 bits. Then, we propose a method named EPF. With EPF, the cost of exhaustive search is further reduced to 2r - 6 bits when we extend Weiner's boundary r bits. It means that our result is 2(14) times faster than Verheul and van Tilborg's result. Besides, the security boundary is extended 7 bits.
Fractality Evidence and Long-Range Dependence on Capital Markets: a Hurst Exponent Evaluation
Oprean, Camelia; Tănăsescu, Cristina
2014-07-01
Since the existence of market memory could implicate the rejection of the efficient market hypothesis, the aim of this paper is to find any evidence that selected emergent capital markets (eight European and BRIC markets, namely Hungary, Romania, Estonia, Czech Republic, Brazil, Russia, India and China) evince long-range dependence or the random walk hypothesis. In this paper, the Hurst exponent as calculated by R/S fractal analysis and Detrended Fluctuation Analysis is our measure of long-range dependence in the series. The results reinforce our previous findings and suggest that if stock returns present long-range dependence, the random walk hypothesis is not valid anymore and neither is the market efficiency hypothesis.
Uehara, Erica; Deguchi, Tetsuo
2017-12-07
We show that the average size of self-avoiding polygons (SAPs) with a fixed knot is much larger than that of no topological constraint if the excluded volume is small and the number of segments is large. We call it topological swelling. We argue an "enhancement" of the scaling exponent for random polygons with a fixed knot. We study them systematically through SAP consisting of hard cylindrical segments with various different values of the radius of segments. Here we mean by the average size the mean-square radius of gyration. Furthermore, we show numerically that the topological balance length of a composite knot is given by the sum of those of all constituent prime knots. Here we define the topological balance length of a knot by such a number of segments that topological entropic repulsions are balanced with the knot complexity in the average size. The additivity suggests the local knot picture.
On the Improvement of Wiener Attack on RSA with Small Private Exponent
Directory of Open Access Journals (Sweden)
Mu-En Wu
2014-01-01
Full Text Available RSA system is based on the hardness of the integer factorization problem (IFP. Given an RSA modulus N=pq, it is difficult to determine the prime factors p and q efficiently. One of the most famous short exponent attacks on RSA is the Wiener attack. In 1997, Verheul and van Tilborg use an exhaustive search to extend the boundary of the Wiener attack. Their result shows that the cost of exhaustive search is 2r+8 bits when extending the Weiner's boundary r bits. In this paper, we first reduce the cost of exhaustive search from 2r+8 bits to 2r+2 bits. Then, we propose a method named EPF. With EPF, the cost of exhaustive search is further reduced to 2r-6 bits when we extend Weiner's boundary r bits. It means that our result is 214 times faster than Verheul and van Tilborg's result. Besides, the security boundary is extended 7 bits.
Spectral analysis of structure functions and their scaling exponents in forced isotropic turbulence
Linkmann, Moritz; McComb, W. David; Yoffe, Samuel; Berera, Arjun
2014-11-01
The pseudospectral method, in conjunction with a new technique for obtaining scaling exponents ζn from the structure functions Sn (r) , is presented as an alternative to the extended self-similarity (ESS) method and the use of generalized structure functions. We propose plotting the ratio | Sn (r) /S3 (r) | against the separation r in accordance with a standard technique for analysing experimental data. This method differs from the ESS technique, which plots the generalized structure functions Gn (r) against G3 (r) , where G3 (r) ~ r . Using our method for the particular case of S2 (r) we obtain the new result that the exponent ζ2 decreases as the Taylor-Reynolds number increases, with ζ2 --> 0 . 679 +/- 0 . 013 as Rλ --> ∞ . This supports the idea of finite-viscosity corrections to the K41 prediction for S2, and is the opposite of the result obtained by ESS. The pseudospectral method permits the forcing to be taken into account exactly through the calculation of the energy input in real space from the work spectrum of the stirring forces. The combination of the viscous and the forcing corrections as calculated by the pseudospectral method is shown to account for the deviation of S3 from Kolmogorov's ``four-fifths''-law at all scales. This work has made use of the resources provided by the UK supercomputing service HECToR, made available through the Edinburgh Compute and Data Facility (ECDF). A. B. is supported by STFC, S. R. Y. and M. F. L. are funded by EPSRC.
Crisis of the chaotic attractor of a climate model: a transfer operator approach
Tantet, Alexis; Lucarini, Valerio; Lunkeit, Frank; Dijkstra, Henk A.
2018-05-01
The destruction of a chaotic attractor leading to rough changes in the dynamics of a dynamical system is studied. Local bifurcations are known to be characterised by a single or a pair of characteristic exponents crossing the imaginary axis. As a result, the approach of such bifurcations in the presence of noise can be inferred from the slowing down of the decay of correlations (Held and Kleinen 2004 Geophys. Res. Lett. 31 1–4). On the other hand, little is known about global bifurcations involving high-dimensional attractors with several positive Lyapunov exponents. It is known that the global stability of chaotic attractors may be characterised by the spectral properties of the Koopman (Mauroy and Mezić 2016 IEEE Trans. Autom. Control 61 3356–69) or the transfer operators governing the evolution of statistical ensembles. Accordingly, it has recently been shown (Tantet 2017 J. Stat. Phys. 1–33) that a boundary crisis in the Lorenz flow coincides with the approach to the unit circle of the eigenvalues of these operators associated with motions about the attractor, the stable resonances. A second class of resonances, the unstable resonances, are responsible for the decay of correlations and mixing on the attractor. In the deterministic case, these cannot be expected to be affected by general boundary crises. Here, however, we give an example of a chaotic system in which slowing down of the decay of correlations of some observables does occur at the approach of a boundary crisis. The system considered is a high-dimensional, chaotic climate model of physical relevance. Moreover, coarse-grained approximations of the transfer operators on a reduced space, constructed from a long time series of the system, give evidence that this behaviour is due to the approach of unstable resonances to the unit circle. That the unstable resonances are affected by the crisis can be physically understood from the fact that the process responsible for the instability, the ice
On the curve of critical exponents for nonlinear elliptic problems in the case of a zero mass
Il'yasov, Ya. Sh.
2017-03-01
For semilinear elliptic equations -Δ u = λ| u| p-2 u-| u| q-2 u, boundary value problems in bounded and unbounded domains are considered. In the plane of exponents p × q, the so-called curves of critical exponents are defined that divide this plane into domains with qualitatively different properties of the boundary value problems and the corresponding parabolic equations. New solvability conditions for boundary value problems, conditions for the stability and instability of stationary solutions, and conditions for the existence of global solutions to parabolic equations are found.
International Nuclear Information System (INIS)
Boulatov, D.V.; Kazakov, V.A.
1987-01-01
We investigate the critical properties of a recently proposed exactly soluble Ising model on a planar random dynamical lattice representing a regularization of the zero-dimensional string with internal fermions. The sum over all lattices gives rise to a new quantum degree of freedom - fluctuation of the metric. The whole system of critical exponents is found: α = -1, β = 1/2, γ = 2, δ = 5, v . D = 3. To test the universality we have used the planar graphs with the coordination number equal to 4 (Φ 4 theory graphs) as well as with the equal to 3 (Φ 3 theory graphs or triangulations). The critical exponents coincide for both cases. (orig.)
Directory of Open Access Journals (Sweden)
A. Berbey
2014-04-01
Full Text Available Resumen: En este trabajo, se propone un nuevo índice basado en el método directo de Lyapunov para el diseño de un algoritmo de reprogramación en tiempo real para líneas de metro. En este estudio se utiliza una versión modificada de un modelo de espacio de estados en tiempo real discreto, que considera los efectos de saturación en la línea de metro. Una vez que el modelo de espacio de estados se ha obtenido, el método directo de Lyapunov se aplica con el fin de analizar la estabilidad del sistema de la línea de metro. Como resultado de este análisis no sólo se propone un nuevo índice de estabilidad, sino también la creación de tres zonas de estabilidad para indicar el estado actual del sistema. Finalmente, se presenta un nuevo algoritmo que permite la reprogramación del calendario de los trenes en tiempo real en presencia de perturbaciones medianas. Abstract: A new Lyapunov-based index for designing a rescheduling algorithm in real time for metro lines has been proposed in this paper. A modified real time discrete space state model which considers saturation effects in the metro line has been utilized in this study. Once the space state model has been obtained, the direct method of Lyapunov is applied in order to analyze the stability of the metro line system. As a result of this analysis not only a new stability index is proposed, but also the establishment of three stability zones to indicate the current state of the system. Finally, a new algorithm which allows the rescheduling of the timetable in the real time of the trains under presence of medium disturbances has been presented. Palabras clave: Sistema de metro, estabilidad de Lyapunov, planificación en tiempo real, Keywords: Metro system, Lyapunov stability, real time planning, traffic regulation
Generalized Hurst exponent estimates differentiate EEG signals of healthy and epileptic patients
Lahmiri, Salim
2018-01-01
The aim of our current study is to check whether multifractal patterns of the electroencephalographic (EEG) signals of normal and epileptic patients are statistically similar or different. In this regard, the generalized Hurst exponent (GHE) method is used for robust estimation of the multifractals in each type of EEG signals, and three powerful statistical tests are performed to check existence of differences between estimated GHEs from healthy control subjects and epileptic patients. The obtained results show that multifractals exist in both types of EEG signals. Particularly, it was found that the degree of fractal is more pronounced in short variations of normal EEG signals than in short variations of EEG signals with seizure free intervals. In contrary, it is more pronounced in long variations of EEG signals with seizure free intervals than in normal EEG signals. Importantly, both parametric and nonparametric statistical tests show strong evidence that estimated GHEs of normal EEG signals are statistically and significantly different from those with seizure free intervals. Therefore, GHEs can be efficiently used to distinguish between healthy and patients suffering from epilepsy.
Landau-Ginzburg Limit of Black Hole's Quantum Portrait: Self Similarity and Critical Exponent
Dvali, Gia
2012-01-01
Recently we have suggested that the microscopic quantum description of a black hole is an overpacked self-sustained Bose-condensate of N weakly-interacting soft gravitons, which obeys the rules of 't Hooft's large-N physics. In this note we derive an effective Landau-Ginzburg Lagrangian for the condensate and show that it becomes an exact description in a semi-classical limit that serves as the black hole analog of 't Hooft's planar limit. The role of a weakly-coupled Landau-Ginzburg order parameter is played by N. This description consistently reproduces the known properties of black holes in semi-classical limit. Hawking radiation, as the quantum depletion of the condensate, is described by the slow-roll of the field N. In the semiclassical limit, where black holes of arbitrarily small size are allowed, the equation of depletion is self similar leading to a scaling law for the black hole size with critical exponent 1/3.
International Nuclear Information System (INIS)
Xia Xiangao
2011-01-01
Using aerosol loading data from 79 Aerosol Robotic Network (AERONET) stations with observations from more than six years, changes in aerosol optical depth (AOD) and Angstrom wavelength exponent (AWE) were studied. A statistical method was developed to determine whether AOD changes were due to increased background AOD values and/or an increased number of high AOD events. AOD decreased significantly at AERONET sites in northeastern North American and in Western Europe, which was accompanied by decreased AWE. Reduction of AOD there was mainly due to a decreased frequency of high AOD events and an increased frequency of background AOD events. In addition, decreased AOD values for high AOD events also accounted for ∼ 16–32% of the AOD reduction. This is indicative of significant meteorological effects on AOD variability. AOD trends in other regions were marginal and most were not significant; however, AOD increased significantly at one site in the Sahel and another in Saudi Arabia, predominantly due to the increased frequency of high AOD events and their average AOD.
Spike solutions in Gierer#x2013;Meinhardt model with a time dependent anomaly exponent
Nec, Yana
2018-01-01
Experimental evidence of complex dispersion regimes in natural systems, where the growth of the mean square displacement in time cannot be characterised by a single power, has been accruing for the past two decades. In such processes the exponent γ(t) in ⟨r2⟩ ∼ tγ(t) at times might be approximated by a piecewise constant function, or it can be a continuous function. Variable order differential equations are an emerging mathematical tool with a strong potential to model these systems. However, variable order differential equations are not tractable by the classic differential equations theory. This contribution illustrates how a classic method can be adapted to gain insight into a system of this type. Herein a variable order Gierer-Meinhardt model is posed, a generic reaction- diffusion system of a chemical origin. With a fixed order this system possesses a solution in the form of a constellation of arbitrarily situated localised pulses, when the components' diffusivity ratio is asymptotically small. The pattern was shown to exist subject to multiple step-like transitions between normal diffusion and sub-diffusion, as well as between distinct sub-diffusive regimes. The analytical approximation obtained permits qualitative analysis of the impact thereof. Numerical solution for typical cross-over scenarios revealed such features as earlier equilibration and non-monotonic excursions before attainment of equilibrium. The method is general and allows for an approximate numerical solution with any reasonably behaved γ(t).
Black Carbon, Aerosol optical depth and Angstrom Exponent in São Paulo, Brazil
Miranda, R. M.; Perez-Martinez, P. J.; Andrade, M. D. F.
2017-12-01
Black carbon (BC) is a major absorber of solar radiation, and its impact on the radiative balance is therefore considered important. Fossil fuel combustion processes and biomass burning result in the emission of BC. Black carbon is being monitored since 2014 with a Multi-Angle Absorption Photometer-MAAP (5012; Thermo Scientific) in the East Zone of São Paulo, Brazil. São Paulo Metropolitan Area with more than 19 million inhabitants, 7 million vehicles, has high concentrations of air pollutants, especially in the winter. Vehicles can be considered the principal source of particles emitted to the atmosphere. Concentration of the pollutant had an average of 1.95 ug.m-3 ± 2.06 and a maximum value of 19.93 ug.m-3. These large variations were due to meteorological effects and to the influence of anthropogenic activities, since samples were collected close to important highways. Winds coming from the East part predominate. Higher concentrations were found in the winter months (June, July and August). Optical data from AERONET (Aerosol Optical Depth-AOD 550 nm and Angstrom Exponent 440-675 nm) were related to BC concentrations for the period from August, 2016. Average values of AOD at 500 nm and Angstrom Parameter (440-675nm) were 0.16±0.11 and 1.44±0.23, respectively. Higher BC concentrations were related to lower Angstrom values.
The Tail Exponent for Stock Returns in Bursa Malaysia for 2003-2008
Rusli, N. H.; Gopir, G.; Usang, M. D.
2010-07-01
A developed discipline of econophysics that has been introduced is exhibiting the application of mathematical tools that are usually applied to the physical models for the study of financial models. In this study, an analysis of the time series behavior of several blue chip and penny stock companies in Main Market of Bursa Malaysia has been performed. Generally, the basic quantity being used is the relative price changes or is called the stock price returns, contains daily-sampled data from the beginning of 2003 until the end of 2008, containing 1555 trading days recorded. The aim of this paper is to investigate the tail exponent in tails of the distribution for blue chip stocks and penny stocks financial returns in six years period. By using a standard regression method, it is found that the distribution performed double scaling on the log-log plot of the cumulative probability of the normalized returns. Thus we calculate α for a small scale return as well as large scale return. Based on the result obtained, it is found that the power-law behavior for the probability density functions of the stock price absolute returns P(z)˜z-α with values lying inside and outside the Lévy stable regime with values α>2. All the results were discussed in detail.
DEFF Research Database (Denmark)
Friisberg, Ida Marie; Costigliola, Lorenzo; Dyre, Jeppe C.
2017-01-01
This paper investigates the relation between the density-scaling exponent γ and the virial potentialenergy coefficient R at several thermodynamic state points in three dimensions for the generalized (2n, n) Lennard-Jones (LJ) system for n = 4, 9, 12, 18, as well as for the standard n = 6 LJ syste...
Magnasco, Valerio
2008-01-01
Orbital exponent optimization in the elementary ab-initio VB calculation of the ground states of H[subscript 2][superscript +], H[subscript 2], He[subscript 2][superscript +], He[subscript 2] gives a fair description of the exchange-overlap component of the interatomic interaction that is important in the bond region. Correct bond lengths and…
Sikora, Grzegorz; Teuerle, Marek; Wyłomańska, Agnieszka; Grebenkov, Denis
2017-08-01
The most common way of estimating the anomalous scaling exponent from single-particle trajectories consists of a linear fit of the dependence of the time-averaged mean-square displacement on the lag time at the log-log scale. We investigate the statistical properties of this estimator in the case of fractional Brownian motion (FBM). We determine the mean value, the variance, and the distribution of the estimator. Our theoretical results are confirmed by Monte Carlo simulations. In the limit of long trajectories, the estimator is shown to be asymptotically unbiased, consistent, and with vanishing variance. These properties ensure an accurate estimation of the scaling exponent even from a single (long enough) trajectory. As a consequence, we prove that the usual way to estimate the diffusion exponent of FBM is correct from the statistical point of view. Moreover, the knowledge of the estimator distribution is the first step toward new statistical tests of FBM and toward a more reliable interpretation of the experimental histograms of scaling exponents in microbiology.
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Joaquim Monteiro
2017-06-01
Full Text Available This paper proposes a Direct Matrix Converter operating as a Unified Power Flow Controller (DMC-UPFC with an advanced control method for UPFC, based on the Lyapunov direct method, presenting good results in power quality assessment. This control method is used for real-time calculation of the appropriate matrix switching state, determining which switching state should be applied in the following sampling period. The control strategy takes into account active and reactive power flow references to choose the vector converter closest to the optimum. Theoretical principles for this new real-time vector modulation and control applied to the DMC-UPFC with input filter are established. The method needs DMC-UPFC dynamic equations to be solved just once in each control cycle, to find the required optimum vector, in contrast to similar control methods that need 27 vector estimations per control cycle. The designed controller’s performance was evaluated using Matlab/Simulink software. Controllers were also implemented using a digital signal processing (DSP system and matrix hardware. Simulation and experimental results show decoupled transmission line active (P and reactive (Q power control with zero theoretical error tracking and fast response. Output currents and voltages show small ripple and low harmonic content.
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Eklas Hossain
2017-11-01
Full Text Available To mitigate the microgrid instability despite the presence of dense Constant Power Load (CPL loads in the system, a number of compensation techniques have already been gone through extensive research, proposed, and implemented around the world. In this paper, a storage based load side compensation technique is used to enhance stability of microgrids. Besides adopting this technique here, Sliding Mode Controller (SMC and Lyapunov Redesign Controller (LRC, two of the most prominent nonlinear control techniques, are individually implemented to control microgrid system stability with desired robustness. CPL power is then varied to compare robustness of these two control techniques. This investigation revealed the better performance of the LRC system compared to SMC to retain stability in microgrid with dense CPL load. All the necessary results are simulated in Matlab/Simulink platform for authentic verification. Reasons behind inferior SMC performance and ways to mitigate that are also discussed. Finally, the effectiveness of SMC and LRC systems to attain stability in real microgrids is verified by numerical analysis.
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Hua Wang
2016-01-01
Full Text Available This paper proposes a new fractional-order approach for synchronization of a class of fractional-order chaotic systems in the presence of model uncertainties and external disturbances. A simple but practical method to synchronize many familiar fractional-order chaotic systems has been put forward. A new theorem is proposed for a class of cascade fractional-order systems and it is applied in chaos synchronization. Combined with the fact that the states of the fractional chaotic systems are bounded, many coupled items can be taken as zero items. Then, the whole system can be simplified greatly and a simpler controller can be derived. Finally, the validity of the presented scheme is illustrated by numerical simulations of the fractional-order unified system.
Palatella, Luigi; Trevisan, Anna; Rambaldi, Sandro
2013-08-01
Valuable information for estimating the traffic flow is obtained with current GPS technology by monitoring position and velocity of vehicles. In this paper, we present a proof of concept study that shows how the traffic state can be estimated using only partial and noisy data by assimilating them in a dynamical model. Our approach is based on a data assimilation algorithm, developed by the authors for chaotic geophysical models, designed to be equivalent but computationally much less demanding than the traditional extended Kalman filter. Here we show that the algorithm is even more efficient if the system is not chaotic and demonstrate by numerical experiments that an accurate reconstruction of the complete traffic state can be obtained at a very low computational cost by monitoring only a small percentage of vehicles.
Balint, Stefan; Balint, Agneta M.
2017-01-01
Different types of stabilities (global, local) and instabilities (global absolute, local convective) of the constant spatially developing 1-D gas flow are analyzed in the phase space of continuously differentiable functions, endowed with the usual algebraic operations and the topology generated by the uniform convergence on the real axis. For this purpose the Euler equations linearized at the constant flow are used. The Lyapunov stability analysis was presented in [1] and this paper is a continuation of [1].
Czech Academy of Sciences Publication Activity Database
Duarte-Mermoud, M.A.; Ordonez-Hurtado, R.H.; Zagalak, Petr
2012-01-01
Roč. 43, č. 11 (2012), s. 2015-2029 ISSN 0020-7721 R&D Projects: GA ČR(CZ) GAP103/12/2431 Institutional support: RVO:67985556 Keywords : Switched linear systems * Lyapunov function * particle swarm optimization Subject RIV: BC - Control Systems Theory Impact factor: 1.305, year: 2012 http://library.utia.cas.cz/separaty/2012/AS/zagalak-0382169.pdf
Hurst Exponent Analysis of Resting-State fMRI Signal Complexity across the Adult Lifespan
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Jianxin Dong
2018-02-01
Full Text Available Exploring functional information among various brain regions across time enables understanding of healthy aging process and holds great promise for age-related brain disease diagnosis. This paper proposed a method to explore fractal complexity of the resting-state functional magnetic resonance imaging (rs-fMRI signal in the human brain across the adult lifespan using Hurst exponent (HE. We took advantage of the examined rs-fMRI data from 116 adults 19 to 85 years of age (44.3 ± 19.4 years, 49 females from NKI/Rockland sample. Region-wise and voxel-wise analyses were performed to investigate the effects of age, gender, and their interaction on complexity. In region-wise analysis, we found that the healthy aging is accompanied by a loss of complexity in frontal and parietal lobe and increased complexity in insula, limbic, and temporal lobe. Meanwhile, differences in HE between genders were found to be significant in parietal lobe (p = 0.04, corrected. However, there was no interaction between gender and age. In voxel-wise analysis, the significant complexity decrease with aging was found in frontal and parietal lobe, and complexity increase was found in insula, limbic lobe, occipital lobe, and temporal lobe with aging. Meanwhile, differences in HE between genders were found to be significant in frontal, parietal, and limbic lobe. Furthermore, we found age and sex interaction in right parahippocampal gyrus (p = 0.04, corrected. Our findings reveal HE variations of the rs-fMRI signal across the human adult lifespan and show that HE may serve as a new parameter to assess healthy aging process.
A Brainnetome Atlas Based Mild Cognitive Impairment Identification Using Hurst Exponent
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Zhuqing Long
2018-04-01
Full Text Available Mild cognitive impairment (MCI, which generally represents the transition state between normal aging and the early changes related to Alzheimer’s disease (AD, has drawn increasing attention from neuroscientists due that efficient AD treatments need early initiation ahead of irreversible brain tissue damage. Thus effective MCI identification methods are desperately needed, which may be of great importance for the clinical intervention of AD. In this article, the range scaled analysis, which could effectively detect the temporal complexity of a time series, was utilized to calculate the Hurst exponent (HE of functional magnetic resonance imaging (fMRI data at a voxel level from 64 MCI patients and 60 healthy controls (HCs. Then the average HE values of each region of interest (ROI in brainnetome atlas were extracted and compared between MCI and HC. At last, the abnormal average HE values were adopted as the classification features for a proposed support vector machine (SVM based identification algorithm, and the classification performance was estimated with leave-one-out cross-validation (LOOCV. Our results indicated 83.1% accuracy, 82.8% sensitivity and 83.3% specificity, and an area under curve of 0.88, suggesting that the HE index could serve as an effective feature for the MCI identification. Furthermore, the abnormal HE brain regions in MCI were predominately involved in left middle frontal gyrus, right hippocampus, bilateral parahippocampal gyrus, bilateral amygdala, left cingulate gyrus, left insular gyrus, left fusiform gyrus, left superior parietal gyrus, left orbital gyrus and left basal ganglia.
Magnetic entropy change and critical exponents in double perovskite Y{sub 2}NiMnO{sub 6}
Energy Technology Data Exchange (ETDEWEB)
Sharma, G. [School of Physical Sciences, Jawaharlal Nehru University, New Delhi-110067 (India); Tripathi, T.S. [Inter-University Accelerator Centre, New Delhi-110067 (India); Saha, J. [School of Physical Sciences, Jawaharlal Nehru University, New Delhi-110067 (India); Patnaik, S., E-mail: spatnaik@mail.jnu.ac.in [School of Physical Sciences, Jawaharlal Nehru University, New Delhi-110067 (India)
2014-11-15
We report the magnetic entropy change (ΔS{sub M}) and the critical exponents in the double perovskite manganite Y{sub 2}NiMnO{sub 6} with a ferromagnetic to paramagnetic transition T{sub C}∼85K. For a magnetic field change ΔH=80kOe, a maximum magnetic entropy change ΔS{sub M}=−6.57J/kgK is recorded around T{sub C}. The critical exponents β=0.363±0.05 and γ=1.331±0.09 obtained from power law fitting to spontaneous magnetization M{sub S}(T) and the inverse initial susceptibility χ{sub 0}{sup −1}(T) satisfy well to values derived for a 3D-Heisenberg ferromagnet. The critical exponent δ=4.761±0.129 is determined from the isothermal magnetization at T{sub C}. The scaling exponents corresponding to second order phase transition are consistent with the exponents from Kouvel–Fisher analysis and satisfy Widom's scaling relation δ=1+(γ/β). Additionally, they also satisfy the single scaling equation M(H,ϵ)=ϵ{sup β}f±(H/ϵ{sup β+γ}) according to which the magnetization-field-temperature data around T{sub C} should collapse into two curves for temperatures below and above T{sub C}. - Highlights: • The magneto-caloric (MC) effect and the critical exponent analysis in Y{sub 2}NiMnO{sub 6} are studied. • Methods such as Kouvel–Fisher, Widom's and Mean-Field scaling are used. • The magnetic ground state in Y{sub 2}NiMnO{sub 6} is based on isotropic 3D Heisenberg model. • The large MC effect can be utilized towards magnetic refrigeration around 77 K. • The nearest neighbor interaction in Y{sub 2}NiMnO{sub 6} rules out ferroelectricity.
Greenwood, Nigel J C; Gunton, Jenny E
2014-07-01
This study demonstrated the novel application of a "machine-intelligent" mathematical structure, combining differential game theory and Lyapunov-based control theory, to the artificial pancreas to handle dynamic uncertainties. Realistic type 1 diabetes (T1D) models from the literature were combined into a composite system. Using a mixture of "black box" simulations and actual data from diabetic medical histories, realistic sets of diabetic time series were constructed for blood glucose (BG), interstitial fluid glucose, infused insulin, meal estimates, and sometimes plasma insulin assays. The problem of underdetermined parameters was side stepped by applying a variant of a genetic algorithm to partial information, whereby multiple candidate-personalized models were constructed and then rigorously tested using further data. These formed a "dynamic envelope" of trajectories in state space, where each trajectory was generated by a hypothesis on the hidden T1D system dynamics. This dynamic envelope was then culled to a reduced form to cover observed dynamic behavior. A machine-intelligent autonomous algorithm then implemented game theory to construct real-time insulin infusion strategies, based on the flow of these trajectories through state space and their interactions with hypoglycemic or near-hyperglycemic states. This technique was tested on 2 simulated participants over a total of fifty-five 24-hour days, with no hypoglycemic or hyperglycemic events, despite significant uncertainties from using actual diabetic meal histories with 10-minute warnings. In the main case studies, BG was steered within the desired target set for 99.8% of a 16-hour daily assessment period. Tests confirmed algorithm robustness for ±25% carbohydrate error. For over 99% of the overall 55-day simulation period, either formal controller stability was achieved to the desired target or else the trajectory was within the desired target. These results suggest that this is a stable, high
Struzik, Zbigniew R.; van Wijngaarden, Willem J.
We introduce a special purpose cumulative indicator, capturing in real time the cumulative deviation from the reference level of the exponent h (local roughness, Hölder exponent) of the fetal heartbeat during labour. We verify that the indicator applied to the variability component of the heartbeat coincides with the fetal outcome as determined by blood samples. The variability component is obtained from running real time decomposition of fetal heartbeat into independent components using an adaptation of an oversampled Haar wavelet transform. The particular filters used and resolutions applied are motivated by obstetricial insight/practice. The methodology described has the potential for real-time monitoring of the fetus during labour and for the prediction of the fetal outcome, allerting the attending staff in the case of (threatening) hypoxia.
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Gontijo Guilherme L.
2017-01-01
Full Text Available We report results concerning the fractal dimension of a air/fluid interface formed during the capillary rising of a fluid into a dense granular media. The system consists in a modified Hele-Shaw cell filled with grains at different granulometries and confined in a narrow gap between the glass plates. The system is then placed onto a water reservoir, and the liquid penetrates the medium due to capillary forces. We measure the Hurst exponent of the liquid/air interface with help of image processing, and follow the temporal evolution of the profiles. We observe that the Hurst exponent can be related with the granulometry, but the range of values are odd to the predicted values from models or theory.
Using the Hurst's exponent as a monitor and predictor of BWR reactor instabilities
International Nuclear Information System (INIS)
Gavilan Moreno, Carlos J.
2010-01-01
Since the decade of the 1950s, when the development of boiling water reactor technology began, unstable situations have existed, which involve a high amplitude self-oscillatory process in the reactor's thermal power. As the development progressed and the reactors increased power density, the possibility of instability under certain circumstances increased. Thus, in 1985, Caorso nuclear plant (Italy) reported the first event of this type, and in 1988, such an event was reported at La Salle as well. Since then, multiple instability events have been reported. The danger of these unstable power situations resides in the possibility of exceeding a thermal limit, as expressed in Appendix A of 10FR50. Thus, the need arises to monitor and correct these situations in the industry. The most common way to monitor and control these instability situations involves the use of Decay Ratio (DR) and Resonance Frequency (RF). The use of these parameters is polemical, because their use involves certain simplifications and operations prior to the calculation which question how well they represent the reality. The most important simplifications are those which lead to the interpretation of the power time series as the result of a second order system. With regard to the previous operations, the time series needs to be standardized and filtered. The result is loss of information during prediction, due to the operations, and the results, therefore, lack accuracy. In this paper, the system is considered without simplifications, that is to say that it is treated as dynamic and, as we shall see, chaotic, in the mathematical sense of the term. The series will be used in pure form without manipulations. The parameter used for monitoring and prediction of the core's behaviour will be the Hurst's exponent (H). The concept used for this proposal is that the response of a complex dynamic system depends not only on the last excitation, but on the prior history. The processes and systems are
Estimating the small-x exponent of the structure function g1NS from the Bjorken sum rule
International Nuclear Information System (INIS)
Knauf, Anke; Meyer-Hermann, Michael; Soff, Gerhard
2002-01-01
We present a new estimate of the exponent governing the small-x behavior of the nonsinglet structure function g 1 p-n derived under the assumption that the Bjorken sum rule is valid. We use the world wide average of α s and the NNNLO QCD corrections to the Bjorken sum rule. The structure function g 1 NS is found to be clearly divergent for small x
Nigmatullin, R. R.; Arbuzov, A. A.; Salehli, F.; Giz, A.; Bayrak, I.; Catalgil-Giz, H.
2007-01-01
For the first time we achieved incontestable evidence that the real process of dielectric relaxation during the polymerization reaction of polyvinylpyrrolidone (PVP) is described in terms of the fractional kinetic equations containing complex-power-law exponents. The possibility of the existence of the fractional kinetics containing non-integer complex-power-law exponents follows from the general theory of dielectric relaxation that has been suggested recently by one of the authors (R.R.N). Based on the physical/geometrical meaning of the fractional integral with complex exponents there is a possibility to develop a general theory of dielectric relaxation based on the self-similar (fractal) character of the reduced (averaged) microprocesses that take place in the mesoscale region. This theory contains some essential predictions related to existence of the non-integer power-law kinetics and the results of this paper can be considered as the first confirmation of existence of the kinetic phenomena that are described by fractional derivatives with complex-power-law exponents. We want to stress here that with the help of a new complex fitting function for the complex permittivity it becomes possible to describe the whole process for real and imaginary parts simultaneously throughout the admissible frequency range (30 Hz-13 MHz). The fitting parameters obtained for the complex permittivity function for three temperatures (70, 90 and 110 °C) confirm in general the picture of reaction that was known qualitatively before. They also reveal some new features, which improve the interpretation of the whole polymerization process. We hope that these first results obtained in the paper will serve as a good stimulus for other researches to find the traces of the existence of new fractional kinetics in other relaxation processes unrelated to the dielectric relaxation. These results should lead to the reconsideration and generalization of irreversibility and kinetic phenomena that
Completeness of Lyapunov Abstraction
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Rafael Wisniewski
2013-08-01
Full Text Available In this work, we continue our study on discrete abstractions of dynamical systems. To this end, we use a family of partitioning functions to generate an abstraction. The intersection of sub-level sets of the partitioning functions defines cells, which are regarded as discrete objects. The union of cells makes up the state space of the dynamical systems. Our construction gives rise to a combinatorial object - a timed automaton. We examine sound and complete abstractions. An abstraction is said to be sound when the flow of the time automata covers the flow lines of the dynamical systems. If the dynamics of the dynamical system and the time automaton are equivalent, the abstraction is complete. The commonly accepted paradigm for partitioning functions is that they ought to be transversal to the studied vector field. We show that there is no complete partitioning with transversal functions, even for particular dynamical systems whose critical sets are isolated critical points. Therefore, we allow the directional derivative along the vector field to be non-positive in this work. This considerably complicates the abstraction technique. For understanding dynamical systems, it is vital to study stable and unstable manifolds and their intersections. These objects appear naturally in this work. Indeed, we show that for an abstraction to be complete, the set of critical points of an abstraction function shall contain either the stable or unstable manifold of the dynamical system.
Completeness of Lyapunov Abstraction
DEFF Research Database (Denmark)
Wisniewski, Rafal; Sloth, Christoffer
2013-01-01
the vector field, which allows the generation of a complete abstraction. To compute the functions that define the subdivision of the state space in an algorithm, we formulate a sum of squares optimization problem. This optimization problem finds the best subdivisioning functions, with respect to the ability......This paper addresses the generation of complete abstractions of polynomial dynamical systems by timed automata. For the proposed abstraction, the state space is divided into cells by sublevel sets of functions. We identify a relation between these functions and their directional derivatives along...
Directory of Open Access Journals (Sweden)
Héctor Armando Durán Peralta
2007-01-01
Full Text Available Abunda la literatura referente al análisis de estabilidad de reactores con parámetros globalizados de concentración y temperatura (por ejemplo el CSTR, en cambio es escasa la literatura sobre la estabilidad de reactores con parámetros distribuidos donde existe distribución espacial de concentración y temperatura, como es el caso del reactor tubular PFTR. Este documento analiza la estabilidad del reactor PFTR isotérmico y no isotérmico para una reacción con cinética de primer orden utilizando la funcional de Lyapunov. Se trabaja con una cinética de primer orden pues un objetivo de este artículo es mostrar cómo se aplica la funcional de Lyapunov al análisis de un reactor de parámetros distribuidos, dado que es casi inexistente la literatura sobre el método de la funcional de Lyapunov aplicada a la estabilidad de reactores (técnica usada en el análisis de estabilidad de sistemas en ingeniería eléctrica. El análisis de estabilidad dio como resultado perfiles de temperatura y concentración asintóticamente estables para los casos PFTR isotérmico, no isotérmico con constante cinética independiente de la temperatura y PFTR no isotérmico adiabático. Para el PFTR con retiro de calor el análisis condujo a una región de estabilidad asintótica y a una región incierta donde puede o no haber oscilaciones.
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A. V. Stepanov
2014-01-01
Full Text Available A development of the direct Lyapunov method for the analysis of transient stability of a system of synchronous generators based on the determination of non- stable equilibria on a multidimensional sphere.We consider the problem of transient stability analysis for a system of synchronous generators under the action of strong perturbations. The aim of our work is to develop methods to analyze a transient stability of the system of synchronous generators, which allow getting trustworthy results on reserve transient stability under different perturbations. For the analysis of transient stability, we use the direct Lyapunov method.One of the problems for this method application is to find the Lypunov function that well reflects the properties of a parallel system of synchronous generators. The most reliable results were obtained when the analysis of transient stability was performed with a Lyapunov function of energy type. Another problem for application of the direct Lyapunov method is to determine the critical value of the Lyapunov function, which requires finding the non-stable equilibria of the system. Determination of the non-stable equilibria requires studying the Lyapunov function in a multidimensional space in a neighborhood of a stable equilibrium for the post-breakdown system; this is a complicated non-linear problem.In the paper, we propose a method for determination of the non-stable equilibria on a multidimensional sphere. The method is based on a search of a minimum of the Lyapunov function on a multidimensional sphere the center of which is a stable equilibrium. Our method allows, comparing with the other, e.g., gradient methods, reliable finding a non-stable equilibrium and calculating the critical value. The reliability of our method is proved by numerical experiments. The developed methods and a program realized in a MATLAB package can be recommended for design of a post-breakdown control system of synchronous generators or as a
Critical exponents of a fluid mixture in the presence of isotope exchange: Isobutyric acid/D2O
International Nuclear Information System (INIS)
Gulari, E.; Chu, B.; Woermann, D.
1980-01-01
Experiments on phase diagrams and critical opalescence of a fluid mixture, isobutyric acid in D 2 O, indicate that the presence of isotope exchange reactions can change the critical behavior of such a system from that of a simple binary fluid mixture. Appreciable amounts of additional species due to isotope exchange distort the coexistence curve, shift the critical solution concentration y/sub c/ away from the concentration (y/sub I/*) where the maximal phase separation temperature T/sub p/,max occurs, and make the critical exponents γ and ν in the one-phase region (T>T/sub c/) different from those of the coexisting two-phase region (T 0 C differing from y/sub I/*=0.310 at T/sub p/,max=45.11 0 C. In the one-phase region, γ=1.25, ν=0.633, and xi 0 =3.13 A, in excellent agreement with γ=1.24 and ν=0.633 of simple fluid systems. However, in the coexisting two-phase region, the critical exponents appear to be renormalized with γ/sub x/ =1.39, ν/sub x/approx. =0.76, and xi 0 approx. =0.6 A. These results are in agreement with the renormalized critical exponents γ/sub x/=1.40 +- 0.02 and ν/sub x/ =0.73 +- 0.04 near the plait point of a ternary liquid mixture: ethanol--water--chloroform
1997-01-01
The objective of this work was to determine the three dimensional volumetric stress field, surface pressure distribution and actual contact area between a 0.50" square roller with different crown profiles and a flat raceway surface using Finite Element Analysis. The 3-dimensional stress field data was used in conjunction with several bearing fatigue life theories to extract appropriate values for stress-life exponents. Also, results of the FEA runs were used to evaluate the laminated roller model presently used for stress and life prediction.
Cleve, J.; Greiner, M.; Sreenivasan, K. R.
2003-03-01
The two-point correlation function of the energy dissipation, obtained from a one-point time record of an atmospheric boundary layer, reveals a rigorous power law scaling with intermittency exponent μ approx 0.20 over almost the entire inertial range of scales. However, for the related integral moment, the power law scaling is restricted to the upper part of the inertial range only. This observation is explained in terms of the operational surrogacy of the construction of energy dissipation, which influences the behaviour of the correlation function for small separation distances.
Mishra, Alok; Swati, D
2015-09-01
Variation in the interval between the R-R peaks of the electrocardiogram represents the modulation of the cardiac oscillations by the autonomic nervous system. This variation is contaminated by anomalous signals called ectopic beats, artefacts or noise which mask the true behaviour of heart rate variability. In this paper, we have proposed a combination filter of recursive impulse rejection filter and recursive 20% filter, with recursive application and preference of replacement over removal of abnormal beats to improve the pre-processing of the inter-beat intervals. We have tested this novel recursive combinational method with median method replacement to estimate the standard deviation of normal to normal (SDNN) beat intervals of congestive heart failure (CHF) and normal sinus rhythm subjects. This work discusses the improvement in pre-processing over single use of impulse rejection filter and removal of abnormal beats for heart rate variability for the estimation of SDNN and Poncaré plot descriptors (SD1, SD2, and SD1/SD2) in detail. We have found the 22 ms value of SDNN and 36 ms value of SD2 descriptor of Poincaré plot as clinical indicators in discriminating the normal cases from CHF cases. The pre-processing is also useful in calculation of Lyapunov exponent which is a nonlinear index as Lyapunov exponents calculated after proposed pre-processing modified in a way that it start following the notion of less complex behaviour of diseased states.
International Nuclear Information System (INIS)
Shao Hai-Jian; Cai Guo-Liang; Wang Hao-Xiang
2010-01-01
In this study, a successful linear matrix inequality approach is used to analyse a non-parameter perturbation of multi-delay Hopfield neural network by constructing an appropriate Lyapunov-Krasovskii functional. This paper presents the comprehensive discussion of the approach and also extensive applications
Einstein, T. L.; Morales-Cifuentes, Josue; Pimpinelli, Alberto
2015-03-01
Analyzing capture-zone distributions (CZD) using the generalized Wigner distribution (GWD) has proved a powerful way to access the critical nucleus size i. Of the several systems to which the GWD has been applied, we consider 6P on mica, for which Winkler's group found i ~ 3 . Subsequently they measured the growth exponent α (island density ~Fα , for flux F) of this system and found good scaling but different values at small and large F, which they attributed to DLA and ALA dynamics, but with larger values of i than found from the CZD analysis. We investigate this result in some detail. The third talk of this group describes a new universal relation between α and the characteristic exponent β of the GWD. The second talk reports the results of a proposed model that takes long-known transient ballistic adsorption into account, for the first time in a quantitative way. We find several intermediate scaling regimes, with distinctive values of α and an effective activation energy. One of these, rather than ALA, gives the best fit of the experimental data and a value of i consistent with the CZD analysis. Work at UMD supported by NSF CHE 13-05892.
Sun, L.G.; De Visser, C.C.; Chu, Q.P.; Falkena, W.
2013-01-01
Recently, an incremental type sensor based backstepping (SBB) control approach, based on singular perturbation theory and Tikhonov’s theorem, has been proposed. This Lyapunov function based method uses measurements of control variables and less model knowledge, and it is not susceptible to the model
Directory of Open Access Journals (Sweden)
Ana-Maria CALOMFIR (METESCU
2015-12-01
Full Text Available In recent years, research in the capital markets and management of portfolios has been producing more questions than it has been answering: the need for a new paradigm or a new way of looking at things has become more and more concludent. The existing and classical view of capital markets, based on efficient market hypothesis, has a definite theory for the last six decades, but it is still not capable of significantly increase the understanding of how capital markets function. The purpose of this article is to theoretically describe a less used statistic coefficient, having a vast area of applicability due to its robustness, and which can easily divide the random series from a non-random series, even if the random series is non-Gaussian: the Hurst exponent.
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Saša Horvat
2018-02-01
Full Text Available The aim of this study was evaluation of cognitive complexity of tasks for the topic hydrogen exponent in the solutions of acids and bases and its validation. The created procedure included an assessment of the difficulty of concepts and an assessment of their interactivity. There were 48 freshmen students enrolled in the study program Basic academic studies in chemistry. As a research instrument for assessing performance, test of knowledge was specifically constructed for this research. Each task in the test was followed by a seven-point Likert scale for the evaluation of invested mental effort. The evaluation of cognitive complexity was confirmed by a series of linear regression analysis where high values of correlation coefficients are obtained among the examined variables: student’s performance and invested mental effort (dependent variables and cognitive complexity (independent variable.
Cristescu, Constantin P.; Stan, Cristina; Scarlat, Eugen I.; Minea, Teofil; Cristescu, Cristina M.
2012-04-01
We present a novel method for the parameter oriented analysis of mutual correlation between independent time series or between equivalent structures such as ordered data sets. The proposed method is based on the sliding window technique, defines a new type of correlation measure and can be applied to time series from all domains of science and technology, experimental or simulated. A specific parameter that can characterize the time series is computed for each window and a cross correlation analysis is carried out on the set of values obtained for the time series under investigation. We apply this method to the study of some currency daily exchange rates from the point of view of the Hurst exponent and the intermittency parameter. Interesting correlation relationships are revealed and a tentative crisis prediction is presented.
Cook, G C
2002-06-01
The "pavilion plan" for hospital design originated in France in the 18th century and was popularised in England by John Roberton and George Godwin in the mid-19th century; the underlying rationale was that with improved ventilation the mortality rate (at that time exceedingly high) was significantly reduced. Among the enthusiasts for this new style was Florence Nightingale (herself a miasmatist)--who had experienced astronomically high death rates in the hospital at Scutari during the Crimean War (1854-6). One of the leading exponents of this style of hospital architecture was Henry Currey (1820-1900) whose greatest achievement was undoubtedly the design for the new St Thomas's Hospital on the Lambeth Palace Road.
Energy Technology Data Exchange (ETDEWEB)
Rodriguez-Nunez, J J [Lab. SUPERCOMP, Departamento de Fisica - FACYT - UC, Valencia (Venezuela) and Abdus Salam International Centre for Theoretical Physics, Trieste (Italy); Schmidt, A A [Departamento de Matematica, UFSM, Santa Maria, RS (Brazil); Bianconi, A [Physics Department, Universita di Roma, Rome (Italy); Perali, A [Physics Department, University of Camerino, Camerino - MC (Italy)
2005-08-15
We study a two band superconducting, assuming that we have two tight binding bands, {epsilon}{sub 2}(k-vector) = {epsilon}{sub 2}{sup (0)} - t{sub 2}[cos(k{sub x}) + cos(k{sub y}) + s{sub 2} cos(k{sub z})] - {mu} and {epsilon}{sub 3}(k-vector) {epsilon}{sub 3}{sup (0)} - t{sub 3} [cos(k{sub x}) + cos(k{sub y})+s{sub 3} cos(k{sub z})] - {mu}. We solve the two gap equations at T = T{sub c} and calculate T{sub c} x n and {mu} x n for various values of pairing interaction, V, and Debye frequency, {omega}{sub D}. Also, from an expression developed in a previous paper by two of the present authors, we calculate {alpha} x n, where n is the number of carriers per site per band and {alpha} is the isotope exponent. We take only interband scattering, V, as a first approach. We find that in order to have superconductivity (T{sub c} {ne} 0), large values of V are necessary. Also, for V/{omega}{sub D} > 1, we obtain {alpha} > 1.00 and for V/{omega}{sub D}>1.00, the isotope exponent becomes less than 1. (author)
International Nuclear Information System (INIS)
Rodriguez-Nunez, J.J.; Schmidt, A.A.; Bianconi, A.; Perali, A.
2005-08-01
We study a two band superconducting, assuming that we have two tight binding bands, ε 2 (k-vector) = ε 2 (0) - t 2 [cos(k x ) + cos(k y ) + s 2 cos(k z )] - μ and ε 3 (k-vector) ε 3 (0) - t 3 [cos(k x ) + cos(k y )+s 3 cos(k z )] - μ. We solve the two gap equations at T = T c and calculate T c x n and μ x n for various values of pairing interaction, V, and Debye frequency, ω D . Also, from an expression developed in a previous paper by two of the present authors, we calculate α x n, where n is the number of carriers per site per band and α is the isotope exponent. We take only interband scattering, V, as a first approach. We find that in order to have superconductivity (T c ≠ 0), large values of V are necessary. Also, for V/ω D > 1, we obtain α > 1.00 and for V/ω D >1.00, the isotope exponent becomes less than 1. (author)
Energy Technology Data Exchange (ETDEWEB)
Kamei, T [Kiso Jiban Consultants Co. Ltd., Tokyo (Japan); Tokida, M [Nagano National College of Technology, Nagano (Japan)
1994-12-21
Because there is a report example that the yield stress of a landslide clay increases along with a decrease of a hydrogen-ion concentration exponent, it is thought that a shear strength of the landslide clay depends on the hydrogen-ion concentration exponent. Furthermore, when the soil stabilization method by lime is applied to the soft ground and high organic earth, it is pointed out that the hydrogen-ion concentration exponent will become one of the harmful factors. Accordingly, it is understood that revealing an influence of a hydrogen-ion concentration exponent affects on the characteristics of an earth is one of the important factors, to evaluate a strength, deformation and so forth of the viscous ground. In this study, in order to examine an influence of a hydrogen-ion concentration exponent affecting on an undrained shear behavior of the bentonites, for the artificially adjusted bentonite specimens with 5 kinds of different pH, the isotropic consolidated undrained triaxial compression tests were performed, and consequently an influence of pH affecting on the engineering characteristics of the bentonites was made clear quantitatively. 28 refs., 16 figs., 5 tabs.
A constructive approach to gene expression dynamics
International Nuclear Information System (INIS)
Ochiai, T.; Nacher, J.C.; Akutsu, T.
2004-01-01
Recently, experiments on mRNA abundance (gene expression) have revealed that gene expression shows a stationary organization described by a scale-free distribution. Here we propose a constructive approach to gene expression dynamics which restores the scale-free exponent and describes the intermediate state dynamics. This approach requires only one assumption: Markov property
Energy Technology Data Exchange (ETDEWEB)
Zaidabadinejad, Majid; Ansarifar, Gholam Reza [Isfahan Univ. (Iran, Islamic Republic of). Dept. of Nuclear Engineering
2017-11-15
In nuclear reactor imbalance of axial power distribution induces xenon oscillations. These fluctuations must be maintained bounded within allowable limits. Otherwise, the nuclear power plant could become unstable. Therefore, bounded these oscillations is considered to be a restriction for the load following operation. Also, in order to design the nuclear reactor control systems, poisons concentrations, especially xenon must be accessible. But, physical measurement of these parameters is impossible. In this paper, for the first time, in order to estimate the axial xenon oscillations and ensures these oscillations are kept bounded within allowable limits during load-following operation, a robust observer based nonlinear control based on multipoint kinetics reactor model for pressurized-water nuclear reactors is presented. The reactor core is simulated based on the multi-point nuclear reactor model (neutronic and thermal-hydraulic). Simulation results are presented to demonstrate the effectiveness of the proposed observer based controller for the load-following operation.
International Nuclear Information System (INIS)
Zaidabadinejad, Majid; Ansarifar, Gholam Reza
2017-01-01
In nuclear reactor imbalance of axial power distribution induces xenon oscillations. These fluctuations must be maintained bounded within allowable limits. Otherwise, the nuclear power plant could become unstable. Therefore, bounded these oscillations is considered to be a restriction for the load following operation. Also, in order to design the nuclear reactor control systems, poisons concentrations, especially xenon must be accessible. But, physical measurement of these parameters is impossible. In this paper, for the first time, in order to estimate the axial xenon oscillations and ensures these oscillations are kept bounded within allowable limits during load-following operation, a robust observer based nonlinear control based on multipoint kinetics reactor model for pressurized-water nuclear reactors is presented. The reactor core is simulated based on the multi-point nuclear reactor model (neutronic and thermal-hydraulic). Simulation results are presented to demonstrate the effectiveness of the proposed observer based controller for the load-following operation.
Mukherjee, Sandipan
2017-09-01
Due to heterogeneous nonlinear forcing of complex geomorphological features, predictability of monsoon rainfall 10-90-day intra-seasonal oscillations (ISO) over the complex terrain of northeastern and western Himalayan region (NEH and WH) remained poorly quantified. Using 72 and 61 number of station observations of monsoon rainfall ISOs of NEH and WH, respectively, this study attempts to investigate variation in the regional scale predictability of monsoon rainfall ISOs with respect to changing geomorphological features and monsoon rainfall characteristics. In view of the bimodal nonlinear dynamical structure of monsoon rainfall ISO, the fractal dynamical Hurst exponent-based predictability indices are estimated as an indicator of predictability for station observations of NEH and WH, and relationships with elevations, slopes, aspects, and average numbers of occurrences of long (short) spell of active (break) phases are investigated. Results show 10-90-day ISOs are anti-persistent throughout the IHR, although, predictability of 10-90-day ISOs is higher over the NEH region than WH. Predictabilities of ISOs are found to decrease with increasing elevation and slope for both NEH and WH regions. Predictabilities of ISOs over both regions are also found to increase linearly as the number of occurrences of monsoon rainfall ISO phases (active/break) increases.
International Nuclear Information System (INIS)
Feng Guolin; Zhang Daquan; Gong Zhiqiang; Zhi Rong
2008-01-01
Precipitation sequence is a typical nonlinear and chaotic observational series, and studies on precipitation forecasts are restricted to the use of traditional linear statistical methods, especially when analysing the regional characteristics of precipitation. In the context of 20 stations' daily precipitation series (from 1956 to 2000) in South China (SC) and North China (NC), we divide each precipitation series into many self-stationary segments by using the heuristic segmentation algorithm (briefly BG algorithm). For each station's precipitation series, we calculate the exponent of power-law tail (EPT) of the cumulative probability distribution of segments with a length larger than l for precipitation and temperature series. Our results show that the power-law decay of the cumulative probability distribution of stationary segments might be a common attribution for precipitation and other nonstationary time series; the EPT somewhat indicates the precipitation duration and its spatial distribution that might be different from area to area. The EPT in NC is larger than in SC; Meanwhile, EPT might be another effective way to study the abrupt changes in nonlinear and nonstationary time series. (geophysics, astronomy and astrophysics)
Bailey, Nicholas P; Bøhling, Lasse; Veldhorst, Arno A; Schrøder, Thomas B; Dyre, Jeppe C
2013-11-14
We derive exact results for the rate of change of thermodynamic quantities, in particular, the configurational specific heat at constant volume, CV, along configurational adiabats (curves of constant excess entropy Sex). Such curves are designated isomorphs for so-called Roskilde liquids, in view of the invariance of various structural and dynamical quantities along them. The slope of the isomorphs in a double logarithmic representation of the density-temperature phase diagram, γ, can be interpreted as one third of an effective inverse power-law potential exponent. We show that in liquids where γ increases (decreases) with density, the contours of CV have smaller (larger) slope than configurational adiabats. We clarify also the connection between γ and the pair potential. A fluctuation formula for the slope of the CV-contours is derived. The theoretical results are supported with data from computer simulations of two systems, the Lennard-Jones fluid, and the Girifalco fluid. The sign of dγ∕dρ is thus a third key parameter in characterizing Roskilde liquids, after γ and the virial-potential energy correlation coefficient R. To go beyond isomorph theory we compare invariance of a dynamical quantity, the self-diffusion coefficient, along adiabats and CV-contours, finding it more invariant along adiabats.
Shang, Xiang; Xia, Haiyun; Dou, Xiankang; Shangguan, Mingjia; Li, Manyi; Wang, Chong
2018-07-01
An eye-safe 1 . 5 μm visibility lidar is presented in this work considering in situ particle size distribution, which can be deployed in crowded places like airports. In such a case, the measured extinction coefficient at 1 . 5 μm should be converted to that at 0 . 55 μm for visibility retrieval. Although several models have been established since 1962, the accurate wavelength conversion remains a challenge. An adaptive inversion algorithm for 1 . 5 μm visibility lidar is proposed and demonstrated by using the in situ Angstrom wavelength exponent, which is derived from an aerosol spectrometer. The impact of the particle size distribution of atmospheric aerosols and the Rayleigh backscattering of atmospheric molecules are taken into account. Using the 1 . 5 μm visibility lidar, the visibility with a temporal resolution of 5 min is detected over 48 h in Hefei (31 . 83∘ N, 117 . 25∘ E). The average visibility error between the new method and a visibility sensor (Vaisala, PWD52) is 5.2% with the R-square value of 0.96, while the relative error between another reference visibility lidar at 532 nm and the visibility sensor is 6.7% with the R-square value of 0.91. All results agree with each other well, demonstrating the accuracy and stability of the algorithm.
Energy Technology Data Exchange (ETDEWEB)
Park, Miok [Korea Institute for Advanced Study, Seoul (Korea, Republic of); Park, Jiwon; Oh, Jae-Hyuk [Hanyang University, Department of Physics, Seoul (Korea, Republic of)
2017-11-15
Einstein-scalar-U(2) gauge field theory is considered in a spacetime characterized by α and z, which are the hyperscaling violation factor and the dynamical critical exponent, respectively. We consider a dual fluid system of such a gravity theory characterized by temperature T and chemical potential μ. It turns out that there is a superfluid phase transition where a vector order parameter appears which breaks SO(3) global rotation symmetry of the dual fluid system when the chemical potential becomes a certain critical value. To study this system for arbitrary z and α, we first apply Sturm-Liouville theory and estimate the upper bounds of the critical values of the chemical potential. We also employ a numerical method in the ranges of 1 ≤ z ≤ 4 and 0 ≤ α ≤ 4 to check if the Sturm-Liouville method correctly estimates the critical values of the chemical potential. It turns out that the two methods are agreed within 10 percent error ranges. Finally, we compute free energy density of the dual fluid by using its gravity dual and check if the system shows phase transition at the critical values of the chemical potential μ{sub c} for the given parameter region of α and z. Interestingly, it is observed that the anisotropic phase is more favored than the isotropic phase for relatively small values of z and α. However, for large values of z and α, the anisotropic phase is not favored. (orig.)
Vrazic, Sacha
2015-08-01
Preventing car accidents by monitoring the driver's physiological parameters is of high importance. However, existing measurement methods are not robust to driver's body movements. In this paper, a system that estimates the heartbeat from the seat embedded piezoelectric sensors, and that is robust to strong body movements is presented. Multifractal q-Hurst exponents are used within a classifier to predict the most probable best sensor signal to be used in an Interactive Multi-Model Extended Kalman Filter pulsation estimation procedure. The car vibration noise is reduced using an autoregressive exogenous model to predict the noise on sensors. The performance of the proposed system was evaluated on real driving data up to 100 km/h and with slaloms at high speed. It is shown that this method improves by 36.7% the pulsation estimation under strong body movement compared to static sensor pulsation estimation and appears to provide reliable pulsation variability information for top-level analysis of drowsiness or other conditions.
Combined analytical and numerical approaches in Dynamic Stability analyses of engineering systems
Náprstek, Jiří
2015-03-01
Dynamic Stability is a widely studied area that has attracted many researchers from various disciplines. Although Dynamic Stability is usually associated with mechanics, theoretical physics or other natural and technical disciplines, it is also relevant to social, economic, and philosophical areas of our lives. Therefore, it is useful to occasionally highlight the general aspects of this amazing area, to present some relevant examples and to evaluate its position among the various branches of Rational Mechanics. From this perspective, the aim of this study is to present a brief review concerning the Dynamic Stability problem, its basic definitions and principles, important phenomena, research motivations and applications in engineering. The relationships with relevant systems that are prone to stability loss (encountered in other areas such as physics, other natural sciences and engineering) are also noted. The theoretical background, which is applicable to many disciplines, is presented. In this paper, the most frequently used Dynamic Stability analysis methods are presented in relation to individual dynamic systems that are widely discussed in various engineering branches. In particular, the Lyapunov function and exponent procedures, Routh-Hurwitz, Liénard, and other theorems are outlined together with demonstrations. The possibilities for analytical and numerical procedures are mentioned together with possible feedback from experimental research and testing. The strengths and shortcomings of these approaches are evaluated together with examples of their effective complementing of each other. The systems that are widely encountered in engineering are presented in the form of mathematical models. The analyses of their Dynamic Stability and post-critical behaviour are also presented. The stability limits, bifurcation points, quasi-periodic response processes and chaotic regimes are discussed. The limit cycle existence and stability are examined together with their
Controlling chaos in the permanent magnet synchronous motor
International Nuclear Information System (INIS)
Zribi, Mohamed; Oteafy, Ahmed; Smaoui, Nejib
2009-01-01
The Permanent Magnet Synchronous Motor (PMSM) is known to exhibit chaotic behavior under certain conditions. This paper proposes to use an instantaneous Lyapunov exponent control algorithm to control the PMSM. One of the objectives of the control approach is to bring order to the PMSM and to drive it to any user-defined desired state. Simulation results under different operating conditions indicate that the proposed control scheme works well. Moreover, the proposed Lyapunov exponent control scheme is able to induce chaos on the permanent magnet synchronous motor. Simulation results show the effectiveness of the proposed control scheme in chaotifing the response of the motor.
Improving the quality of extracting dynamics from interspike intervals via a resampling approach
Pavlova, O. N.; Pavlov, A. N.
2018-04-01
We address the problem of improving the quality of characterizing chaotic dynamics based on point processes produced by different types of neuron models. Despite the presence of embedding theorems for non-uniformly sampled dynamical systems, the case of short data analysis requires additional attention because the selection of algorithmic parameters may have an essential influence on estimated measures. We consider how the preliminary processing of interspike intervals (ISIs) can increase the precision of computing the largest Lyapunov exponent (LE). We report general features of characterizing chaotic dynamics from point processes and show that independently of the selected mechanism for spike generation, the performed preprocessing reduces computation errors when dealing with a limited amount of data.
Directory of Open Access Journals (Sweden)
Seung Kwan Song
2016-10-01
Full Text Available We present two control strategies for an oscillating water column-wave energy converter (OWC-WEC in the time domain. We consider a fixed OWC-WEC on the open sea with an impulse turbine module. This system mainly consists of a chamber, turbine and electric generator. For the time domain analysis, all of the conversion stages considering mutualities among them should be analyzed based on the Newtonian mechanics. According to the analysis of Newtonian mechanics, the hydrodynamics of wave energy absorption in the chamber and the turbine aerodynamic performance are directly coupled and share the internal air pressure term via the incompressible air assumption. The turbine aerodynamics and the dynamics of the electric generator are connected by torque load through the rotor shaft, which depends on an electric terminal load that acts as a control input. The proposed control strategies are an instant maximum turbine efficiency tracking control and a constant angular velocity of the turbine rotor control methods. Both are derived by Lyapunov stability analysis. Numerical simulations are carried out under irregular waves with various heights and periods in the time domain, and the results with the controllers are analyzed. We then compare these results with simulations carried out in the absence of the control strategy in order to prove the performance of the controllers.
THE DYNAMICS OF THREE-PLANET SYSTEMS: AN APPROACH FROM A DYNAMICAL SYSTEM
International Nuclear Information System (INIS)
Shikita, Bungo; Yamada, Shoichi; Koyama, Hiroko
2010-01-01
We study in detail the motions of three planets interacting with each other under the influence of a central star. It is known that the system with more than two planets becomes unstable after remaining quasi-stable for long times, leading to highly eccentric orbital motions or ejections of some of the planets. In this paper, we are concerned with the underlying physics for this quasi-stability as well as the subsequent instability and advocate the so-called stagnant motion in the phase space, which has been explored in the field of a dynamical system. We employ the Lyapunov exponent, the power spectra of orbital elements, and the distribution of the durations of quasi-stable motions to analyze the phase-space structure of the three-planet system, the simplest and hopefully representative one that shows the instability. We find from the Lyapunov exponent that the system is almost non-chaotic in the initial quasi-stable state whereas it becomes intermittently chaotic thereafter. The non-chaotic motions produce the horizontal dense band in the action-angle plot whereas the voids correspond to the chaotic motions. We obtain power laws for the power spectra of orbital eccentricities. Power-law distributions are also found for the durations of quasi-stable states. With all these results combined together, we may reach the following picture: the phase space consists of the so-called KAM tori surrounded by satellite tori and imbedded in the chaotic sea. The satellite tori have a self-similar distribution and are responsible for the scale-free power-law distributions of the duration times. The system is trapped around one of the KAM torus and the satellites for a long time (the stagnant motion) and moves to another KAM torus with its own satellites from time to time, corresponding to the intermittent chaotic behaviors.
Pham, A J; Schilling, M W; Yoon, Y; Kamadia, V V; Marshall, D L
2008-05-01
The objectives of this study were to characterize volatile compounds and to determine the characteristic aromas associated with impact compounds in 4 fish sauces using solid-phase micro-extraction, gas chromatography-mass spectrometry, Osme, and gas chromatography olfactometry (SPME-Osme-GCO) coupled with Stevens' Power Law. Compounds were separated using GCMS and GCO and were identified with the mass spectral database, aroma perceived at the sniffing port, retention indices, and verification of compounds by authentic standards in the GCMS and GCO. Aromas that were isolated and present in all 4 fish sauce samples at all concentrations included fishy (trimethylamine), pungent and dirty socks (combination of butanoic, pentanoic, hexanoic, and heptanoic acids), cooked rice and buttery popcorn (2,6-dimethyl pyrazine), and sweet and cotton candy (benzaldehyde). All fish sauces contained the same aromas as determined by GCO and GCMS (verified using authentic standard compounds), but the odor intensity associated with each compound or group of compounds was variable for different fish sauce samples. Stevens' Power Law exponents were also determined using this analytical technique, but exponents were not consistent for the same compounds that were found in all fish sauces. Stevens' Power Law exponents ranged from 0.14 to 0.37, 0.24 to 0.34, 0.09 to 0.21, and 0.10 to 0.35 for dirty socks, fishy, buttery popcorn, and sweet aromas, respectively. This demonstrates that there is variability in Stevens' Power Law exponents for odorants within fish sauce samples.
Efektivita kapitálových trhů: Fraktální dimenze, Hurstův exponent a entropie
Czech Academy of Sciences Publication Activity Database
Krištoufek, Ladislav; Vošvrda, Miloslav
2012-01-01
Roč. 60, č. 2 (2012), s. 208-221 ISSN 0032-3233 R&D Projects: GA ČR GA402/09/0965 Institutional support: RVO:67985556 Keywords : capital markets efficiency * fractal dimension * long-range dependence * entropy Subject RIV: AH - Economics Impact factor: 0.722, year: 2012 http://library.utia.cas.cz/separaty/2012/E/kristoufek-capital markets efficiency fractal dimension hurst exponent and entropy.pdf
Bera, Anindita; Mishra, Utkarsh; Singha Roy, Sudipto; Biswas, Anindya; Sen(De), Aditi; Sen, Ujjwal
2018-06-01
Benford's law is an empirical edict stating that the lower digits appear more often than higher ones as the first few significant digits in statistics of natural phenomena and mathematical tables. A marked proportion of such analyses is restricted to the first significant digit. We employ violation of Benford's law, up to the first four significant digits, for investigating magnetization and correlation data of paradigmatic quantum many-body systems to detect cooperative phenomena, focusing on the finite-size scaling exponents thereof. We find that for the transverse field quantum XY model, behavior of the very first significant digit of an observable, at an arbitrary point of the parameter space, is enough to capture the quantum phase transition in the model with a relatively high scaling exponent. A higher number of significant digits do not provide an appreciable further advantage, in particular, in terms of an increase in scaling exponents. Since the first significant digit of a physical quantity is relatively simple to obtain in experiments, the results have potential implications for laboratory observations in noisy environments.
Directory of Open Access Journals (Sweden)
F. Masci
2013-09-01
Full Text Available Many papers document the observation of earthquake-related precursory signatures in geomagnetic field data. However, the significance of these findings is ambiguous because the authors did not adequately take into account that these signals could have been generated by other sources, and the seismogenic origin of these signals have not been validated by comparison with independent datasets. Thus, they are not reliable examples of magnetic disturbances induced by the seismic activity. Hayakawa et al. (2004 claim that at the time of the 2000 Izu swarm the Hurst exponent of the Ultra-Low-Frequency (ULF: 0.001–10 Hz band of the geomagnetic field varied in accord with the energy released by the seismicity. The present paper demonstrates that the behaviour of the Hurst exponent was insufficiently investigated and also misinterpreted by the authors. We clearly show that during the Izu swarm the changes of the Hurst exponent were strongly related to the level of global geomagnetic activity and not to the increase of the local seismic activity.
Keylock, Christopher J.
2018-04-01
A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined from a signal that preserves the pointwise Hölder exponent (multifractal) structure of a signal but randomises the locations of the original data values with respect to this (φ = 0), to the original signal itself(φ = 1). We demonstrate that this continuum may be populated with synthetic time series by undertaking selective randomisation of wavelet phases using a dual-tree complex wavelet transform. That is, the φ = 0 end of the continuum is realised using the recently proposed iterated, amplitude adjusted wavelet transform algorithm (Keylock, 2017) that fully randomises the wavelet phases. This is extended to the GMR formulation by selective phase randomisation depending on whether or not the wavelet coefficient amplitudes exceeds a threshold criterion. An econophysics application of the technique is presented. The relation between the normalised log-returns and their Hölder exponents for the daily returns of eight financial indices are compared. One particularly noticeable result is the change for the two American indices (NASDAQ 100 and S&P 500) from a non-significant to a strongly significant (as determined using GMR) cross-correlation between the returns and their Hölder exponents from before the 2008 crash to afterwards. This is also reflected in the skewness of the phase difference distributions, which exhibit a geographical structure, with Asian markets not exhibiting significant skewness in contrast to those from elsewhere globally.
Can a polynomial interpolation improve on the Kaplan-Yorke dimension?
International Nuclear Information System (INIS)
Richter, Hendrik
2008-01-01
The Kaplan-Yorke dimension can be derived using a linear interpolation between an h-dimensional Lyapunov exponent λ (h) >0 and an h+1-dimensional Lyapunov exponent λ (h+1) <0. In this Letter, we use a polynomial interpolation to obtain generalized Lyapunov dimensions and study the relationships among them for higher-dimensional systems
H∞ Control of Polynomial Fuzzy Systems: A Sum of Squares Approach
Bomo W. Sanjaya; Bambang Riyanto Trilaksono; Arief Syaichu-Rohman
2014-01-01
This paper proposes the control design ofa nonlinear polynomial fuzzy system with H∞ performance objective using a sum of squares (SOS) approach. Fuzzy model and controller are represented by a polynomial fuzzy model and controller. The design condition is obtained by using polynomial Lyapunov functions that not only guarantee stability but also satisfy the H∞ performance objective. The design condition is represented in terms of an SOS that can be numerically solved via the SOSTOOLS. A simul...
Constantinescu, Adi; Golubović, Leonardo; Levandovsky, Artem
2013-09-01
Long range dewetting forces acting across thin films, such as the fundamental van der Waals interactions, may drive the formation of large clusters (tall multilayer islands) and pits, observed in thin films of diverse materials such as polymers, liquid crystals, and metals. In this study we further develop the methodology of the nonequilibrium statistical mechanics of thin films coarsening within continuum interface dynamics model incorporating long range dewetting interactions. The theoretical test bench model considered here is a generalization of the classical Mullins model for the dynamics of solid film surfaces. By analytic arguments and simulations of the model, we study the coarsening growth laws of clusters formed in thin films due to the dewetting interactions. The ultimate cluster growth scaling laws at long times are strongly universal: Short and long range dewetting interactions yield the same coarsening exponents. However, long range dewetting interactions, such as the van der Waals forces, introduce a distinct long lasting early time scaling behavior characterized by a slow growth of the cluster height/lateral size aspect ratio (i.e., a time-dependent Young angle) and by effective coarsening exponents that depend on cluster size. In this study, we develop a theory capable of analytically calculating these effective size-dependent coarsening exponents characterizing the cluster growth in the early time regime. Such a pronounced early time scaling behavior has been indeed seen in experiments; however, its physical origin has remained elusive to this date. Our theory attributes these observed phenomena to ubiquitous long range dewetting interactions acting across thin solid and liquid films. Our results are also applicable to cluster growth in initially very thin fluid films, formed by depositing a few monolayers or by a submonolayer deposition. Under this condition, the dominant coarsening mechanism is diffusive intercluster mass transport while the
Janssen, S.; Schwahn, D.; Springer, T.
1992-05-01
The critical behavior of the polymer blend d-PB/PS was investigated by small-angle neutron scattering experiments. 3D Ising behavior was clearly observed with the critical exponents γ=1.26+/-0.01, ν=0.59+/-0.01, and η=0.047+/-0.004. The crossover to mean-field behavior occurs at T*=Tc+5.4 K. This is compared with the results of other experiments and the Landau-Ginzburg criterion. The Q dependence of the structure factor S(Q) follows the Ornstein-Zernike form in both regimes.
Salinas, Santo V; Chew, Boon N; Liew, Soo C
2009-03-10
The role of aerosols in climate and climate change is one of the factors that is least understood at the present. Aerosols' direct interaction with solar radiation is a well understood mechanism that affects Earth's net radiative forcing. However, quantifying its magnitude is more problematic because of the temporal and spatial variability of aerosol particles. To enhance our understanding of the radiative effects of aerosols on the global climate, Singapore has joined the AERONET (Aerosol Robotic Network) worldwide network by contributing ground-based direct Sun measurements performed by means of a multiwavelength Sun-photometer instrument. Data are collected on an hourly basis, then are uploaded to be fully screened and quality assured by AERONET. We use a one year data record (level 1.5/2.0) of measured columnar atmospheric optical depth, spanning from November 2006 to October 2007, to study the monthly and seasonal variability of the aerosol optical depth and the Angström exponent. We performed independent retrievals of these parameters (aerosol optical depth and Angström exponent) by using the photometer's six available bands covering the near-UV to near-IR (380-1080 nm). As a validation, our independent retrievals were compared with AERONET 1.5/2.0 level direct Sun product.
El-Showk, Sheer; Poland, David; Rychkov, Slava; Simmons-Duffin, David; Vichi, Alessandro
2014-01-01
We use the conformal bootstrap to perform a precision study of the operator spectrum of the critical 3d Ising model. We conjecture that the 3d Ising spectrum minimizes the central charge c in the space of unitary solutions to crossing symmetry. Because extremal solutions to crossing symmetry are uniquely determined, we are able to precisely reconstruct the first several Z2-even operator dimensions and their OPE coefficients. We observe that a sharp transition in the operator spectrum occurs at the 3d Ising dimension Delta_sigma=0.518154(15), and find strong numerical evidence that operators decouple from the spectrum as one approaches the 3d Ising point. We compare this behavior to the analogous situation in 2d, where the disappearance of operators can be understood in terms of degenerate Virasoro representations.
A controllability approach to the control of a class of chaotic systems
International Nuclear Information System (INIS)
Bowong, Samuel; Moukam Kakmeni, F.M.; Tchawoua, Clement; Abdus Salam International Centre for Theoretical Physics, Trieste
2003-10-01
In this paper the exponential control problem for a class of chaotic systems with affine dependence on the control is addressed and solved by the controllability approach. It is shown that the controllability approach in conjunction with Lyapunov Direct Method yields a promising way of controlling chaotic dynamics. The proposed strategy is an input-output control scheme which comprises a state estimator and an exponential linearizing feedback. The proposed output feedback controller allows chaos suppression and can be applied to a large class of chaotic systems. Explicit expression of the control time is given. Computer simulations confirm the feasibility of the proposed approach. (author)
International Nuclear Information System (INIS)
Mueller, B.
1997-01-01
The report contains viewgraphs on the following: ergodicity and chaos; Hamiltonian dynamics; metric properties; Lyapunov exponents; KS entropy; dynamical realization; lattice formulation; and numerical results
Energy Technology Data Exchange (ETDEWEB)
Mueller, B.
1997-09-22
The report contains viewgraphs on the following: ergodicity and chaos; Hamiltonian dynamics; metric properties; Lyapunov exponents; KS entropy; dynamical realization; lattice formulation; and numerical results.
Critical exponents in nucleus breakup
International Nuclear Information System (INIS)
Campi, X.
1987-01-01
In recent years the study of cluster formation has become a new field in statistical physics. Nuclear reactions with particle number change can be viewed as a cluster formation processes. Multifragmentation decay produces a power law distribution of medium size clusters. These two cluster size distributions resemble that of many others statistical cluster formation processes. We discuss now these analogies in some details
Scaling Exponents in Financial Markets
Kim, Kyungsik; Kim, Cheol-Hyun; Kim, Soo Yong
2007-03-01
We study the dynamical behavior of four exchange rates in foreign exchange markets. A detrended fluctuation analysis (DFA) is applied to detect the long-range correlation embedded in the non-stationary time series. It is for our case found that there exists a persistent long-range correlation in volatilities, which implies the deviation from the efficient market hypothesis. Particularly, the crossover is shown to exist in the scaling behaviors of the volatilities.
Wang, Qian; Xue, Anke
2018-06-01
This paper has proposed a robust control for the spacecraft rendezvous system by considering the parameter uncertainties and actuator unsymmetrical saturation based on the discrete gain scheduling approach. By changing of variables, we transform the actuator unsymmetrical saturation control problem into a symmetrical one. The main advantage of the proposed method is improving the dynamic performance of the closed-loop system with a region of attraction as large as possible. By the Lyapunov approach and the scheduling technology, the existence conditions for the admissible controller are formulated in the form of linear matrix inequalities. The numerical simulation illustrates the effectiveness of the proposed method.
Gentili, Claudio; Vanello, Nicola; Cristea, Ioana; David, Daniel; Ricciardi, Emiliano; Pietrini, Pietro
2015-05-30
To test the hypothesis that brain activity is modulated by trait social anxiety, we measured the Hurst Exponent (HE), an index of complexity in time series, in healthy individuals at rest in the absence of any social trigger. Functional magnetic resonance imaging (fMRI) time series were recorded in 36 subjects at rest. All volunteers were healthy without any psychiatric, medical or neurological disorder. Subjects completed the Liebowitz Social Anxiety Scale (LSAS) and the Brief Fear of Negative Evaluation (BFNE) to assess social anxiety and thoughts in social contexts. We also obtained the fractional Amplitude of Low Frequency Fluctuations (fALFF) of the BOLD signal as an independent control measure for HE data. BFNE scores correlated positively with HE in the posterior cingulate/precuneus, while LSAS scores correlated positively with HE in the precuneus, in the inferior parietal sulci and in the parahippocamus. Results from fALFF were highly consistent with those obtained using LSAS and BFNE to predict HE. Overall our data indicate that spontaneous brain activity is influenced by the degree of social anxiety, on a continuum and in the absence of social stimuli. These findings suggest that social anxiety is a trait characteristic that shapes brain activity and predisposes to different reactions in social contexts. Copyright © 2015. Published by Elsevier Ireland Ltd.
Schaefer, Alexander; Brach, Jennifer S; Perera, Subashan; Sejdić, Ervin
2014-01-30
The time evolution and complex interactions of many nonlinear systems, such as in the human body, result in fractal types of parameter outcomes that exhibit self similarity over long time scales by a power law in the frequency spectrum S(f)=1/f(β). The scaling exponent β is thus often interpreted as a "biomarker" of relative health and decline. This paper presents a thorough comparative numerical analysis of fractal characterization techniques with specific consideration given to experimentally measured gait stride interval time series. The ideal fractal signals generated in the numerical analysis are constrained under varying lengths and biases indicative of a range of physiologically conceivable fractal signals. This analysis is to complement previous investigations of fractal characteristics in healthy and pathological gait stride interval time series, with which this study is compared. The results of our analysis showed that the averaged wavelet coefficient method consistently yielded the most accurate results. Class dependent methods proved to be unsuitable for physiological time series. Detrended fluctuation analysis as most prevailing method in the literature exhibited large estimation variances. The comparative numerical analysis and experimental applications provide a thorough basis for determining an appropriate and robust method for measuring and comparing a physiologically meaningful biomarker, the spectral index β. In consideration of the constraints of application, we note the significant drawbacks of detrended fluctuation analysis and conclude that the averaged wavelet coefficient method can provide reasonable consistency and accuracy for characterizing these fractal time series. Copyright © 2013 Elsevier B.V. All rights reserved.
Guaranteed cost control of polynomial fuzzy systems via a sum of squares approach.
Tanaka, Kazuo; Ohtake, Hiroshi; Wang, Hua O
2009-04-01
This paper presents the guaranteed cost control of polynomial fuzzy systems via a sum of squares (SOS) approach. First, we present a polynomial fuzzy model and controller that are more general representations of the well-known Takagi-Sugeno (T-S) fuzzy model and controller, respectively. Second, we derive a guaranteed cost control design condition based on polynomial Lyapunov functions. Hence, the design approach discussed in this paper is more general than the existing LMI approaches (to T-S fuzzy control system designs) based on quadratic Lyapunov functions. The design condition realizes a guaranteed cost control by minimizing the upper bound of a given performance function. In addition, the design condition in the proposed approach can be represented in terms of SOS and is numerically (partially symbolically) solved via the recent developed SOSTOOLS. To illustrate the validity of the design approach, two design examples are provided. The first example deals with a complicated nonlinear system. The second example presents micro helicopter control. Both the examples show that our approach provides more extensive design results for the existing LMI approach.
Liseau, R.; Larsson, B.; Lunttila, T.; Olberg, M.; Rydbeck, G.; Bergman, P.; Justtanont, K.; Olofsson, G.; de Vries, B. L.
2015-06-01
Aims: We aim at determining the spatial distribution of the gas and dust in star-forming regions and address their relative abundances in quantitative terms. We also examine the dust opacity exponent β for spatial and/or temporal variations. Methods: Using mapping observations of the very dense ρ Oph A core, we examined standard 1D and non-standard 3D methods to analyse data of far-infrared and submillimetre (submm) continuum radiation. The resulting dust surface density distribution can be compared to that of the gas. The latter was derived from the analysis of accompanying molecular line emission, observed with Herschel from space and with APEX from the ground. As a gas tracer we used N2H+, which is believed to be much less sensitive to freeze-out than CO and its isotopologues. Radiative transfer modelling of the N2H+ (J = 3-2) and (J = 6-5) lines with their hyperfine structure explicitly taken into account provides solutions for the spatial distribution of the column density N(H2), hence the surface density distribution of the gas. Results: The gas-to-dust mass ratio is varying across the map, with very low values in the central regions around the core SM 1. The global average, = 88, is not far from the canonical value of 100, however. In ρ Oph A, the exponent β of the power-law description for the dust opacity exhibits a clear dependence on time, with high values of 2 for the envelope-dominated emission in starless Class -1 sources to low values close to 0 for the disk-dominated emission in Class III objects. β assumes intermediate values for evolutionary classes in between. Conclusions: Since β is primarily controlled by grain size, grain growth mostly occurs in circumstellar disks. The spatial segregation of gas and dust, seen in projection toward the core centre, probably implies that, like C18O, also N2H+ is frozen onto the grains. Based on observations with APEX, which is a 12 m diameter submillimetre telescope at 5100 m altitude on Llano Chajnantor
International Nuclear Information System (INIS)
Ivanov, Alexei
2000-08-01
A model system, described by the consistent Vlasov-Poisson equations under periodical boundary conditions, has been studied numerically near the point of a marginal stability. The power laws, typical for a system, undergoing a second-order phase transition, hold in a vicinity of the critical point: (i) A ∝ -θ β , β=1.907±0.006 for θ ≤ 0, where A is the saturated amplitude of the marginally-stable mode; (ii) χ ∝ θ -γ as θ → 0, γ=γ - =1.020±0.008 for θ + =0.995±0.020 for θ > 0, where χ=∂A/∂F 1 at F 1 → 0 is the susceptibility to external drive of the strain F 1 ; (iii) at θ=0 the system responds to external drive as A ∝ F 1 1/δ , and δ=1.544±0.002. θ=( 2 >- cr 2 >)/ cr 2 > is the dimensionless reduced velocity dispersion. Within the error of computation these critical exponents satisfy to equality γ=β(δ-1), known in thermodynamics as the Widom equality, which is direct consequence of scaling invariance of the Fourier components f m of the distribution function f at |θ| m (λ at t, λ av v, λ aθ θ, λ aA0 A 0 , λ aF F 1 )=λf m (t, v, θ, A 0 , F 1 ) at θ approx. = 0. On the contrary to thermodynamics these critical indices indicate to a very wide critical area. In turn, it means that critical phenomena may determine macroscopic dynamics of a large fraction of systems. (author)
Schaefer, Alexander; Brach, Jennifer S.; Perera, Subashan; Sejdić, Ervin
2013-01-01
Background The time evolution and complex interactions of many nonlinear systems, such as in the human body, result in fractal types of parameter outcomes that exhibit self similarity over long time scales by a power law in the frequency spectrum S(f) = 1/fβ. The scaling exponent β is thus often interpreted as a “biomarker” of relative health and decline. New Method This paper presents a thorough comparative numerical analysis of fractal characterization techniques with specific consideration given to experimentally measured gait stride interval time series. The ideal fractal signals generated in the numerical analysis are constrained under varying lengths and biases indicative of a range of physiologically conceivable fractal signals. This analysis is to complement previous investigations of fractal characteristics in healthy and pathological gait stride interval time series, with which this study is compared. Results The results of our analysis showed that the averaged wavelet coefficient method consistently yielded the most accurate results. Comparison with Existing Methods: Class dependent methods proved to be unsuitable for physiological time series. Detrended fluctuation analysis as most prevailing method in the literature exhibited large estimation variances. Conclusions The comparative numerical analysis and experimental applications provide a thorough basis for determining an appropriate and robust method for measuring and comparing a physiologically meaningful biomarker, the spectral index β. In consideration of the constraints of application, we note the significant drawbacks of detrended fluctuation analysis and conclude that the averaged wavelet coefficient method can provide reasonable consistency and accuracy for characterizing these fractal time series. PMID:24200509
Short-term predictability of crude oil markets: A detrended fluctuation analysis approach
International Nuclear Information System (INIS)
Alvarez-Ramirez, Jose; Alvarez, Jesus; Rodriguez, Eduardo
2008-01-01
This paper analyzes the auto-correlations of international crude oil prices on the basis of the estimation of the Hurst exponent dynamics for returns over the period from 1987 to 2007. In doing so, a model-free statistical approach - detrended fluctuation analysis - that reduces the effects of non-stationary market trends and focuses on the intrinsic auto-correlation structure of market fluctuations over different time horizons, is used. Tests for time variations of the Hurst exponent indicate that over long horizons the crude oil market is consistent with the efficient market hypothesis. However, meaningful auto-correlations cannot be excluded for time horizons smaller than one month where the Hurst exponent manifests cyclic, non-periodic dynamics. This means that the market exhibits a time-varying short-term inefficient behavior that becomes efficient in the long term. The proposed methodology and its findings are put in perspective with previous studies and results. (author)
Multivalued synchronization by Poincaré coupling
Ontañón-García, L. J.; Campos-Cantón, E.; Femat, R.; Campos-Cantón, I.; Bonilla-Marín, M.
2013-10-01
This work presents multivalued chaotic synchronization via coupling based on the Poincaré plane. The coupling is carried out by an underdamped signal, triggered every crossing event of the trajectory of the master system through a previously defined Poincaré plane. A master-slave system is explored, and the synchronization between the systems is detected via the auxiliary system approach and the maximum conditional Lyapunov exponent. Due to the response to specific conditions two phenomena may be obtained: univalued and multivalued synchronization. Since the Lyapunov exponent is not enough to detect these two phenomena, the distance between the pieces of trajectories of the slave and auxiliary systems with different initial conditions is also used as a tool for the detection of multivalued synchronization. Computer simulations using the benchmark chaotic systems of Lorenz and Rössler are used to exemplify the approach proposed.
Energy Technology Data Exchange (ETDEWEB)
Lvanov, Alexei [Theory and Computer Simulation Center, National Inst. for Fusion Science, Toki, Gifu (Japan)
2000-08-01
A model system, described by the consistent Vlasov-Poisson equations under periodical boundary conditions, has been studied numerically near the point of a marginal stability. The power laws, typical for a system, undergoing a second-order phase transition, hold in a vicinity of the critical point: (i) A {proportional_to} -{theta}{sup {beta}}, {beta}=1.907{+-}0.006 for {theta} {<=} 0, where A is the saturated amplitude of the marginally-stable mode; (ii) {chi} {proportional_to} {theta}{sup -{gamma}} as {theta} {yields} 0, {gamma}={gamma}{sub -}=1.020{+-}0.008 for {theta} < 0, and {gamma}={gamma}{sub +}=0.995{+-}0.020 for {theta} > 0, where {chi}={partial_derivative}A/{partial_derivative}F{sub 1} at F{sub 1} {yields} 0 is the susceptibility to external drive of the strain F{sub 1}; (iii) at {theta}=0 the system responds to external drive as A {proportional_to} F{sub 1}{sup 1/{delta}}, and {delta}=1.544{+-}0.002. {theta}=(
The topology of chaos Alice in stretch and squeezeland
Gilmore, Robert
2002-01-01
A new approach to understanding nonlinear dynamics and strange attractors. The behavior of a physical system may appear irregular or chaotic even when it is completely deterministic and predictable for short periods of time into the future. How does one model the dynamics of a system operating in a chaotic regime? Older tools such as estimates of the spectrum of Lyapunov exponents and estimates of the spectrum of fractal dimensions do not sufficiently answer this question
Nonlinear techniques for forecasting solar activity directly from its time series
Ashrafi, S.; Roszman, L.; Cooley, J.
1993-01-01
This paper presents numerical techniques for constructing nonlinear predictive models to forecast solar flux directly from its time series. This approach makes it possible to extract dynamical in variants of our system without reference to any underlying solar physics. We consider the dynamical evolution of solar activity in a reconstructed phase space that captures the attractor (strange), give a procedure for constructing a predictor of future solar activity, and discuss extraction of dynamical invariants such as Lyapunov exponents and attractor dimension.
Directory of Open Access Journals (Sweden)
Chen Qin
2013-01-01
Full Text Available This paper considers the problems of the robust stability and robust H∞ controller design for time-varying delay switched systems using delta operator approach. Based on the average dwell time approach and delta operator theory, a sufficient condition of the robust exponential stability is presented by choosing an appropriate Lyapunov-Krasovskii functional candidate. Then, a state feedback controller is designed such that the resulting closed-loop system is exponentially stable with a guaranteed H∞ performance. The obtained results are formulated in the form of linear matrix inequalities (LMIs. Finally, a numerical example is provided to explicitly illustrate the feasibility and effectiveness of the proposed method.
Regularization of quantum gravity in the matrix model approach
International Nuclear Information System (INIS)
Ueda, Haruhiko
1991-02-01
We study divergence problem of the partition function in the matrix model approach for two-dimensional quantum gravity. We propose a new model V(φ) = 1/2Trφ 2 + g 4 /NTrφ 4 + g'/N 4 Tr(φ 4 ) 2 and show that in the sphere case it has no divergence problem and the critical exponent is of pure gravity. (author)
International Nuclear Information System (INIS)
Feng Cun-Fang; Wang Ying-Hai
2011-01-01
Projective synchronization in modulated time-delayed systems is studied by applying an active control method. Based on the Lyapunov asymptotical stability theorem, the controller and sufficient condition for projective synchronization are calculated analytically. We give a general method with which we can achieve projective synchronization in modulated time-delayed chaotic systems. This method allows us to adjust the desired scaling factor arbitrarily. The effectiveness of our method is confirmed by using the famous delay-differential equations related to optical bistable or hybrid optical bistable devices. Numerical simulations fully support the analytical approach. (general)
H∞ Control of Polynomial Fuzzy Systems: A Sum of Squares Approach
Directory of Open Access Journals (Sweden)
Bomo W. Sanjaya
2014-07-01
Full Text Available This paper proposes the control design ofa nonlinear polynomial fuzzy system with H∞ performance objective using a sum of squares (SOS approach. Fuzzy model and controller are represented by a polynomial fuzzy model and controller. The design condition is obtained by using polynomial Lyapunov functions that not only guarantee stability but also satisfy the H∞ performance objective. The design condition is represented in terms of an SOS that can be numerically solved via the SOSTOOLS. A simulation study is presented to show the effectiveness of the SOS-based H∞ control designfor nonlinear polynomial fuzzy systems.