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Sample records for nonlinear continuous-time random

  1. Dynamical continuous time random Lévy flights

    Science.gov (United States)

    Liu, Jian; Chen, Xiaosong

    2016-03-01

    The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.

  2. NONLINEAR PLANT PIECEWISE-CONTINUOUS MODEL MATRIX PARAMETERS ESTIMATION

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    Roman L. Leibov

    2017-09-01

    Full Text Available This paper presents a nonlinear plant piecewise-continuous model matrix parameters estimation technique using nonlinear model time responses and random search method. One of piecewise-continuous model application areas is defined. The results of proposed approach application for aircraft turbofan engine piecewisecontinuous model formation are presented

  3. Robust model predictive control for constrained continuous-time nonlinear systems

    Science.gov (United States)

    Sun, Tairen; Pan, Yongping; Zhang, Jun; Yu, Haoyong

    2018-02-01

    In this paper, a robust model predictive control (MPC) is designed for a class of constrained continuous-time nonlinear systems with bounded additive disturbances. The robust MPC consists of a nonlinear feedback control and a continuous-time model-based dual-mode MPC. The nonlinear feedback control guarantees the actual trajectory being contained in a tube centred at the nominal trajectory. The dual-mode MPC is designed to ensure asymptotic convergence of the nominal trajectory to zero. This paper extends current results on discrete-time model-based tube MPC and linear system model-based tube MPC to continuous-time nonlinear model-based tube MPC. The feasibility and robustness of the proposed robust MPC have been demonstrated by theoretical analysis and applications to a cart-damper springer system and a one-link robot manipulator.

  4. Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay

    International Nuclear Information System (INIS)

    Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.; Linares-Perez, J.; Nakamori, S.

    2008-01-01

    This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use, a filtering algorithm based on linear approximations of the real observations is proposed.

  5. Neural-Fuzzy Digital Strategy of Continuous-Time Nonlinear Systems Using Adaptive Prediction and Random-Local-Optimization Design

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    Zhi-Ren Tsai

    2013-01-01

    Full Text Available A tracking problem, time-delay, uncertainty and stability analysis of a predictive control system are considered. The predictive control design is based on the input and output of neural plant model (NPM, and a recursive fuzzy predictive tracker has scaling factors which limit the value zone of measured data and cause the tuned parameters to converge to obtain a robust control performance. To improve the further control performance, the proposed random-local-optimization design (RLO for a model/controller uses offline initialization to obtain a near global optimal model/controller. Other issues are the considerations of modeling error, input-delay, sampling distortion, cost, greater flexibility, and highly reliable digital products of the model-based controller for the continuous-time (CT nonlinear system. They are solved by a recommended two-stage control design with the first-stage (offline RLO and second-stage (online adaptive steps. A theorizing method is then put forward to replace the sensitivity calculation, which reduces the calculation of Jacobin matrices of the back-propagation (BP method. Finally, the feedforward input of reference signals helps the digital fuzzy controller improve the control performance, and the technique works to control the CT systems precisely.

  6. Coupled continuous time-random walks in quenched random environment

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    Magdziarz, M.; Szczotka, W.

    2018-02-01

    We introduce a coupled continuous-time random walk with coupling which is characteristic for Lévy walks. Additionally we assume that the walker moves in a quenched random environment, i.e. the site disorder at each lattice point is fixed in time. We analyze the scaling limit of such a random walk. We show that for large times the behaviour of the analyzed process is exactly the same as in the case of uncoupled quenched trap model for Lévy flights.

  7. Continuous-time quantum random walks require discrete space

    International Nuclear Information System (INIS)

    Manouchehri, K; Wang, J B

    2007-01-01

    Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks

  8. Continuous-time quantum random walks require discrete space

    Science.gov (United States)

    Manouchehri, K.; Wang, J. B.

    2007-11-01

    Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.

  9. Optimal control of nonlinear continuous-time systems in strict-feedback form.

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    Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani

    2015-10-01

    This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.

  10. Path probabilities of continuous time random walks

    International Nuclear Information System (INIS)

    Eule, Stephan; Friedrich, Rudolf

    2014-01-01

    Employing the path integral formulation of a broad class of anomalous diffusion processes, we derive the exact relations for the path probability densities of these processes. In particular, we obtain a closed analytical solution for the path probability distribution of a Continuous Time Random Walk (CTRW) process. This solution is given in terms of its waiting time distribution and short time propagator of the corresponding random walk as a solution of a Dyson equation. Applying our analytical solution we derive generalized Feynman–Kac formulae. (paper)

  11. Application of continuous-time random walk to statistical arbitrage

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    Sergey Osmekhin

    2015-01-01

    Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading

  12. Heterogeneous continuous-time random walks

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    Grebenkov, Denis S.; Tupikina, Liubov

    2018-01-01

    We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.

  13. Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

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    Mahdi Alavi, S. M.; Saif, Mehrdad

    2013-12-01

    This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

  14. Chemical Continuous Time Random Walks

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    Aquino, T.; Dentz, M.

    2017-12-01

    Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.

  15. LMI-based stability and performance conditions for continuous-time nonlinear systems in Takagi-Sugeno's form.

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    Lam, H K; Leung, Frank H F

    2007-10-01

    This correspondence presents the stability analysis and performance design of the continuous-time fuzzy-model-based control systems. The idea of the nonparallel-distributed-compensation (non-PDC) control laws is extended to the continuous-time fuzzy-model-based control systems. A nonlinear controller with non-PDC control laws is proposed to stabilize the continuous-time nonlinear systems in Takagi-Sugeno's form. To produce the stability-analysis result, a parameter-dependent Lyapunov function (PDLF) is employed. However, two difficulties are usually encountered: 1) the time-derivative terms produced by the PDLF will complicate the stability analysis and 2) the stability conditions are not in the form of linear-matrix inequalities (LMIs) that aid the design of feedback gains. To tackle the first difficulty, the time-derivative terms are represented by some weighted-sum terms in some existing approaches, which will increase the number of stability conditions significantly. In view of the second difficulty, some positive-definitive terms are added in order to cast the stability conditions into LMIs. In this correspondence, the favorable properties of the membership functions and nonlinear control laws, which allow the introduction of some free matrices, are employed to alleviate the two difficulties while retaining the favorable properties of PDLF-based approach. LMI-based stability conditions are derived to ensure the system stability. Furthermore, based on a common scalar performance index, LMI-based performance conditions are derived to guarantee the system performance. Simulation examples are given to illustrate the effectiveness of the proposed approach.

  16. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    International Nuclear Information System (INIS)

    Yu, Zhiyong

    2013-01-01

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right

  17. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

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    Yu, Zhiyong, E-mail: yuzhiyong@sdu.edu.cn [Shandong University, School of Mathematics (China)

    2013-12-15

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.

  18. Continuous-time random walks on networks with vertex- and time-dependent forcing.

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    Angstmann, C N; Donnelly, I C; Henry, B I; Langlands, T A M

    2013-08-01

    We have investigated the transport of particles moving as random walks on the vertices of a network, subject to vertex- and time-dependent forcing. We have derived the generalized master equations for this transport using continuous time random walks, characterized by jump and waiting time densities, as the underlying stochastic process. The forcing is incorporated through a vertex- and time-dependent bias in the jump densities governing the random walking particles. As a particular case, we consider particle forcing proportional to the concentration of particles on adjacent vertices, analogous to self-chemotactic attraction in a spatial continuum. Our algebraic and numerical studies of this system reveal an interesting pair-aggregation pattern formation in which the steady state is composed of a high concentration of particles on a small number of isolated pairs of adjacent vertices. The steady states do not exhibit this pair aggregation if the transport is random on the vertices, i.e., without forcing. The manifestation of pair aggregation on a transport network may thus be a signature of self-chemotactic-like forcing.

  19. On properties of continuous-time random walks with non-Poissonian jump-times

    International Nuclear Information System (INIS)

    Villarroel, Javier; Montero, Miquel

    2009-01-01

    The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been derived. We generalize these results to the case when the present is an arbitrary time by recourse to renewal theory. The case of Erlang distributed times is analyzed in detail. Several concrete examples are considered.

  20. Estimation of non-linear continuous time models for the heat exchange dynamics of building integrated photovoltaic modules

    DEFF Research Database (Denmark)

    Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.

    2008-01-01

    This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiati...... that a description of the non-linear heat transfer is essential. The resulting model is a non-linear first order stochastic differential equation for the heat transfer of the PV component....... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...

  1. Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions

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    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.

  2. Continuous-Time Random Walk with multi-step memory: an application to market dynamics

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    Gubiec, Tomasz; Kutner, Ryszard

    2017-11-01

    An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  3. Adaptive near-optimal neuro controller for continuous-time nonaffine nonlinear systems with constrained input.

    Science.gov (United States)

    Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali

    2017-09-01

    In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.

  4. Continuous-time random walk as a guide to fractional Schroedinger equation

    International Nuclear Information System (INIS)

    Lenzi, E. K.; Ribeiro, H. V.; Mukai, H.; Mendes, R. S.

    2010-01-01

    We argue that the continuous-time random walk approach may be a useful guide to extend the Schroedinger equation in order to incorporate nonlocal effects, avoiding the inconsistencies raised by Jeng et al. [J. Math. Phys. 51, 062102 (2010)]. As an application, we work out a free particle in a half space, obtaining the time dependent solution by considering an arbitrary initial condition.

  5. Correlated continuous time random walk and option pricing

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    Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao

    2016-04-01

    In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.

  6. Continuous-time random walks with reset events. Historical background and new perspectives

    Science.gov (United States)

    Montero, Miquel; Masó-Puigdellosas, Axel; Villarroel, Javier

    2017-09-01

    In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant drift: the process moves in a fixed direction between the reset events, either by the effect of the random jumps, or by the action of a deterministic bias. However, the orientation of its motion is randomly determined after each restart. As a result of these alternating dynamics, interesting properties do emerge. General formulas for the propagator as well as for two extreme statistics, the survival probability and the mean first-passage time, are also derived. The rigor of these analytical results is verified by numerical estimations, for particular but illuminating examples.

  7. Correlated continuous-time random walks—scaling limits and Langevin picture

    International Nuclear Information System (INIS)

    Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr

    2012-01-01

    In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations

  8. Time domain simulation of the response of geometrically nonlinear panels subjected to random loading

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    Moyer, E. Thomas, Jr.

    1988-01-01

    The response of composite panels subjected to random pressure loads large enough to cause geometrically nonlinear responses is studied. A time domain simulation is employed to solve the equations of motion. An adaptive time stepping algorithm is employed to minimize intermittent transients. A modified algorithm for the prediction of response spectral density is presented which predicts smooth spectral peaks for discrete time histories. Results are presented for a number of input pressure levels and damping coefficients. Response distributions are calculated and compared with the analytical solution of the Fokker-Planck equations. RMS response is reported as a function of input pressure level and damping coefficient. Spectral densities are calculated for a number of examples.

  9. Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs

    International Nuclear Information System (INIS)

    Salimi, S.; Jafarizadeh, M. A.

    2009-01-01

    In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete K n , charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t → ∞ but for quantum state is not always satisfied. (general)

  10. Nonlinear diffuse scattering of the random-phased wave

    International Nuclear Information System (INIS)

    Kato, Yoshiaki; Arinaga, Shinji; Mima, Kunioki.

    1983-01-01

    First experimental observation of the nonlinear diffuse scattering is reported. This new effect was observed in the propagation of the random-phased wave through a nonlinear dielectric medium. This effect is ascribed to the diffusion of the wavevector of the electro-magnetic wave to the lateral direction due to the randomly distributed nonlinear increase in the refractive index. (author)

  11. Continuous time quantum random walks in free space

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    Eichelkraut, Toni; Vetter, Christian; Perez-Leija, Armando; Christodoulides, Demetrios; Szameit, Alexander

    2014-05-01

    We show theoretically and experimentally that two-dimensional continuous time coherent random walks are possible in free space, that is, in the absence of any external potential, by properly tailoring the associated initial wave function. These effects are experimentally demonstrated using classical paraxial light. Evidently, the usage of classical beams to explore the dynamics of point-like quantum particles is possible since both phenomena are mathematically equivalent. This in turn makes our approach suitable for the realization of random walks using different quantum particles, including electrons and photons. To study the spatial evolution of a wavefunction theoretically, we consider the one-dimensional paraxial wave equation (i∂z +1/2 ∂x2) Ψ = 0 . Starting with the initially localized wavefunction Ψ (x , 0) = exp [ -x2 / 2σ2 ] J0 (αx) , one can show that the evolution of such Gaussian-apodized Bessel envelopes within a region of validity resembles the probability pattern of a quantum walker traversing a uniform lattice. In order to generate the desired input-field in our experimental setting we shape the amplitude and phase of a collimated light beam originating from a classical HeNe-Laser (633 nm) utilizing a spatial light modulator.

  12. A lattice-model representation of continuous-time random walks

    International Nuclear Information System (INIS)

    Campos, Daniel; Mendez, Vicenc

    2008-01-01

    We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied

  13. A lattice-model representation of continuous-time random walks

    Energy Technology Data Exchange (ETDEWEB)

    Campos, Daniel [School of Mathematics, Department of Applied Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom); Mendez, Vicenc [Grup de Fisica Estadistica, Departament de Fisica, Universitat Autonoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain)], E-mail: daniel.campos@uab.es, E-mail: vicenc.mendez@uab.es

    2008-02-29

    We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied.

  14. Occupation times and ergodicity breaking in biased continuous time random walks

    International Nuclear Information System (INIS)

    Bel, Golan; Barkai, Eli

    2005-01-01

    Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found

  15. A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids

    DEFF Research Database (Denmark)

    Szabat, B.; Langner, K. M.; Klösgen-Buchkremer, Beate Maria

    2004-01-01

    We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk (CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heavy...

  16. A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids

    DEFF Research Database (Denmark)

    Szabat, Bozena; Langner, Karol M.; Klösgen, Beate Maria

    2005-01-01

    We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk 4CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heav...

  17. Comparison of three nonlinear filters for fault detection in continuous glucose monitors.

    Science.gov (United States)

    Mahmoudi, Zeinab; Wendt, Sabrina Lyngbye; Boiroux, Dimitri; Hagdrup, Morten; Norgaard, Kirsten; Poulsen, Niels Kjolstad; Madsen, Henrik; Jorgensen, John Bagterp

    2016-08-01

    The purpose of this study is to compare the performance of three nonlinear filters in online drift detection of continuous glucose monitors. The nonlinear filters are the extended Kalman filter (EKF), the unscented Kalman filter (UKF), and the particle filter (PF). They are all based on a nonlinear model of the glucose-insulin dynamics in people with type 1 diabetes. Drift is modelled by a Gaussian random walk and is detected based on the statistical tests of the 90-min prediction residuals of the filters. The unscented Kalman filter had the highest average F score of 85.9%, and the smallest average detection delay of 84.1%, with the average detection sensitivity of 82.6%, and average specificity of 91.0%.

  18. Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints

    Science.gov (United States)

    Yang, Xiong; Liu, Derong; Wang, Ding

    2014-03-01

    In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.

  19. Solution of continuous nonlinear PDEs through order completion

    CERN Document Server

    Oberguggenberger, MB

    1994-01-01

    This work inaugurates a new and general solution method for arbitrary continuous nonlinear PDEs. The solution method is based on Dedekind order completion of usual spaces of smooth functions defined on domains in Euclidean spaces. However, the nonlinear PDEs dealt with need not satisfy any kind of monotonicity properties. Moreover, the solution method is completely type independent. In other words, it does not assume anything about the nonlinear PDEs, except for the continuity of their left hand term, which includes the unkown function. Furthermore the right hand term of such nonlinear PDEs can in fact be given any discontinuous and measurable function.

  20. A Random Parameter Model for Continuous-Time Mean-Variance Asset-Liability Management

    Directory of Open Access Journals (Sweden)

    Hui-qiang Ma

    2015-01-01

    Full Text Available We consider a continuous-time mean-variance asset-liability management problem in a market with random market parameters; that is, interest rate, appreciation rates, and volatility rates are considered to be stochastic processes. By using the theories of stochastic linear-quadratic (LQ optimal control and backward stochastic differential equations (BSDEs, we tackle this problem and derive optimal investment strategies as well as the mean-variance efficient frontier analytically in terms of the solution of BSDEs. We find that the efficient frontier is still a parabola in a market with random parameters. Comparing with the existing results, we also find that the liability does not affect the feasibility of the mean-variance portfolio selection problem. However, in an incomplete market with random parameters, the liability can not be fully hedged.

  1. Fluctuations around equilibrium laws in ergodic continuous-time random walks.

    Science.gov (United States)

    Schulz, Johannes H P; Barkai, Eli

    2015-06-01

    We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

  2. Upscaling solute transport in naturally fractured porous media with the continuous time random walk method

    Energy Technology Data Exchange (ETDEWEB)

    Geiger, S.; Cortis, A.; Birkholzer, J.T.

    2010-04-01

    Solute transport in fractured porous media is typically 'non-Fickian'; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.

  3. Simulations of nonlinear continuous wave pressure fields in FOCUS

    Science.gov (United States)

    Zhao, Xiaofeng; Hamilton, Mark F.; McGough, Robert J.

    2017-03-01

    The Khokhlov - Zabolotskaya - Kuznetsov (KZK) equation is a parabolic approximation to the Westervelt equation that models the effects of diffraction, attenuation, and nonlinearity. Although the KZK equation is only valid in the far field of the paraxial region for mildly focused or unfocused transducers, the KZK equation is widely applied in medical ultrasound simulations. For a continuous wave input, the KZK equation is effectively modeled by the Bergen Code [J. Berntsen, Numerical Calculations of Finite Amplitude Sound Beams, in M. F. Hamilton and D. T. Blackstock, editors, Frontiers of Nonlinear Acoustics: Proceedings of 12th ISNA, Elsevier, 1990], which is a finite difference model that utilizes operator splitting. Similar C++ routines have been developed for FOCUS, the `Fast Object-Oriented C++ Ultrasound Simulator' (http://www.egr.msu.edu/˜fultras-web) to calculate nonlinear pressure fields generated by axisymmetric flat circular and spherically focused ultrasound transducers. This new routine complements an existing FOCUS program that models nonlinear ultrasound propagation with the angular spectrum approach [P. T. Christopher and K. J. Parker, J. Acoust. Soc. Am. 90, 488-499 (1991)]. Results obtained from these two nonlinear ultrasound simulation approaches are evaluated and compared for continuous wave linear simulations. The simulation results match closely in the farfield of the paraxial region, but the results differ in the nearfield. The nonlinear pressure field generated by a spherically focused transducer with a peak surface pressure of 0.2MPa radiating in a lossy medium with β = 3.5 is simulated, and the computation times are also evaluated. The nonlinear simulation results demonstrate acceptable agreement in the focal zone. These two related nonlinear simulation approaches are now included with FOCUS to enable convenient simulations of nonlinear pressure fields on desktop and laptop computers.

  4. Nonlinear evolution equations for waves in random media

    International Nuclear Information System (INIS)

    Pelinovsky, E.; Talipova, T.

    1994-01-01

    The scope of this paper is to highlight the main ideas of asymptotical methods applying in modern approaches of description of nonlinear wave propagation in random media. We start with the discussion of the classical conception of ''mean field''. Then an exactly solvable model describing nonlinear wave propagation in the medium with fluctuating parameters is considered in order to demonstrate that the ''mean field'' method is not correct. We develop new asymptotic procedures of obtaining the nonlinear evolution equations for the wave fields in random media. (author). 16 refs

  5. Pseudo-transient Continuation Based Variable Relaxation Solve in Nonlinear Magnetohydrodynamic Simulations

    International Nuclear Information System (INIS)

    Chen, Jin

    2009-01-01

    Efficient and robust Variable Relaxation Solver, based on pseudo-transient continuation, is developed to solve nonlinear anisotropic thermal conduction arising from fusion plasma simulations. By adding first and/or second order artificial time derivatives to the system, this type of method advances the resulting time-dependent nonlinear PDEs to steady state, which is the solution to be sought. In this process, only the stiffness matrix itself is involved so that the numerical complexity and errors can be greatly reduced. In fact, this work is an extension of integrating efficient linear elliptic solvers for fusion simulation on Cray XIE. Two schemes are derived in this work, first and second order Variable Relaxations. Four factors are observed to be critical for efficiency and preservation of solution's symmetric structure arising from periodic boundary condition: refining meshes in different coordinate directions, initializing nonlinear process, varying time steps in both temporal and spatial directions, and accurately generating nonlinear stiffness matrix. First finer mesh scale should be taken in strong transport direction; Next the system is carefully initialized by the solution with linear conductivity; Third, time step and relaxation factor are vertex-based varied and optimized at each time step; Finally, the nonlinear stiffness matrix is updated by just scaling corresponding linear one with the vector generated from nonlinear thermal conductivity.

  6. Reinforcement-Learning-Based Robust Controller Design for Continuous-Time Uncertain Nonlinear Systems Subject to Input Constraints.

    Science.gov (United States)

    Liu, Derong; Yang, Xiong; Wang, Ding; Wei, Qinglai

    2015-07-01

    The design of stabilizing controller for uncertain nonlinear systems with control constraints is a challenging problem. The constrained-input coupled with the inability to identify accurately the uncertainties motivates the design of stabilizing controller based on reinforcement-learning (RL) methods. In this paper, a novel RL-based robust adaptive control algorithm is developed for a class of continuous-time uncertain nonlinear systems subject to input constraints. The robust control problem is converted to the constrained optimal control problem with appropriately selecting value functions for the nominal system. Distinct from typical action-critic dual networks employed in RL, only one critic neural network (NN) is constructed to derive the approximate optimal control. Meanwhile, unlike initial stabilizing control often indispensable in RL, there is no special requirement imposed on the initial control. By utilizing Lyapunov's direct method, the closed-loop optimal control system and the estimated weights of the critic NN are proved to be uniformly ultimately bounded. In addition, the derived approximate optimal control is verified to guarantee the uncertain nonlinear system to be stable in the sense of uniform ultimate boundedness. Two simulation examples are provided to illustrate the effectiveness and applicability of the present approach.

  7. Observer-Based Controller Design for a Class of Nonlinear Networked Control Systems with Random Time-Delays Modeled by Markov Chains

    Directory of Open Access Journals (Sweden)

    Yanfeng Wang

    2017-01-01

    Full Text Available This paper investigates the observer-based controller design problem for a class of nonlinear networked control systems with random time-delays. The nonlinearity is assumed to satisfy a global Lipschitz condition and two dependent Markov chains are employed to describe the time-delay from sensor to controller (S-C delay and the time-delay from controller to actuator (C-A delay, respectively. The transition probabilities of S-C delay and C-A delay are both assumed to be partly inaccessible. Sufficient conditions on the stochastic stability for the closed-loop systems are obtained by constructing proper Lyapunov functional. The methods of calculating the controller and the observer gain matrix are also given. Two numerical examples are used to illustrate the effectiveness of the proposed method.

  8. Stabilization of Continuous-Time Random Switching Systems via a Fault-Tolerant Controller

    Directory of Open Access Journals (Sweden)

    Guoliang Wang

    2017-01-01

    Full Text Available This paper focuses on the stabilization problem of continuous-time random switching systems via exploiting a fault-tolerant controller, where the dwell time of each subsystem consists of a fixed part and random part. It is known from the traditional design methods that the computational complexity of LMIs related to the quantity of fault combination is very large; particularly system dimension or amount of subsystems is large. In order to reduce the number of the used fault combinations, new sufficient LMI conditions for designing such a controller are established by a robust approach, which are fault-free and could be solved directly. Moreover, the fault-tolerant stabilization realized by a mode-independent controller is considered and suitably applied to a practical case without mode information. Finally, a numerical example is used to demonstrate the effectiveness and superiority of the proposed methods.

  9. Pseudo-transient Continuation Based Variable Relaxation Solve in Nonlinear Magnetohydrodynamic Simulations

    Energy Technology Data Exchange (ETDEWEB)

    Jin Chen

    2009-12-07

    Efficient and robust Variable Relaxation Solver, based on pseudo-transient continuation, is developed to solve nonlinear anisotropic thermal conduction arising from fusion plasma simulations. By adding first and/or second order artificial time derivatives to the system, this type of method advances the resulting time-dependent nonlinear PDEs to steady state, which is the solution to be sought. In this process, only the stiffness matrix itself is involved so that the numerical complexity and errors can be greatly reduced. In fact, this work is an extension of integrating efficient linear elliptic solvers for fusion simulation on Cray XIE. Two schemes are derived in this work, first and second order Variable Relaxations. Four factors are observed to be critical for efficiency and preservation of solution's symmetric structure arising from periodic boundary condition: refining meshes in different coordinate directions, initializing nonlinear process, varying time steps in both temporal and spatial directions, and accurately generating nonlinear stiffness matrix. First finer mesh scale should be taken in strong transport direction; Next the system is carefully initialized by the solution with linear conductivity; Third, time step and relaxation factor are vertex-based varied and optimized at each time step; Finally, the nonlinear stiffness matrix is updated by just scaling corresponding linear one with the vector generated from nonlinear thermal conductivity.

  10. Saddlepoint approximation to the distribution of the total distance of the continuous time random walk

    Science.gov (United States)

    Gatto, Riccardo

    2017-12-01

    This article considers the random walk over Rp, with p ≥ 2, where a given particle starts at the origin and moves stepwise with uniformly distributed step directions and step lengths following a common distribution. Step directions and step lengths are independent. The case where the number of steps of the particle is fixed and the more general case where it follows an independent continuous time inhomogeneous counting process are considered. Saddlepoint approximations to the distribution of the distance from the position of the particle to the origin are provided. Despite the p-dimensional nature of the random walk, the computations of the saddlepoint approximations are one-dimensional and thus simple. Explicit formulae are derived with dimension p = 3: for uniformly and exponentially distributed step lengths, for fixed and for Poisson distributed number of steps. In these situations, the high accuracy of the saddlepoint approximations is illustrated by numerical comparisons with Monte Carlo simulation. Contribution to the "Topical Issue: Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  11. One-Time Pad as a nonlinear dynamical system

    Science.gov (United States)

    Nagaraj, Nithin

    2012-11-01

    The One-Time Pad (OTP) is the only known unbreakable cipher, proved mathematically by Shannon in 1949. In spite of several practical drawbacks of using the OTP, it continues to be used in quantum cryptography, DNA cryptography and even in classical cryptography when the highest form of security is desired (other popular algorithms like RSA, ECC, AES are not even proven to be computationally secure). In this work, we prove that the OTP encryption and decryption is equivalent to finding the initial condition on a pair of binary maps (Bernoulli shift). The binary map belongs to a family of 1D nonlinear chaotic and ergodic dynamical systems known as Generalized Luröth Series (GLS). Having established these interesting connections, we construct other perfect secrecy systems on the GLS that are equivalent to the One-Time Pad, generalizing for larger alphabets. We further show that OTP encryption is related to Randomized Arithmetic Coding - a scheme for joint compression and encryption.

  12. Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function

    Science.gov (United States)

    Liang, Yingjie; Chen, Wen

    2018-04-01

    The mean squared displacement (MSD) of the traditional ultraslow diffusion is a logarithmic function of time. Recently, the continuous time random walk model is employed to characterize this ultraslow diffusion dynamics by connecting the heavy-tailed logarithmic function and its variation as the asymptotical waiting time density. In this study we investigate the limiting waiting time density of a general ultraslow diffusion model via the inverse Mittag-Leffler function, whose special case includes the traditional logarithmic ultraslow diffusion model. The MSD of the general ultraslow diffusion model is analytically derived as an inverse Mittag-Leffler function, and is observed to increase even more slowly than that of the logarithmic function model. The occurrence of very long waiting time in the case of the inverse Mittag-Leffler function has the largest probability compared with the power law model and the logarithmic function model. The Monte Carlo simulations of one dimensional sample path of a single particle are also performed. The results show that the inverse Mittag-Leffler waiting time density is effective in depicting the general ultraslow random motion.

  13. Stochastic calculus for uncoupled continuous-time random walks.

    Science.gov (United States)

    Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

    2009-06-01

    The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

  14. A continuous time random walk model for Darcy-scale anomalous transport in heterogeneous porous media.

    Science.gov (United States)

    Comolli, Alessandro; Hakoun, Vivien; Dentz, Marco

    2017-04-01

    Achieving the understanding of the process of solute transport in heterogeneous porous media is of crucial importance for several environmental and social purposes, ranging from aquifers contamination and remediation, to risk assessment in nuclear waste repositories. The complexity of this aim is mainly ascribable to the heterogeneity of natural media, which can be observed at all the scales of interest, from pore scale to catchment scale. In fact, the intrinsic heterogeneity of porous media is responsible for the arising of the well-known non-Fickian footprints of transport, including heavy-tailed breakthrough curves, non-Gaussian spatial density profiles and the non-linear growth of the mean squared displacement. Several studies investigated the processes through which heterogeneity impacts the transport properties, which include local modifications to the advective-dispersive motion of solutes, mass exchanges between some mobile and immobile phases (e.g. sorption/desorption reactions or diffusion into solid matrix) and spatial correlation of the flow field. In the last decades, the continuous time random walk (CTRW) model has often been used to describe solute transport in heterogenous conditions and to quantify the impact of point heterogeneity, spatial correlation and mass transfer on the average transport properties [1]. Open issues regarding this approach are the possibility to relate measurable properties of the medium to the parameters of the model, as well as its capability to provide predictive information. In a recent work [2] the authors have shed new light on understanding the relationship between Lagrangian and Eulerian dynamics as well as on their evolution from arbitrary initial conditions. On the basis of these results, we derive a CTRW model for the description of Darcy-scale transport in d-dimensional media characterized by spatially random permeability fields. The CTRW approach models particle velocities as a spatial Markov process, which is

  15. Backward jump continuous-time random walk: An application to market trading

    Science.gov (United States)

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

    The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

  16. The continuous time random walk, still trendy: fifty-year history, state of art and outlook

    Science.gov (United States)

    Kutner, Ryszard; Masoliver, Jaume

    2017-03-01

    In this article we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism, the numerous modifications permitted by its flexibility, its various applications, and the promising perspectives in the various fields of knowledge. A short review of significant achievements and possibilities is given. However, this review is still far from completeness. We focused on a pivotal role of CTRWs mainly in anomalous stochastic processes discovered in physics and beyond. This article plays the role of an extended announcement of the Eur. Phys. J. B Special Issue [open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on">http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on] containing articles which show incredible possibilities of the CTRWs. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  17. Online adaptive optimal control for continuous-time nonlinear systems with completely unknown dynamics

    Science.gov (United States)

    Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu

    2016-01-01

    An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.

  18. Simulation of nonlinear random vibrations using artificial neural networks

    Energy Technology Data Exchange (ETDEWEB)

    Paez, T.L.; Tucker, S.; O`Gorman, C.

    1997-02-01

    The simulation of mechanical system random vibrations is important in structural dynamics, but it is particularly difficult when the system under consideration is nonlinear. Artificial neural networks provide a useful tool for the modeling of nonlinear systems, however, such modeling may be inefficient or insufficiently accurate when the system under consideration is complex. This paper shows that there are several transformations that can be used to uncouple and simplify the components of motion of a complex nonlinear system, thereby making its modeling and random vibration simulation, via component modeling with artificial neural networks, a much simpler problem. A numerical example is presented.

  19. Dynamic Output Feedback Control for Nonlinear Networked Control Systems with Random Packet Dropout and Random Delay

    Directory of Open Access Journals (Sweden)

    Shuiqing Yu

    2013-01-01

    Full Text Available This paper investigates the dynamic output feedback control for nonlinear networked control systems with both random packet dropout and random delay. Random packet dropout and random delay are modeled as two independent random variables. An observer-based dynamic output feedback controller is designed based upon the Lyapunov theory. The quantitative relationship of the dropout rate, transition probability matrix, and nonlinear level is derived by solving a set of linear matrix inequalities. Finally, an example is presented to illustrate the effectiveness of the proposed method.

  20. Quantum-Enhanced Sensing Based on Time Reversal of Nonlinear Dynamics.

    Science.gov (United States)

    Linnemann, D; Strobel, H; Muessel, W; Schulz, J; Lewis-Swan, R J; Kheruntsyan, K V; Oberthaler, M K

    2016-07-01

    We experimentally demonstrate a nonlinear detection scheme exploiting time-reversal dynamics that disentangles continuous variable entangled states for feasible readout. Spin-exchange dynamics of Bose-Einstein condensates is used as the nonlinear mechanism which not only generates entangled states but can also be time reversed by controlled phase imprinting. For demonstration of a quantum-enhanced measurement we construct an active atom SU(1,1) interferometer, where entangled state preparation and nonlinear readout both consist of parametric amplification. This scheme is capable of exhausting the quantum resource by detecting solely mean atom numbers. Controlled nonlinear transformations widen the spectrum of useful entangled states for applied quantum technologies.

  1. Signaling on the continuous spectrum of nonlinear optical fiber.

    Science.gov (United States)

    Tavakkolnia, Iman; Safari, Majid

    2017-08-07

    This paper studies different signaling techniques on the continuous spectrum (CS) of nonlinear optical fiber defined by nonlinear Fourier transform. Three different signaling techniques are proposed and analyzed based on the statistics of the noise added to CS after propagation along the nonlinear optical fiber. The proposed methods are compared in terms of error performance, distance reach, and complexity. Furthermore, the effect of chromatic dispersion on the data rate and noise in nonlinear spectral domain is investigated. It is demonstrated that, for a given sequence of CS symbols, an optimal bandwidth (or symbol rate) can be determined so that the temporal duration of the propagated signal at the end of the fiber is minimized. In effect, the required guard interval between the subsequently transmitted data packets in time is minimized and the effective data rate is significantly enhanced. Moreover, by selecting the proper signaling method and design criteria a distance reach of 7100 km is reported by only singling on CS at a rate of 9.6 Gbps.

  2. Integral reinforcement learning for continuous-time input-affine nonlinear systems with simultaneous invariant explorations.

    Science.gov (United States)

    Lee, Jae Young; Park, Jin Bae; Choi, Yoon Ho

    2015-05-01

    This paper focuses on a class of reinforcement learning (RL) algorithms, named integral RL (I-RL), that solve continuous-time (CT) nonlinear optimal control problems with input-affine system dynamics. First, we extend the concepts of exploration, integral temporal difference, and invariant admissibility to the target CT nonlinear system that is governed by a control policy plus a probing signal called an exploration. Then, we show input-to-state stability (ISS) and invariant admissibility of the closed-loop systems with the policies generated by integral policy iteration (I-PI) or invariantly admissible PI (IA-PI) method. Based on these, three online I-RL algorithms named explorized I-PI and integral Q -learning I, II are proposed, all of which generate the same convergent sequences as I-PI and IA-PI under the required excitation condition on the exploration. All the proposed methods are partially or completely model free, and can simultaneously explore the state space in a stable manner during the online learning processes. ISS, invariant admissibility, and convergence properties of the proposed methods are also investigated, and related with these, we show the design principles of the exploration for safe learning. Neural-network-based implementation methods for the proposed schemes are also presented in this paper. Finally, several numerical simulations are carried out to verify the effectiveness of the proposed methods.

  3. Continuous time random walk: Galilei invariance and relation for the nth moment

    International Nuclear Information System (INIS)

    Fa, Kwok Sau

    2011-01-01

    We consider a decoupled continuous time random walk model with a generic waiting time probability density function (PDF). For the force-free case we derive an integro-differential diffusion equation which is related to the Galilei invariance for the probability density. We also derive a general relation which connects the nth moment in the presence of any external force to the second moment without external force, i.e. it is valid for any waiting time PDF. This general relation includes the generalized second Einstein relation, which connects the first moment in the presence of any external force to the second moment without any external force. These expressions for the first two moments are verified by using several kinds of the waiting time PDF. Moreover, we present new anomalous diffusion behaviours for a waiting time PDF given by a product of power-law and exponential function.

  4. Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

    Science.gov (United States)

    Kukreja, Sunil L.; Boyle, Richard D.

    2014-01-01

    Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

  5. Continuous nonlinear optimization for engineering applications in GAMS technology

    CERN Document Server

    Andrei, Neculai

    2017-01-01

    This book presents the theoretical details and computational performances of algorithms used for solving continuous nonlinear optimization applications imbedded in GAMS. Aimed toward scientists and graduate students who utilize optimization methods to model and solve problems in mathematical programming, operations research, business, engineering, and industry, this book enables readers with a background in nonlinear optimization and linear algebra to use GAMS technology to understand and utilize its important capabilities to optimize algorithms for modeling and solving complex, large-scale, continuous nonlinear optimization problems or applications. Beginning with an overview of constrained nonlinear optimization methods, this book moves on to illustrate key aspects of mathematical modeling through modeling technologies based on algebraically oriented modeling languages. Next, the main feature of GAMS, an algebraically oriented language that allows for high-level algebraic representation of mathematical opti...

  6. Transport properties of the continuous-time random walk with a long-tailed waiting-time density

    International Nuclear Information System (INIS)

    Weissman, H.; Havlin, S.; Weiss, G.H.

    1989-01-01

    The authors derive asymptotic properties of the propagator p(r, t) of a continuous-time random walk (CTRW) in which the waiting time density has the asymptotic form ψ(t) ∼ T α /t α+1 when t >> T and 0 = ∫ 0 ∞ τψ(τ)dτ is finite. One is that the asymptotic behavior of p(0, t) is demonstrated by the waiting time at the origin rather than by the dimension. The second difference is that in the presence of a field p(r, t) no longer remains symmetric around a moving peak. Rather, it is shown that the peak of this probability always occurs at r = 0, and the effect of the field is to break the symmetry that occurs when < ∞. Finally, they calculate similar properties, although in not such great detail, for the case in which the single-step jump probabilities themselves have an infinite mean

  7. The random continued fraction transformation

    Science.gov (United States)

    Kalle, Charlene; Kempton, Tom; Verbitskiy, Evgeny

    2017-03-01

    We introduce a random dynamical system related to continued fraction expansions. It uses random combinations of the Gauss map and the Rényi (or backwards) continued fraction map. We explore the continued fraction expansions that this system produces, as well as the dynamical properties of the system.

  8. Nonlinear Pricing with Random Participation

    OpenAIRE

    Jean-Charles Rochet; Lars A. Stole

    2002-01-01

    The canonical selection contracting programme takes the agent's participation decision as deterministic and finds the optimal contract, typically satisfying this constraint for the worst type. Upon weakening this assumption of known reservation values by introducing independent randomness into the agents' outside options, we find that some of the received wisdom from mechanism design and nonlinear pricing is not robust and the richer model which allows for stochastic participation affords a m...

  9. Data-Driven Zero-Sum Neuro-Optimal Control for a Class of Continuous-Time Unknown Nonlinear Systems With Disturbance Using ADP.

    Science.gov (United States)

    Wei, Qinglai; Song, Ruizhuo; Yan, Pengfei

    2016-02-01

    This paper is concerned with a new data-driven zero-sum neuro-optimal control problem for continuous-time unknown nonlinear systems with disturbance. According to the input-output data of the nonlinear system, an effective recurrent neural network is introduced to reconstruct the dynamics of the nonlinear system. Considering the system disturbance as a control input, a two-player zero-sum optimal control problem is established. Adaptive dynamic programming (ADP) is developed to obtain the optimal control under the worst case of the disturbance. Three single-layer neural networks, including one critic and two action networks, are employed to approximate the performance index function, the optimal control law, and the disturbance, respectively, for facilitating the implementation of the ADP method. Convergence properties of the ADP method are developed to show that the system state will converge to a finite neighborhood of the equilibrium. The weight matrices of the critic and the two action networks are also convergent to finite neighborhoods of their optimal ones. Finally, the simulation results will show the effectiveness of the developed data-driven ADP methods.

  10. Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach

    Science.gov (United States)

    Comolli, Alessandro; Dentz, Marco

    2017-09-01

    We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through Darcy's law and thus impacts on solute and particle transport. We consider purely advective transport in heterogeneity scenarios characterized by broad distributions of heterogeneity length scales and point values. Particle transport is characterized in terms of the stochastic properties of equidistantly sampled Lagrangian velocities, which are determined by the flow and conductivity statistics. The persistence length scales of flow and transport velocities are imprinted in the spatial disorder and reflect the distribution of heterogeneity length scales. Particle transitions over the velocity length scales are kinematically coupled with the transition time through velocity. We show that the average particle motion follows a coupled continuous time random walk (CTRW), which is fully parameterized by the distribution of flow velocities and the medium geometry in terms of the heterogeneity length scales. The coupled CTRW provides a systematic framework for the investigation of the origins of anomalous dispersion in terms of heterogeneity correlation and the distribution of conductivity point values. We derive analytical expressions for the asymptotic scaling of the moments of the spatial particle distribution and first arrival time distribution (FATD), and perform numerical particle tracking simulations of the coupled CTRW to capture the full average transport behavior. Broad distributions of heterogeneity point values and lengths scales may lead to very similar dispersion behaviors in terms of the spatial variance. Their mechanisms, however are very different, which manifests in the distributions of particle positions and arrival times, which plays a central role for the prediction of the fate of dissolved substances in

  11. Study on Nonlinear Vibration Analysis of Gear System with Random Parameters

    Science.gov (United States)

    Tong, Cao; Liu, Xiaoyuan; Fan, Li

    2018-03-01

    In order to study the dynamic characteristics of gear nonlinear vibration system and the influence of random parameters, firstly, a nonlinear stochastic vibration analysis model of gear 3-DOF is established based on Newton’s Law. And the random response of gear vibration is simulated by stepwise integration method. Secondly, the influence of stochastic parameters such as meshing damping, tooth side gap and excitation frequency on the dynamic response of gear nonlinear system is analyzed by using the stability analysis method such as bifurcation diagram and Lyapunov exponent method. The analysis shows that the stochastic process can not be neglected, which can cause the random bifurcation and chaos of the system response. This study will provide important reference value for vibration engineering designers.

  12. Nonlinear analysis and control of a continuous fermentation process

    DEFF Research Database (Denmark)

    Szederkényi, G.; Kristensen, Niels Rode; Hangos, K.M

    2002-01-01

    Different types of nonlinear controllers are designed and compared for a simple continuous bioreactor operating near optimal productivity. This operating point is located close to a fold bifurcation point. Nonlinear analysis of stability, controllability and zero dynamics is used to investigate o...... are recommended for the simple fermenter. Passivity based controllers have been found to be globally stable, not very sensitive to the uncertainties in the reaction rate and controller parameter but they require full nonlinear state feedback....

  13. Nonlinear adaptive optimization of biomass productivity in continuous bioreactors

    Energy Technology Data Exchange (ETDEWEB)

    Sauvaire, P; Mellichamp, D A; Agrawal, P [California Univ., Santa Barbara, CA (United States). Dept. of Chemical and Nuclear Engineering

    1991-11-01

    A novel on-line adaptive optimization algorithm is developed and applied to continuous biological reactors. The algorithm makes use of a simple nonlinear estimation model that relates either the cell-mass productivity or the cell-mass concentration to the dilution rate. On-line estimation is used to recursively identify the parameters in the nonlinear process model and to periodically calculate and steer the bioreactor to the dilution rate that yields optimum cell-mass productivity. Thus, the algorithm does not require an accurate process model, locates the optimum dilution rate online, and maintains the bioreactors at this optimum condition at all times. The features of the proposed new algorithm are compared with those of other adaptive optimization techniques presented in the literature. A detailed simulation study using three different microbial system models was conducted to illustrate the performance of the optimization algorithms. (orig.).

  14. Time-varying surrogate data to assess nonlinearity in nonstationary time series: application to heart rate variability.

    Science.gov (United States)

    Faes, Luca; Zhao, He; Chon, Ki H; Nollo, Giandomenico

    2009-03-01

    We propose a method to extend to time-varying (TV) systems the procedure for generating typical surrogate time series, in order to test the presence of nonlinear dynamics in potentially nonstationary signals. The method is based on fitting a TV autoregressive (AR) model to the original series and then regressing the model coefficients with random replacements of the model residuals to generate TV AR surrogate series. The proposed surrogate series were used in combination with a TV sample entropy (SE) discriminating statistic to assess nonlinearity in both simulated and experimental time series, in comparison with traditional time-invariant (TIV) surrogates combined with the TIV SE discriminating statistic. Analysis of simulated time series showed that using TIV surrogates, linear nonstationary time series may be erroneously regarded as nonlinear and weak TV nonlinearities may remain unrevealed, while the use of TV AR surrogates markedly increases the probability of a correct interpretation. Application to short (500 beats) heart rate variability (HRV) time series recorded at rest (R), after head-up tilt (T), and during paced breathing (PB) showed: 1) modifications of the SE statistic that were well interpretable with the known cardiovascular physiology; 2) significant contribution of nonlinear dynamics to HRV in all conditions, with significant increase during PB at 0.2 Hz respiration rate; and 3) a disagreement between TV AR surrogates and TIV surrogates in about a quarter of the series, suggesting that nonstationarity may affect HRV recordings and bias the outcome of the traditional surrogate-based nonlinearity test.

  15. Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations

    Directory of Open Access Journals (Sweden)

    Espen R. Jakobsen

    2002-05-01

    Full Text Available Using the maximum principle for semicontinuous functions [3,4], we prove a general ``continuous dependence on the nonlinearities'' estimate for bounded Holder continuous viscosity solutions of fully nonlinear degenerate elliptic equations. Furthermore, we provide existence, uniqueness, and Holder continuity results for bounded viscosity solutions of such equations. Our results are general enough to encompass Hamilton-Jacobi-Bellman-Isaacs's equations of zero-sum, two-player stochastic differential games. An immediate consequence of the results obtained herein is a rate of convergence for the vanishing viscosity method for fully nonlinear degenerate elliptic equations.

  16. Continuous Time Random Walk and different diffusive regimes - doi: 10.4025/actascitechnol.v34i2.11521

    Directory of Open Access Journals (Sweden)

    Haroldo Valetin Ribeiro

    2012-03-01

    Full Text Available We investigate how it is possible to obtain different diffusive regimes from the Continuous Time Random Walk (CTRW approach performing suitable changes for the waiting time and jumping distributions in order to get two or more regimes for the same diffusive process. We also obtain diffusion-like equations related to these processes and investigate the connection of the results with anomalous diffusion. 

  17. Evaluation of nonlinearity and validity of nonlinear modeling for complex time series.

    Science.gov (United States)

    Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

    2007-10-01

    Even if an original time series exhibits nonlinearity, it is not always effective to approximate the time series by a nonlinear model because such nonlinear models have high complexity from the viewpoint of information criteria. Therefore, we propose two measures to evaluate both the nonlinearity of a time series and validity of nonlinear modeling applied to it by nonlinear predictability and information criteria. Through numerical simulations, we confirm that the proposed measures effectively detect the nonlinearity of an observed time series and evaluate the validity of the nonlinear model. The measures are also robust against observational noises. We also analyze some real time series: the difference of the number of chickenpox and measles patients, the number of sunspots, five Japanese vowels, and the chaotic laser. We can confirm that the nonlinear model is effective for the Japanese vowel /a/, the difference of the number of measles patients, and the chaotic laser.

  18. Effects of intermode nonlinearity and intramode nonlinearity on modulation instability in randomly birefringent two-mode optical fibers

    Science.gov (United States)

    Li, Jin Hua; Xu, Hui; Sun, Ting Ting; Pei, Shi Xin; Ren, Hai Dong

    2018-05-01

    We analyze in detail the effects of the intermode nonlinearity (IEMN) and intramode nonlinearity (IRMN) on modulation instability (MI) in randomly birefringent two-mode optical fibers (RB-TMFs). In the anomalous dispersion regime, the MI gain enhances significantly as the IEMN and IRMN coefficients increases. In the normal dispersion regime, MI can be generated without the differential mode group delay (DMGD) effect, as long as the IEMN coefficient between two distinct modes is above a critical value, or the IRMN coefficient inside a mode is below a critical value. This critical IEMN (IRMN) coefficient depends strongly on the given IRMN (IEMN) coefficient and DMGD for a given nonlinear RB-TMF structure, and is independent on the input total power, the power ratio distribution and the group velocity dispersion (GVD) ratio between the two modes. On the other hand, in contrast to the MI band arising from the pure effect of DMGD in the normal dispersion regime, where MI vanishes after a critical total power, the generated MI band under the combined effects of IEMN and IRMN without DMGD exists for any total power and enhances with the total power. The MI analysis is verified numerically by launching perturbed continuous waves (CWs) with wave propagation method.

  19. Anomalous transport in turbulent plasmas and continuous time random walks

    International Nuclear Information System (INIS)

    Balescu, R.

    1995-01-01

    The possibility of a model of anomalous transport problems in a turbulent plasma by a purely stochastic process is investigated. The theory of continuous time random walks (CTRW's) is briefly reviewed. It is shown that a particular class, called the standard long tail CTRW's is of special interest for the description of subdiffusive transport. Its evolution is described by a non-Markovian diffusion equation that is constructed in such a way as to yield exact values for all the moments of the density profile. The concept of a CTRW model is compared to an exact solution of a simple test problem: transport of charged particles in a fluctuating magnetic field in the limit of infinite perpendicular correlation length. Although the well-known behavior of the mean square displacement proportional to t 1/2 is easily recovered, the exact density profile cannot be modeled by a CTRW. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW

  20. Correlation between detrended fluctuation analysis and the Lempel-Ziv complexity in nonlinear time series analysis

    International Nuclear Information System (INIS)

    Tang You-Fu; Liu Shu-Lin; Jiang Rui-Hong; Liu Ying-Hui

    2013-01-01

    We study the correlation between detrended fluctuation analysis (DFA) and the Lempel-Ziv complexity (LZC) in nonlinear time series analysis in this paper. Typical dynamic systems including a logistic map and a Duffing model are investigated. Moreover, the influence of Gaussian random noise on both the DFA and LZC are analyzed. The results show a high correlation between the DFA and LZC, which can quantify the non-stationarity and the nonlinearity of the time series, respectively. With the enhancement of the random component, the exponent a and the normalized complexity index C show increasing trends. In addition, C is found to be more sensitive to the fluctuation in the nonlinear time series than α. Finally, the correlation between the DFA and LZC is applied to the extraction of vibration signals for a reciprocating compressor gas valve, and an effective fault diagnosis result is obtained

  1. Distributed synthesis in continuous time

    DEFF Research Database (Denmark)

    Hermanns, Holger; Krčál, Jan; Vester, Steen

    2016-01-01

    We introduce a formalism modelling communication of distributed agents strictly in continuous-time. Within this framework, we study the problem of synthesising local strategies for individual agents such that a specified set of goal states is reached, or reached with at least a given probability....... The flow of time is modelled explicitly based on continuous-time randomness, with two natural implications: First, the non-determinism stemming from interleaving disappears. Second, when we restrict to a subclass of non-urgent models, the quantitative value problem for two players can be solved in EXPTIME....... Indeed, the explicit continuous time enables players to communicate their states by delaying synchronisation (which is unrestricted for non-urgent models). In general, the problems are undecidable already for two players in the quantitative case and three players in the qualitative case. The qualitative...

  2. Numerical simulation of nonlinear continuity equations by evolving diffeomorphisms

    KAUST Repository

    Carrillo, José A.

    2016-09-22

    In this paper we present a numerical scheme for nonlinear continuity equations, which is based on the gradient flow formulation of an energy functional with respect to the quadratic transportation distance. It can be applied to a large class of nonlinear continuity equations, whose dynamics are driven by internal energies, given external potentials and/or interaction energies. The solver is based on its variational formulation as a gradient flow with respect to the Wasserstein distance. Positivity of solutions as well as energy decrease of the semi-discrete scheme are guaranteed by its construction. We illustrate this property with various examples in spatial dimension one and two.

  3. Identification of weak nonlinearities on damping and stiffness by the continuous wavelet transform

    Science.gov (United States)

    Ta, Minh-Nghi; Lardiès, Joseph

    2006-05-01

    We consider the free response of a nonlinear vibrating system. Using the ridges and skeletons of the continuous wavelet transform, we identify weak nonlinearities on damping and stiffness and estimate their physical parameters. The crucial choice of the son wavelet function is obtained using an optimization technique based on the entropy of the continuous wavelet transform. The method is applied to simulated single-degree-of-freedom systems and multi-degree-of-freedom systems with nonlinearities on damping and stiffness. Experimental validation of the nonlinear identification and parameter estimation method is presented. The experimental system is a clamped beam with nonlinearities on damping and stiffness and these nonlinearities are identified and quantified from a displacement sensor.

  4. A random number generator for continuous random variables

    Science.gov (United States)

    Guerra, V. M.; Tapia, R. A.; Thompson, J. R.

    1972-01-01

    A FORTRAN 4 routine is given which may be used to generate random observations of a continuous real valued random variable. Normal distribution of F(x), X, E(akimas), and E(linear) is presented in tabular form.

  5. Nonlinear Characteristics of Randomly Excited Transonic Flutter

    DEFF Research Database (Denmark)

    Christiansen, Lasse Engbo; Lehn-Schiøler, Tue; Mosekilde, Erik

    2002-01-01

    . When this model is extended by the introduction of nonlinear terms, it can reproduce the subcritical Hopf bifurcation. We hereafter consider the effects of subjecting simplified versions of the model to random external excitations representing the fluctuations present in the airflow. These models can......The paper describes the effects of random external excitations on the onset and dynamical characteristics of transonic flutter (i.e. large-amplitude, self-sustained oscillations) for a high aspect ratio wing. Wind tunnel experiments performed at the National Aerospace Laboratory (NAL) in Japan have...

  6. Nonlinear deterministic structures and the randomness of protein sequences

    CERN Document Server

    Huang Yan Zhao

    2003-01-01

    To clarify the randomness of protein sequences, we make a detailed analysis of a set of typical protein sequences representing each structural classes by using nonlinear prediction method. No deterministic structures are found in these protein sequences and this implies that they behave as random sequences. We also give an explanation to the controversial results obtained in previous investigations.

  7. Blow-Up Time for Nonlinear Heat Equations with Transcendental Nonlinearity

    Directory of Open Access Journals (Sweden)

    Hee Chul Pak

    2012-01-01

    Full Text Available A blow-up time for nonlinear heat equations with transcendental nonlinearity is investigated. An upper bound of the first blow-up time is presented. It is pointed out that the upper bound of the first blow-up time depends on the support of the initial datum.

  8. Continuous variable tripartite entanglement from twin nonlinearities

    International Nuclear Information System (INIS)

    Olsen, M K; Bradley, A S

    2006-01-01

    In this work, we analyse and compare the continuous variable tripartite entanglement available from the use of two concurrent or cascaded χ (2) nonlinearities. We examine both idealized travelling-wave models and more experimentally realistic intracavity models, showing that tripartite entangled outputs are readily producible. These may be a useful resource for applications such as quantum cryptography and teleportation

  9. Hamiltonian-Driven Adaptive Dynamic Programming for Continuous Nonlinear Dynamical Systems.

    Science.gov (United States)

    Yang, Yongliang; Wunsch, Donald; Yin, Yixin

    2017-08-01

    This paper presents a Hamiltonian-driven framework of adaptive dynamic programming (ADP) for continuous time nonlinear systems, which consists of evaluation of an admissible control, comparison between two different admissible policies with respect to the corresponding the performance function, and the performance improvement of an admissible control. It is showed that the Hamiltonian can serve as the temporal difference for continuous-time systems. In the Hamiltonian-driven ADP, the critic network is trained to output the value gradient. Then, the inner product between the critic and the system dynamics produces the value derivative. Under some conditions, the minimization of the Hamiltonian functional is equivalent to the value function approximation. An iterative algorithm starting from an arbitrary admissible control is presented for the optimal control approximation with its convergence proof. The implementation is accomplished by a neural network approximation. Two simulation studies demonstrate the effectiveness of Hamiltonian-driven ADP.

  10. Distributed Synchronization in Networks of Agent Systems With Nonlinearities and Random Switchings.

    Science.gov (United States)

    Tang, Yang; Gao, Huijun; Zou, Wei; Kurths, Jürgen

    2013-02-01

    In this paper, the distributed synchronization problem of networks of agent systems with controllers and nonlinearities subject to Bernoulli switchings is investigated. Controllers and adaptive updating laws injected in each vertex of networks depend on the state information of its neighborhood. Three sets of Bernoulli stochastic variables are introduced to describe the occurrence probabilities of distributed adaptive controllers, updating laws and nonlinearities, respectively. By the Lyapunov functions method, we show that the distributed synchronization of networks composed of agent systems with multiple randomly occurring nonlinearities, multiple randomly occurring controllers, and multiple randomly occurring updating laws can be achieved in mean square under certain criteria. The conditions derived in this paper can be solved by semi-definite programming. Moreover, by mathematical analysis, we find that the coupling strength, the probabilities of the Bernoulli stochastic variables, and the form of nonlinearities have great impacts on the convergence speed and the terminal control strength. The synchronization criteria and the observed phenomena are demonstrated by several numerical simulation examples. In addition, the advantage of distributed adaptive controllers over conventional adaptive controllers is illustrated.

  11. Online Solution of Two-Player Zero-Sum Games for Continuous-Time Nonlinear Systems With Completely Unknown Dynamics.

    Science.gov (United States)

    Fu, Yue; Chai, Tianyou

    2016-12-01

    Regarding two-player zero-sum games of continuous-time nonlinear systems with completely unknown dynamics, this paper presents an online adaptive algorithm for learning the Nash equilibrium solution, i.e., the optimal policy pair. First, for known systems, the simultaneous policy updating algorithm (SPUA) is reviewed. A new analytical method to prove the convergence is presented. Then, based on the SPUA, without using a priori knowledge of any system dynamics, an online algorithm is proposed to simultaneously learn in real time either the minimal nonnegative solution of the Hamilton-Jacobi-Isaacs (HJI) equation or the generalized algebraic Riccati equation for linear systems as a special case, along with the optimal policy pair. The approximate solution to the HJI equation and the admissible policy pair is reexpressed by the approximation theorem. The unknown constants or weights of each are identified simultaneously by resorting to the recursive least square method. The convergence of the online algorithm to the optimal solutions is provided. A practical online algorithm is also developed. Simulation results illustrate the effectiveness of the proposed method.

  12. Continuous-time random-walk model for anomalous diffusion in expanding media

    Science.gov (United States)

    Le Vot, F.; Abad, E.; Yuste, S. B.

    2017-09-01

    Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium

  13. Continuous-time random-walk model for anomalous diffusion in expanding media.

    Science.gov (United States)

    Le Vot, F; Abad, E; Yuste, S B

    2017-09-01

    Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium

  14. Time history nonlinear earthquake response analysis considering materials and geometrical nonlinearity

    International Nuclear Information System (INIS)

    Kobayashi, T.; Yoshikawa, K.; Takaoka, E.; Nakazawa, M.; Shikama, Y.

    2002-01-01

    A time history nonlinear earthquake response analysis method was proposed and applied to earthquake response prediction analysis for a Large Scale Seismic Test (LSST) Program in Hualien, Taiwan, in which a 1/4 scale model of a nuclear reactor containment structure was constructed on sandy gravel layer. In the analysis both of strain-dependent material nonlinearity, and geometrical nonlinearity by base mat uplift, were considered. The 'Lattice Model' for the soil-structure interaction model was employed. An earthquake record on soil surface at the site was used as control motion, and deconvoluted to the input motion of the analysis model at GL-52 m with 300 Gal of maximum acceleration. The following two analyses were considered: (A) time history nonlinear, (B) equivalent linear, and the advantage of time history nonlinear earthquake response analysis method is discussed

  15. Generating entangled states of continuous variables via cross-Kerr nonlinearity

    Energy Technology Data Exchange (ETDEWEB)

    Zhang Zhiming [Center for Quantum Physics, COMSATS Institute of Information Technology, Islamabad (Pakistan); Khosa, Ashfaq H [Center for Quantum Physics, COMSATS Institute of Information Technology, Islamabad (Pakistan); Ikram, Manzoor [Center for Quantum Physics, COMSATS Institute of Information Technology, Islamabad (Pakistan); Zubairy, M Suhail [Center for Quantum Physics, COMSATS Institute of Information Technology, Islamabad (Pakistan)

    2007-05-28

    We propose a scheme for generating entanglement of quantum states with continuous variables (coherent states and squeezed vacuum states) of electromagnetical fields. The scheme involves cross-Kerr nonlinearity. It was shown that the cross-Kerr nonlinearity required for generating the superposition and entanglement of squeezed vacuum states is smaller than that required for coherent states. It was also found that the fidelity monotonously decreases with both the increase of the amplitude of the input coherent field and the increase of the deviation of the nonlinear phase shift from {pi}.

  16. Dynamics of a linear system coupled to a chain of light nonlinear oscillators analyzed through a continuous approximation

    Science.gov (United States)

    Charlemagne, S.; Ture Savadkoohi, A.; Lamarque, C.-H.

    2018-07-01

    The continuous approximation is used in this work to describe the dynamics of a nonlinear chain of light oscillators coupled to a linear main system. A general methodology is applied to an example where the chain has local nonlinear restoring forces. The slow invariant manifold is detected at fast time scale. At slow time scale, equilibrium and singular points are sought around this manifold in order to predict periodic regimes and strongly modulated responses of the system. Analytical predictions are in good accordance with numerical results and represent a potent tool for designing nonlinear chains for passive control purposes.

  17. ARSTEC, Nonlinear Optimization Program Using Random Search Method

    International Nuclear Information System (INIS)

    Rasmuson, D. M.; Marshall, N. H.

    1979-01-01

    1 - Description of problem or function: The ARSTEC program was written to solve nonlinear, mixed integer, optimization problems. An example of such a problem in the nuclear industry is the allocation of redundant parts in the design of a nuclear power plant to minimize plant unavailability. 2 - Method of solution: The technique used in ARSTEC is the adaptive random search method. The search is started from an arbitrary point in the search region and every time a point that improves the objective function is found, the search region is centered at that new point. 3 - Restrictions on the complexity of the problem: Presently, the maximum number of independent variables allowed is 10. This can be changed by increasing the dimension of the arrays

  18. Instability in time-delayed switched systems induced by fast and random switching

    Science.gov (United States)

    Guo, Yao; Lin, Wei; Chen, Yuming; Wu, Jianhong

    2017-07-01

    In this paper, we consider a switched system comprising finitely or infinitely many subsystems described by linear time-delayed differential equations and a rule that orchestrates the system switching randomly among these subsystems, where the switching times are also randomly chosen. We first construct a counterintuitive example where even though all the time-delayed subsystems are exponentially stable, the behaviors of the randomly switched system change from stable dynamics to unstable dynamics with a decrease of the dwell time. Then by using the theories of stochastic processes and delay differential equations, we present a general result on when this fast and random switching induced instability should occur and we extend this to the case of nonlinear time-delayed switched systems as well.

  19. Mapping of uncertainty relations between continuous and discrete time.

    Science.gov (United States)

    Chiuchiù, Davide; Pigolotti, Simone

    2018-03-01

    Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.

  20. Stability of Nonlinear Systems with Unknown Time-varying Feedback Delay

    Science.gov (United States)

    Chunodkar, Apurva A.; Akella, Maruthi R.

    2013-12-01

    This paper considers the problem of stabilizing a class of nonlinear systems with unknown bounded delayed feedback wherein the time-varying delay is 1) piecewise constant 2) continuous with a bounded rate. We also consider application of these results to the stabilization of rigid-body attitude dynamics. In the first case, the time-delay in feedback is modeled specifically as a switch among an arbitrarily large set of unknown constant values with a known strict upper bound. The feedback is a linear function of the delayed states. In the case of linear systems with switched delay feedback, a new sufficiency condition for average dwell time result is presented using a complete type Lyapunov-Krasovskii (L-K) functional approach. Further, the corresponding switched system with nonlinear perturbations is proven to be exponentially stable inside a well characterized region of attraction for an appropriately chosen average dwell time. In the second case, the concept of the complete type L-K functional is extended to a class of nonlinear time-delay systems with unknown time-varying time-delay. This extension ensures stability robustness to time-delay in the control design for all values of time-delay less than the known upper bound. Model-transformation is used in order to partition the nonlinear system into a nominal linear part that is exponentially stable with a bounded perturbation. We obtain sufficient conditions which ensure exponential stability inside a region of attraction estimate. A constructive method to evaluate the sufficient conditions is presented together with comparison with the corresponding constant and piecewise constant delay. Numerical simulations are performed to illustrate the theoretical results of this paper.

  1. Structure and Randomness of Continuous-Time, Discrete-Event Processes

    Science.gov (United States)

    Marzen, Sarah E.; Crutchfield, James P.

    2017-10-01

    Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

  2. On-line scheme for parameter estimation of nonlinear lithium ion battery equivalent circuit models using the simplified refined instrumental variable method for a modified Wiener continuous-time model

    International Nuclear Information System (INIS)

    Allafi, Walid; Uddin, Kotub; Zhang, Cheng; Mazuir Raja Ahsan Sha, Raja; Marco, James

    2017-01-01

    Highlights: •Off-line estimation approach for continuous-time domain for non-invertible function. •Model reformulated to multi-input-single-output; nonlinearity described by sigmoid. •Method directly estimates parameters of nonlinear ECM from the measured-data. •Iterative on-line technique leads to smoother convergence. •The model is validated off-line and on-line using NCA battery. -- Abstract: The accuracy of identifying the parameters of models describing lithium ion batteries (LIBs) in typical battery management system (BMS) applications is critical to the estimation of key states such as the state of charge (SoC) and state of health (SoH). In applications such as electric vehicles (EVs) where LIBs are subjected to highly demanding cycles of operation and varying environmental conditions leading to non-trivial interactions of ageing stress factors, this identification is more challenging. This paper proposes an algorithm that directly estimates the parameters of a nonlinear battery model from measured input and output data in the continuous time-domain. The simplified refined instrumental variable method is extended to estimate the parameters of a Wiener model where there is no requirement for the nonlinear function to be invertible. To account for nonlinear battery dynamics, in this paper, the typical linear equivalent circuit model (ECM) is enhanced by a block-oriented Wiener configuration where the nonlinear memoryless block following the typical ECM is defined to be a sigmoid static nonlinearity. The nonlinear Weiner model is reformulated in the form of a multi-input, single-output linear model. This linear form allows the parameters of the nonlinear model to be estimated using any linear estimator such as the well-established least squares (LS) algorithm. In this paper, the recursive least square (RLS) method is adopted for online parameter estimation. The approach was validated on experimental data measured from an 18650-type Graphite

  3. Identification of time-varying nonlinear systems using differential evolution algorithm

    DEFF Research Database (Denmark)

    Perisic, Nevena; Green, Peter L; Worden, Keith

    2013-01-01

    (DE) algorithm for the identification of time-varying systems. DE is an evolutionary optimisation method developed to perform direct search in a continuous space without requiring any derivative estimation. DE is modified so that the objective function changes with time to account for the continuing......, thus identification of time-varying systems with nonlinearities can be a very challenging task. In order to avoid conventional least squares and gradient identification methods which require uni-modal and double differentiable objective functions, this work proposes a modified differential evolution...... inclusion of new data within an error metric. This paper presents results of identification of a time-varying SDOF system with Coulomb friction using simulated noise-free and noisy data for the case of time-varying friction coefficient, stiffness and damping. The obtained results are promising and the focus...

  4. Open-closed-loop iterative learning control for a class of nonlinear systems with random data dropouts

    Science.gov (United States)

    Cheng, X. Y.; Wang, H. B.; Jia, Y. L.; Dong, YH

    2018-05-01

    In this paper, an open-closed-loop iterative learning control (ILC) algorithm is constructed for a class of nonlinear systems subjecting to random data dropouts. The ILC algorithm is implemented by a networked control system (NCS), where only the off-line data is transmitted by network while the real-time data is delivered in the point-to-point way. Thus, there are two controllers rather than one in the control system, which makes better use of the saved and current information and thereby improves the performance achieved by open-loop control alone. During the transfer of off-line data between the nonlinear plant and the remote controller data dropout occurs randomly and the data dropout rate is modeled as a binary Bernoulli random variable. Both measurement and control data dropouts are taken into consideration simultaneously. The convergence criterion is derived based on rigorous analysis. Finally, the simulation results verify the effectiveness of the proposed method.

  5. Time-delayed feedback control of diffusion in random walkers

    Science.gov (United States)

    Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U.

    2017-07-01

    Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.

  6. Universal continuous-variable quantum computation: Requirement of optical nonlinearity for photon counting

    International Nuclear Information System (INIS)

    Bartlett, Stephen D.; Sanders, Barry C.

    2002-01-01

    Although universal continuous-variable quantum computation cannot be achieved via linear optics (including squeezing), homodyne detection, and feed-forward, inclusion of ideal photon-counting measurements overcomes this obstacle. These measurements are sometimes described by arrays of beam splitters to distribute the photons across several modes. We show that such a scheme cannot be used to implement ideal photon counting and that such measurements necessarily involve nonlinear evolution. However, this requirement of nonlinearity can be moved ''off-line,'' thereby permitting universal continuous-variable quantum computation with linear optics

  7. Expectation propagation for continuous time stochastic processes

    International Nuclear Information System (INIS)

    Cseke, Botond; Schnoerr, David; Sanguinetti, Guido; Opper, Manfred

    2016-01-01

    We consider the inverse problem of reconstructing the posterior measure over the trajectories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using variational approximate inference, giving rise to an expectation propagation type algorithm. For non-linear diffusion processes, this is achieved by leveraging moment closure approximations. We then show how the approximation can be extended to a wide class of discrete-state Markov jump processes by making use of the chemical Langevin equation. Our empirical results show that the proposed method is computationally efficient and provides good approximations for these classes of inverse problems. (paper)

  8. Nonlinear 2D arm dynamics in response to continuous and pulse-shaped force perturbations.

    Science.gov (United States)

    Happee, Riender; de Vlugt, Erwin; van Vliet, Bart

    2015-01-01

    Ample evidence exists regarding the nonlinearity of the neuromuscular system but linear models are widely applied to capture postural dynamics. This study quantifies the nonlinearity of human arm postural dynamics applying 2D continuous force perturbations (0.2-40 Hz) inducing three levels of hand displacement (5, 15, 45 mm RMS) followed by force-pulse perturbations inducing large hand displacements (up to 250 mm) in a position task (PT) and a relax task (RT) recording activity of eight shoulder and elbow muscles. The continuous perturbation data were used to analyze the 2D endpoint dynamics in the frequency domain and to identify reflexive and intrinsic parameters of a linear neuromuscular shoulder-elbow model. Subsequently, it was assessed to what extent the large displacements in response to force pulses could be predicted from the 'small amplitude' linear neuromuscular model. Continuous and pulse perturbation responses with varying amplitudes disclosed highly nonlinear effects. In PT, a larger continuous perturbation induced stiffening with a factor of 1.5 attributed to task adaptation evidenced by increased co-contraction and reflexive activity. This task adaptation was even more profound in the pulse responses where reflexes and displacements were strongly affected by the presence and amplitude of preceding continuous perturbations. In RT, a larger continuous perturbation resulted in yielding with a factor of 3.8 attributed to nonlinear mechanical properties as no significant reflexive activity was found. Pulse perturbations always resulted in yielding where a model fitted to the preceding 5-mm continuous perturbations predicted only 37% of the recorded peak displacements in RT and 79% in PT. This demonstrates that linear neuromuscular models, identified using continuous perturbations with small amplitudes, strongly underestimate displacements in pulse-shaped (e.g., impact) loading conditions. The data will be used to validate neuromuscular models including

  9. Effects of Random Environment on a Self-Organized Critical System: Renormalization Group Analysis of a Continuous Model

    Directory of Open Access Journals (Sweden)

    Antonov N.V.

    2016-01-01

    Full Text Available We study effects of the random fluid motion on a system in a self-organized critical state. The latter is described by the continuous stochastic model proposed by Hwa and Kardar [Phys. Rev. Lett. 62: 1813 (1989]. The advecting velocity field is Gaussian, not correlated in time, with the pair correlation function of the form ∝ δ(t − t′/k⊥d-1+ξ , where k⊥ = |k⊥| and k⊥ is the component of the wave vector, perpendicular to a certain preferred direction – the d-dimensional generalization of the ensemble introduced by Avellaneda and Majda [Commun. Math. Phys. 131: 381 (1990]. Using the field theoretic renormalization group we show that, depending on the relation between the exponent ξ and the spatial dimension d, the system reveals different types of large-scale, long-time scaling behaviour, associated with the three possible fixed points of the renormalization group equations. They correspond to ordinary diffusion, to passively advected scalar field (the nonlinearity of the Hwa–Kardar model is irrelevant and to the “pure” Hwa–Kardar model (the advection is irrelevant. For the special case ξ = 2(4 − d/3 both the nonlinearity and the advection are important. The corresponding critical exponents are found exactly for all these cases.

  10. Time series with tailored nonlinearities

    Science.gov (United States)

    Räth, C.; Laut, I.

    2015-10-01

    It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for, e.g., turbulence and financial data can thus be explained in terms of phase correlations.

  11. A real nonlinear integrable couplings of continuous soliton hierarchy and its Hamiltonian structure

    International Nuclear Information System (INIS)

    Yu Fajun

    2011-01-01

    Some integrable coupling systems of existing papers are linear integrable couplings. In the Letter, beginning with Lax pairs from special non-semisimple matrix Lie algebras, we establish a scheme for constructing real nonlinear integrable couplings of continuous soliton hierarchy. A direct application to the AKNS spectral problem leads to a novel nonlinear integrable couplings, then we consider the Hamiltonian structures of nonlinear integrable couplings of AKNS hierarchy with the component-trace identity. - Highlights: → We establish a scheme to construct real nonlinear integrable couplings. → We obtain a novel nonlinear integrable couplings of AKNS hierarchy. → Hamiltonian structure of nonlinear integrable couplings AKNS hierarchy is presented.

  12. Polynomially decaying transmission for the nonlinear schrodinger equation in a random medium

    International Nuclear Information System (INIS)

    Devillard, P.; Sovillard, B.

    1986-01-01

    This is the first study of one the transmission problems associate to the nonlinear Schrodinger equation with a random potential. We show that for almost every realization of the medium the rate of transmission vanishes when increasing the size of the medium; however, whereas it decays exponentially in the linear regime, it decays polynomially in the nonlinear one

  13. Analytic continuation of solutions of some nonlinear convolution partial differential equations

    Directory of Open Access Journals (Sweden)

    Hidetoshi Tahara

    2015-01-01

    Full Text Available The paper considers a problem of analytic continuation of solutions of some nonlinear convolution partial differential equations which naturally appear in the summability theory of formal solutions of nonlinear partial differential equations. Under a suitable assumption it is proved that any local holomorphic solution has an analytic extension to a certain sector and its extension has exponential growth when the variable goes to infinity in the sector.

  14. Finite time convergent learning law for continuous neural networks.

    Science.gov (United States)

    Chairez, Isaac

    2014-02-01

    This paper addresses the design of a discontinuous finite time convergent learning law for neural networks with continuous dynamics. The neural network was used here to obtain a non-parametric model for uncertain systems described by a set of ordinary differential equations. The source of uncertainties was the presence of some external perturbations and poor knowledge of the nonlinear function describing the system dynamics. A new adaptive algorithm based on discontinuous algorithms was used to adjust the weights of the neural network. The adaptive algorithm was derived by means of a non-standard Lyapunov function that is lower semi-continuous and differentiable in almost the whole space. A compensator term was included in the identifier to reject some specific perturbations using a nonlinear robust algorithm. Two numerical examples demonstrated the improvements achieved by the learning algorithm introduced in this paper compared to classical schemes with continuous learning methods. The first one dealt with a benchmark problem used in the paper to explain how the discontinuous learning law works. The second one used the methane production model to show the benefits in engineering applications of the learning law proposed in this paper. Copyright © 2013 Elsevier Ltd. All rights reserved.

  15. A sampling approach to constructing Lyapunov functions for nonlinear continuous–time systems

    NARCIS (Netherlands)

    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

  16. Measuring time series regularity using nonlinear similarity-based sample entropy

    International Nuclear Information System (INIS)

    Xie Hongbo; He Weixing; Liu Hui

    2008-01-01

    Sampe Entropy (SampEn), a measure quantifying regularity and complexity, is believed to be an effective analyzing method of diverse settings that include both deterministic chaotic and stochastic processes, particularly operative in the analysis of physiological signals that involve relatively small amount of data. However, the similarity definition of vectors is based on Heaviside function, of which the boundary is discontinuous and hard, may cause some problems in the validity and accuracy of SampEn. Sigmoid function is a smoothed and continuous version of Heaviside function. To overcome the problems SampEn encountered, a modified SampEn (mSampEn) based on nonlinear Sigmoid function was proposed. The performance of mSampEn was tested on the independent identically distributed (i.i.d.) uniform random numbers, the MIX stochastic model, the Rossler map, and the Hennon map. The results showed that mSampEn was superior to SampEn in several aspects, including giving entropy definition in case of small parameters, better relative consistency, robust to noise, and more independence on record length when characterizing time series generated from either deterministic or stochastic system with different regularities

  17. Randomized trial of intermittent or continuous amnioinfusion for variable decelerations.

    Science.gov (United States)

    Rinehart, B K; Terrone, D A; Barrow, J H; Isler, C M; Barrilleaux, P S; Roberts, W E

    2000-10-01

    To determine whether continuous or intermittent bolus amnioinfusion is more effective in relieving variable decelerations. Patients with repetitive variable decelerations were randomized to an intermittent bolus or continuous amnioinfusion. The intermittent bolus infusion group received boluses of 500 mL of normal saline, each over 30 minutes, with boluses repeated if variable decelerations recurred. The continuous infusion group received a bolus infusion of 500 mL of normal saline over 30 minutes and then 3 mL per minute until delivery occurred. The ability of the amnioinfusion to abolish variable decelerations was analyzed, as were maternal demographic and pregnancy outcome variables. Power analysis indicated that 64 patients would be required. Thirty-five patients were randomized to intermittent infusion and 30 to continuous infusion. There were no differences between groups in terms of maternal demographics, gestational age, delivery mode, neonatal outcome, median time to resolution of variable decelerations, or the number of times variable decelerations recurred. The median volume infused in the intermittent infusion group (500 mL) was significantly less than that in the continuous infusion group (905 mL, P =.003). Intermittent bolus amnioinfusion is as effective as continuous infusion in relieving variable decelerations in labor. Further investigation is necessary to determine whether either of these techniques is associated with increased occurrence of rare complications such as cord prolapse or uterine rupture.

  18. Generating Li–Yorke chaos in a stable continuous-time T–S fuzzy model via time-delay feedback control

    International Nuclear Information System (INIS)

    Qiu-Ye, Sun; Hua-Guang, Zhang; Yan, Zhao

    2010-01-01

    This paper investigates the chaotification problem of a stable continuous-time T–S fuzzy system. A simple nonlinear state time-delay feedback controller is designed by parallel distributed compensation technique. Then, the asymptotically approximate relationship between the controlled continuous-time T–S fuzzy system with time-delay and a discrete-time T–S fuzzy system is established. Based on the discrete-time T–S fuzzy system, it proves that the chaos in the discrete-time T–S fuzzy system satisfies the Li–Yorke definition by choosing appropriate controller parameters via the revised Marotto theorem. Finally, the effectiveness of the proposed chaotic anticontrol method is verified by a practical example. (general)

  19. Reliable gain-scheduled control of discrete-time systems and its application to CSTR model

    Science.gov (United States)

    Sakthivel, R.; Selvi, S.; Mathiyalagan, K.; Shi, Y.

    2016-10-01

    This paper is focused on reliable gain-scheduled controller design for a class of discrete-time systems with randomly occurring nonlinearities and actuator fault. Further, the nonlinearity in the system model is assumed to occur randomly according to a Bernoulli distribution with measurable time-varying probability in real time. The main purpose of this paper is to design a gain-scheduled controller by implementing a probability-dependent Lyapunov function and linear matrix inequality (LMI) approach such that the closed-loop discrete-time system is stochastically stable for all admissible randomly occurring nonlinearities. The existence conditions for the reliable controller is formulated in terms of LMI constraints. Finally, the proposed reliable gain-scheduled control scheme is applied on continuously stirred tank reactor model to demonstrate the effectiveness and applicability of the proposed design technique.

  20. On nonlinear stability in various random normed spaces

    Directory of Open Access Journals (Sweden)

    Saadati Reza

    2011-01-01

    Full Text Available Abstract In this article, we prove the nonlinear stability of the quartic functional equation 1 6 f ( x + 4 y + f ( 4 x - y = 3 0 6 9 f x + y 3 + f ( x + 2 y (1 + 1 3 6 f ( x - y - 1 3 9 4 f ( x + y + 4 2 5 f ( y - 1 5 3 0 f ( x (2 (3  in the setting of random normed spaces Furthermore, the interdisciplinary relation among the theory of random spaces, the theory of non-Archimedean space, the theory of fixed point theory, the theory of intuitionistic spaces and the theory of functional equations are also presented in the article.

  1. Detecting determinism with improved sensitivity in time series: rank-based nonlinear predictability score.

    Science.gov (United States)

    Naro, Daniel; Rummel, Christian; Schindler, Kaspar; Andrzejak, Ralph G

    2014-09-01

    The rank-based nonlinear predictability score was recently introduced as a test for determinism in point processes. We here adapt this measure to time series sampled from time-continuous flows. We use noisy Lorenz signals to compare this approach against a classical amplitude-based nonlinear prediction error. Both measures show an almost identical robustness against Gaussian white noise. In contrast, when the amplitude distribution of the noise has a narrower central peak and heavier tails than the normal distribution, the rank-based nonlinear predictability score outperforms the amplitude-based nonlinear prediction error. For this type of noise, the nonlinear predictability score has a higher sensitivity for deterministic structure in noisy signals. It also yields a higher statistical power in a surrogate test of the null hypothesis of linear stochastic correlated signals. We show the high relevance of this improved performance in an application to electroencephalographic (EEG) recordings from epilepsy patients. Here the nonlinear predictability score again appears of higher sensitivity to nonrandomness. Importantly, it yields an improved contrast between signals recorded from brain areas where the first ictal EEG signal changes were detected (focal EEG signals) versus signals recorded from brain areas that were not involved at seizure onset (nonfocal EEG signals).

  2. Continuous time random walk analysis of solute transport in fractured porous media

    Energy Technology Data Exchange (ETDEWEB)

    Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens

    2008-06-01

    The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.

  3. A Solution Method for Linear and Geometrically Nonlinear MDOF Systems with Random Properties subject to Random Excitation

    DEFF Research Database (Denmark)

    Micaletti, R. C.; Cakmak, A. S.; Nielsen, Søren R. K.

    structural properties. The resulting state-space formulation is a system of ordinary stochastic differential equations with random coefficient and deterministic initial conditions which are subsequently transformed into ordinary stochastic differential equations with deterministic coefficients and random......A method for computing the lower-order moments of randomly-excited multi-degree-of-freedom (MDOF) systems with random structural properties is proposed. The method is grounded in the techniques of stochastic calculus, utilizing a Markov diffusion process to model the structural system with random...... initial conditions. This transformation facilitates the derivation of differential equations which govern the evolution of the unconditional statistical moments of response. Primary consideration is given to linear systems and systems with odd polynomial nonlinearities, for in these cases...

  4. Multigrid Reduction in Time for Nonlinear Parabolic Problems

    Energy Technology Data Exchange (ETDEWEB)

    Falgout, R. D. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Manteuffel, T. A. [Univ. of Colorado, Boulder, CO (United States); O' Neill, B. [Univ. of Colorado, Boulder, CO (United States); Schroder, J. B. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

    2016-01-04

    The need for parallel-in-time is being driven by changes in computer architectures, where future speed-ups will be available through greater concurrency, but not faster clock speeds, which are stagnant.This leads to a bottleneck for sequential time marching schemes, because they lack parallelism in the time dimension. Multigrid Reduction in Time (MGRIT) is an iterative procedure that allows for temporal parallelism by utilizing multigrid reduction techniques and a multilevel hierarchy of coarse time grids. MGRIT has been shown to be effective for linear problems, with speedups of up to 50 times. The goal of this work is the efficient solution of nonlinear problems with MGRIT, where efficient is defined as achieving similar performance when compared to a corresponding linear problem. As our benchmark, we use the p-Laplacian, where p = 4 corresponds to a well-known nonlinear diffusion equation and p = 2 corresponds to our benchmark linear diffusion problem. When considering linear problems and implicit methods, the use of optimal spatial solvers such as spatial multigrid imply that the cost of one time step evaluation is fixed across temporal levels, which have a large variation in time step sizes. This is not the case for nonlinear problems, where the work required increases dramatically on coarser time grids, where relatively large time steps lead to worse conditioned nonlinear solves and increased nonlinear iteration counts per time step evaluation. This is the key difficulty explored by this paper. We show that by using a variety of strategies, most importantly, spatial coarsening and an alternate initial guess to the nonlinear time-step solver, we can reduce the work per time step evaluation over all temporal levels to a range similar with the corresponding linear problem. This allows for parallel scaling behavior comparable to the corresponding linear problem.

  5. Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time

    NARCIS (Netherlands)

    Mesters, G.; Koopman, S.J.

    2014-01-01

    An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure based on the importance sampling technique. In particular, a

  6. Discrete-time inverse optimal control for nonlinear systems

    CERN Document Server

    Sanchez, Edgar N

    2013-01-01

    Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). Th

  7. Experiments in nonlinear dynamics using control-based continuation: Tracking stable and unstable response curves

    DEFF Research Database (Denmark)

    Bureau, Emil; Schilder, Frank; Santos, Ilmar

    2014-01-01

    We show how to implement control-based continuation in a nonlinear experiment using existing and freely available software. We demonstrate that it is possible to track the complete frequency response, including the unstable branches, for a harmonically forced impact oscillator.......We show how to implement control-based continuation in a nonlinear experiment using existing and freely available software. We demonstrate that it is possible to track the complete frequency response, including the unstable branches, for a harmonically forced impact oscillator....

  8. Forecasting with nonlinear time series models

    DEFF Research Database (Denmark)

    Kock, Anders Bredahl; Teräsvirta, Timo

    In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econo- metrics are presented and some of their properties discussed. This in- cludes two models based on universal approximators: the Kolmogorov- Gabor polynomial model...... applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic...... and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...

  9. Nonlinear and diffraction effects in propagation of N-waves in randomly inhomogeneous moving media.

    Science.gov (United States)

    Averiyanov, Mikhail; Blanc-Benon, Philippe; Cleveland, Robin O; Khokhlova, Vera

    2011-04-01

    Finite amplitude acoustic wave propagation through atmospheric turbulence is modeled using a Khokhlov-Zabolotskaya-Kuznetsov (KZK)-type equation. The equation accounts for the combined effects of nonlinearity, diffraction, absorption, and vectorial inhomogeneities of the medium. A numerical algorithm is developed which uses a shock capturing scheme to reduce the number of temporal grid points. The inhomogeneous medium is modeled using random Fourier modes technique. Propagation of N-waves through the medium produces regions of focusing and defocusing that is consistent with geometrical ray theory. However, differences up to ten wavelengths are observed in the locations of fist foci. Nonlinear effects are shown to enhance local focusing, increase the maximum peak pressure (up to 60%), and decrease the shock rise time (about 30 times). Although the peak pressure increases and the rise time decreases in focal regions, statistical analysis across the entire wavefront at a distance 120 wavelengths from the source indicates that turbulence: decreases the mean time-of-flight by 15% of a pulse duration, decreases the mean peak pressure by 6%, and increases the mean rise time by almost 100%. The peak pressure and the arrival time are primarily governed by large scale inhomogeneities, while the rise time is also sensitive to small scales.

  10. Time reversal invariance for a nonlinear scatterer exhibiting contact acoustic nonlinearity

    Science.gov (United States)

    Blanloeuil, Philippe; Rose, L. R. Francis; Veidt, Martin; Wang, Chun H.

    2018-03-01

    The time reversal invariance of an ultrasonic plane wave interacting with a contact interface characterized by a unilateral contact law is investigated analytically and numerically. It is shown analytically that despite the contact nonlinearity, the re-emission of a time reversed version of the reflected and transmitted waves can perfectly recover the original pulse shape, thereby demonstrating time reversal invariance for this type of contact acoustic nonlinearity. With the aid of finite element modelling, the time-reversal analysis is extended to finite-size nonlinear scatterers such as closed cracks. The results show that time reversal invariance holds provided that all the additional frequencies generated during the forward propagation, such as higher harmonics, sub-harmonics and zero-frequency component, are fully included in the retro-propagation. If the scattered waves are frequency filtered during receiving or transmitting, such as through the use of narrowband transducers, the recombination of the time-reversed waves will not exactly recover the original incident wave. This discrepancy due to incomplete time invariance can be exploited as a new method for characterizing damage by defining damage indices that quantify the departure from time reversal invariance. The sensitivity of these damage indices for various crack lengths and contact stress levels is investigated computationally, indicating some advantages of this narrowband approach relative to the more conventional measurement of higher harmonic amplitude, which requires broadband transducers.

  11. Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schroedinger's equation, and hydrodynamic organization of near-molecular-scale vorticity

    International Nuclear Information System (INIS)

    Keanini, R.G.

    2011-01-01

    motion and spread of single, multiple, and continuous sets of Burger's vortex sheets, evolving within deterministic and random strain rate fields, under both viscous and inviscid conditions, are obtained. In order to promote application to other nonlinear problems, a tutorial development of the framework is presented. Likewise, time-incremental solution approaches and construction of approximate, though otherwise difficult-to-obtain backward-time GF's (useful in solution of forward-time evolution problems) are discussed.

  12. PID Controller Design of Nonlinear System using a New Modified Particle Swarm Optimization with Time-Varying Constriction Coefficient

    Directory of Open Access Journals (Sweden)

    Alrijadjis .

    2014-12-01

    Full Text Available The proportional integral derivative (PID controllers have been widely used in most process control systems for a long time. However, it is a very important problem how to choose PID parameters, because these parameters give a great influence on the control performance. Especially, it is difficult to tune these parameters for nonlinear systems. In this paper, a new modified particle swarm optimization (PSO is presented to search for optimal PID parameters for such system. The proposed algorithm is to modify constriction coefficient which is nonlinearly decreased time-varying for improving the final accuracy and the convergence speed of PSO. To validate the control performance of the proposed method, a typical nonlinear system control, a continuous stirred tank reactor (CSTR process, is illustrated. The results testify that a new modified PSO algorithm can perform well in the nonlinear PID control system design in term of lesser overshoot, rise-time, settling-time, IAE and ISE. Keywords: PID controller, Particle Swarm Optimization (PSO,constriction factor, nonlinear system.

  13. Physics constrained nonlinear regression models for time series

    International Nuclear Information System (INIS)

    Majda, Andrew J; Harlim, John

    2013-01-01

    A central issue in contemporary science is the development of data driven statistical nonlinear dynamical models for time series of partial observations of nature or a complex physical model. It has been established recently that ad hoc quadratic multi-level regression (MLR) models can have finite-time blow up of statistical solutions and/or pathological behaviour of their invariant measure. Here a new class of physics constrained multi-level quadratic regression models are introduced, analysed and applied to build reduced stochastic models from data of nonlinear systems. These models have the advantages of incorporating memory effects in time as well as the nonlinear noise from energy conserving nonlinear interactions. The mathematical guidelines for the performance and behaviour of these physics constrained MLR models as well as filtering algorithms for their implementation are developed here. Data driven applications of these new multi-level nonlinear regression models are developed for test models involving a nonlinear oscillator with memory effects and the difficult test case of the truncated Burgers–Hopf model. These new physics constrained quadratic MLR models are proposed here as process models for Bayesian estimation through Markov chain Monte Carlo algorithms of low frequency behaviour in complex physical data. (paper)

  14. Finite-time output feedback stabilization of high-order uncertain nonlinear systems

    Science.gov (United States)

    Jiang, Meng-Meng; Xie, Xue-Jun; Zhang, Kemei

    2018-06-01

    This paper studies the problem of finite-time output feedback stabilization for a class of high-order nonlinear systems with the unknown output function and control coefficients. Under the weaker assumption that output function is only continuous, by using homogeneous domination method together with adding a power integrator method, introducing a new analysis method, the maximal open sector Ω of output function is given. As long as output function belongs to any closed sector included in Ω, an output feedback controller can be developed to guarantee global finite-time stability of the closed-loop system.

  15. Price Formation Modelling by Continuous-Time Random Walk: An Empirical Study

    Directory of Open Access Journals (Sweden)

    Frédéric Délèze

    2015-01-01

    Full Text Available Markovian and non-Markovian\tmodels are presented to\tmodel the futures\tmarket price formation.\tWe show that\tthe\twaiting-time\tand\tthe\tsurvival\tprobabilities\thave\ta\tsignificant\timpact\ton\tthe\tprice\tdynamics.\tThis\tstudy tests\tanalytical\tsolutions\tand\tpresent\tnumerical\tresults for the\tprobability\tdensity function\tof the\tcontinuoustime random\twalk\tusing\ttick-by-tick\tquotes\tprices\tfor\tthe\tDAX\t30\tindex\tfutures.

  16. Time series analyses of breathing patterns of lung cancer patients using nonlinear dynamical system theory.

    Science.gov (United States)

    Tewatia, D K; Tolakanahalli, R P; Paliwal, B R; Tomé, W A

    2011-04-07

    The underlying requirements for successful implementation of any efficient tumour motion management strategy are regularity and reproducibility of a patient's breathing pattern. The physiological act of breathing is controlled by multiple nonlinear feedback and feed-forward couplings. It would therefore be appropriate to analyse the breathing pattern of lung cancer patients in the light of nonlinear dynamical system theory. The purpose of this paper is to analyse the one-dimensional respiratory time series of lung cancer patients based on nonlinear dynamics and delay coordinate state space embedding. It is very important to select a suitable pair of embedding dimension 'm' and time delay 'τ' when performing a state space reconstruction. Appropriate time delay and embedding dimension were obtained using well-established methods, namely mutual information and the false nearest neighbour method, respectively. Establishing stationarity and determinism in a given scalar time series is a prerequisite to demonstrating that the nonlinear dynamical system that gave rise to the scalar time series exhibits a sensitive dependence on initial conditions, i.e. is chaotic. Hence, once an appropriate state space embedding of the dynamical system has been reconstructed, we show that the time series of the nonlinear dynamical systems under study are both stationary and deterministic in nature. Once both criteria are established, we proceed to calculate the largest Lyapunov exponent (LLE), which is an invariant quantity under time delay embedding. The LLE for all 16 patients is positive, which along with stationarity and determinism establishes the fact that the time series of a lung cancer patient's breathing pattern is not random or irregular, but rather it is deterministic in nature albeit chaotic. These results indicate that chaotic characteristics exist in the respiratory waveform and techniques based on state space dynamics should be employed for tumour motion management.

  17. Time series analyses of breathing patterns of lung cancer patients using nonlinear dynamical system theory

    International Nuclear Information System (INIS)

    Tewatia, D K; Tolakanahalli, R P; Paliwal, B R; Tome, W A

    2011-01-01

    The underlying requirements for successful implementation of any efficient tumour motion management strategy are regularity and reproducibility of a patient's breathing pattern. The physiological act of breathing is controlled by multiple nonlinear feedback and feed-forward couplings. It would therefore be appropriate to analyse the breathing pattern of lung cancer patients in the light of nonlinear dynamical system theory. The purpose of this paper is to analyse the one-dimensional respiratory time series of lung cancer patients based on nonlinear dynamics and delay coordinate state space embedding. It is very important to select a suitable pair of embedding dimension 'm' and time delay 'τ' when performing a state space reconstruction. Appropriate time delay and embedding dimension were obtained using well-established methods, namely mutual information and the false nearest neighbour method, respectively. Establishing stationarity and determinism in a given scalar time series is a prerequisite to demonstrating that the nonlinear dynamical system that gave rise to the scalar time series exhibits a sensitive dependence on initial conditions, i.e. is chaotic. Hence, once an appropriate state space embedding of the dynamical system has been reconstructed, we show that the time series of the nonlinear dynamical systems under study are both stationary and deterministic in nature. Once both criteria are established, we proceed to calculate the largest Lyapunov exponent (LLE), which is an invariant quantity under time delay embedding. The LLE for all 16 patients is positive, which along with stationarity and determinism establishes the fact that the time series of a lung cancer patient's breathing pattern is not random or irregular, but rather it is deterministic in nature albeit chaotic. These results indicate that chaotic characteristics exist in the respiratory waveform and techniques based on state space dynamics should be employed for tumour motion management.

  18. Time series analyses of breathing patterns of lung cancer patients using nonlinear dynamical system theory

    Energy Technology Data Exchange (ETDEWEB)

    Tewatia, D K; Tolakanahalli, R P; Paliwal, B R; Tome, W A, E-mail: tewatia@wisc.edu [Department of Human Oncology, University of Wisconsin, Madison, WI (United States)

    2011-04-07

    The underlying requirements for successful implementation of any efficient tumour motion management strategy are regularity and reproducibility of a patient's breathing pattern. The physiological act of breathing is controlled by multiple nonlinear feedback and feed-forward couplings. It would therefore be appropriate to analyse the breathing pattern of lung cancer patients in the light of nonlinear dynamical system theory. The purpose of this paper is to analyse the one-dimensional respiratory time series of lung cancer patients based on nonlinear dynamics and delay coordinate state space embedding. It is very important to select a suitable pair of embedding dimension 'm' and time delay '{tau}' when performing a state space reconstruction. Appropriate time delay and embedding dimension were obtained using well-established methods, namely mutual information and the false nearest neighbour method, respectively. Establishing stationarity and determinism in a given scalar time series is a prerequisite to demonstrating that the nonlinear dynamical system that gave rise to the scalar time series exhibits a sensitive dependence on initial conditions, i.e. is chaotic. Hence, once an appropriate state space embedding of the dynamical system has been reconstructed, we show that the time series of the nonlinear dynamical systems under study are both stationary and deterministic in nature. Once both criteria are established, we proceed to calculate the largest Lyapunov exponent (LLE), which is an invariant quantity under time delay embedding. The LLE for all 16 patients is positive, which along with stationarity and determinism establishes the fact that the time series of a lung cancer patient's breathing pattern is not random or irregular, but rather it is deterministic in nature albeit chaotic. These results indicate that chaotic characteristics exist in the respiratory waveform and techniques based on state space dynamics should be employed

  19. Adaptive Neural Control for a Class of Outputs Time-Delay Nonlinear Systems

    Directory of Open Access Journals (Sweden)

    Ruliang Wang

    2012-01-01

    Full Text Available This paper considers an adaptive neural control for a class of outputs time-delay nonlinear systems with perturbed or no. Based on RBF neural networks, the radius basis function (RBF neural networks is employed to estimate the unknown continuous functions. The proposed control guarantees that all closed-loop signals remain bounded. The simulation results demonstrate the effectiveness of the proposed control scheme.

  20. Non-linear time series extreme events and integer value problems

    CERN Document Server

    Turkman, Kamil Feridun; Zea Bermudez, Patrícia

    2014-01-01

    This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time ...

  1. Cost-effective degradation test plan for a nonlinear random-coefficients model

    International Nuclear Information System (INIS)

    Kim, Seong-Joon; Bae, Suk Joo

    2013-01-01

    The determination of requisite sample size and the inspection schedule considering both testing cost and accuracy has been an important issue in the degradation test. This paper proposes a cost-effective degradation test plan in the context of a nonlinear random-coefficients model, while meeting some precision constraints for failure-time distribution. We introduce a precision measure to quantify the information losses incurred by reducing testing resources. The precision measure is incorporated into time-varying cost functions to reflect real circumstances. We apply a hybrid genetic algorithm to general cost optimization problem with reasonable constraints on the level of testing precision in order to determine a cost-effective inspection scheme. The proposed method is applied to the degradation data of plasma display panels (PDPs) following a bi-exponential degradation model. Finally, sensitivity analysis via simulation is provided to evaluate the robustness of the proposed degradation test plan.

  2. Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

    International Nuclear Information System (INIS)

    Schulz, Johannes H P; Chechkin, Aleksei V; Metzler, Ralf

    2013-01-01

    Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Lévy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties. (paper)

  3. Elements of nonlinear time series analysis and forecasting

    CERN Document Server

    De Gooijer, Jan G

    2017-01-01

    This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible...

  4. Spinor Field Nonlinearity and Space-Time Geometry

    Science.gov (United States)

    Saha, Bijan

    2018-03-01

    Within the scope of Bianchi type VI,VI0,V, III, I, LRSBI and FRW cosmological models we have studied the role of nonlinear spinor field on the evolution of the Universe and the spinor field itself. It was found that due to the presence of non-trivial non-diagonal components of the energy-momentum tensor of the spinor field in the anisotropic space-time, there occur some severe restrictions both on the metric functions and on the components of the spinor field. In this report we have considered a polynomial nonlinearity which is a function of invariants constructed from the bilinear spinor forms. It is found that in case of a Bianchi type-VI space-time, depending of the sign of self-coupling constants, the model allows either late time acceleration or oscillatory mode of evolution. In case of a Bianchi VI 0 type space-time due to the specific behavior of the spinor field we have two different scenarios. In one case the invariants constructed from bilinear spinor forms become trivial, thus giving rise to a massless and linear spinor field Lagrangian. This case is equivalent to the vacuum solution of the Bianchi VI 0 type space-time. The second case allows non-vanishing massive and nonlinear terms and depending on the sign of coupling constants gives rise to accelerating mode of expansion or the one that after obtaining some maximum value contracts and ends in big crunch, consequently generating space-time singularity. In case of a Bianchi type-V model there occur two possibilities. In one case we found that the metric functions are similar to each other. In this case the Universe expands with acceleration if the self-coupling constant is taken to be a positive one, whereas a negative coupling constant gives rise to a cyclic or periodic solution. In the second case the spinor mass and the spinor field nonlinearity vanish and the Universe expands linearly in time. In case of a Bianchi type-III model the space-time remains locally rotationally symmetric all the time

  5. Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments

    Science.gov (United States)

    Xing, Yani; Wang, Jun

    2018-02-01

    A new microscopic 3D Potts interaction financial price model is established in this work, to investigate the nonlinear complexity behaviors of stock markets. 3D Potts model, which extends the 2D Potts model to three-dimensional, is a cubic lattice model to explain the interaction behavior among the agents. In order to explore the complexity of real financial markets and the 3D Potts financial model, a new random coarse-grained Lempel-Ziv complexity is proposed to certain series, such as the price returns, the price volatilities, and the random time d-returns. Then the composite multiscale entropy (CMSE) method is applied to the intrinsic mode functions (IMFs) and the corresponding shuffled data to study the complexity behaviors. The empirical results indicate that the 3D financial model is feasible.

  6. Discrete-Time Nonlinear Control of VSC-HVDC System

    Directory of Open Access Journals (Sweden)

    TianTian Qian

    2015-01-01

    Full Text Available Because VSC-HVDC is a kind of strong nonlinear, coupling, and multi-input multioutput (MIMO system, its control problem is always attracting much attention from scholars. And a lot of papers have done research on its control strategy in the continuous-time domain. But the control system is implemented through the computer discrete sampling in practical engineering. It is necessary to study the mathematical model and control algorithm in the discrete-time domain. The discrete mathematical model based on output feedback linearization and discrete sliding mode control algorithm is proposed in this paper. And to ensure the effectiveness of the control system in the quasi sliding mode state, the fast output sampling method is used in the output feedback. The results from simulation experiment in MATLAB/SIMULINK prove that the proposed discrete control algorithm can make the VSC-HVDC system have good static, dynamic, and robust characteristics in discrete-time domain.

  7. Nonlinear recurrent neural networks for finite-time solution of general time-varying linear matrix equations.

    Science.gov (United States)

    Xiao, Lin; Liao, Bolin; Li, Shuai; Chen, Ke

    2018-02-01

    In order to solve general time-varying linear matrix equations (LMEs) more efficiently, this paper proposes two nonlinear recurrent neural networks based on two nonlinear activation functions. According to Lyapunov theory, such two nonlinear recurrent neural networks are proved to be convergent within finite-time. Besides, by solving differential equation, the upper bounds of the finite convergence time are determined analytically. Compared with existing recurrent neural networks, the proposed two nonlinear recurrent neural networks have a better convergence property (i.e., the upper bound is lower), and thus the accurate solutions of general time-varying LMEs can be obtained with less time. At last, various different situations have been considered by setting different coefficient matrices of general time-varying LMEs and a great variety of computer simulations (including the application to robot manipulators) have been conducted to validate the better finite-time convergence of the proposed two nonlinear recurrent neural networks. Copyright © 2017 Elsevier Ltd. All rights reserved.

  8. Assessing robustness of designs for random effects parameters for nonlinear mixed-effects models.

    Science.gov (United States)

    Duffull, Stephen B; Hooker, Andrew C

    2017-12-01

    Optimal designs for nonlinear models are dependent on the choice of parameter values. Various methods have been proposed to provide designs that are robust to uncertainty in the prior choice of parameter values. These methods are generally based on estimating the expectation of the determinant (or a transformation of the determinant) of the information matrix over the prior distribution of the parameter values. For high dimensional models this can be computationally challenging. For nonlinear mixed-effects models the question arises as to the importance of accounting for uncertainty in the prior value of the variances of the random effects parameters. In this work we explore the influence of the variance of the random effects parameters on the optimal design. We find that the method for approximating the expectation and variance of the likelihood is of potential importance for considering the influence of random effects. The most common approximation to the likelihood, based on a first-order Taylor series approximation, yields designs that are relatively insensitive to the prior value of the variance of the random effects parameters and under these conditions it appears to be sufficient to consider uncertainty on the fixed-effects parameters only.

  9. Nonlinear time-series analysis of current signal in cathodic contact glow discharge electrolysis

    International Nuclear Information System (INIS)

    Allagui, Anis; Abdelkareem, Mohammad Ali; Rojas, Andrea Espinel; Bonny, Talal; Elwakil, Ahmed S.

    2016-01-01

    In the standard two-electrode configuration employed in electrolytic process, when the control dc voltage is brought to a critical value, the system undergoes a transition from conventional electrolysis to contact glow discharge electrolysis (CGDE), which has also been referred to as liquid-submerged micro-plasma, glow discharge plasma electrolysis, electrode effect, electrolytic plasma, etc. The light-emitting process is associated with the development of an irregular and erratic current time-series which has been arbitrarily labelled as “random,” and thus dissuaded further research in this direction. Here, we examine the current time-series signals measured in cathodic CGDE configuration in a concentrated KOH solution at different dc bias voltages greater than the critical voltage. We show that the signals are, in fact, not random according to the NIST SP. 800-22 test suite definition. We also demonstrate that post-processing low-pass filtered sequences requires less time than the native as-measured sequences, suggesting a superposition of low frequency chaotic fluctuations and high frequency behaviors (which may be produced by more than one possible source of entropy). Using an array of nonlinear time-series analyses for dynamical systems, i.e., the computation of largest Lyapunov exponents and correlation dimensions, and re-construction of phase portraits, we found that low-pass filtered datasets undergo a transition from quasi-periodic to chaotic to quasi-hyper-chaotic behavior, and back again to chaos when the voltage controlling-parameter is increased. The high frequency part of the signals is discussed in terms of highly nonlinear turbulent motion developed around the working electrode.

  10. Polarization chaos and random bit generation in nonlinear fiber optics induced by a time-delayed counter-propagating feedback loop.

    Science.gov (United States)

    Morosi, J; Berti, N; Akrout, A; Picozzi, A; Guasoni, M; Fatome, J

    2018-01-22

    In this manuscript, we experimentally and numerically investigate the chaotic dynamics of the state-of-polarization in a nonlinear optical fiber due to the cross-interaction between an incident signal and its intense backward replica generated at the fiber-end through an amplified reflective delayed loop. Thanks to the cross-polarization interaction between the two-delayed counter-propagating waves, the output polarization exhibits fast temporal chaotic dynamics, which enable a powerful scrambling process with moving speeds up to 600-krad/s. The performance of this all-optical scrambler was then evaluated on a 10-Gbit/s On/Off Keying telecom signal achieving an error-free transmission. We also describe how these temporal and chaotic polarization fluctuations can be exploited as an all-optical random number generator. To this aim, a billion-bit sequence was experimentally generated and successfully confronted to the dieharder benchmarking statistic tools. Our experimental analysis are supported by numerical simulations based on the resolution of counter-propagating coupled nonlinear propagation equations that confirm the observed behaviors.

  11. Time-Dependent Mean-Field Games with Logarithmic Nonlinearities

    KAUST Repository

    Gomes, Diogo A.

    2015-10-06

    In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.

  12. Time-Dependent Mean-Field Games with Logarithmic Nonlinearities

    KAUST Repository

    Gomes, Diogo A.; Pimentel, Edgard

    2015-01-01

    In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.

  13. The continuous reaction time test for minimal hepatic encephalopathy validated by a randomized controlled multi-modal intervention-A pilot study

    DEFF Research Database (Denmark)

    Lauridsen, M M; Mikkelsen, S; Svensson, T

    2017-01-01

    Background: Minimal hepatic encephalopathy (MHE) is clinically undetectable and the diagnosis requires psychometric tests. However, a lack of clarity exists as to whether the tests are in fact able to detect changes in cognition. Aim: To examine if the continuous reaction time test (CRT) can detect...... changes in cognition with anti-HE intervention in patients with cirrhosis and without clinically manifest hepatic encephalopathy (HE). Methods: Firstly, we conducted a reproducibility analysis and secondly measured change in CRT induced by anti-HE treatment in a randomized controlled pilot study: We...... stratified 44 patients with liver cirrhosis and without clinically manifest HE according to a normal (n = 22) or abnormal (n = 22) CRT. Each stratum was then block randomized to receive multimodal anti-HE intervention (lactulose+branched-chain amino acids+rifaximin) or triple placebos for 3 months...

  14. Approximate N-Player Nonzero-Sum Game Solution for an Uncertain Continuous Nonlinear System.

    Science.gov (United States)

    Johnson, Marcus; Kamalapurkar, Rushikesh; Bhasin, Shubhendu; Dixon, Warren E

    2015-08-01

    An approximate online equilibrium solution is developed for an N -player nonzero-sum game subject to continuous-time nonlinear unknown dynamics and an infinite horizon quadratic cost. A novel actor-critic-identifier structure is used, wherein a robust dynamic neural network is used to asymptotically identify the uncertain system with additive disturbances, and a set of critic and actor NNs are used to approximate the value functions and equilibrium policies, respectively. The weight update laws for the actor neural networks (NNs) are generated using a gradient-descent method, and the critic NNs are generated by least square regression, which are both based on the modified Bellman error that is independent of the system dynamics. A Lyapunov-based stability analysis shows that uniformly ultimately bounded tracking is achieved, and a convergence analysis demonstrates that the approximate control policies converge to a neighborhood of the optimal solutions. The actor, critic, and identifier structures are implemented in real time continuously and simultaneously. Simulations on two and three player games illustrate the performance of the developed method.

  15. Nonlinear time series analysis of the human electrocardiogram

    International Nuclear Information System (INIS)

    Perc, Matjaz

    2005-01-01

    We analyse the human electrocardiogram with simple nonlinear time series analysis methods that are appropriate for graduate as well as undergraduate courses. In particular, attention is devoted to the notions of determinism and stationarity in physiological data. We emphasize that methods of nonlinear time series analysis can be successfully applied only if the studied data set originates from a deterministic stationary system. After positively establishing the presence of determinism and stationarity in the studied electrocardiogram, we calculate the maximal Lyapunov exponent, thus providing interesting insights into the dynamics of the human heart. Moreover, to facilitate interest and enable the integration of nonlinear time series analysis methods into the curriculum at an early stage of the educational process, we also provide user-friendly programs for each implemented method

  16. Modeling of Volatility with Non-linear Time Series Model

    OpenAIRE

    Kim Song Yon; Kim Mun Chol

    2013-01-01

    In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its parameter estimation is studied.

  17. Periodic oscillations in linear continuous media coupled with nonlinear discrete systems

    International Nuclear Information System (INIS)

    Lupini, R.

    1998-01-01

    A general derivation of partial differential equations with boundary conditions in the form of ordinary differential equations is obtained using the principle of stationary action for a Lagrangian function composed of continuous plus discrete parts in interaction across the boundaries of a 1-dimensional medium. This approach leads directly to the theorem of energy conservation. For linear continuous medium, homogeneous Dirichlet condition at one boundary, and nonlinear oscillator at the other boundary, the entire differential problem reduces to a nonlinear differential-difference equation of neutral type and of the second order. The lag parameter is τ = l/c, where c is the phase speed, l the length of the continuum. The Author investigate the problem of the occurrence of periodic solutions of period integer multiple of the lag (super harmonic solutions) in the case of zero inertia of the boundary system. The problem for such oscillations is shown to reduce to systems of ordinary differential equations with matching conditions in a phase space of lower dimensionality: Phase-plane techniques are used to determine solutions of period 4τ, 8τ and 6τ

  18. Photoluminescence and nonlinear optical phenomena in plasmonic random media—A review of recent works

    International Nuclear Information System (INIS)

    Araújo, Cid B. de; Kassab, Luciana R.P.; Tolentino Dominguez, C.; Ribeiro, Sidney J.L.; Gomes, Anderson S.L.; Reyna, Albert S.

    2016-01-01

    Photoluminescence properties and nonlinear optical response of metal–dielectric nanocomposites (MDNCs)—germanate glasses, bio-cellulose membranes and colloids containing either silver (Ag) or gold (Au) nanoparticles (NPs)—are reviewed. The phenomena discussed are: i. the photoluminescence enhancement observed from rare-earth doped PbO–GeO 2 glass containing Ag NPs; ii. optical amplification at 1530 nm in RIB waveguides made with PbO–GeO 2 thin films covered with Au NPs; iii. Random Laser emission from a bio-cellulose membrane infiltrated with Rhodamine 6G and containing Ag NPs; iv. the nonlinearity management of high-order processes in colloids containing Ag NPs suspended in acetone. In all discussed cases the influence of the metallic NPs is clearly demonstrated and a procedure to control the nonlinear propagation of light beams in heterogeneous media is presented. - Highlights: • Large photoluminescence enhancement observed from rare-earth doped PbO–GeO 2 glass containing Ag NPs. • Optical amplification at 1530 nm in RIB waveguides made with PbO–GeO 2 thin films covered with Au NPs. • Random Laser emission from a bio-cellulose membrane infiltrated with Rhodamine 6G and containing Ag NPs. • The nonlinearity management of high-order processes in liquid colloids containing Ag NPs.

  19. Photoluminescence and nonlinear optical phenomena in plasmonic random media—A review of recent works

    Energy Technology Data Exchange (ETDEWEB)

    Araújo, Cid B. de, E-mail: cid@df.ufpe.br [Departamento de Física , Universidade Federal de Pernambuco, 50670-901 Recife , PE (Brazil); Kassab, Luciana R.P. [Faculdade de Tecnologia de São Paulo (FATEC-SP , CEETEPS), 01124-060 São Paulo , SP (Brazil); Tolentino Dominguez, C. [Laboratório de Óptica Biomédica e Imagem , Universidade Federal de Pernambuco , Recife 50740-530, PE (Brazil); Ribeiro, Sidney J.L. [Institute of Chemistry , São Paulo State University (UNESP), 14801-970 Araraquara , SP (Brazil); Gomes, Anderson S.L.; Reyna, Albert S. [Departamento de Física , Universidade Federal de Pernambuco, 50670-901 Recife , PE (Brazil)

    2016-01-15

    Photoluminescence properties and nonlinear optical response of metal–dielectric nanocomposites (MDNCs)—germanate glasses, bio-cellulose membranes and colloids containing either silver (Ag) or gold (Au) nanoparticles (NPs)—are reviewed. The phenomena discussed are: i. the photoluminescence enhancement observed from rare-earth doped PbO–GeO{sub 2} glass containing Ag NPs; ii. optical amplification at 1530 nm in RIB waveguides made with PbO–GeO{sub 2} thin films covered with Au NPs; iii. Random Laser emission from a bio-cellulose membrane infiltrated with Rhodamine 6G and containing Ag NPs; iv. the nonlinearity management of high-order processes in colloids containing Ag NPs suspended in acetone. In all discussed cases the influence of the metallic NPs is clearly demonstrated and a procedure to control the nonlinear propagation of light beams in heterogeneous media is presented. - Highlights: • Large photoluminescence enhancement observed from rare-earth doped PbO–GeO{sub 2} glass containing Ag NPs. • Optical amplification at 1530 nm in RIB waveguides made with PbO–GeO{sub 2} thin films covered with Au NPs. • Random Laser emission from a bio-cellulose membrane infiltrated with Rhodamine 6G and containing Ag NPs. • The nonlinearity management of high-order processes in liquid colloids containing Ag NPs.

  20. Continuous-Time Random Walk Models of DNA Electrophoresis in a Post Array: II. Mobility and Sources of Band Broadening

    Science.gov (United States)

    Olson, Daniel W.; Dutta, Sarit; Laachi, Nabil; Tian, Mingwei; Dorfman, Kevin D.

    2011-01-01

    Using the two-state, continuous-time random walk model, we develop expressions for the mobility and the plate height during DNA electrophoresis in an ordered post array that delineate the contributions due to (i) the random distance between collisions and (ii) the random duration of a collision. These contributions are expressed in terms of the means and variances of the underlying stochastic processes, which we evaluate from a large ensemble of Brownian dynamics simulations performed using different electric fields and molecular weights in a hexagonal array of 1 μm posts with a 3 μm center-to-center distance. If we fix the molecular weight, we find that the collision frequency governs the mobility. In contrast, the average collision duration is the most important factor for predicting the mobility as a function of DNA size at constant Péclet number. The plate height is reasonably well-described by a single post rope-over-pulley model, provided that the extension of the molecule is small. Our results only account for dispersion inside the post array and thus represent a theoretical lower bound on the plate height in an actual device. PMID:21290387

  1. Detecting nonlinear structure in time series

    International Nuclear Information System (INIS)

    Theiler, J.

    1991-01-01

    We describe an approach for evaluating the statistical significance of evidence for nonlinearity in a time series. The formal application of our method requires the careful statement of a null hypothesis which characterizes a candidate linear process, the generation of an ensemble of ''surrogate'' data sets which are similar to the original time series but consistent with the null hypothesis, and the computation of a discriminating statistic for the original and for each of the surrogate data sets. The idea is to test the original time series against the null hypothesis by checking whether the discriminating statistic computed for the original time series differs significantly from the statistics computed for each of the surrogate sets. While some data sets very cleanly exhibit low-dimensional chaos, there are many cases where the evidence is sketchy and difficult to evaluate. We hope to provide a framework within which such claims of nonlinearity can be evaluated. 5 refs., 4 figs

  2. A stochastic surplus production model in continuous time

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Berg, Casper Willestofte

    2017-01-01

    surplus production model in continuous time (SPiCT), which in addition to stock dynamics also models the dynamics of the fisheries. This enables error in the catch process to be reflected in the uncertainty of estimated model parameters and management quantities. Benefits of the continuous-time state......Surplus production modelling has a long history as a method for managing data-limited fish stocks. Recent advancements have cast surplus production models as state-space models that separate random variability of stock dynamics from error in observed indices of biomass. We present a stochastic......-space model formulation include the ability to provide estimates of exploitable biomass and fishing mortality at any point in time from data sampled at arbitrary and possibly irregular intervals. We show in a simulation that the ability to analyse subannual data can increase the effective sample size...

  3. Linearized semiclassical initial value time correlation functions with maximum entropy analytic continuation.

    Science.gov (United States)

    Liu, Jian; Miller, William H

    2008-09-28

    The maximum entropy analytic continuation (MEAC) method is used to extend the range of accuracy of the linearized semiclassical initial value representation (LSC-IVR)/classical Wigner approximation for real time correlation functions. LSC-IVR provides a very effective "prior" for the MEAC procedure since it is very good for short times, exact for all time and temperature for harmonic potentials (even for correlation functions of nonlinear operators), and becomes exact in the classical high temperature limit. This combined MEAC+LSC/IVR approach is applied here to two highly nonlinear dynamical systems, a pure quartic potential in one dimensional and liquid para-hydrogen at two thermal state points (25 and 14 K under nearly zero external pressure). The former example shows the MEAC procedure to be a very significant enhancement of the LSC-IVR for correlation functions of both linear and nonlinear operators, and especially at low temperature where semiclassical approximations are least accurate. For liquid para-hydrogen, the LSC-IVR is seen already to be excellent at T=25 K, but the MEAC procedure produces a significant correction at the lower temperature (T=14 K). Comparisons are also made as to how the MEAC procedure is able to provide corrections for other trajectory-based dynamical approximations when used as priors.

  4. Discrete-time nonlinear sliding mode controller

    African Journals Online (AJOL)

    user

    Keywords: Discrete-time delay system, Sliding mode control, nonlinear sliding ... of engineering systems such as chemical process control, delay in the actuator ...... instrumentation from Motilal Nehru National Institute of Technology (MNNIT),.

  5. A new continuous-time formulation for scheduling crude oil operations

    International Nuclear Information System (INIS)

    Reddy, P. Chandra Prakash; Karimi, I.A.; Srinivasan, R.

    2004-01-01

    In today's competitive business climate characterized by uncertain oil markets, responding effectively and speedily to market forces, while maintaining reliable operations, is crucial to a refinery's bottom line. Optimal crude oil scheduling enables cost reduction by using cheaper crudes intelligently, minimizing crude changeovers, and avoiding ship demurrage. So far, only discrete-time formulations have stood up to the challenge of this important, nonlinear problem. A continuous-time formulation would portend numerous advantages, however, existing work in this area has just begun to scratch the surface. In this paper, we present the first complete continuous-time mixed integer linear programming (MILP) formulation for the short-term scheduling of operations in a refinery that receives crude from very large crude carriers via a high-volume single buoy mooring pipeline. This novel formulation accounts for real-world operational practices. We use an iterative algorithm to eliminate the crude composition discrepancy that has proven to be the Achilles heel for existing formulations. While it does not guarantee global optimality, the algorithm needs only MILP solutions and obtains excellent maximum-profit schedules for industrial problems with up to 7 days of scheduling horizon. We also report the first comparison of discrete- vs. continuous-time formulations for this complex problem. (Author)

  6. Finite Time Control for Fractional Order Nonlinear Hydroturbine Governing System via Frequency Distributed Model

    Directory of Open Access Journals (Sweden)

    Bin Wang

    2016-01-01

    Full Text Available This paper studies the application of frequency distributed model for finite time control of a fractional order nonlinear hydroturbine governing system (HGS. Firstly, the mathematical model of HGS with external random disturbances is introduced. Secondly, a novel terminal sliding surface is proposed and its stability to origin is proved based on the frequency distributed model and Lyapunov stability theory. Furthermore, based on finite time stability and sliding mode control theory, a robust control law to ensure the occurrence of the sliding motion in a finite time is designed for stabilization of the fractional order HGS. Finally, simulation results show the effectiveness and robustness of the proposed scheme.

  7. Continuity of Integrated Density of States - Independent Randomness

    Indian Academy of Sciences (India)

    In this paper we discuss the continuity properties of the integrated density of states for random models based on that of the single site distribution. Our results are valid for models with independent randomness with arbitrary free parts. In particular in the case of the Anderson type models (with stationary, growing, decaying ...

  8. Numerical solution of continuous-time DSGE models under Poisson uncertainty

    DEFF Research Database (Denmark)

    Posch, Olaf; Trimborn, Timo

    We propose a simple and powerful method for determining the transition process in continuous-time DSGE models under Poisson uncertainty numerically. The idea is to transform the system of stochastic differential equations into a system of functional differential equations of the retarded type. We...... classes of models. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson uncertainty which is motivated by the Barro-Rietz rare disaster hypothesis. We find that, even for non-linear policy functions, the maximum (absolute) error is very...

  9. Evaluation of time integration methods for transient response analysis of nonlinear structures

    International Nuclear Information System (INIS)

    Park, K.C.

    1975-01-01

    Recent developments in the evaluation of direct time integration methods for the transient response analysis of nonlinear structures are presented. These developments, which are based on local stability considerations of an integrator, show that the interaction between temporal step size and nonlinearities of structural systems has a pronounced effect on both accuracy and stability of a given time integration method. The resulting evaluation technique is applied to a model nonlinear problem, in order to: 1) demonstrate that it eliminates the present costly process of evaluating time integrator for nonlinear structural systems via extensive numerical experiments; 2) identify the desirable characteristics of time integration methods for nonlinear structural problems; 3) develop improved stiffly-stable methods for application to nonlinear structures. Extension of the methodology for examination of the interaction between a time integrator and the approximate treatment of nonlinearities (such as due to pseudo-force or incremental solution procedures) is also discussed. (Auth.)

  10. Nonlinear dynamic analysis of atomic force microscopy under deterministic and random excitation

    International Nuclear Information System (INIS)

    Pishkenari, Hossein Nejat; Behzad, Mehdi; Meghdari, Ali

    2008-01-01

    The atomic force microscope (AFM) system has evolved into a useful tool for direct measurements of intermolecular forces with atomic-resolution characterization that can be employed in a broad spectrum of applications. This paper is devoted to the analysis of nonlinear behavior of amplitude modulation (AM) and frequency modulation (FM) modes of atomic force microscopy. For this, the microcantilever (which forms the basis for the operation of AFM) is modeled as a single mode approximation and the interaction between the sample and cantilever is derived from a van der Waals potential. Using perturbation methods such as averaging, and Fourier transform nonlinear equations of motion are analytically solved and the advantageous results are extracted from this nonlinear analysis. The results of the proposed techniques for AM-AFM, clearly depict the existence of two stable and one unstable (saddle) solutions for some of exciting parameters under deterministic vibration. The basin of attraction of two stable solutions is different and dependent on the exciting frequency. From this analysis the range of the frequency which will result in a unique periodic response can be obtained and used in practical experiments. Furthermore the analytical responses determined by perturbation techniques can be used to detect the parameter region where the chaotic motion is avoided. On the other hand for FM-AFM, the relation between frequency shift and the system parameters can be extracted and used for investigation of the system nonlinear behavior. The nonlinear behavior of the oscillating tip can easily explain the observed shift of frequency as a function of tip sample distance. Also in this paper we have investigated the AM-AFM system response under a random excitation. Using two different methods we have obtained the statistical properties of the tip motion. The results show that we can use the mean square value of tip motion to image the sample when the excitation signal is random

  11. Nonlinear dynamic analysis of atomic force microscopy under deterministic and random excitation

    Energy Technology Data Exchange (ETDEWEB)

    Pishkenari, Hossein Nejat [Center of Excellence in Design, Robotics and Automation (CEDRA), School of Mechanical Engineering, Sharif University of Technology, Tehran (Iran, Islamic Republic of); Behzad, Mehdi [Center of Excellence in Design, Robotics and Automation (CEDRA), School of Mechanical Engineering, Sharif University of Technology, Tehran (Iran, Islamic Republic of)], E-mail: m_behzad@sharif.edu; Meghdari, Ali [Center of Excellence in Design, Robotics and Automation (CEDRA), School of Mechanical Engineering, Sharif University of Technology, Tehran (Iran, Islamic Republic of)

    2008-08-15

    The atomic force microscope (AFM) system has evolved into a useful tool for direct measurements of intermolecular forces with atomic-resolution characterization that can be employed in a broad spectrum of applications. This paper is devoted to the analysis of nonlinear behavior of amplitude modulation (AM) and frequency modulation (FM) modes of atomic force microscopy. For this, the microcantilever (which forms the basis for the operation of AFM) is modeled as a single mode approximation and the interaction between the sample and cantilever is derived from a van der Waals potential. Using perturbation methods such as averaging, and Fourier transform nonlinear equations of motion are analytically solved and the advantageous results are extracted from this nonlinear analysis. The results of the proposed techniques for AM-AFM, clearly depict the existence of two stable and one unstable (saddle) solutions for some of exciting parameters under deterministic vibration. The basin of attraction of two stable solutions is different and dependent on the exciting frequency. From this analysis the range of the frequency which will result in a unique periodic response can be obtained and used in practical experiments. Furthermore the analytical responses determined by perturbation techniques can be used to detect the parameter region where the chaotic motion is avoided. On the other hand for FM-AFM, the relation between frequency shift and the system parameters can be extracted and used for investigation of the system nonlinear behavior. The nonlinear behavior of the oscillating tip can easily explain the observed shift of frequency as a function of tip sample distance. Also in this paper we have investigated the AM-AFM system response under a random excitation. Using two different methods we have obtained the statistical properties of the tip motion. The results show that we can use the mean square value of tip motion to image the sample when the excitation signal is random.

  12. Subharmonic response of a single-degree-of-freedom nonlinear vibro-impact system to a narrow-band random excitation.

    Science.gov (United States)

    Haiwu, Rong; Wang, Xiangdong; Xu, Wei; Fang, Tong

    2009-08-01

    The subharmonic response of single-degree-of-freedom nonlinear vibro-impact oscillator with a one-sided barrier to narrow-band random excitation is investigated. The narrow-band random excitation used here is a filtered Gaussian white noise. The analysis is based on a special Zhuravlev transformation, which reduces the system to one without impacts, or velocity jumps, thereby permitting the applications of asymptotic averaging over the "fast" variables. The averaged stochastic equations are solved exactly by the method of moments for the mean-square response amplitude for the case of linear system with zero offset. A perturbation-based moment closure scheme is proposed and the formula of the mean-square amplitude is obtained approximately for the case of linear system with nonzero offset. The perturbation-based moment closure scheme is used once again to obtain the algebra equation of the mean-square amplitude of the response for the case of nonlinear system. The effects of damping, detuning, nonlinear intensity, bandwidth, and magnitudes of random excitations are analyzed. The theoretical analyses are verified by numerical results. Theoretical analyses and numerical simulations show that the peak amplitudes may be strongly reduced at large detunings or large nonlinear intensity.

  13. Neural Network Based Finite-Time Stabilization for Discrete-Time Markov Jump Nonlinear Systems with Time Delays

    Directory of Open Access Journals (Sweden)

    Fei Chen

    2013-01-01

    Full Text Available This paper deals with the finite-time stabilization problem for discrete-time Markov jump nonlinear systems with time delays and norm-bounded exogenous disturbance. The nonlinearities in different jump modes are parameterized by neural networks. Subsequently, a linear difference inclusion state space representation for a class of neural networks is established. Based on this, sufficient conditions are derived in terms of linear matrix inequalities to guarantee stochastic finite-time boundedness and stochastic finite-time stabilization of the closed-loop system. A numerical example is illustrated to verify the efficiency of the proposed technique.

  14. Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks

    Directory of Open Access Journals (Sweden)

    Thierry Moudiki

    2018-03-01

    Full Text Available We are interested in obtaining forecasts for multiple time series, by taking into account the potential nonlinear relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of lagged time series. Our model is inspired by dynamic regression models (Pankratz 2012, with the response variable’s lags included as predictors, and is known as Random Vector Functional Link (RVFL neural networks. The RVFL neural networks have been successfully applied in the past, to solving regression and classification problems. The novelty of our approach is to apply an RVFL model to multivariate time series, under two separate regularization constraints on the regression parameters.

  15. Stochastic volatility of volatility in continuous time

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Veraart, Almut

    This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...

  16. Record statistics of a strongly correlated time series: random walks and Lévy flights

    Science.gov (United States)

    Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory

    2017-08-01

    We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful ‘laboratory’ to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e. the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise.

  17. Global Format for Conservative Time Integration in Nonlinear Dynamics

    DEFF Research Database (Denmark)

    Krenk, Steen

    2014-01-01

    The widely used classic collocation-based time integration procedures like Newmark, Generalized-alpha etc. generally work well within a framework of linear problems, but typically may encounter problems, when used in connection with essentially nonlinear structures. These problems are overcome....... In the present paper a conservative time integration algorithm is developed in a format using only the internal forces and the associated tangent stiffness at the specific time integration points. Thus, the procedure is computationally very similar to a collocation method, consisting of a series of nonlinear...... equivalent static load steps, easily implemented in existing computer codes. The paper considers two aspects: representation of nonlinear internal forces in a form that implies energy conservation, and the option of an algorithmic damping with the purpose of extracting energy from undesirable high...

  18. Derrida's Generalized Random Energy models; 4, Continuous state branching and coalescents

    CERN Document Server

    Bovier, A

    2003-01-01

    In this paper we conclude our analysis of Derrida's Generalized Random Energy Models (GREM) by identifying the thermodynamic limit with a one-parameter family of probability measures related to a continuous state branching process introduced by Neveu. Using a construction introduced by Bertoin and Le Gall in terms of a coherent family of subordinators related to Neveu's branching process, we show how the Gibbs geometry of the limiting Gibbs measure is given in terms of the genealogy of this process via a deterministic time-change. This construction is fully universal in that all different models (characterized by the covariance of the underlying Gaussian process) differ only through that time change, which in turn is expressed in terms of Parisi's overlap distribution. The proof uses strongly the Ghirlanda-Guerra identities that impose the structure of Neveu's process as the only possible asymptotic random mechanism.

  19. Echodentography based on nonlinear time reversal tomography: Ultrasonic nonlinear signature identification

    Science.gov (United States)

    Santos, Serge Dos; Farova, Zuzana; Kus, Vaclav; Prevorovsky, Zdenek

    2012-05-01

    This paper examines possibilities of using Nonlinear Elastic Wave Spectroscopy (NEWS) methods in dental investigations. Themain task consisted in imaging cracks or other degradation signatures located in dentin close to the Enamel-Dentine Junction (EDJ). NEWS approach was investigated experimentally with a new bi-modal acousto-optic set-up based on the chirp-coded nonlinear ultrasonic time reversal (TR) concepts. Complex internal structure of the tooth is analyzed by the TR-NEWS procedure adapted to tomography-like imaging of the tooth damages. Ultrasonic instrumentation with 10 MHz bandwidth has been set together including laser vibrometer used to detect responses of the tooth on its excitation carried out by a contact piezoelectric transducer. Bi-modal TR-NEWS images of the tooth were created before and after focusing, which resulted from the time compression. The polar B-scan of the tooth realized with TR-NEWS procedure is suggested to be applied as a new echodentography imaging.

  20. Pure Absolutely Continuous Spectrum for Random Operators on $l^2(Z^d)$ at Low Disorder

    CERN Document Server

    Grinshpun, V

    2006-01-01

    Absence of singular continuous component, with probability one, in the spectra of random perturbations of multidimensional finite-difference Hamiltonians, is for the first time rigorously established under certain conditions ensuring either absence of point component, or absence of absolutely continuous component in the corresponding regions of spectra. The main technical tool involved is the rank-one perturbation theory of singular spectra. The respective new result (the non-mixing property) is applied to establish existence and bounds of the (non-empty) pure absolutely continuous component in the spectrum of the Anderson model with bounded random potential in dimension d=2 at low disorder (similar proof holds for d>4). The new result implies, via the trace-class perturbation analysis, Anderson model with the unbounded random potential having only pure point spectrum (complete system of localized wave-functions) with probability one in arbitrary dimension. The basic idea is to establish absence of the mixed,...

  1. Space and time evolution of two nonlinearly coupled variables

    International Nuclear Information System (INIS)

    Obayashi, H.; Totsuji, H.; Wilhelmsson, H.

    1976-12-01

    The system of two coupled linear differential equations are studied assuming that the coupling terms are proportional to the product of the dependent variables, representing e.g. intensities or populations. It is furthermore assumed that these variables experience different linear dissipation or growth. The derivations account for space as well as time dependence of the variables. It is found that certain particular solutions can be obtained to this system, whereas a full solution in space and time as an initial value problem is outside the scope of the present paper. The system has a nonlinear equilibrium solution for which the nonlinear coupling terms balance the terms of linear dissipation. The case of space and time evolution of a small perturbation of the nonlinear equilibrium state, given the initial one-dimensional spatial distribution of the perturbation, is also considered in some detail. (auth.)

  2. Nonlinear analysis of river flow time sequences

    Science.gov (United States)

    Porporato, Amilcare; Ridolfi, Luca

    1997-06-01

    Within the field of chaos theory several methods for the analysis of complex dynamical systems have recently been proposed. In light of these ideas we study the dynamics which control the behavior over time of river flow, investigating the existence of a low-dimension deterministic component. The present article follows the research undertaken in the work of Porporato and Ridolfi [1996a] in which some clues as to the existence of chaos were collected. Particular emphasis is given here to the problem of noise and to nonlinear prediction. With regard to the latter, the benefits obtainable by means of the interpolation of the available time series are reported and the remarkable predictive results attained with this nonlinear method are shown.

  3. Determination of Nonlinear Stiffness Coefficients for Finite Element Models with Application to the Random Vibration Problem

    Science.gov (United States)

    Muravyov, Alexander A.

    1999-01-01

    In this paper, a method for obtaining nonlinear stiffness coefficients in modal coordinates for geometrically nonlinear finite-element models is developed. The method requires application of a finite-element program with a geometrically non- linear static capability. The MSC/NASTRAN code is employed for this purpose. The equations of motion of a MDOF system are formulated in modal coordinates. A set of linear eigenvectors is used to approximate the solution of the nonlinear problem. The random vibration problem of the MDOF nonlinear system is then considered. The solutions obtained by application of two different versions of a stochastic linearization technique are compared with linear and exact (analytical) solutions in terms of root-mean-square (RMS) displacements and strains for a beam structure.

  4. Nonlinear Prediction Model for Hydrologic Time Series Based on Wavelet Decomposition

    Science.gov (United States)

    Kwon, H.; Khalil, A.; Brown, C.; Lall, U.; Ahn, H.; Moon, Y.

    2005-12-01

    Traditionally forecasting and characterizations of hydrologic systems is performed utilizing many techniques. Stochastic linear methods such as AR and ARIMA and nonlinear ones such as statistical learning theory based tools have been extensively used. The common difficulty to all methods is the determination of sufficient and necessary information and predictors for a successful prediction. Relationships between hydrologic variables are often highly nonlinear and interrelated across the temporal scale. A new hybrid approach is proposed for the simulation of hydrologic time series combining both the wavelet transform and the nonlinear model. The present model employs some merits of wavelet transform and nonlinear time series model. The Wavelet Transform is adopted to decompose a hydrologic nonlinear process into a set of mono-component signals, which are simulated by nonlinear model. The hybrid methodology is formulated in a manner to improve the accuracy of a long term forecasting. The proposed hybrid model yields much better results in terms of capturing and reproducing the time-frequency properties of the system at hand. Prediction results are promising when compared to traditional univariate time series models. An application of the plausibility of the proposed methodology is provided and the results conclude that wavelet based time series model can be utilized for simulating and forecasting of hydrologic variable reasonably well. This will ultimately serve the purpose of integrated water resources planning and management.

  5. Improved Minimum Entropy Filtering for Continuous Nonlinear Non-Gaussian Systems Using a Generalized Density Evolution Equation

    Directory of Open Access Journals (Sweden)

    Jinliang Xu

    2013-06-01

    Full Text Available This paper investigates the filtering problem for multivariate continuous nonlinear non-Gaussian systems based on an improved minimum error entropy (MEE criterion. The system is described by a set of nonlinear continuous equations with non-Gaussian system noises and measurement noises. The recently developed generalized density evolution equation is utilized to formulate the joint probability density function (PDF of the estimation errors. Combining the entropy of the estimation error with the mean squared error, a novel performance index is constructed to ensure the estimation error not only has small uncertainty but also approaches to zero. According to the conjugate gradient method, the optimal filter gain matrix is then obtained by minimizing the improved minimum error entropy criterion. In addition, the condition is proposed to guarantee that the estimation error dynamics is exponentially bounded in the mean square sense. Finally, the comparative simulation results are presented to show that the proposed MEE filter is superior to nonlinear unscented Kalman filter (UKF.

  6. Nonlinear wave propagation in discrete and continuous systems

    Science.gov (United States)

    Rothos, V. M.

    2016-09-01

    In this review we try to capture some of the recent excitement induced by a large volume of theoretical and computational studies addressing nonlinear Schrödinger models (discrete and continuous) and the localized structures that they support. We focus on some prototypical structures, namely the breather solutions and solitary waves. In particular, we investigate the bifurcation of travelling wave solution in Discrete NLS system applying dynamical systems methods. Next, we examine the combined effects of cubic and quintic terms of the long range type in the dynamics of a double well potential. The relevant bifurcations, the stability of the branches and their dynamical implications are examined both in the reduced (ODE) and in the full (PDE) setting. We also offer an outlook on interesting possibilities for future work on this theme.

  7. On Nonlinear Prices in Timed Automata

    Directory of Open Access Journals (Sweden)

    Devendra Bhave

    2016-12-01

    Full Text Available Priced timed automata provide a natural model for quantitative analysis of real-time systems and have been successfully applied in various scheduling and planning problems. The optimal reachability problem for linearly-priced timed automata is known to be PSPACE-complete. In this paper we investigate priced timed automata with more general prices and show that in the most general setting the optimal reachability problem is undecidable. We adapt and implement the construction of Audemard, Cimatti, Kornilowicz, and Sebastiani for non-linear priced timed automata using state-of-the-art theorem prover Z3 and present some preliminary results.

  8. Generalized Nonlinear Yule Models

    Science.gov (United States)

    Lansky, Petr; Polito, Federico; Sacerdote, Laura

    2016-11-01

    With the aim of considering models related to random graphs growth exhibiting persistent memory, we propose a fractional nonlinear modification of the classical Yule model often studied in the context of macroevolution. Here the model is analyzed and interpreted in the framework of the development of networks such as the World Wide Web. Nonlinearity is introduced by replacing the linear birth process governing the growth of the in-links of each specific webpage with a fractional nonlinear birth process with completely general birth rates. Among the main results we derive the explicit distribution of the number of in-links of a webpage chosen uniformly at random recognizing the contribution to the asymptotics and the finite time correction. The mean value of the latter distribution is also calculated explicitly in the most general case. Furthermore, in order to show the usefulness of our results, we particularize them in the case of specific birth rates giving rise to a saturating behaviour, a property that is often observed in nature. The further specialization to the non-fractional case allows us to extend the Yule model accounting for a nonlinear growth.

  9. Performance of a Nonlinear Real-Time Optimal Control System for HEVs/PHEVs during Car Following

    Directory of Open Access Journals (Sweden)

    Kaijiang Yu

    2014-01-01

    Full Text Available This paper presents a real-time optimal control approach for the energy management problem of hybrid electric vehicles (HEVs and plug-in hybrid electric vehicles (PHEVs with slope information during car following. The new features of this study are as follows. First, the proposed method can optimize the engine operating points and the driving profile simultaneously. Second, the proposed method gives the freedom of vehicle spacing between the preceding vehicle and the host vehicle. Third, using the HEV/PHEV property, the desired battery state of charge is designed according to the road slopes for better recuperation of free braking energy. Fourth, all of the vehicle operating modes engine charge, electric vehicle, motor assist and electric continuously variable transmission, and regenerative braking, can be realized using the proposed real-time optimal control approach. Computer simulation results are shown among the nonlinear real-time optimal control approach and the ADVISOR rule-based approach. The conclusion is that the nonlinear real-time optimal control approach is effective for the energy management problem of the HEV/PHEV system during car following.

  10. Nonlinear random resistor diode networks and fractal dimensions of directed percolation clusters.

    Science.gov (United States)

    Stenull, O; Janssen, H K

    2001-07-01

    We study nonlinear random resistor diode networks at the transition from the nonpercolating to the directed percolating phase. The resistor-like bonds and the diode-like bonds under forward bias voltage obey a generalized Ohm's law V approximately I(r). Based on general grounds such as symmetries and relevance we develop a field theoretic model. We focus on the average two-port resistance, which is governed at the transition by the resistance exponent straight phi(r). By employing renormalization group methods we calculate straight phi(r) for arbitrary r to one-loop order. Then we address the fractal dimensions characterizing directed percolation clusters. Via considering distinct values of the nonlinearity r, we determine the dimension of the red bonds, the chemical path, and the backbone to two-loop order.

  11. A Computationally Efficient and Robust Implementation of the Continuous-Discrete Extended Kalman Filter

    DEFF Research Database (Denmark)

    Jørgensen, John Bagterp; Thomsen, Per Grove; Madsen, Henrik

    2007-01-01

    for nonlinear stochastic continuous-discrete time systems is more than two orders of magnitude faster than a conventional implementation. This is of significance in nonlinear model predictive control applications, statistical process monitoring as well as grey-box modelling of systems described by stochastic......We present a novel numerically robust and computationally efficient extended Kalman filter for state estimation in nonlinear continuous-discrete stochastic systems. The resulting differential equations for the mean-covariance evolution of the nonlinear stochastic continuous-discrete time systems...

  12. Nonlinear Time Series Prediction Using Chaotic Neural Networks

    Science.gov (United States)

    Li, Ke-Ping; Chen, Tian-Lun

    2001-06-01

    A nonlinear feedback term is introduced into the evaluation equation of weights of the backpropagation algorithm for neural network, the network becomes a chaotic one. For the purpose of that we can investigate how the different feedback terms affect the process of learning and forecasting, we use the model to forecast the nonlinear time series which is produced by Makey-Glass equation. By selecting the suitable feedback term, the system can escape from the local minima and converge to the global minimum or its approximate solutions, and the forecasting results are better than those of backpropagation algorithm. The project supported by National Basic Research Project "Nonlinear Science" and National Natural Science Foundation of China under Grant No. 60074020

  13. Position Control of Pneumatic Actuator Using Self-Regulation Nonlinear PID

    Directory of Open Access Journals (Sweden)

    Syed Najib Syed Salim

    2014-01-01

    Full Text Available The enhancement of nonlinear PID (N-PID controller for a pneumatic positioning system is proposed to improve the performance of this controller. This is executed by utilizing the characteristic of rate variation of the nonlinear gain that is readily available in N-PID controller. The proposed equation, namely, self-regulation nonlinear function (SNF, is used to reprocess the error signal with the purpose of generating the value of the rate variation, continuously. With the addition of this function, a new self-regulation nonlinear PID (SN-PID controller is proposed. The proposed controller is then implemented to a variably loaded pneumatic actuator. Simulation and experimental tests are conducted with different inputs, namely, step, multistep, and random waveforms, to evaluate the performance of the proposed technique. The results obtained have been proven as a novel initiative at examining and identifying the characteristic based on a new proposal controller resulting from N-PID controller. The transient response is improved by a factor of 2.2 times greater than previous N-PID technique. Moreover, the performance of pneumatic positioning system is remarkably good under various loads.

  14. Noise Reduction for Nonlinear Nonstationary Time Series Data using Averaging Intrinsic Mode Function

    Directory of Open Access Journals (Sweden)

    Christofer Toumazou

    2013-07-01

    Full Text Available A novel noise filtering algorithm based on averaging Intrinsic Mode Function (aIMF, which is a derivation of Empirical Mode Decomposition (EMD, is proposed to remove white-Gaussian noise of foreign currency exchange rates that are nonlinear nonstationary times series signals. Noise patterns with different amplitudes and frequencies were randomly mixed into the five exchange rates. A number of filters, namely; Extended Kalman Filter (EKF, Wavelet Transform (WT, Particle Filter (PF and the averaging Intrinsic Mode Function (aIMF algorithm were used to compare filtering and smoothing performance. The aIMF algorithm demonstrated high noise reduction among the performance of these filters.

  15. On the design of henon and logistic map-based random number generator

    Science.gov (United States)

    Magfirawaty; Suryadi, M. T.; Ramli, Kalamullah

    2017-10-01

    The key sequence is one of the main elements in the cryptosystem. True Random Number Generators (TRNG) method is one of the approaches to generating the key sequence. The randomness source of the TRNG divided into three main groups, i.e. electrical noise based, jitter based and chaos based. The chaos based utilizes a non-linear dynamic system (continuous time or discrete time) as an entropy source. In this study, a new design of TRNG based on discrete time chaotic system is proposed, which is then simulated in LabVIEW. The principle of the design consists of combining 2D and 1D chaotic systems. A mathematical model is implemented for numerical simulations. We used comparator process as a harvester method to obtain the series of random bits. Without any post processing, the proposed design generated random bit sequence with high entropy value and passed all NIST 800.22 statistical tests.

  16. Analysis of the power flow in nonlinear oscillators driven by random excitation using the first Wiener kernel

    Science.gov (United States)

    Hawes, D. H.; Langley, R. S.

    2018-01-01

    Random excitation of mechanical systems occurs in a wide variety of structures and, in some applications, calculation of the power dissipated by such a system will be of interest. In this paper, using the Wiener series, a general methodology is developed for calculating the power dissipated by a general nonlinear multi-degree-of freedom oscillatory system excited by random Gaussian base motion of any spectrum. The Wiener series method is most commonly applied to systems with white noise inputs, but can be extended to encompass a general non-white input. From the extended series a simple expression for the power dissipated can be derived in terms of the first term, or kernel, of the series and the spectrum of the input. Calculation of the first kernel can be performed either via numerical simulations or from experimental data and a useful property of the kernel, namely that the integral over its frequency domain representation is proportional to the oscillating mass, is derived. The resulting equations offer a simple conceptual analysis of the power flow in nonlinear randomly excited systems and hence assist the design of any system where power dissipation is a consideration. The results are validated both numerically and experimentally using a base-excited cantilever beam with a nonlinear restoring force produced by magnets.

  17. Rational solitons in the parity-time-symmetric nonlocal nonlinear Schrödinger model

    International Nuclear Information System (INIS)

    Li Min; Xu Tao; Meng Dexin

    2016-01-01

    In this paper, via the generalized Darboux transformation, rational soliton solutions are derived for the parity-time-symmetric nonlocal nonlinear Schrödinger (NLS) model with the defocusing-type nonlinearity. We find that the first-order solution can exhibit the elastic interactions of rational antidark-antidark, dark-antidark, and antidark-dark soliton pairs on a continuous wave background, but there is no phase shift for the interacting solitons. Also, we discuss the degenerate case in which only one rational dark or antidark soliton survives. Moreover, we reveal that the second-order rational solution displays the interactions between two solitons with combined-peak-valley structures in the near-field regions, but each interacting soliton vanishes or evolves into a rational dark or antidark soliton as |z| → ∞. In addition, we numerically examine the stability of the first- and second-order rational soliton solutions. (author)

  18. Nonlinear H-infinity control, Hamiltonian systems and Hamilton-Jacobi equations

    CERN Document Server

    Aliyu, MDS

    2011-01-01

    A comprehensive overview of nonlinear Haeu control theory for both continuous-time and discrete-time systems, Nonlinear Haeu-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear Haeu-control, nonlinear Haeu -filtering, mixed H2/ Haeu-nonlinear control and filtering, nonlinear Haeu-almost-disturbance-decoupling, and algorithms for solving the ubiquitous Hamilton-Jacobi-Isaacs equations. The link between the subject and analytical mechanics as well as the theory of partial differential equations is also elegantly summarized in a single chapter

  19. Exact solutions for the quintic nonlinear Schroedinger equation with time and space modulated nonlinearities and potentials

    International Nuclear Information System (INIS)

    Belmonte-Beitia, Juan; Calvo, Gabriel F.

    2009-01-01

    In this Letter, by means of similarity transformations, we construct explicit solutions to the quintic nonlinear Schroedinger equation with potentials and nonlinearities depending both on time and on the spatial coordinates. We present the general approach and use it to study some examples and find nontrivial explicit solutions such as periodic (breathers), quasiperiodic and bright and dark soliton solutions

  20. System Identification for Nonlinear FOPDT Model with Input-Dependent Dead-Time

    DEFF Research Database (Denmark)

    Sun, Zhen; Yang, Zhenyu

    2011-01-01

    An on-line iterative method of system identification for a kind of nonlinear FOPDT system is proposed in the paper. The considered nonlinear FOPDT model is an extension of the standard FOPDT model by means that its dead time depends on the input signal and the other parameters are time dependent....

  1. Noise level estimation in weakly nonlinear slowly time-varying systems

    International Nuclear Information System (INIS)

    Aerts, J R M; Dirckx, J J J; Lataire, J; Pintelon, R

    2008-01-01

    Recently, a method using multisine excitation was proposed for estimating the frequency response, the nonlinear distortions and the disturbing noise of weakly nonlinear time-invariant systems. This method has been demonstrated on the measurement of nonlinear distortions in the vibration of acoustically driven systems such as a latex membrane, which is a good example of a time-invariant system [1]. However, not all systems are perfectly time invariant, e.g. biomechanical systems. This time variation can be misinterpreted as an elevated noise floor, and the classical noise estimation method gives a wrong result. Two improved methods to retrieve the correct noise information from the measurements are presented. Both of them make use of multisine excitations. First, it is demonstrated that the improved methods give the same result as the classical noise estimation method when applied to a time-invariant system (high-quality microphone membrane). Next, it is demonstrated that the new methods clearly give an improved estimate of the noise level on time-varying systems. As an application example results for the vibration response of an eardrum are shown

  2. Numerical tools for musical instruments acoustics: analysing nonlinear physical models using continuation of periodic solutions

    OpenAIRE

    Karkar , Sami; Vergez , Christophe; Cochelin , Bruno

    2012-01-01

    International audience; We propose a new approach based on numerical continuation and bifurcation analysis for the study of physical models of instruments that produce self- sustained oscillation. Numerical continuation consists in following how a given solution of a set of equations is modified when one (or several) parameter of these equations are allowed to vary. Several physical models (clarinet, saxophone, and violin) are formulated as nonlinear dynamical systems, whose periodic solution...

  3. Modeling vector nonlinear time series using POLYMARS

    NARCIS (Netherlands)

    de Gooijer, J.G.; Ray, B.K.

    2003-01-01

    A modified multivariate adaptive regression splines method for modeling vector nonlinear time series is investigated. The method results in models that can capture certain types of vector self-exciting threshold autoregressive behavior, as well as provide good predictions for more general vector

  4. Nonlinear Time Domain Seismic Soil-Structure Interaction (SSI) Deep Soil Site Methodology Development

    International Nuclear Information System (INIS)

    Spears, Robert Edward; Coleman, Justin Leigh

    2015-01-01

    Currently the Department of Energy (DOE) and the nuclear industry perform seismic soil-structure interaction (SSI) analysis using equivalent linear numerical analysis tools. For lower levels of ground motion, these tools should produce reasonable in-structure response values for evaluation of existing and new facilities. For larger levels of ground motion these tools likely overestimate the in-structure response (and therefore structural demand) since they do not consider geometric nonlinearities (such as gaping and sliding between the soil and structure) and are limited in the ability to model nonlinear soil behavior. The current equivalent linear SSI (SASSI) analysis approach either joins the soil and structure together in both tension and compression or releases the soil from the structure for both tension and compression. It also makes linear approximations for material nonlinearities and generalizes energy absorption with viscous damping. This produces the potential for inaccurately establishing where the structural concerns exist and/or inaccurately establishing the amplitude of the in-structure responses. Seismic hazard curves at nuclear facilities have continued to increase over the years as more information has been developed on seismic sources (i.e. faults), additional information gathered on seismic events, and additional research performed to determine local site effects. Seismic hazard curves are used to develop design basis earthquakes (DBE) that are used to evaluate nuclear facility response. As the seismic hazard curves increase, the input ground motions (DBE's) used to numerically evaluation nuclear facility response increase causing larger in-structure response. As ground motions increase so does the importance of including nonlinear effects in numerical SSI models. To include material nonlinearity in the soil and geometric nonlinearity using contact (gaping and sliding) it is necessary to develop a nonlinear time domain methodology. This

  5. Cover times of random searches

    Science.gov (United States)

    Chupeau, Marie; Bénichou, Olivier; Voituriez, Raphaël

    2015-10-01

    How long must one undertake a random search to visit all sites of a given domain? This time, known as the cover time, is a key observable to quantify the efficiency of exhaustive searches, which require a complete exploration of an area and not only the discovery of a single target. Examples range from immune-system cells chasing pathogens to animals harvesting resources, from robotic exploration for cleaning or demining to the task of improving search algorithms. Despite its broad relevance, the cover time has remained elusive and so far explicit results have been scarce and mostly limited to regular random walks. Here we determine the full distribution of the cover time for a broad range of random search processes, including Lévy strategies, intermittent strategies, persistent random walks and random walks on complex networks, and reveal its universal features. We show that for all these examples the mean cover time can be minimized, and that the corresponding optimal strategies also minimize the mean search time for a single target, unambiguously pointing towards their robustness.

  6. Continuous-wave to pulse regimes for a family of passively mode-locked lasers with saturable nonlinearity

    Science.gov (United States)

    Dikandé, Alain M.; Voma Titafan, J.; Essimbi, B. Z.

    2017-10-01

    The transition dynamics from continuous-wave to pulse regimes of operation for a generic model of passively mode-locked lasers with saturable absorbers, characterized by an active medium with non-Kerr nonlinearity, are investigated analytically and numerically. The system is described by a complex Ginzburg-Landau equation with a general m:n saturable nonlinearity (i.e {I}m/{(1+{{Γ }}I)}n, where I is the field intensity and m and n are two positive numbers), coupled to a two-level gain equation. An analysis of stability of continuous waves, following the modulational instability approach, provides a global picture of the self-starting dynamics in the system. The analysis reveals two distinct routes depending on values of the couple (m, n), and on the dispersion regime: in the normal dispersion regime, when m = 2 and n is arbitrary, the self-starting requires positive values of the fast saturable absorber and nonlinearity coefficients, but negative values of these two parameters for the family with m = 0. However, when the spectral filter is negative, the laser can self-start for certain values of the input field and the nonlinearity saturation coefficient Γ. The present work provides a general map for the self-starting mechanisms of rare-earth doped figure-eight fiber lasers, as well as Kerr-lens mode-locked solid-state lasers.

  7. Frequency comb generation by a continuous-wave-pumped optical parametric oscillator based on cascading quadratic nonlinearities.

    Science.gov (United States)

    Ulvila, Ville; Phillips, C R; Halonen, Lauri; Vainio, Markku

    2013-11-01

    We report optical frequency comb generation by a continuous-wave pumped optical parametric oscillator (OPO) without any active modulation. The OPO is configured as singly resonant with an additional nonlinear crystal (periodically poled MgO:LiNbO3) placed inside the OPO for phase mismatched second harmonic generation (SHG) of the resonating signal beam. The phase mismatched SHG causes cascading χ(2) nonlinearities, which can substantially increase the effective χ(3) nonlinearity in MgO:LiNbO3, leading to spectral broadening of the OPO signal beam via self-phase modulation. The OPO generates a stable 4 THz wide (-30 dB) frequency comb centered at 1.56 μm.

  8. Controlling chaos in a nonlinear pendulum using an extended time-delayed feedback control method

    International Nuclear Information System (INIS)

    Souza de Paula, Aline; Savi, Marcelo Amorim

    2009-01-01

    Chaos control is employed for the stabilization of unstable periodic orbits (UPOs) embedded in chaotic attractors. The extended time-delayed feedback control uses a continuous feedback loop incorporating information from previous states of the system in order to stabilize unstable orbits. This article deals with the chaos control of a nonlinear pendulum employing the extended time-delayed feedback control method. The control law leads to delay-differential equations (DDEs) that contain derivatives that depend on the solution of previous time instants. A fourth-order Runge-Kutta method with linear interpolation on the delayed variables is employed for numerical simulations of the DDEs and its initial function is estimated by a Taylor series expansion. During the learning stage, the UPOs are identified by the close-return method and control parameters are chosen for each desired UPO by defining situations where the largest Lyapunov exponent becomes negative. Analyses of a nonlinear pendulum are carried out by considering signals that are generated by numerical integration of the mathematical model using experimentally identified parameters. Results show the capability of the control procedure to stabilize UPOs of the dynamical system, highlighting some difficulties to achieve the stabilization of the desired orbit.

  9. Nonlinear complexity of random visibility graph and Lempel-Ziv on multitype range-intensity interacting financial dynamics

    Science.gov (United States)

    Zhang, Yali; Wang, Jun

    2017-09-01

    In an attempt to investigate the nonlinear complex evolution of financial dynamics, a new financial price model - the multitype range-intensity contact (MRIC) financial model, is developed based on the multitype range-intensity interacting contact system, in which the interaction and transmission of different types of investment attitudes in a stock market are simulated by viruses spreading. Two new random visibility graph (VG) based analyses and Lempel-Ziv complexity (LZC) are applied to study the complex behaviors of return time series and the corresponding random sorted series. The VG method is the complex network theory, and the LZC is a non-parametric measure of complexity reflecting the rate of new pattern generation of a series. In this work, the real stock market indices are considered to be comparatively studied with the simulation data of the proposed model. Further, the numerical empirical study shows the similar complexity behaviors between the model and the real markets, the research confirms that the financial model is reasonable to some extent.

  10. Conservation laws for certain time fractional nonlinear systems of partial differential equations

    Science.gov (United States)

    Singla, Komal; Gupta, R. K.

    2017-12-01

    In this study, an extension of the concept of nonlinear self-adjointness and Noether operators is proposed for calculating conserved vectors of the time fractional nonlinear systems of partial differential equations. In our recent work (J Math Phys 2016; 57: 101504), by proposing the symmetry approach for time fractional systems, the Lie symmetries for some fractional nonlinear systems have been derived. In this paper, the obtained infinitesimal generators are used to find conservation laws for the corresponding fractional systems.

  11. Nonlinear MIMO Control of a Continuous Cooling Crystallizer

    Directory of Open Access Journals (Sweden)

    Pedro Alberto Quintana-Hernández

    2012-01-01

    Full Text Available In this work, a feedback control algorithm was developed based on geometric control theory. A nonisothermal seeded continuous crystallizer model was used to test the algorithm. The control objectives were the stabilization of the third moment of the crystal size distribution (μ3 and the crystallizer temperature (T; the manipulated variables were the stirring rate and the coolant flow rate. The nonlinear control (NLC was tested at operating conditions established within the metastable zone. Step changes of magnitudes ±0.0015 and ±0.5°C were introduced into the set point values of the third moment and crystallizer temperature, respectively. In addition, a step change of ±1°C was introduced as a disturbance in the feeding temperature. Closed-loop stability was analyzed by calculating the eigenvalues of the internal dynamics. The system presented a stable dynamic behavior when the operation conditions maintain the crystallizer concentration within the metastable zone. Closed-loop simulations with the NLC were compared with simulations that used a classic PID controller. The PID controllers were tuned by minimizing the integral of the absolute value of the error (IAE criterion. The results showed that the NLC provided a suitable option for continuous crystallization control. For all analyzed cases, the IAEs obtained with NLC were smaller than those obtained with the PID controller.

  12. Compositions, Random Sums and Continued Random Fractions of Poisson and Fractional Poisson Processes

    Science.gov (United States)

    Orsingher, Enzo; Polito, Federico

    2012-08-01

    In this paper we consider the relation between random sums and compositions of different processes. In particular, for independent Poisson processes N α ( t), N β ( t), t>0, we have that N_{α}(N_{β}(t)) stackrel{d}{=} sum_{j=1}^{N_{β}(t)} Xj, where the X j s are Poisson random variables. We present a series of similar cases, where the outer process is Poisson with different inner processes. We highlight generalisations of these results where the external process is infinitely divisible. A section of the paper concerns compositions of the form N_{α}(tauk^{ν}), ν∈(0,1], where tauk^{ν} is the inverse of the fractional Poisson process, and we show how these compositions can be represented as random sums. Furthermore we study compositions of the form Θ( N( t)), t>0, which can be represented as random products. The last section is devoted to studying continued fractions of Cauchy random variables with a Poisson number of levels. We evaluate the exact distribution and derive the scale parameter in terms of ratios of Fibonacci numbers.

  13. Fuzzy Control Model and Simulation for Nonlinear Supply Chain System with Lead Times

    Directory of Open Access Journals (Sweden)

    Songtao Zhang

    2017-01-01

    Full Text Available A new fuzzy robust control strategy for the nonlinear supply chain system in the presence of lead times is proposed. Based on Takagi-Sugeno fuzzy control system, the fuzzy control model of the nonlinear supply chain system with lead times is constructed. Additionally, we design a fuzzy robust H∞ control strategy taking the definition of maximal overlapped-rules group into consideration to restrain the impacts such as those caused by lead times, switching actions among submodels, and customers’ stochastic demands. This control strategy can not only guarantee that the nonlinear supply chain system is robustly asymptotically stable but also realize soft switching among subsystems of the nonlinear supply chain to make the less fluctuation of the system variables by introducing the membership function of fuzzy system. The comparisons between the proposed fuzzy robust H∞ control strategy and the robust H∞ control strategy are finally illustrated through numerical simulations on a two-stage nonlinear supply chain with lead times.

  14. Some Nonlinear Dynamic Inequalities on Time Scales

    Indian Academy of Sciences (India)

    The aim of this paper is to investigate some nonlinear dynamic inequalities on time scales, which provide explicit bounds on unknown functions. The inequalities given here unify and extend some inequalities in (B G Pachpatte, On some new inequalities related to a certain inequality arising in the theory of differential ...

  15. On Stabilization of Nonautonomous Nonlinear Systems

    International Nuclear Information System (INIS)

    Bogdanov, A. Yu.

    2008-01-01

    The procedures to obtain the sufficient conditions of asymptotic stability for nonlinear nonstationary continuous-time systems are discussed. We consider different types of the following general controlled system: x = X(t,x,u) = F(t,x)+B(t,x)u, x(t 0 ) = x 0 . (*) The basis of investigation is limiting equations, limiting Lyapunov functions, etc. The improved concept of observability of the pair of functional matrices is presented. By these results the problem of synthesis of asymptotically stable control nonlinear nonautonomous systems (with linear parts) involving the quadratic time-dependent Lyapunov functions is solved as well as stabilizing a given unstable system with nonlinear control law.

  16. A Time Marching Scheme for Solving Volume Integral Equations on Nonlinear Scatterers

    KAUST Repository

    Bagci, Hakan

    2015-01-07

    Transient electromagnetic field interactions on inhomogeneous penetrable scatterers can be analyzed by solving time domain volume integral equations (TDVIEs). TDVIEs are oftentimes solved using marchingon-in-time (MOT) schemes. Unlike finite difference and finite element schemes, MOT-TDVIE solvers require discretization of only the scatterers, do not call for artificial absorbing boundary conditions, and are more robust to numerical phase dispersion. On the other hand, their computational cost is high, they suffer from late-time instabilities, and their implicit nature makes incorporation of nonlinear constitutive relations more difficult. Development of plane-wave time-domain (PWTD) and FFT-based schemes has significantly reduced the computational cost of the MOT-TDVIE solvers. Additionally, latetime instability problem has been alleviated for all practical purposes with the development of accurate integration schemes and specially designed temporal basis functions. Addressing the third challenge is the topic of this presentation. I will talk about an explicit MOT scheme developed for solving the TDVIE on scatterers with nonlinear material properties. The proposed scheme separately discretizes the TDVIE and the nonlinear constitutive relation between electric field intensity and flux density. The unknown field intensity and flux density are expanded using half and full Schaubert-Wilton-Glisson (SWG) basis functions in space and polynomial temporal interpolators in time. The resulting coupled system of the discretized TDVIE and constitutive relation is integrated in time using an explicit P E(CE) m scheme to yield the unknown expansion coefficients. Explicitness of time marching allows for straightforward incorporation of the nonlinearity as a function evaluation on the right hand side of the coupled system of equations. Consequently, the resulting MOT scheme does not call for a Newton-like nonlinear solver. Numerical examples, which demonstrate the applicability

  17. A Time Marching Scheme for Solving Volume Integral Equations on Nonlinear Scatterers

    KAUST Repository

    Bagci, Hakan

    2015-01-01

    Transient electromagnetic field interactions on inhomogeneous penetrable scatterers can be analyzed by solving time domain volume integral equations (TDVIEs). TDVIEs are oftentimes solved using marchingon-in-time (MOT) schemes. Unlike finite difference and finite element schemes, MOT-TDVIE solvers require discretization of only the scatterers, do not call for artificial absorbing boundary conditions, and are more robust to numerical phase dispersion. On the other hand, their computational cost is high, they suffer from late-time instabilities, and their implicit nature makes incorporation of nonlinear constitutive relations more difficult. Development of plane-wave time-domain (PWTD) and FFT-based schemes has significantly reduced the computational cost of the MOT-TDVIE solvers. Additionally, latetime instability problem has been alleviated for all practical purposes with the development of accurate integration schemes and specially designed temporal basis functions. Addressing the third challenge is the topic of this presentation. I will talk about an explicit MOT scheme developed for solving the TDVIE on scatterers with nonlinear material properties. The proposed scheme separately discretizes the TDVIE and the nonlinear constitutive relation between electric field intensity and flux density. The unknown field intensity and flux density are expanded using half and full Schaubert-Wilton-Glisson (SWG) basis functions in space and polynomial temporal interpolators in time. The resulting coupled system of the discretized TDVIE and constitutive relation is integrated in time using an explicit P E(CE) m scheme to yield the unknown expansion coefficients. Explicitness of time marching allows for straightforward incorporation of the nonlinearity as a function evaluation on the right hand side of the coupled system of equations. Consequently, the resulting MOT scheme does not call for a Newton-like nonlinear solver. Numerical examples, which demonstrate the applicability

  18. Short-time dynamics of random-bond Potts ferromagnet with continuous self-dual quenched disorders

    OpenAIRE

    Pan, Z. Q.; Ying, H. P.; Gu, D. W.

    2001-01-01

    We present Monte Carlo simulation results of random-bond Potts ferromagnet with the Olson-Young self-dual distribution of quenched disorders in two-dimensions. By exploring the short-time scaling dynamics, we find universal power-law critical behavior of the magnetization and Binder cumulant at the critical point, and thus obtain estimates of the dynamic exponent $z$ and magnetic exponent $\\eta$, as well as the exponent $\\theta$. Our special attention is paid to the dynamic process for the $q...

  19. Large-time asymptotic behaviour of solutions of non-linear Sobolev-type equations

    International Nuclear Information System (INIS)

    Kaikina, Elena I; Naumkin, Pavel I; Shishmarev, Il'ya A

    2009-01-01

    The large-time asymptotic behaviour of solutions of the Cauchy problem is investigated for a non-linear Sobolev-type equation with dissipation. For small initial data the approach taken is based on a detailed analysis of the Green's function of the linear problem and the use of the contraction mapping method. The case of large initial data is also closely considered. In the supercritical case the asymptotic formulae are quasi-linear. The asymptotic behaviour of solutions of a non-linear Sobolev-type equation with a critical non-linearity of the non-convective kind differs by a logarithmic correction term from the behaviour of solutions of the corresponding linear equation. For a critical convective non-linearity, as well as for a subcritical non-convective non-linearity it is proved that the leading term of the asymptotic expression for large times is a self-similar solution. For Sobolev equations with convective non-linearity the asymptotic behaviour of solutions in the subcritical case is the product of a rarefaction wave and a shock wave. Bibliography: 84 titles.

  20. Nonlinear transformations of random processes

    CERN Document Server

    Deutsch, Ralph

    2017-01-01

    This concise treatment of nonlinear noise techniques encountered in system applications is suitable for advanced undergraduates and graduate students. It is also a valuable reference for systems analysts and communication engineers. 1962 edition.

  1. Time-domain Green's Function Method for three-dimensional nonlinear subsonic flows

    Science.gov (United States)

    Tseng, K.; Morino, L.

    1978-01-01

    The Green's Function Method for linearized 3D unsteady potential flow (embedded in the computer code SOUSSA P) is extended to include the time-domain analysis as well as the nonlinear term retained in the transonic small disturbance equation. The differential-delay equations in time, as obtained by applying the Green's Function Method (in a generalized sense) and the finite-element technique to the transonic equation, are solved directly in the time domain. Comparisons are made with both linearized frequency-domain calculations and existing nonlinear results.

  2. Chaotification of vibration isolation floating raft system via nonlinear time-delay feedback control

    International Nuclear Information System (INIS)

    Zhang Jing; Xu Daolin; Zhou Jiaxi; Li Yingli

    2012-01-01

    Highlights: ► A chaotification method based on nonlinear time-delay feedback control is present. ► An analytical function of nonlinear time-delay feedback control is derived. ► A large range of parametric domain for chaotification is obtained. ► The approach allows using small control gain. ► Design of chaotification becomes a standard process without uncertainty. - Abstract: This paper presents a chaotification method based on nonlinear time-delay feedback control for a two-dimensional vibration isolation floating raft system (VIFRS). An analytical function of nonlinear time-delay feedback control is derived. This approach can theoretically provide a systematic design of chaotification for nonlinear VIFRS and completely avoid blind and inefficient numerical search on the basis of trials and errors. Numerical simulations show that with a proper setting of control parameters the method holds the favorable aspects including the capability of chaotifying across a large range of parametric domain, the advantage of using small control and the flexibility of designing control feedback forms. The effects on chaotification performance are discussed in association with the configuration of the control parameters.

  3. Nonlinear Aerodynamics-Structure Time Simulation for HALE Aircraft Design/Analysis, Phase I

    Data.gov (United States)

    National Aeronautics and Space Administration — Time simulation of a nonlinear aerodynamics model (NA) developed at Virginia Tech coupled with a nonlinear structure model (NS) is proposed as a design/analysis...

  4. Non-linear Imaging using an Experimental Synthetic Aperture Real Time Ultrasound Scanner

    DEFF Research Database (Denmark)

    Rasmussen, Joachim; Du, Yigang; Jensen, Jørgen Arendt

    2011-01-01

    This paper presents the first non-linear B-mode image of a wire phantom using pulse inversion attained via an experimental synthetic aperture real-time ultrasound scanner (SARUS). The purpose of this study is to implement and validate non-linear imaging on SARUS for the further development of new...... non-linear techniques. This study presents non-linear and linear B-mode images attained via SARUS and an existing ultrasound system as well as a Field II simulation. The non-linear image shows an improved spatial resolution and lower full width half max and -20 dB resolution values compared to linear...

  5. Linear time heteronymous damping in nonlinear parametric systems

    Czech Academy of Sciences Publication Activity Database

    Hortel, Milan; Škuderová, Alena; Houfek, Martin

    2016-01-01

    Roč. 40, 23-24 (2016), s. 10038-10051 ISSN 0307-904X Institutional support: RVO:61388998 Keywords : nonlinear dynamics of systems * parametric systems * time heteronymous damping * gears Subject RIV: JT - Propulsion, Motors ; Fuels Impact factor: 2.350, year: 2016

  6. Sir Clive Granger’s contributions to nonlinear time series and econometrics

    DEFF Research Database (Denmark)

    Terasvirta, Timo

    Clive Granger had a wide range of reseach interests and has worked in a number of areas. In this work the focus is on his contributions to nonlinear time series models and modelling. Granger's contributions to a few other aspects of nonlinearity are reviewed as well....

  7. Non-linear shape functions over time in the space-time finite element method

    Directory of Open Access Journals (Sweden)

    Kacprzyk Zbigniew

    2017-01-01

    Full Text Available This work presents a generalisation of the space-time finite element method proposed by Kączkowski in his seminal of 1970’s and early 1980’s works. Kączkowski used linear shape functions in time. The recurrence formula obtained by Kączkowski was conditionally stable. In this paper, non-linear shape functions in time are proposed.

  8. Dynamics of Nonlinear Time-Delay Systems

    CERN Document Server

    Lakshmanan, Muthusamy

    2010-01-01

    Synchronization of chaotic systems, a patently nonlinear phenomenon, has emerged as a highly active interdisciplinary research topic at the interface of physics, biology, applied mathematics and engineering sciences. In this connection, time-delay systems described by delay differential equations have developed as particularly suitable tools for modeling specific dynamical systems. Indeed, time-delay is ubiquitous in many physical systems, for example due to finite switching speeds of amplifiers in electronic circuits, finite lengths of vehicles in traffic flows, finite signal propagation times in biological networks and circuits, and quite generally whenever memory effects are relevant. This monograph presents the basics of chaotic time-delay systems and their synchronization with an emphasis on the effects of time-delay feedback which give rise to new collective dynamics. Special attention is devoted to scalar chaotic/hyperchaotic time-delay systems, and some higher order models, occurring in different bran...

  9. Nonlinear Time-Reversal in a Wave Chaotic System

    Science.gov (United States)

    Frazier, Matthew; Taddese, Biniyam; Ott, Edward; Antonsen, Thomas; Anlage, Steven

    2012-02-01

    Time reversal mirrors are particularly simple to implement in wave chaotic systems and form the basis for a new class of sensors [1-3]. These sensors work by applying the quantum mechanical concepts of Loschmidt echo and fidelity decay to classical waves. The sensors make explicit use of time-reversal invariance and spatial reciprocity in a wave chaotic system to remotely measure the presence of small perturbations to the system. The underlying ray chaos increases the sensitivity to small perturbations throughout the volume explored by the waves. We extend our time-reversal mirror to include a discrete element with a nonlinear dynamical response. The initially injected pulse interacts with the nonlinear element, generating new frequency components originating at the element. By selectively filtering for and applying the time-reversal mirror to the new frequency components, we focus a pulse only onto the element, without knowledge of its location. Furthermore, we demonstrate transmission of arbitrary patterns of pulses to the element, creating a targeted communication channel to the exclusion of 'eavesdroppers' at other locations in the system. [1] Appl. Phys. Lett. 95, 114103 (2009) [2] J. Appl. Phys. 108, 1 (2010) [3] Acta Physica Polonica A 112, 569 (2007)

  10. Nonlinear seismic analysis of continuous RC bridge

    Directory of Open Access Journals (Sweden)

    Čokić Miloš M.

    2017-01-01

    Full Text Available Nonlinear static analysis, known as a pushover method (NSPA is oftenly used to study the behaviour of a bridge structure under the seismic action. It is shown that the Equivalent Linearization Method - ELM, recommended in FEMA 440, is appropriate for the response analysis of the bridge columns, with different geometric characteristics, quantity and distribution of steel reinforcement. The subject of analysis is a bridge structure with a carriageway plate - a continuous beam with three spans, with the 24 + 40 + 24 m range. Main girder is made of prestressed concrete and it has a box cross section of a constant height. It is important to study the behaviour, not only in the transverse, but also in the longitudinal direction of the bridge axis, when analysing the bridge columns exposed to horizontal seismic actions. The columns were designed according to EN1992, parts 1 and 2. Seismic action analysis is conducted according to EN 1998: 2004 standard. Response spectrum type 1, for the ground type B, was applied and the analysis also includes 20% of traffic load. The analysis includes the values of columns displacement and ductility. To describe the behaviour of elements under the earthquake action in both - longitudinal and transverse direction, pushover curves were formed.

  11. Sub-wavelength patterning of organic monolayers via nonlinear processing with continuous-wave lasers

    Energy Technology Data Exchange (ETDEWEB)

    Mathieu, Mareike; Hartmann, Nils, E-mail: nils.hartmann@uni-due.de [Fakultaet fuer Chemie, Universitaet Duisburg-Essen, 45117 Essen (Germany); CeNIDE-Center for Nanointegration Duisburg-Essen, 47048 Duisburg (Germany); NETZ-NanoEnergieTechnikZentrum, 47048 Duisburg (Germany)

    2010-12-15

    In recent years, nonlinear processing with continuous-wave lasers has been demonstrated to be a facile means of rapid nanopatterning of organic monolayers down to the sub-100 nm range. In this study, we report on laser patterning of thiol-based organic monolayers with sub-wavelength resolution. Au-coated silicon substrates are functionalized with 1-hexadecanethiol. Irradiation with a focused beam of an Ar{sup +} laser operating at {lambda}=514 nm allows one to locally remove the monolayer. Subsequently, the patterns are transferred into the Au film via selective etching in a ferri-/ferrocyanide solution. Despite a 1/e{sup 2} spot diameter of about 2.8 {mu}m, structures with lateral dimensions down to 250 nm are fabricated. The underlying nonlinear dependence of the patterning process on laser intensity is traced back to the interplay between the laser-induced transient local temperature rise and the thermally activated desorption of the thiol molecules. A simple thermokinetic analysis of the data allows us to determine the effective kinetic parameters. These results complement our previous work on photothermal laser patterning of ultrathin organic coatings, such as silane-based organic monolayers, organo/silicon interfaces and supported membranes. A general introduction to nonlinear laser processing of organic monolayers is presented.

  12. Predictable nonlinear dynamics: Advances and limitations

    International Nuclear Information System (INIS)

    Anosov, L.A.; Butkovskii, O.Y.; Kravtsov, Y.A.; Surovyatkina, E.D.

    1996-01-01

    Methods for reconstruction chaotic dynamical system structure directly from experimental time series are described. Effectiveness of general methods is illustrated with the results of numerical simulation. It is of common interest that from the single time series it is possible to reconstruct a set of interconnected variables. Predictive power of dynamical models, provided by the nonlinear dynamics inverse problem solution, is limited firstly by the noise level in the system under study and is characterized by the horizon of predictability. New physical results are presented, concerning nonstationary and bifurcation nonlinear systems: (1) algorithms for revealing of nonstationarity in random-like chaotic time-series are suggested based on discriminant analysis with nonlinear discriminant function; (2) an opportunity is established to predict the final state in bifurcation system with quickly varying control parameters; (3) hysteresis is founded out in bifurcation system with quickly varying parameters; (4) delayed correlation left-angle noise-prediction error right-angle in chaotic systems is revealed. copyright 1996 American Institute of Physics

  13. Cracking chaos-based encryption systems ruled by nonlinear time delay differential equations

    International Nuclear Information System (INIS)

    Udaltsov, Vladimir S.; Goedgebuer, Jean-Pierre; Larger, Laurent; Cuenot, Jean-Baptiste; Levy, Pascal; Rhodes, William T.

    2003-01-01

    We report that signal encoding with high-dimensional chaos produced by delayed feedback systems with a strong nonlinearity can be broken. We describe the procedure and illustrate the method with chaotic waveforms obtained from a strongly nonlinear optical system that we used previously to demonstrate signal encryption/decryption with chaos in wavelength. The method can be extended to any systems ruled by nonlinear time-delayed differential equations

  14. Nonlinear triple-point problems on time scales

    Directory of Open Access Journals (Sweden)

    Douglas R. Anderson

    2004-04-01

    Full Text Available We establish the existence of multiple positive solutions to the nonlinear second-order triple-point boundary-value problem on time scales, $$displaylines{ u^{Delta abla}(t+h(tf(t,u(t=0, cr u(a=alpha u(b+delta u^Delta(a,quad eta u(c+gamma u^Delta(c=0 }$$ for $tin[a,c]subsetmathbb{T}$, where $mathbb{T}$ is a time scale, $eta, gamma, deltage 0$ with $Beta+gamma>0$, $0

  15. Nonlinear system identification NARMAX methods in the time, frequency, and spatio-temporal domains

    CERN Document Server

    Billings, Stephen A

    2013-01-01

    Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains describes a comprehensive framework for the identification and analysis of nonlinear dynamic systems in the time, frequency, and spatio-temporal domains. This book is written with an emphasis on making the algorithms accessible so that they can be applied and used in practice. Includes coverage of: The NARMAX (nonlinear autoregressive moving average with exogenous inputs) modelThe orthogonal least squares algorithm that allows models to be built term by

  16. Multifractality, imperfect scaling and hydrological properties of rainfall time series simulated by continuous universal multifractal and discrete random cascade models

    Directory of Open Access Journals (Sweden)

    F. Serinaldi

    2010-12-01

    Full Text Available Discrete multiplicative random cascade (MRC models were extensively studied and applied to disaggregate rainfall data, thanks to their formal simplicity and the small number of involved parameters. Focusing on temporal disaggregation, the rationale of these models is based on multiplying the value assumed by a physical attribute (e.g., rainfall intensity at a given time scale L, by a suitable number b of random weights, to obtain b attribute values corresponding to statistically plausible observations at a smaller L/b time resolution. In the original formulation of the MRC models, the random weights were assumed to be independent and identically distributed. However, for several studies this hypothesis did not appear to be realistic for the observed rainfall series as the distribution of the weights was shown to depend on the space-time scale and rainfall intensity. Since these findings contrast with the scale invariance assumption behind the MRC models and impact on the applicability of these models, it is worth studying their nature. This study explores the possible presence of dependence of the parameters of two discrete MRC models on rainfall intensity and time scale, by analyzing point rainfall series with 5-min time resolution. Taking into account a discrete microcanonical (MC model based on beta distribution and a discrete canonical beta-logstable (BLS, the analysis points out that the relations between the parameters and rainfall intensity across the time scales are detectable and can be modeled by a set of simple functions accounting for the parameter-rainfall intensity relationship, and another set describing the link between the parameters and the time scale. Therefore, MC and BLS models were modified to explicitly account for these relationships and compared with the continuous in scale universal multifractal (CUM model, which is used as a physically based benchmark model. Monte Carlo simulations point out

  17. Numerical Simulations of Light Bullets, Using The Full Vector, Time Dependent, Nonlinear Maxwell Equations

    Science.gov (United States)

    Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)

    1995-01-01

    This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that we currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Karr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations.

  18. Globally Asymptotic Stability of Stochastic Nonlinear Systems with Time-Varying Delays via Output Feedback Control

    Directory of Open Access Journals (Sweden)

    Mingzhu Song

    2016-01-01

    Full Text Available We address the problem of globally asymptotic stability for a class of stochastic nonlinear systems with time-varying delays. By the backstepping method and Lyapunov theory, we design a linear output feedback controller recursively based on the observable linearization for a class of stochastic nonlinear systems with time-varying delays to guarantee that the closed-loop system is globally asymptotically stable in probability. In particular, we extend the deterministic nonlinear system to stochastic nonlinear systems with time-varying delays. Finally, an example and its simulations are given to illustrate the theoretical results.

  19. Hybrid time/frequency domain modeling of nonlinear components

    DEFF Research Database (Denmark)

    Wiechowski, Wojciech Tomasz; Lykkegaard, Jan; Bak, Claus Leth

    2007-01-01

    This paper presents a novel, three-phase hybrid time/frequency methodology for modelling of nonlinear components. The algorithm has been implemented in the DIgSILENT PowerFactory software using the DIgSILENT Programming Language (DPL), as a part of the work described in [1]. Modified HVDC benchmark...

  20. Optimal Preventive Bank Supervision: Combining Random Audits and Continuous Intervention

    OpenAIRE

    Mohamed Belhaj; Nataliya Klimenko

    2012-01-01

    Early regulator interventions into problem banks are one of the key suggestions of Basel II. However, no guidance is given on their design. To fill this gap, we outline an incentive-based preventive supervision strategy that eliminates bad asset management in banks. Two supervision techniques are combined: continuous regulator intervention and random audits. Random audit technologies differ as to quality and cost. Our design ensures good management without excessive supervision costs, through...

  1. Diffusion of epicenters of earthquake aftershocks, Omori's law, and generalized continuous-time random walk models

    International Nuclear Information System (INIS)

    Helmstetter, A.; Sornette, D.

    2002-01-01

    The epidemic-type aftershock sequence (ETAS) model is a simple stochastic process modeling seismicity, based on the two best-established empirical laws, the Omori law (power-law decay ∼1/t 1+θ of seismicity after an earthquake) and Gutenberg-Richter law (power-law distribution of earthquake energies). In order to describe also the space distribution of seismicity, we use in addition a power-law distribution ∼1/r 1+μ of distances between triggered and triggering earthquakes. The ETAS model has been studied for the last two decades to model real seismicity catalogs and to obtain short-term probabilistic forecasts. Here, we present a mapping between the ETAS model and a class of CTRW (continuous time random walk) models, based on the identification of their corresponding master equations. This mapping allows us to use the wealth of results previously obtained on anomalous diffusion of CTRW. After translating into the relevant variable for the ETAS model, we provide a classification of the different regimes of diffusion of seismic activity triggered by a mainshock. Specifically, we derive the relation between the average distance between aftershocks and the mainshock as a function of the time from the mainshock and of the joint probability distribution of the times and locations of the aftershocks. The different regimes are fully characterized by the two exponents θ and μ. Our predictions are checked by careful numerical simulations. We stress the distinction between the 'bare' Omori law describing the seismic rate activated directly by a mainshock and the 'renormalized' Omori law taking into account all possible cascades from mainshocks to aftershocks of aftershock of aftershock, and so on. In particular, we predict that seismic diffusion or subdiffusion occurs and should be observable only when the observed Omori exponent is less than 1, because this signals the operation of the renormalization of the bare Omori law, also at the origin of seismic diffusion in

  2. Applications of hybrid time-frequency methods in nonlinear structural dynamics

    International Nuclear Information System (INIS)

    Politopoulos, I.; Piteau, Ph.; Borsoi, L.; Antunes, J.

    2014-01-01

    This paper presents a study on methods which may be used to compute the nonlinear response of systems whose linear properties are determined in the frequency or Laplace domain. Typically, this kind of situation may arise in soil-structure and fluid-structure interaction problems. In particular three methods are investigated: (a) the hybrid time-frequency method, (b) the computation of the convolution integral which requires an inverse Fourier or Laplace transform of the system's transfer function, and (c) the identification of an equivalent system defined in the time domain which may be solved with classical time integration methods. These methods are illustrated by their application to some simple, one degree of freedom, non-linear systems and their advantages and drawbacks are highlighted. (authors)

  3. Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

    Energy Technology Data Exchange (ETDEWEB)

    Wei, Qingda, E-mail: weiqd@hqu.edu.cn [Huaqiao University, School of Economics and Finance (China); Chen, Xian, E-mail: chenxian@amss.ac.cn [Peking University, School of Mathematical Sciences (China)

    2016-10-15

    In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.

  4. Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

    International Nuclear Information System (INIS)

    Wei, Qingda; Chen, Xian

    2016-01-01

    In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.

  5. Filtering, control and fault detection with randomly occurring incomplete information

    CERN Document Server

    Dong, Hongli; Gao, Huijun

    2013-01-01

    This book investigates the filtering, control and fault detection problems for several classes of nonlinear systems with randomly occurring incomplete information. It proposes new concepts, including RVNs, ROMDs, ROMTCDs, and ROQEs. The incomplete information under consideration primarily includes missing measurements, time-delays, sensor and actuator saturations, quantization effects and time-varying nonlinearities. The first part of this book focuses on the filtering, control and fault detection problems for several classes of nonlinear stochastic discrete-time systems and

  6. Non-linear time reversal ultrasonic pseudo-tomography

    Czech Academy of Sciences Publication Activity Database

    Převorovský, Zdeněk; Vejvodová, Šárka; Krofta, Josef; Převorovský, David

    2011-01-01

    Roč. 6, 3/4 (2011), s. 206-213 ISSN 1741-8410. [NDT in Progress. Praha, 05.11.2007-07.11.2007] R&D Projects: GA MPO(CZ) FR-TI1/274 Institutional research plan: CEZ:AV0Z20760514 Keywords : NDT * nonlinear elastic wave spectroscopy * time reversal mirrors * ultrasonic pseudo-tomography Subject RIV: BI - Acoustics http://www.inderscience.com/offer.php?id=43216

  7. Nonlinear optical spectroscopy and microscopy of model random and biological media

    Science.gov (United States)

    Guo, Yici

    Nonlinear optical (NLO) spectroscopy and microscopy applied to biomedical science are emerging as new and rapidly growing areas which offer important insight into basic phenomena. Ultrafast NLO processes provide temporal, spectral and spatial sensitivities complementary or superior to those achieved through conventional linear optical approaches. The goal of this thesis is to explore the potential of two fundamental NLO processes to produce noninvasive histological maps of biological tissues. Within the goal of the thesis, steady state intensity, polarization and angular measurements of second- and third-harmonic generations (SHG, THG) have been performed on model random scattering and animal tissue samples. The nonlinear optical effects have been evaluated using models. Conversion efficiencies of SHG and THG from animal tissue interfaces have been determined, ranging from 10-7 to 10-10. The changes in the multiharmonic signals were found to depend on both local and overall histological structures of biological samples. The spectral signatures of two photon excitation induced fluorescence from intrinsic fluorophores have been acquired and used to characterize the physical state and types of tissues. Two dimensional scanning SHG and TPF tomographic images have been obtained from in vitro animal tissues, normal and diseased human breast tissues, and resolved subsurface layers and histo-chemical distributions. By combining consecutive 2D maps, a 3D image can be produced. The structure and morphology dependence of the SH signal has been utilized to image and evaluate subsurface tumor progression depth. Second harmonic microscopy in model random and biological cells has been studied using a CCD camera to obtain direct images from subcellular structures. Finally, near infrared (NIR) NLO spectroscopy and microscopy based on SHG and TPF have demonstrated high spatial resolution, deeper penetration depth, low level photo-damaging and enhanced morphological sensitivity for

  8. Nonlinear System Identification and Its Applications in Fault Detection and Diagnosis

    DEFF Research Database (Denmark)

    Sun, Zhen

    equation, the ISDE model generally consists of not only a structured deterministic part called drift term, but also a structured random part called diffusion term. The model can describe the system in which the random features are correlated with system states (inputs, outputs) and this relationship can......Interest in nonlinear system identification has grown significantly in recent years. It is much more difficult to develop general results than the concern for linear models since the nonlinear model structures are often much more complicated. As a consequence, the thesis only considers two...... different kinds of models, one is a type of state space model which is described by Itô Stochastic Differential Equations (ISDE), the other one is a nonlinear First Order Plus Dead Time (FOPDT) model. This thesis aims to investigate these two different kinds of nonlinear models and to propose...

  9. forecasting with nonlinear time series model: a monte-carlo

    African Journals Online (AJOL)

    PUBLICATIONS1

    Carlo method of forecasting using a special nonlinear time series model, called logistic smooth transition ... We illustrate this new method using some simulation ..... in MATLAB 7.5.0. ... process (DGP) using the logistic smooth transi-.

  10. forecasting with nonlinear time series model: a monte-carlo

    African Journals Online (AJOL)

    PUBLICATIONS1

    erated recursively up to any step greater than one. For nonlinear time series model, point forecast for step one can be done easily like in the linear case but forecast for a step greater than or equal to ..... London. Franses, P. H. (1998). Time series models for business and Economic forecasting, Cam- bridge University press.

  11. Nonlinear Robust Observer-Based Fault Detection for Networked Suspension Control System of Maglev Train

    Directory of Open Access Journals (Sweden)

    Yun Li

    2013-01-01

    Full Text Available A fault detection approach based on nonlinear robust observer is designed for the networked suspension control system of Maglev train with random induced time delay. First, considering random bounded time-delay and external disturbance, the nonlinear model of the networked suspension control system is established. Then, a nonlinear robust observer is designed using the input of the suspension gap. And the estimate error is proved to be bounded with arbitrary precision by adopting an appropriate parameter. When sensor faults happen, the residual between the real states and the observer outputs indicates which kind of sensor failures occurs. Finally, simulation results using the actual parameters of CMS-04 maglev train indicate that the proposed method is effective for maglev train.

  12. Continuous-time quantum algorithms for unstructured problems

    International Nuclear Information System (INIS)

    Hen, Itay

    2014-01-01

    We consider a family of unstructured optimization problems, for which we propose a method for constructing analogue, continuous-time (not necessarily adiabatic) quantum algorithms that are faster than their classical counterparts. In this family of problems, which we refer to as ‘scrambled input’ problems, one has to find a minimum-cost configuration of a given integer-valued n-bit black-box function whose input values have been scrambled in some unknown way. Special cases within this set of problems are Grover’s search problem of finding a marked item in an unstructured database, certain random energy models, and the functions of the Deutsch–Josza problem. We consider a couple of examples in detail. In the first, we provide an O(1) deterministic analogue quantum algorithm to solve the seminal problem of Deutsch and Josza, in which one has to determine whether an n-bit boolean function is constant (gives 0 on all inputs or 1 on all inputs) or balanced (returns 0 on half the input states and 1 on the other half). We also study one variant of the random energy model, and show that, as one might expect, its minimum energy configuration can be found quadratically faster with a quantum adiabatic algorithm than with classical algorithms. (paper)

  13. Finite-Time Stabilization for a Class of Nonlinear Differential-Algebraic Systems Subject to Disturbance

    Directory of Open Access Journals (Sweden)

    Xiaohui Mo

    2017-01-01

    Full Text Available In this paper, finite-time stabilization problem for a class of nonlinear differential-algebraic systems (NDASs subject to external disturbance is investigated via a composite control manner. A composite finite-time controller (CFTC is proposed with a three-stage design procedure. Firstly, based on the adding a power integrator technique, a finite-time control (FTC law is explicitly designed for the nominal NDAS by only using differential variables. Then, by using homogeneous system theory, a continuous finite-time disturbance observer (CFTDO is constructed to estimate the disturbance generated by an exogenous system. Finally, a composite controller which consists of a feedforward compensation part based on CFTDO and the obtained FTC law is proposed. Rigorous analysis demonstrates that not only the proposed composite controller can stabilize the NDAS in finite time, but also the proposed control scheme exhibits nominal performance recovery property. Simulation examples are provided to illustrate the effectiveness of the proposed control approach.

  14. Asymptotic stability of discrete-time systems with time-varying delay subject to saturation nonlinearities

    International Nuclear Information System (INIS)

    Chen, S.-F.

    2009-01-01

    The asymptotic stability problem for discrete-time systems with time-varying delay subject to saturation nonlinearities is addressed in this paper. In terms of linear matrix inequalities (LMIs), a delay-dependent sufficient condition is derived to ensure the asymptotic stability. A numerical example is given to demonstrate the theoretical results.

  15. Global format for energy-momentum based time integration in nonlinear dynamics

    DEFF Research Database (Denmark)

    Krenk, Steen

    2014-01-01

    A global format is developed for momentum and energy consistent time integration of second‐order dynamic systems with general nonlinear stiffness. The algorithm is formulated by integrating the state‐space equations of motion over the time increment. The internal force is first represented...... of mean value products at the element level or explicit use of a geometric stiffness matrix. An optional monotonic algorithmic damping, increasing with response frequency, is developed in terms of a single damping parameter. In the solution procedure, the velocity is eliminated and the nonlinear...

  16. Linear and Non-linear Multi-Input Multi-Output Model Predictive Control of Continuous Stirred Tank Reactor

    Directory of Open Access Journals (Sweden)

    Muayad Al-Qaisy

    2015-02-01

    Full Text Available In this article, multi-input multi-output (MIMO linear model predictive controller (LMPC based on state space model and nonlinear model predictive controller based on neural network (NNMPC are applied on a continuous stirred tank reactor (CSTR. The idea is to have a good control system that will be able to give optimal performance, reject high load disturbance, and track set point change. In order to study the performance of the two model predictive controllers, MIMO Proportional-Integral-Derivative controller (PID strategy is used as benchmark. The LMPC, NNMPC, and PID strategies are used for controlling the residual concentration (CA and reactor temperature (T. NNMPC control shows a superior performance over the LMPC and PID controllers by presenting a smaller overshoot and shorter settling time.

  17. Extracting Leading Nonlinear Modes of Changing Climate From Global SST Time Series

    Science.gov (United States)

    Mukhin, D.; Gavrilov, A.; Loskutov, E. M.; Feigin, A. M.; Kurths, J.

    2017-12-01

    Data-driven modeling of climate requires adequate principal variables extracted from observed high-dimensional data. For constructing such variables it is needed to find spatial-temporal patterns explaining a substantial part of the variability and comprising all dynamically related time series from the data. The difficulties of this task rise from the nonlinearity and non-stationarity of the climate dynamical system. The nonlinearity leads to insufficiency of linear methods of data decomposition for separating different processes entangled in the observed time series. On the other hand, various forcings, both anthropogenic and natural, make the dynamics non-stationary, and we should be able to describe the response of the system to such forcings in order to separate the modes explaining the internal variability. The method we present is aimed to overcome both these problems. The method is based on the Nonlinear Dynamical Mode (NDM) decomposition [1,2], but takes into account external forcing signals. An each mode depends on hidden, unknown a priori, time series which, together with external forcing time series, are mapped onto data space. Finding both the hidden signals and the mapping allows us to study the evolution of the modes' structure in changing external conditions and to compare the roles of the internal variability and forcing in the observed behavior. The method is used for extracting of the principal modes of SST variability on inter-annual and multidecadal time scales accounting the external forcings such as CO2, variations of the solar activity and volcanic activity. The structure of the revealed teleconnection patterns as well as their forecast under different CO2 emission scenarios are discussed.[1] Mukhin, D., Gavrilov, A., Feigin, A., Loskutov, E., & Kurths, J. (2015). Principal nonlinear dynamical modes of climate variability. Scientific Reports, 5, 15510. [2] Gavrilov, A., Mukhin, D., Loskutov, E., Volodin, E., Feigin, A., & Kurths, J. (2016

  18. Studies in astronomical time series analysis. IV - Modeling chaotic and random processes with linear filters

    Science.gov (United States)

    Scargle, Jeffrey D.

    1990-01-01

    While chaos arises only in nonlinear systems, standard linear time series models are nevertheless useful for analyzing data from chaotic processes. This paper introduces such a model, the chaotic moving average. This time-domain model is based on the theorem that any chaotic process can be represented as the convolution of a linear filter with an uncorrelated process called the chaotic innovation. A technique, minimum phase-volume deconvolution, is introduced to estimate the filter and innovation. The algorithm measures the quality of a model using the volume covered by the phase-portrait of the innovation process. Experiments on synthetic data demonstrate that the algorithm accurately recovers the parameters of simple chaotic processes. Though tailored for chaos, the algorithm can detect both chaos and randomness, distinguish them from each other, and separate them if both are present. It can also recover nonminimum-delay pulse shapes in non-Gaussian processes, both random and chaotic.

  19. Approximate Forward Difference Equations for the Lower Order Non-Stationary Statistics of Geometrically Non-Linear Systems subject to Random Excitation

    DEFF Research Database (Denmark)

    Köylüoglu, H. U.; Nielsen, Søren R. K.; Cakmak, A. S.

    Geometrically non-linear multi-degree-of-freedom (MDOF) systems subject to random excitation are considered. New semi-analytical approximate forward difference equations for the lower order non-stationary statistical moments of the response are derived from the stochastic differential equations...... of motion, and, the accuracy of these equations is numerically investigated. For stationary excitations, the proposed method computes the stationary statistical moments of the response from the solution of non-linear algebraic equations....

  20. Time-resolved analysis of nonlinear optical limiting for laser synthesized carbon nanoparticles

    Science.gov (United States)

    Chen, G. X.; Hong, M. H.

    2010-11-01

    Nonlinear optical limiting materials have attracted much research interest in recent years. Carbon nanoparticles suspended in liquids show a strong nonlinear optical limiting function. It is important to investigate the nonlinear optical limiting process of carbon nanoparticles for further improving their nonlinear optical limiting performance. In this study, carbon nanoparticles were prepared by laser ablation of a carbon target in tetrahydrofuran (THF). Optical limiting properties of the samples were studied with 532-nm laser light, which is in the most sensitive wavelength band for human eyes. The shape of the laser pulse plays an important role for initializing the nonlinear optical limiting effect. Time-resolved analysis of laser pulses discovered 3 fluence stages of optical limiting. Theoretical simulation indicates that the optical limiting is initialized by a near-field optical enhancement effect.

  1. A 3-armed randomized controlled trial of nurses' continuing education meetings on adverse drug reactions.

    Science.gov (United States)

    Sarayani, Amir; Naderi-Behdani, Fahimeh; Hadavand, Naser; Javadi, Mohammadreza; Farsad, Fariborz; Hadjibabaie, Molouk; Gholami, Kheirollah

    2015-01-01

    Nurses' insufficient knowledge of adverse drug reactions is reported as a barrier to spontaneous reporting. Therefore, CE meetings could be utilized to enhance nurses' competencies. In a 3-armed randomized controlled trial, 496 nurses, working in a tertiary medical center, were randomly allocated to a didactic lecture, brainstorming workshop, or the control group (delayed education). Similar instructors (2 clinical pharmacists) prepared and delivered the educational content to all 3 groups. Outcomes were declarative/procedural knowledge (primary outcome), participation rate, and satisfaction. Knowledge was evaluated using a validated researcher-made questionnaire in 3 time points: immediately before, immediately after, and 3 months after each session. Participants' satisfaction was assessed immediately after each meeting via a standard tool. Data were analyzed using appropriate parametric and nonparametric tests. Rate of participation was 37.7% for the lecture group and 47.5% for the workshop group. The workshop participants were significantly more satisfied in comparison with the lecture group (p techniques. © 2015 The Alliance for Continuing Education in the Health Professions, the Society for Academic Continuing Medical Education, and the Council on Continuing Medical Education, Association for Hospital Medical Education.

  2. Space-time least-squares Petrov-Galerkin projection in nonlinear model reduction.

    Energy Technology Data Exchange (ETDEWEB)

    Choi, Youngsoo [Sandia National Laboratories (SNL-CA), Livermore, CA (United States). Extreme-scale Data Science and Analytics Dept.; Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Carlberg, Kevin Thomas [Sandia National Laboratories (SNL-CA), Livermore, CA (United States). Extreme-scale Data Science and Analytics Dept.

    2017-09-01

    Our work proposes a space-time least-squares Petrov-Galerkin (ST-LSPG) projection method for model reduction of nonlinear dynamical systems. In contrast to typical nonlinear model-reduction methods that first apply Petrov-Galerkin projection in the spatial dimension and subsequently apply time integration to numerically resolve the resulting low-dimensional dynamical system, the proposed method applies projection in space and time simultaneously. To accomplish this, the method first introduces a low-dimensional space-time trial subspace, which can be obtained by computing tensor decompositions of state-snapshot data. The method then computes discrete-optimal approximations in this space-time trial subspace by minimizing the residual arising after time discretization over all space and time in a weighted ℓ2-norm. This norm can be de ned to enable complexity reduction (i.e., hyper-reduction) in time, which leads to space-time collocation and space-time GNAT variants of the ST-LSPG method. Advantages of the approach relative to typical spatial-projection-based nonlinear model reduction methods such as Galerkin projection and least-squares Petrov-Galerkin projection include: (1) a reduction of both the spatial and temporal dimensions of the dynamical system, (2) the removal of spurious temporal modes (e.g., unstable growth) from the state space, and (3) error bounds that exhibit slower growth in time. Numerical examples performed on model problems in fluid dynamics demonstrate the ability of the method to generate orders-of-magnitude computational savings relative to spatial-projection-based reduced-order models without sacrificing accuracy.

  3. Nonlinear time-domain cochlear model for transient stimulation and human otoacoustic emission

    DEFF Research Database (Denmark)

    Verhulst, Sarah; Dau, Torsten; Shera, Christopher A.

    2012-01-01

    This paper describes the implementation and performance of a nonlinear time-domain model of the cochlea for transient stimulation and human otoacoustic emission generation. The nonlinearity simulates compressive growth of measured basilar-membrane impulse responses. The model accounts...... for reflection and distortion-source otoacoustic emissions (OAEs) and simulates spontaneous OAEs through manipulation of the middle-ear reflectance. The model was calibrated using human psychoacoustical and otoacoustic tuning parameters. It can be used to investigate time-dependent properties of cochlear...

  4. Language Emptiness of Continuous-Time Parametric Timed Automata

    DEFF Research Database (Denmark)

    Benes, Nikola; Bezdek, Peter; Larsen, Kim Guldstrand

    2015-01-01

    Parametric timed automata extend the standard timed automata with the possibility to use parameters in the clock guards. In general, if the parameters are real-valued, the problem of language emptiness of such automata is undecidable even for various restricted subclasses. We thus focus on the case...... where parameters are assumed to be integer-valued, while the time still remains continuous. On the one hand, we show that the problem remains undecidable for parametric timed automata with three clocks and one parameter. On the other hand, for the case with arbitrary many clocks where only one......-time semantics only. To the best of our knowledge, this is the first positive result in the case of continuous-time and unbounded integer parameters, except for the rather simple case of single-clock automata....

  5. Nonlinear analysis of magnetospheric data Part I. Geometric characteristics of the AE index time series and comparison with nonlinear surrogate data

    Directory of Open Access Journals (Sweden)

    G. P. Pavlos

    1999-01-01

    Full Text Available A long AE index time series is used as a crucial magnetospheric quantity in order to study the underlying dynainics. For this purpose we utilize methods of nonlinear and chaotic analysis of time series. Two basic components of this analysis are the reconstruction of the experimental tiine series state space trajectory of the underlying process and the statistical testing of an null hypothesis. The null hypothesis against which the experimental time series are tested is that the observed AE index signal is generated by a linear stochastic signal possibly perturbed by a static nonlinear distortion. As dis ' ' ating statistics we use geometrical characteristics of the reconstructed state space (Part I, which is the work of this paper and dynamical characteristics (Part II, which is the work a separate paper, and "nonlinear" surrogate data, generated by two different techniques which can mimic the original (AE index signal. lie null hypothesis is tested for geometrical characteristics which are the dimension of the reconstructed trajectory and some new geometrical parameters introduced in this work for the efficient discrimination between the nonlinear stochastic surrogate data and the AE index. Finally, the estimated geometric characteristics of the magnetospheric AE index present new evidence about the nonlinear and low dimensional character of the underlying magnetospheric dynamics for the AE index.

  6. Nonlinear modeling and identification of a DC motor for bidirectional operation with real time experiments

    International Nuclear Information System (INIS)

    Kara, Tolgay; Eker, Ilyas

    2004-01-01

    Modeling and identification of mechanical systems constitute an essential stage in practical control design and applications. Controllers commanding systems that operate at varying conditions or require high precision operation raise the need for a nonlinear approach in modeling and identification. Most mechanical systems used in industry are composed of masses moving under the action of position and velocity dependent forces. These forces exhibit nonlinear behavior in certain regions of operation. For a multi-mass rotational system, the nonlinearities, like Coulomb friction and dead zone, significantly influence the system operation when the rotation changes direction. The paper presents nonlinear modeling and identification of a DC motor rotating in two directions together with real time experiments. Linear and nonlinear models for the system are obtained for identification purposes, and the major nonlinearities in the system, such as Coulomb friction and dead zone, are investigated and integrated in the nonlinear model. The Hammerstein nonlinear system approach is used for identification of the nonlinear system model. Online identification of the linear and nonlinear system models is performed using the recursive least squares method. Results of the real time experiments are graphically and numerically presented, and the advantages of the nonlinear identification approach are revealed

  7. Analysis of electromagnetic wave interactions on nonlinear scatterers using time domain volume integral equations

    KAUST Repository

    Ulku, Huseyin Arda

    2014-07-06

    Effects of material nonlinearities on electromagnetic field interactions become dominant as field amplitudes increase. A typical example is observed in plasmonics, where highly localized fields “activate” Kerr nonlinearities. Naturally, time domain solvers are the method of choice when it comes simulating these nonlinear effects. Oftentimes, finite difference time domain (FDTD) method is used for this purpose. This is simply due to the fact that explicitness of the FDTD renders the implementation easier and the material nonlinearity can be easily accounted for using an auxiliary differential equation (J.H. Green and A. Taflove, Opt. Express, 14(18), 8305-8310, 2006). On the other hand, explicit marching on-in-time (MOT)-based time domain integral equation (TDIE) solvers have never been used for the same purpose even though they offer several advantages over FDTD (E. Michielssen, et al., ECCOMAS CFD, The Netherlands, Sep. 5-8, 2006). This is because explicit MOT solvers have never been stabilized until not so long ago. Recently an explicit but stable MOT scheme has been proposed for solving the time domain surface magnetic field integral equation (H.A. Ulku, et al., IEEE Trans. Antennas Propag., 61(8), 4120-4131, 2013) and later it has been extended for the time domain volume electric field integral equation (TDVEFIE) (S. B. Sayed, et al., Pr. Electromagn. Res. S., 378, Stockholm, 2013). This explicit MOT scheme uses predictor-corrector updates together with successive over relaxation during time marching to stabilize the solution even when time step is as large as in the implicit counterpart. In this work, an explicit MOT-TDVEFIE solver is proposed for analyzing electromagnetic wave interactions on scatterers exhibiting Kerr nonlinearity. Nonlinearity is accounted for using the constitutive relation between the electric field intensity and flux density. Then, this relation and the TDVEFIE are discretized together by expanding the intensity and flux - sing half

  8. Randomized trial of time-limited interruptions of protease inhibitor-based antiretroviral therapy (ART vs. continuous therapy for HIV-1 infection.

    Directory of Open Access Journals (Sweden)

    Cynthia Firnhaber

    Full Text Available The clinical outcomes of short interruptions of PI-based ART regimens remains undefined.A 2-arm non-inferiority trial was conducted on 53 HIV-1 infected South African participants with viral load 450 cells/µl on stavudine (or zidovudine, lamivudine and lopinavir/ritonavir. Subjects were randomized to a sequential 2, 4 and 8-week ART interruptions or b continuous ART (cART. Primary analysis was based on the proportion of CD4 count >350 cells(c/ml over 72 weeks. Adherence, HIV-1 drug resistance, and CD4 count rise over time were analyzed as secondary endpoints.The proportions of CD4 counts >350 cells/µl were 82.12% for the intermittent arm and 93.73 for the cART arm; the difference of 11.95% was above the defined 10% threshold for non-inferiority (upper limit of 97.5% CI, 24.1%; 2-sided CI: -0.16, 23.1. No clinically significant differences in opportunistic infections, adverse events, adherence or viral resistance were noted; after randomization, long-term CD4 rise was observed only in the cART arm.We are unable to conclude that short PI-based ART interruptions are non-inferior to cART in retention of immune reconstitution; however, short interruptions did not lead to a greater rate of resistance mutations or adverse events than cART suggesting that this regimen may be more forgiving than NNRTIs if interruptions in therapy occur.ClinicalTrials.gov NCT00100646.

  9. Detecting Nonlinear Oscillations in Broadband Signals

    Czech Academy of Sciences Publication Activity Database

    Vejmelka, Martin; Paluš, Milan

    2009-01-01

    Roč. 19, - (2009), 1015114-1-1015114-7 ISSN 1054-1500 R&D Projects: GA MŠk 7E08027 EU Projects: European Commission(XE) 200728 - BRAINSYNC Institutional research plan: CEZ:AV0Z10300504 Keywords : nonlinear dynamical systems * oscillations * random processes * time series analysis * EEG Subject RIV: FH - Neurology Impact factor: 1.795, year: 2009

  10. Scaling behaviour of randomly alternating surface growth processes

    International Nuclear Information System (INIS)

    Raychaudhuri, Subhadip; Shapir, Yonathan

    2002-01-01

    The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given distribution functions. We analytically address processes in which the two primary processes are linear and extend the conclusions to nonlinear processes as well. The growth scaling exponent of the average roughness with the number of applications is found to be determined by the long time tail of the distribution functions. For processes in which both mean application times are finite, the scaling behaviour follows that of the corresponding cyclical process in which the uniform application time of each primary process is given by its mean. If the distribution functions decay with a small enough power law for the mean application times to diverge, the growth exponent is found to depend continuously on this power-law exponent. In contrast, the roughness exponent does not depend on the timing of the applications. The analytical results are supported by numerical simulations of various pairs of primary processes and with different distribution functions. Self-affine surfaces grown by two randomly alternating processes are common in nature (e.g., due to randomly changing weather conditions) and in man-made devices such as rechargeable batteries

  11. Evaluating the impact of continuous quality improvement methods at hospitals in Tanzania: a cluster-randomized trial.

    Science.gov (United States)

    Kamiya, Yusuke; Ishijma, Hisahiro; Hagiwara, Akiko; Takahashi, Shizu; Ngonyani, Henook A M; Samky, Eleuter

    2017-02-01

    To evaluate the impact of implementing continuous quality improvement (CQI) methods on patient's experiences and satisfaction in Tanzania. Cluster-randomized trial, which randomly allocated district-level hospitals into treatment group and control group, was conducted. Sixteen district-level hospitals in Kilimanjaro and Manyara regions of Tanzania. Outpatient exit surveys targeting totally 3292 individuals, 1688 in the treatment and 1604 in the control group, from 3 time-points between September 2011 and September 2012. Implementation of the 5S (Sort, Set, Shine, Standardize, Sustain) approach as a CQI method at outpatient departments over 12 months. Cleanliness, waiting time, patient's experience, patient's satisfaction. The 5S increased cleanliness in the outpatient department, patients' subjective waiting time and overall satisfaction. However, negligible effects were confirmed for patient's experiences on hospital staff behaviours. The 5S as a CQI method is effective in enhancing hospital environment and service delivery; that are subjectively assessed by outpatients even during the short intervention period. Nevertheless, continuous efforts will be needed to connect CQI practices with the further improvement in the delivery of quality health care. © The Author 2016. Published by Oxford University Press in association with the International Society for Quality in Health Care. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com

  12. Time Variance of the Suspension Nonlinearity

    DEFF Research Database (Denmark)

    Agerkvist, Finn T.; Pedersen, Bo Rohde

    2008-01-01

    but recovers quickly. The the high power and long term measurements affect the non-linearity of the speaker, by incresing the compliance value for all values of displacement. This level dependency is validated with distortion measurements and it is demonstrated how improved accuracy of the non-linear model can...

  13. Nonlinear problems in fluid dynamics and inverse scattering: Nonlinear waves and inverse scattering

    Science.gov (United States)

    Ablowitz, Mark J.

    1994-12-01

    Research investigations involving the fundamental understanding and applications of nonlinear wave motion and related studies of inverse scattering and numerical computation have been carried out and a number of significant results have been obtained. A class of nonlinear wave equations which can be solved by the inverse scattering transform (IST) have been studied, including the Kadaomtsev-Petviashvili (KP) equation, the Davey-Stewartson equation, and the 2+1 Toda system. The solutions obtained by IST correspond to the Cauchy initial value problem with decaying initial data. We have also solved two important systems via the IST method: a 'Volterra' system in 2+1 dimensions and a new one dimensional nonlinear equation which we refer to as the Toda differential-delay equation. Research in computational chaos in moderate to long time numerical simulations continues.

  14. A continuous-time/discrete-time mixed audio-band sigma delta ADC

    International Nuclear Information System (INIS)

    Liu Yan; Hua Siliang; Wang Donghui; Hou Chaohuan

    2011-01-01

    This paper introduces a mixed continuous-time/discrete-time, single-loop, fourth-order, 4-bit audio-band sigma delta ADC that combines the benefits of continuous-time and discrete-time circuits, while mitigating the challenges associated with continuous-time design. Measurement results show that the peak SNR of this ADC reaches 100 dB and the total power consumption is less than 30 mW. (semiconductor integrated circuits)

  15. A spatial error model with continuous random effects and an application to growth convergence

    Science.gov (United States)

    Laurini, Márcio Poletti

    2017-10-01

    We propose a spatial error model with continuous random effects based on Matérn covariance functions and apply this model for the analysis of income convergence processes (β -convergence). The use of a model with continuous random effects permits a clearer visualization and interpretation of the spatial dependency patterns, avoids the problems of defining neighborhoods in spatial econometrics models, and allows projecting the spatial effects for every possible location in the continuous space, circumventing the existing aggregations in discrete lattice representations. We apply this model approach to analyze the economic growth of Brazilian municipalities between 1991 and 2010 using unconditional and conditional formulations and a spatiotemporal model of convergence. The results indicate that the estimated spatial random effects are consistent with the existence of income convergence clubs for Brazilian municipalities in this period.

  16. Continuous equilibrium scores: factoring in the time before a fall.

    Science.gov (United States)

    Wood, Scott J; Reschke, Millard F; Owen Black, F

    2012-07-01

    The equilibrium (EQ) score commonly used in computerized dynamic posturography is normalized between 0 and 100, with falls assigned a score of 0. The resulting mixed discrete-continuous distribution limits certain statistical analyses and treats all trials with falls equally. We propose a simple modification of the formula in which peak-to-peak sway data from trials with falls is scaled according the percent of the trial completed to derive a continuous equilibrium (cEQ) score. The cEQ scores for trials without falls remain unchanged from the original methodology. The cEQ factors in the time before a fall and results in a continuous variable retaining the central tendencies of the original EQ distribution. A random set of 5315 Sensory Organization Test trials were pooled that included 81 falls. A comparison of the original and cEQ distributions and their rank ordering demonstrated that trials with falls continue to constitute the lower range of scores with the cEQ methodology. The area under the receiver operating characteristic curve (0.997) demonstrates that the cEQ retained near-perfect discrimination between trials with and without falls. We conclude that the cEQ score provides the ability to discriminate between ballistic falls from falls that occur later in the trial. This approach of incorporating time and sway magnitude can be easily extended to enhance other balance tests that include fall data or incomplete trials. Copyright © 2012 Elsevier B.V. All rights reserved.

  17. Breaking Computational Barriers: Real-time Analysis and Optimization with Large-scale Nonlinear Models via Model Reduction

    Energy Technology Data Exchange (ETDEWEB)

    Carlberg, Kevin Thomas [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; Drohmann, Martin [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; Tuminaro, Raymond S. [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Computational Mathematics; Boggs, Paul T. [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; Ray, Jaideep [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; van Bloemen Waanders, Bart Gustaaf [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Optimization and Uncertainty Estimation

    2014-10-01

    -model errors. This enables ROMs to be rigorously incorporated in uncertainty-quantification settings, as the error model can be treated as a source of epistemic uncertainty. This work was completed as part of a Truman Fellowship appointment. We note that much additional work was performed as part of the Fellowship. One salient project is the development of the Trilinos-based model-reduction software module Razor , which is currently bundled with the Albany PDE code and currently allows nonlinear reduced-order models to be constructed for any application supported in Albany. Other important projects include the following: 1. ROMES-equipped ROMs for Bayesian inference: K. Carlberg, M. Drohmann, F. Lu (Lawrence Berkeley National Laboratory), M. Morzfeld (Lawrence Berkeley National Laboratory). 2. ROM-enabled Krylov-subspace recycling: K. Carlberg, V. Forstall (University of Maryland), P. Tsuji, R. Tuminaro. 3. A pseudo balanced POD method using only dual snapshots: K. Carlberg, M. Sarovar. 4. An analysis of discrete v. continuous optimality in nonlinear model reduction: K. Carlberg, M. Barone, H. Antil (George Mason University). Journal articles for these projects are in progress at the time of this writing.

  18. Transient modeling of non-Fickian transport and first-order reaction using continuous time random walk

    Science.gov (United States)

    Burnell, Daniel K.; Hansen, Scott K.; Xu, Jie

    2017-09-01

    Contaminants in groundwater may experience a broad spectrum of velocities and multiple rates of mass transfer between mobile and immobile zones during transport. These conditions may lead to non-Fickian plume evolution which is not well described by the advection-dispersion equation (ADE). Simultaneously, many groundwater contaminants are degraded by processes that may be modeled as first-order decay. It is now known that non-Fickian transport and reaction are intimately coupled, with reaction affecting the transport operator. However, closed-form solutions for these important scenarios have not been published for use in applications. In this paper, we present four new Green's function analytic solutions in the uncoupled, uncorrelated continuous time random walk (CTRW) framework for reactive non-Fickian transport, corresponding to the quartet of conservative tracer solutions presented by Kreft and Zuber (1978) for Fickian transport. These consider pulse injection for both resident and flux concentration combined with detection in both resident and flux concentration. A pair of solutions for resident concentration temporal pulses with detection in both flux and resident concentration is also presented. We also derive the relationship between flux and resident concentration for non-Fickian transport with first-order reaction for this CTRW formulation. An explicit discussion of employment of the new solutions to model transport with arbitrary upgradient boundary conditions as well as mobile-immobile mass transfer is then presented. Using the new solutions, we show that first-order reaction has no effect on the anomalous spatial spreading rate of concentration profiles, but produces breakthrough curves at fixed locations that appear to have been generated by Fickian transport. Under the assumption of a Pareto CTRW transition distribution, we present a variety of numerical simulations including results showing coherence of our analytic solutions and CTRW particle

  19. Research on Adaptive Neural Network Control System Based on Nonlinear U-Model with Time-Varying Delay

    Directory of Open Access Journals (Sweden)

    Fengxia Xu

    2014-01-01

    Full Text Available U-model can approximate a large class of smooth nonlinear time-varying delay system to any accuracy by using time-varying delay parameters polynomial. This paper proposes a new approach, namely, U-model approach, to solving the problems of analysis and synthesis for nonlinear systems. Based on the idea of discrete-time U-model with time-varying delay, the identification algorithm of adaptive neural network is given for the nonlinear model. Then, the controller is designed by using the Newton-Raphson formula and the stability analysis is given for the closed-loop nonlinear systems. Finally, illustrative examples are given to show the validity and applicability of the obtained results.

  20. Nonlinear detection of disordered voice productions from short time series based on a Volterra-Wiener-Korenberg model

    Energy Technology Data Exchange (ETDEWEB)

    Zhang Yu, E-mail: yuzhang@xmu.edu.cn [Key Laboratory of Underwater Acoustic Communication and Marine Information Technology of the Ministry of Education, Xiamen University, Xiamen Fujian 361005 (China); Sprecher, Alicia J. [Department of Surgery, Division of Otolaryngology - Head and Neck Surgery, University of Wisconsin School of Medicine and Public Health, Madison, WI 53792-7375 (United States); Zhao Zongxi [Key Laboratory of Underwater Acoustic Communication and Marine Information Technology of the Ministry of Education, Xiamen University, Xiamen Fujian 361005 (China); Jiang, Jack J. [Department of Surgery, Division of Otolaryngology - Head and Neck Surgery, University of Wisconsin School of Medicine and Public Health, Madison, WI 53792-7375 (United States)

    2011-09-15

    Highlights: > The VWK method effectively detects the nonlinearity of a discrete map. > The method describes the chaotic time series of a biomechanical vocal fold model. > Nonlinearity in laryngeal pathology is detected from short and noisy time series. - Abstract: In this paper, we apply the Volterra-Wiener-Korenberg (VWK) model method to detect nonlinearity in disordered voice productions. The VWK method effectively describes the nonlinearity of a third-order nonlinear map. It allows for the analysis of short and noisy data sets. The extracted VWK model parameters show an agreement with the original nonlinear map parameters. Furthermore, the VWK mode method is applied to successfully assess the nonlinearity of a biomechanical voice production model simulating irregular vibratory dynamics of vocal folds with a unilateral vocal polyp. Finally, we show the clinical applicability of this nonlinear detection method to analyze the electroglottographic data generated by 14 patients with vocal nodules or polyps. The VWK model method shows potential in describing the nonlinearity inherent in disordered voice productions from short and noisy time series that are common in the clinical setting.

  1. Nonlinear detection of disordered voice productions from short time series based on a Volterra-Wiener-Korenberg model

    International Nuclear Information System (INIS)

    Zhang Yu; Sprecher, Alicia J.; Zhao Zongxi; Jiang, Jack J.

    2011-01-01

    Highlights: → The VWK method effectively detects the nonlinearity of a discrete map. → The method describes the chaotic time series of a biomechanical vocal fold model. → Nonlinearity in laryngeal pathology is detected from short and noisy time series. - Abstract: In this paper, we apply the Volterra-Wiener-Korenberg (VWK) model method to detect nonlinearity in disordered voice productions. The VWK method effectively describes the nonlinearity of a third-order nonlinear map. It allows for the analysis of short and noisy data sets. The extracted VWK model parameters show an agreement with the original nonlinear map parameters. Furthermore, the VWK mode method is applied to successfully assess the nonlinearity of a biomechanical voice production model simulating irregular vibratory dynamics of vocal folds with a unilateral vocal polyp. Finally, we show the clinical applicability of this nonlinear detection method to analyze the electroglottographic data generated by 14 patients with vocal nodules or polyps. The VWK model method shows potential in describing the nonlinearity inherent in disordered voice productions from short and noisy time series that are common in the clinical setting.

  2. Optimal redundant systems for works with random processing time

    International Nuclear Information System (INIS)

    Chen, M.; Nakagawa, T.

    2013-01-01

    This paper studies the optimal redundant policies for a manufacturing system processing jobs with random working times. The redundant units of the parallel systems and standby systems are subject to stochastic failures during the continuous production process. First, a job consisting of only one work is considered for both redundant systems and the expected cost functions are obtained. Next, each redundant system with a random number of units is assumed for a single work. The expected cost functions and the optimal expected numbers of units are derived for redundant systems. Subsequently, the production processes of N tandem works are introduced for parallel and standby systems, and the expected cost functions are also summarized. Finally, the number of works is estimated by a Poisson distribution for the parallel and standby systems. Numerical examples are given to demonstrate the optimization problems of redundant systems

  3. Estimation of time delay and wavelength shift for highly nonlinear multilayer waveguide by using time transformation approach

    Science.gov (United States)

    Chatterjee, Roshmi; Basu, Mousumi

    2018-02-01

    The well known time transformation method is used here to derive the temporal and spectral electric field distribution at the output end of a multilayer waveguide which consists of different layers of Kerr nonlinear media. A highly nonlinear CS 3-68 glass is considered as one of the materials of the waveguide which mainly comprises of different chalcogenide glass layers. The results indicate that there is sufficient time delay as well as frequency shift between the input and output pulses which is associated with the phenomenon of adiabatic wavelength conversion (AWC). Depending on different arrangements of materials, the time delay and frequency shift can be changed. As a result an input pulse in visible green region can be blue-shifted or red-shifted according to the choices of refractive index of the non-dispersive Kerr nonlinear media. The results show that under certain conditions the input pulse is broadened or compressed for different combinations of materials. This process of AWC also includes the variation of temporal and spectral phase, time delay, temporal peak power etc. For different input pulse shapes the change in time delay is also presented. The study may be useful to find applications of AWC in optical resonators or optical signal processing to be applicable to different photonic devices.

  4. Efficient continuous-wave nonlinear frequency conversion in high-Q gallium nitride photonic crystal cavities on silicon

    Directory of Open Access Journals (Sweden)

    Mohamed Sabry Mohamed

    2017-03-01

    Full Text Available We report on nonlinear frequency conversion from the telecom range via second harmonic generation (SHG and third harmonic generation (THG in suspended gallium nitride slab photonic crystal (PhC cavities on silicon, under continuous-wave resonant excitation. Optimized two-dimensional PhC cavities with augmented far-field coupling have been characterized with quality factors as high as 4.4 × 104, approaching the computed theoretical values. The strong enhancement in light confinement has enabled efficient SHG, achieving a normalized conversion efficiency of 2.4 × 10−3 W−1, as well as simultaneous THG. SHG emission power of up to 0.74 nW has been detected without saturation. The results herein validate the suitability of gallium nitride for integrated nonlinear optical processing.

  5. Multigrid techniques for nonlinear eigenvalue probems: Solutions of a nonlinear Schroedinger eigenvalue problem in 2D and 3D

    Science.gov (United States)

    Costiner, Sorin; Taasan, Shlomo

    1994-01-01

    This paper presents multigrid (MG) techniques for nonlinear eigenvalue problems (EP) and emphasizes an MG algorithm for a nonlinear Schrodinger EP. The algorithm overcomes the mentioned difficulties combining the following techniques: an MG projection coupled with backrotations for separation of solutions and treatment of difficulties related to clusters of close and equal eigenvalues; MG subspace continuation techniques for treatment of the nonlinearity; an MG simultaneous treatment of the eigenvectors at the same time with the nonlinearity and with the global constraints. The simultaneous MG techniques reduce the large number of self consistent iterations to only a few or one MG simultaneous iteration and keep the solutions in a right neighborhood where the algorithm converges fast.

  6. Neural networks in continuous optical media

    International Nuclear Information System (INIS)

    Anderson, D.Z.

    1987-01-01

    The authors' interest is to see to what extent neural models can be implemented using continuous optical elements. Thus these optical networks represent a continuous distribution of neuronlike processors rather than a discrete collection. Most neural models have three characteristic features: interconnections; adaptivity; and nonlinearity. In their optical representation the interconnections are implemented with linear one- and two-port optical elements such as lenses and holograms. Real-time holographic media allow these interconnections to become adaptive. The nonlinearity is achieved with gain, for example, from two-beam coupling in photorefractive media or a pumped dye medium. Using these basic optical elements one can in principle construct continuous representations of a number of neural network models. The authors demonstrated two devices based on continuous optical elements: an associative memory which recalls an entire object when addressed with a partial object and a tracking novelty filter which identifies time-dependent features in an optical scene. These devices demonstrate the potential of distributed optical elements to implement more formal models of neural networks

  7. Higher-Order Spectrum in Understanding Nonlinearity in EEG Rhythms

    Directory of Open Access Journals (Sweden)

    Cauchy Pradhan

    2012-01-01

    Full Text Available The fundamental nature of the brain's electrical activities recorded as electroencephalogram (EEG remains unknown. Linear stochastic models and spectral estimates are the most common methods for the analysis of EEG because of their robustness, simplicity of interpretation, and apparent association with rhythmic behavioral patterns in nature. In this paper, we extend the use of higher-order spectrum in order to indicate the hidden characteristics of EEG signals that simply do not arise from random processes. The higher-order spectrum is an extension Fourier spectrum that uses higher moments for spectral estimates. This essentially nullifies all Gaussian random effects, therefore, can reveal non-Gaussian and nonlinear characteristics in the complex patterns of EEG time series. The paper demonstrates the distinguishing features of bispectral analysis for chaotic systems, filtered noises, and normal background EEG activity. The bispectrum analysis detects nonlinear interactions; however, it does not quantify the coupling strength. The squared bicoherence in the nonredundant region has been estimated to demonstrate nonlinear coupling. The bicoherence values are minimal for white Gaussian noises (WGNs and filtered noises. Higher bicoherence values in chaotic time series and normal background EEG activities are indicative of nonlinear coupling in these systems. The paper shows utility of bispectral methods as an analytical tool in understanding neural process underlying human EEG patterns.

  8. On the synchronization of neural networks containing time-varying delays and sector nonlinearity

    International Nuclear Information System (INIS)

    Yan, J.-J.; Lin, J.-S.; Hung, M.-L.; Liao, T.-L.

    2007-01-01

    We present a systematic design procedure for synchronization of neural networks subject to time-varying delays and sector nonlinearity in the control input. Based on the drive-response concept and the Lyapunov stability theorem, a memoryless decentralized control law is proposed which guarantees exponential synchronization even when input nonlinearity is present. The supplementary requirement that the time-derivative of time-varying delays must be smaller than one is released for the proposed control scheme. A four-dimensional Hopfield neural network with time-varying delays is presented as the illustrative example to demonstrate the effectiveness of the proposed synchronization scheme

  9. Stochastic Dominance under the Nonlinear Expected Utilities

    Directory of Open Access Journals (Sweden)

    Xinling Xiao

    2014-01-01

    Full Text Available In 1947, von Neumann and Morgenstern introduced the well-known expected utility and the related axiomatic system (see von Neumann and Morgenstern (1953. It is widely used in economics, for example, financial economics. But the well-known Allais paradox (see Allais (1979 shows that the linear expected utility has some limitations sometimes. Because of this, Peng proposed a concept of nonlinear expected utility (see Peng (2005. In this paper we propose a concept of stochastic dominance under the nonlinear expected utilities. We give sufficient conditions on which a random choice X stochastically dominates a random choice Y under the nonlinear expected utilities. We also provide sufficient conditions on which a random choice X strictly stochastically dominates a random choice Y under the sublinear expected utilities.

  10. Closed form solutions of two time fractional nonlinear wave equations

    Directory of Open Access Journals (Sweden)

    M. Ali Akbar

    2018-06-01

    Full Text Available In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G′/G-expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics. Keywords: Traveling wave solution, Soliton, Generalized (G′/G-expansion method, Time fractional Duffing equation, Time fractional Riccati equation

  11. Evaluating Noise Sensitivity on the Time Series Determination of Lyapunov Exponents Applied to the Nonlinear Pendulum

    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.

  12. Symmetric and arbitrarily high-order Birkhoff-Hermite time integrators and their long-time behaviour for solving nonlinear Klein-Gordon equations

    Science.gov (United States)

    Liu, Changying; Iserles, Arieh; Wu, Xinyuan

    2018-03-01

    The Klein-Gordon equation with nonlinear potential occurs in a wide range of application areas in science and engineering. Its computation represents a major challenge. The main theme of this paper is the construction of symmetric and arbitrarily high-order time integrators for the nonlinear Klein-Gordon equation by integrating Birkhoff-Hermite interpolation polynomials. To this end, under the assumption of periodic boundary conditions, we begin with the formulation of the nonlinear Klein-Gordon equation as an abstract second-order ordinary differential equation (ODE) and its operator-variation-of-constants formula. We then derive a symmetric and arbitrarily high-order Birkhoff-Hermite time integration formula for the nonlinear abstract ODE. Accordingly, the stability, convergence and long-time behaviour are rigorously analysed once the spatial differential operator is approximated by an appropriate positive semi-definite matrix, subject to suitable temporal and spatial smoothness. A remarkable characteristic of this new approach is that the requirement of temporal smoothness is reduced compared with the traditional numerical methods for PDEs in the literature. Numerical results demonstrate the advantage and efficiency of our time integrators in comparison with the existing numerical approaches.

  13. Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System

    Directory of Open Access Journals (Sweden)

    Wuyang Cheng

    2014-01-01

    Full Text Available We develop a random financial time series model of stock market by one of statistical physics systems, the stochastic contact interacting system. Contact process is a continuous time Markov process; one interpretation of this model is as a model for the spread of an infection, where the epidemic spreading mimics the interplay of local infections and recovery of individuals. From this financial model, we study the statistical behaviors of return time series, and the corresponding behaviors of returns for Shanghai Stock Exchange Composite Index (SSECI and Hang Seng Index (HSI are also comparatively studied. Further, we investigate the Zipf distribution and multifractal phenomenon of returns and price changes. Zipf analysis and MF-DFA analysis are applied to investigate the natures of fluctuations for the stock market.

  14. The Photoplethismographic Signal Processed with Nonlinear Time Series Analysis Tools

    International Nuclear Information System (INIS)

    Hernandez Caceres, Jose Luis; Hong, Rolando; Garcia Lanz, Abel; Garcia Dominguez, Luis; Cabannas, Karelia

    2001-01-01

    Finger photoplethismography (PPG) signals were submitted to nonlinear time series analysis. The applied analytical techniques were: (i) High degree polynomial fitting for baseline estimation; (ii) FFT analysis for estimating power spectra; (iii) fractal dimension estimation via the Higuchi's time-domain method, and (iv) kernel nonparametric estimation for reconstructing noise free-attractors and also for estimating signal's stochastic components

  15. Soliton solutions of some nonlinear evolution equations with time ...

    Indian Academy of Sciences (India)

    Abstract. In this paper, we obtain exact soliton solutions of the modified KdV equation, inho- mogeneous nonlinear Schrödinger equation and G(m, n) equation with variable coefficients using solitary wave ansatz. The constraint conditions among the time-dependent coefficients turn out as necessary conditions for the ...

  16. Numerical Simulation of Entropy Growth for a Nonlinear Evolutionary Model of Random Markets

    Directory of Open Access Journals (Sweden)

    Mahdi Keshtkar

    2016-01-01

    Full Text Available In this communication, the generalized continuous economic model for random markets is revisited. In this model for random markets, agents trade by pairs and exchange their money in a random and conservative way. They display the exponential wealth distribution as asymptotic equilibrium, independently of the effectiveness of the transactions and of the limitation of the total wealth. In the current work, entropy of mentioned model is defined and then some theorems on entropy growth of this evolutionary problem are given. Furthermore, the entropy increasing by simulation on some numerical examples is verified.

  17. A tightly-coupled domain-decomposition approach for highly nonlinear stochastic multiphysics systems

    Energy Technology Data Exchange (ETDEWEB)

    Taverniers, Søren; Tartakovsky, Daniel M., E-mail: dmt@ucsd.edu

    2017-02-01

    Multiphysics simulations often involve nonlinear components that are driven by internally generated or externally imposed random fluctuations. When used with a domain-decomposition (DD) algorithm, such components have to be coupled in a way that both accurately propagates the noise between the subdomains and lends itself to a stable and cost-effective temporal integration. We develop a conservative DD approach in which tight coupling is obtained by using a Jacobian-free Newton–Krylov (JfNK) method with a generalized minimum residual iterative linear solver. This strategy is tested on a coupled nonlinear diffusion system forced by a truncated Gaussian noise at the boundary. Enforcement of path-wise continuity of the state variable and its flux, as opposed to continuity in the mean, at interfaces between subdomains enables the DD algorithm to correctly propagate boundary fluctuations throughout the computational domain. Reliance on a single Newton iteration (explicit coupling), rather than on the fully converged JfNK (implicit) coupling, may increase the solution error by an order of magnitude. Increase in communication frequency between the DD components reduces the explicit coupling's error, but makes it less efficient than the implicit coupling at comparable error levels for all noise strengths considered. Finally, the DD algorithm with the implicit JfNK coupling resolves temporally-correlated fluctuations of the boundary noise when the correlation time of the latter exceeds some multiple of an appropriately defined characteristic diffusion time.

  18. Nonlinear Time Reversal Acoustic Method of Friction Stir Weld Assessment, Phase I

    Data.gov (United States)

    National Aeronautics and Space Administration — The goal of the project is demonstration of the feasibility of Friction Stir Weld (FSW) assessment by novel Nonlinear Time Reversal Acoustic (TRA) method. Time...

  19. Convergence Guaranteed Nonlinear Constraint Model Predictive Control via I/O Linearization

    Directory of Open Access Journals (Sweden)

    Xiaobing Kong

    2013-01-01

    Full Text Available Constituting reliable optimal solution is a key issue for the nonlinear constrained model predictive control. Input-output feedback linearization is a popular method in nonlinear control. By using an input-output feedback linearizing controller, the original linear input constraints will change to nonlinear constraints and sometimes the constraints are state dependent. This paper presents an iterative quadratic program (IQP routine on the continuous-time system. To guarantee its convergence, another iterative approach is incorporated. The proposed algorithm can reach a feasible solution over the entire prediction horizon. Simulation results on both a numerical example and the continuous stirred tank reactors (CSTR demonstrate the effectiveness of the proposed method.

  20. Stability analysis of embedded nonlinear predictor neural generalized predictive controller

    Directory of Open Access Journals (Sweden)

    Hesham F. Abdel Ghaffar

    2014-03-01

    Full Text Available Nonlinear Predictor-Neural Generalized Predictive Controller (NGPC is one of the most advanced control techniques that are used with severe nonlinear processes. In this paper, a hybrid solution from NGPC and Internal Model Principle (IMP is implemented to stabilize nonlinear, non-minimum phase, variable dead time processes under high disturbance values over wide range of operation. Also, the superiority of NGPC over linear predictive controllers, like GPC, is proved for severe nonlinear processes over wide range of operation. The necessary conditions required to stabilize NGPC is derived using Lyapunov stability analysis for nonlinear processes. The NGPC stability conditions and improvement in disturbance suppression are verified by both simulation using Duffing’s nonlinear equation and real-time using continuous stirred tank reactor. Up to our knowledge, the paper offers the first hardware embedded Neural GPC which has been utilized to verify NGPC–IMP improvement in realtime.

  1. Estimation of Nonlinear Functions of State Vector for Linear Systems with Time-Delays and Uncertainties

    Directory of Open Access Journals (Sweden)

    Il Young Song

    2015-01-01

    Full Text Available This paper focuses on estimation of a nonlinear function of state vector (NFS in discrete-time linear systems with time-delays and model uncertainties. The NFS represents a multivariate nonlinear function of state variables, which can indicate useful information of a target system for control. The optimal nonlinear estimator of an NFS (in mean square sense represents a function of the receding horizon estimate and its error covariance. The proposed receding horizon filter represents the standard Kalman filter with time-delays and special initial horizon conditions described by the Lyapunov-like equations. In general case to calculate an optimal estimator of an NFS we propose using the unscented transformation. Important class of polynomial NFS is considered in detail. In the case of polynomial NFS an optimal estimator has a closed-form computational procedure. The subsequent application of the proposed receding horizon filter and nonlinear estimator to a linear stochastic system with time-delays and uncertainties demonstrates their effectiveness.

  2. Continuous-time quantum walks on star graphs

    International Nuclear Information System (INIS)

    Salimi, S.

    2009-01-01

    In this paper, we investigate continuous-time quantum walk on star graphs. It is shown that quantum central limit theorem for a continuous-time quantum walk on star graphs for N-fold star power graph, which are invariant under the quantum component of adjacency matrix, converges to continuous-time quantum walk on K 2 graphs (complete graph with two vertices) and the probability of observing walk tends to the uniform distribution.

  3. Aerodynamic Modeling of NREL 5-MW Wind Turbine for Nonlinear Control System Design: A Case Study Based on Real-Time Nonlinear Receding Horizon Control

    Directory of Open Access Journals (Sweden)

    Pedro A. Galvani

    2016-08-01

    Full Text Available The work presented in this paper has two major aspects: (i investigation of a simple, yet efficient model of the NREL (National Renewable Energy Laboratory 5-MW reference wind turbine; (ii nonlinear control system development through a real-time nonlinear receding horizon control methodology with application to wind turbine control dynamics. In this paper, the results of our simple wind turbine model and a real-time nonlinear control system implementation are shown in comparison with conventional control methods. For this purpose, the wind turbine control problem is converted into an optimization problem and is directly solved by the nonlinear backwards sweep Riccati method to generate the control protocol, which results in a non-iterative algorithm. One main contribution of this paper is that we provide evidence through simulations, that such an advanced control strategy can be used for real-time control of wind turbine dynamics. Examples are provided to validate and demonstrate the effectiveness of the presented scheme.

  4. Beam-beam interaction and Pacman effects in the SSC with random nonlinear multipoles

    International Nuclear Information System (INIS)

    Goderre, G.P.; Ohnuma, S.

    1988-01-01

    In order to find the combined effects of beam-beam interaction (head-on and long-range) and random nonlinear multipoles in dipole magnets, transverse tunes and smears have been calculated as a function of oscillation amplitudes. Two types of particles, ''regular'' and ''Pacman,'' have been investigated using a modified version of tracking code TEAPOT. Regular particles experience beam-beam interactions in all four interaction regions (IR's), both head-on and long range, while pacman particles interact with bunches of the other beam in one medium-beta and one low-beta IR's only. The model for the beam-beam interaction is of weak-strong type and the strong beam is assumed to have a round Gaussian charge distribution. Furthermore, it is assumed that the vertical closed orbit deviation arising from the finite crossing angle of 70 μrad is perfectly compensated for regular particles. The same compensation applied to pacman particles creates a closed orbit distortion. Linear tunes are adjusted for regular particles to the design values but there are no nonlinear corrections except for chromaticity correcting sextupoles in two families. Results obtained in this study do not show any reduction of dynamic or linear aperture for pacman particles but some doubts exist regarding the validity of defining the linear aperture from the smear alone. Preliminary results are given for regular particles when (Δp/p) is modulated by the synchrotron oscillation. For these, fifty oscillations corresponding to 26,350 revolutions have been tracked. A very slow increase in the horizontal amplitude, /approximately/4 /times/ 10/sup /minus/4//oscillation (relative), is a possibility but this should be confirmed by trackings of larger number of revolutions. 11 refs., 18 figs., 2 tabs

  5. Weakly nonlinear dispersion and stop-band effects for periodic structures

    DEFF Research Database (Denmark)

    Sorokin, Vladislav; Thomsen, Jon Juel

    of frequency band-gaps, i.e. frequency ranges in which elastic waves cannot propagate. Most existing analytical methods in the field are based on Floquet theory [1]; e.g. this holds for the classical Hill’s method of infinite determinants [1,2], and themethod of space-harmonics [3]. However, application...... of these methods for studying nonlinear problems isimpossible or cumbersome, since Floquet theory is applicable only for linear systems. Thus the nonlinear effects for periodic structures are not yet fully uncovered, while at the same time applications may demand effects of nonlinearity on structural response...... to be accounted for.The paper deals with analytically predicting dynamic response for nonlinear elastic structures with a continuous periodic variation in structural properties. Specifically, for a Bernoulli-Euler beam with aspatially continuous modulation of structural properties in the axial direction...

  6. Multivariate normal maximum likelihood with both ordinal and continuous variables, and data missing at random.

    Science.gov (United States)

    Pritikin, Joshua N; Brick, Timothy R; Neale, Michael C

    2018-04-01

    A novel method for the maximum likelihood estimation of structural equation models (SEM) with both ordinal and continuous indicators is introduced using a flexible multivariate probit model for the ordinal indicators. A full information approach ensures unbiased estimates for data missing at random. Exceeding the capability of prior methods, up to 13 ordinal variables can be included before integration time increases beyond 1 s per row. The method relies on the axiom of conditional probability to split apart the distribution of continuous and ordinal variables. Due to the symmetry of the axiom, two similar methods are available. A simulation study provides evidence that the two similar approaches offer equal accuracy. A further simulation is used to develop a heuristic to automatically select the most computationally efficient approach. Joint ordinal continuous SEM is implemented in OpenMx, free and open-source software.

  7. Time-domain simulation and nonlinear analysis on ride performance of four-wheel vehicles

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Y S; He, H; Geng, A L [School of Automobile and Traffic Engineering, Liaoning University of Technology, Jinzhou 121001 (China)], E-mail: jzwbt@163.com

    2008-02-15

    A nonlinear dynamic model with eight DOFs of a four-wheel vehicle is established in this paper. After detaching the nonlinear characteristics of the leaf springs and shock absorbers, the multi-step linearizing method is used to simulate the vehicle vibration in time domain, under a correlated four-wheel road roughness model. Experimental verifications suggest that the newly built vehicle model and simulation procedure are reasonable and feasible to be used in vehicle vibration analysis. Furthermore, some nonlinear factors of the leaf springs and shock absorbers, which affect the vehicle ride performance (or comfort), are investigated under different vehicle running speeds. Some substaintial rules of the nonlinear vehicle vibrations are revealed in this paper.

  8. Time-domain simulation and nonlinear analysis on ride performance of four-wheel vehicles

    International Nuclear Information System (INIS)

    Wang, Y S; He, H; Geng, A L

    2008-01-01

    A nonlinear dynamic model with eight DOFs of a four-wheel vehicle is established in this paper. After detaching the nonlinear characteristics of the leaf springs and shock absorbers, the multi-step linearizing method is used to simulate the vehicle vibration in time domain, under a correlated four-wheel road roughness model. Experimental verifications suggest that the newly built vehicle model and simulation procedure are reasonable and feasible to be used in vehicle vibration analysis. Furthermore, some nonlinear factors of the leaf springs and shock absorbers, which affect the vehicle ride performance (or comfort), are investigated under different vehicle running speeds. Some substaintial rules of the nonlinear vehicle vibrations are revealed in this paper

  9. Defect solitons in saturable nonlinearity media with parity-time symmetric optical lattices

    Energy Technology Data Exchange (ETDEWEB)

    Hu, Sumei [Department of Physics, Guangdong University of Petrochemical Technology, Maoming 525000 (China); Laboratory of Nanophotonic Functional Materials and Devices, South China Normal University, Guangzhou 510631 (China); Hu, Wei, E-mail: huwei@scnu.edu.cn [Laboratory of Nanophotonic Functional Materials and Devices, South China Normal University, Guangzhou 510631 (China)

    2013-11-15

    We reported the existence and stability of defect solitons in saturable nonlinearity media with parity-time (PT) symmetric optical lattices. Families of fundamental and dipole solitons are found in the semi-infinite gap and the first gap. The power of solitons increases with the increasing of the propagation constant and saturation parameter. The existence areas of fundamental and dipole solitons shrink with the growth of saturation parameter. The instability of dipole solitons for positive and no defect induced by the imaginary part of PT symmetric potentials can be suppressed by the saturation nonlinearity, but for negative defect it cannot be suppressed by the saturation nonlinearity.

  10. Nonlinear time heteronymous damping in nonlinear parametric planetary systems

    Czech Academy of Sciences Publication Activity Database

    Hortel, Milan; Škuderová, Alena

    2014-01-01

    Roč. 225, č. 7 (2014), s. 2059-2073 ISSN 0001-5970 Institutional support: RVO:61388998 Keywords : nonlinear dynamics * planetary systems * heteronymous damping Subject RIV: JT - Propulsion, Motors ; Fuels Impact factor: 1.465, year: 2014

  11. Scaling behaviour of randomly alternating surface growth processes

    CERN Document Server

    Raychaudhuri, S

    2002-01-01

    The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given distribution functions. We analytically address processes in which the two primary processes are linear and extend the conclusions to nonlinear processes as well. The growth scaling exponent of the average roughness with the number of applications is found to be determined by the long time tail of the distribution functions. For processes in which both mean application times are finite, the scaling behaviour follows that of the corresponding cyclical process in which the uniform application time of each primary process is given by its mean. If the distribution functions decay with a small enough power law for the mean application times to diverge, the growth exponent is found to depend continuously on this power-law exponent. In contrast, the roughness exponent does not depe...

  12. Nonlinear Stability of ρ-Functional Equations in Latticetic Random Banach Lattice Spaces

    Directory of Open Access Journals (Sweden)

    Mohammad Maleki V.

    2018-02-01

    Full Text Available In this paper, we prove the generalized nonlinear stability of the first and second of the following ρ -functional equations, G ( | a | Δ A * | b | Δ B * G ( | a | Δ A * * | b | − G ( | a | Δ B * * G ( | b | = ρ ( 2 G | a | Δ A * | b | 2 Δ B * G | a | Δ A * * | b | 2 − G ( | a | Δ B * * G ( | b | , and 2 G | a | Δ A * | b | 2 Δ B * G | a | Δ A * * | b | 2 − G ( | a | Δ B * * G ( | b | = ρ G ( | a | Δ A * | b | Δ B * G ( | a | Δ A * * | b | − G ( | a | Δ B * * G ( | b | in latticetic random Banach lattice spaces, where ρ is a fixed real or complex number with ρ ≠ 1 .

  13. Absolute continuity under time shift of trajectories and related stochastic calculus

    CERN Document Server

    Löbus, Jörg-Uwe

    2017-01-01

    The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A\\equiv A(W) is a function of W. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted to the case when A is a jump process. Absolute continuity of (X,P) under time shift of trajectories is investigated. For example under various conditions on the initial density with respect to the Lebesgue measure, m, and on A with A_0=0 we verify \\frac{P(dX_{\\cdot -t})}{P(dX_\\cdot)}=\\frac{m(X_{-t})}{m(X_0)}\\cdot \\prod_i\\left|\

  14. Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models

    DEFF Research Database (Denmark)

    Hillebrand, Eric Tobias; Medeiros, Marcelo C.

    We study the simultaneous occurrence of long memory and nonlinear effects, such as parameter changes and threshold effects, in ARMA time series models and apply our modeling framework to daily realized volatility. Asymptotic theory for parameter estimation is developed and two model building...

  15. The Fourier decomposition method for nonlinear and non-stationary time series analysis.

    Science.gov (United States)

    Singh, Pushpendra; Joshi, Shiv Dutt; Patney, Rakesh Kumar; Saha, Kaushik

    2017-03-01

    for many decades, there has been a general perception in the literature that Fourier methods are not suitable for the analysis of nonlinear and non-stationary data. In this paper, we propose a novel and adaptive Fourier decomposition method (FDM), based on the Fourier theory, and demonstrate its efficacy for the analysis of nonlinear and non-stationary time series. The proposed FDM decomposes any data into a small number of 'Fourier intrinsic band functions' (FIBFs). The FDM presents a generalized Fourier expansion with variable amplitudes and variable frequencies of a time series by the Fourier method itself. We propose an idea of zero-phase filter bank-based multivariate FDM (MFDM), for the analysis of multivariate nonlinear and non-stationary time series, using the FDM. We also present an algorithm to obtain cut-off frequencies for MFDM. The proposed MFDM generates a finite number of band-limited multivariate FIBFs (MFIBFs). The MFDM preserves some intrinsic physical properties of the multivariate data, such as scale alignment, trend and instantaneous frequency. The proposed methods provide a time-frequency-energy (TFE) distribution that reveals the intrinsic structure of a data. Numerical computations and simulations have been carried out and comparison is made with the empirical mode decomposition algorithms.

  16. Non-linear time series analysis on flow instability of natural circulation under rolling motion condition

    International Nuclear Information System (INIS)

    Zhang, Wenchao; Tan, Sichao; Gao, Puzhen; Wang, Zhanwei; Zhang, Liansheng; Zhang, Hong

    2014-01-01

    Highlights: • Natural circulation flow instabilities in rolling motion are studied. • The method of non-linear time series analysis is used. • Non-linear evolution characteristic of flow instability is analyzed. • Irregular complex flow oscillations are chaotic oscillations. • The effect of rolling parameter on the threshold of chaotic oscillation is studied. - Abstract: Non-linear characteristics of natural circulation flow instabilities under rolling motion conditions were studied by the method of non-linear time series analysis. Experimental flow time series of different dimensionless power and rolling parameters were analyzed based on phase space reconstruction theory. Attractors which were reconstructed in phase space and the geometric invariants, including correlation dimension, Kolmogorov entropy and largest Lyapunov exponent, were determined. Non-linear characteristics of natural circulation flow instabilities under rolling motion conditions was studied based on the results of the geometric invariant analysis. The results indicated that the values of the geometric invariants first increase and then decrease as dimensionless power increases which indicated the non-linear characteristics of the system first enhance and then weaken. The irregular complex flow oscillation is typical chaotic oscillation because the value of geometric invariants is at maximum. The threshold of chaotic oscillation becomes larger as the rolling frequency or rolling amplitude becomes big. The main influencing factors that influence the non-linear characteristics of the natural circulation system under rolling motion are thermal driving force, flow resistance and the additional forces caused by rolling motion. The non-linear characteristics of the natural circulation system under rolling motion changes caused by the change of the feedback and coupling degree among these influencing factors when the dimensionless power or rolling parameters changes

  17. Stabilization and tracking controller for a class of nonlinear discrete-time systems

    International Nuclear Information System (INIS)

    Sharma, B.B.; Kar, I.N.

    2011-01-01

    Highlights: → We present recursive design of stabilizing controller for nonlinear discrete-time systems. → Problem of stabilizing and tracking control of single link manipulator system is addressed. → We extend the proposed results to output tracking problems. → The proposed methodology is applied satisfactorily to discrete-time chaotic maps. - Abstract: In this paper, stabilization and tracking control problem for parametric strict feedback class of discrete time systems is addressed. Recursive design of control function based on contraction theory framework is proposed instead of traditional Lyapunov based method. Explicit structure of controller is derived for the addressed class of nonlinear discrete-time systems. Conditions for exponential stability of system states are derived in terms of controller parameters. At each stage of recursive procedure a specific structure of Jacobian matrix is ensured so as to satisfy conditions of stability. The closed loop dynamics in this case remains nonlinear in nature. The proposed algorithm establishes global stability results in quite a simple manner as it does not require formulation of error dynamics. Problem of stabilization and output tracking control in case of single link manipulator system with actuator dynamics is analyzed using the proposed strategy. The proposed results are further extended to stabilization of discrete time chaotic systems. Numerical simulations presented in the end show the effectiveness of the proposed approach.

  18. Predicting linear and nonlinear time series with applications in nuclear safeguards and nonproliferation

    International Nuclear Information System (INIS)

    Burr, T.L.

    1994-04-01

    This report is a primer on the analysis of both linear and nonlinear time series with applications in nuclear safeguards and nonproliferation. We analyze eight simulated and two real time series using both linear and nonlinear modeling techniques. The theoretical treatment is brief but references to pertinent theory are provided. Forecasting is our main goal. However, because our most common approach is to fit models to the data, we also emphasize checking model adequacy by analyzing forecast errors for serial correlation or nonconstant variance

  19. Lifetime, turnover time, and fast magnetic field regeneration in random flows

    International Nuclear Information System (INIS)

    Tanner, S. E. M.

    2007-01-01

    The fast dynamo is thought to be relevant in the regeneration of magnetic fields in astrophysics where the value of the magnetic Reynolds number (Rm) is immense. The fast dynamo picture is one in which chaotic flows provide a mechanism for the stretching of magnetic field lines. Furthermore, a cascade of energy down to small scales results in intermittent regions of a small-scale, intense magnetic field. Given this scenario it is natural to invoke the use of kinematic random flows in order to understand field regeneration mechanisms better. Here a family of random flows is used to study the effects that L, the lifetime of the cell, and τ, the turnover time of the cell, may have on magnetic field regeneration. Defining the parameter Γ=L/τ, it has been varied according to Γ>1, Γ<1, Γ∼O(1). In the kinematic regime, dynamo growth rates and Lyapunov exponents are examined at varying values of Rm. The possibility of fast dynamo action is considered. In the nonlinear regime, magnetic and kinetic energies are examined. Results indicate that there does appear to be a relationship between Γ and dynamo efficiency. In particular, the most efficient dynamos seem to operate at lower values of Γ

  20. Detecting nonlinearity in time series driven by non-Gaussian noise: the case of river flows

    Directory of Open Access Journals (Sweden)

    F. Laio

    2004-01-01

    Full Text Available Several methods exist for the detection of nonlinearity in univariate time series. In the present work we consider riverflow time series to infer the dynamical characteristics of the rainfall-runoff transformation. It is shown that the non-Gaussian nature of the driving force (rainfall can distort the results of such methods, in particular when surrogate data techniques are used. Deterministic versus stochastic (DVS plots, conditionally applied to the decay phases of the time series, are instead proved to be a suitable tool to detect nonlinearity in processes driven by non-Gaussian (Poissonian noise. An application to daily discharges from three Italian rivers provides important clues to the presence of nonlinearity in the rainfall-runoff transformation.

  1. Time-dependent nonlinear cosmic ray shocks confirming abstract

    International Nuclear Information System (INIS)

    Dorfi, E.A.

    1985-01-01

    Numerical studies of time dependent cosmic ray shock structures in planar geometry are interesting because analytical time-independent solutions are available which include the non-linear reactions on the plasma flow. A feature of these time asymptotic solutions is that for higher Mach numbers (M approximately 5) and for a low cosmic ray upstream pressure the solution is not uniquely determined by the usual conservation laws of mass, momentum and energy. These numerical solutions clearly indicate that much work needs to be done before we understand shock acceleration as a time dependent process. The slowness of the process is possibly due to the fact that there is a diffusive flux into the downstream region in addition to the usual advective losses. Analytic investigations of this phenomenon are required

  2. Prediction of broadband ground-motion time histories: Hybrid low/high-frequency method with correlated random source parameters

    Science.gov (United States)

    Liu, P.; Archuleta, R.J.; Hartzell, S.H.

    2006-01-01

    We present a new method for calculating broadband time histories of ground motion based on a hybrid low-frequency/high-frequency approach with correlated source parameters. Using a finite-difference method we calculate low- frequency synthetics (structure. We also compute broadband synthetics in a 1D velocity model using a frequency-wavenumber method. The low frequencies from the 3D calculation are combined with the high frequencies from the 1D calculation by using matched filtering at a crossover frequency of 1 Hz. The source description, common to both the 1D and 3D synthetics, is based on correlated random distributions for the slip amplitude, rupture velocity, and rise time on the fault. This source description allows for the specification of source parameters independent of any a priori inversion results. In our broadband modeling we include correlation between slip amplitude, rupture velocity, and rise time, as suggested by dynamic fault modeling. The method of using correlated random source parameters is flexible and can be easily modified to adjust to our changing understanding of earthquake ruptures. A realistic attenuation model is common to both the 3D and 1D calculations that form the low- and high-frequency components of the broadband synthetics. The value of Q is a function of the local shear-wave velocity. To produce more accurate high-frequency amplitudes and durations, the 1D synthetics are corrected with a randomized, frequency-dependent radiation pattern. The 1D synthetics are further corrected for local site and nonlinear soil effects by using a 1D nonlinear propagation code and generic velocity structure appropriate for the site’s National Earthquake Hazards Reduction Program (NEHRP) site classification. The entire procedure is validated by comparison with the 1994 Northridge, California, strong ground motion data set. The bias and error found here for response spectral acceleration are similar to the best results that have been published by

  3. Supercritical nonlinear parametric dynamics of Timoshenko microbeams

    Science.gov (United States)

    Farokhi, Hamed; Ghayesh, Mergen H.

    2018-06-01

    The nonlinear supercritical parametric dynamics of a Timoshenko microbeam subject to an axial harmonic excitation force is examined theoretically, by means of different numerical techniques, and employing a high-dimensional analysis. The time-variant axial load is assumed to consist of a mean value along with harmonic fluctuations. In terms of modelling, a continuous expression for the elastic potential energy of the system is developed based on the modified couple stress theory, taking into account small-size effects; the kinetic energy of the system is also modelled as a continuous function of the displacement field. Hamilton's principle is employed to balance the energies and to obtain the continuous model of the system. Employing the Galerkin scheme along with an assumed-mode technique, the energy terms are reduced, yielding a second-order reduced-order model with finite number of degrees of freedom. A transformation is carried out to convert the second-order reduced-order model into a double-dimensional first order one. A bifurcation analysis is performed for the system in the absence of the axial load fluctuations. Moreover, a mean value for the axial load is selected in the supercritical range, and the principal parametric resonant response, due to the time-variant component of the axial load, is obtained - as opposed to transversely excited systems, for parametrically excited system (such as our problem here), the nonlinear resonance occurs in the vicinity of twice any natural frequency of the linear system; this is accomplished via use of the pseudo-arclength continuation technique, a direct time integration, an eigenvalue analysis, and the Floquet theory for stability. The natural frequencies of the system prior to and beyond buckling are also determined. Moreover, the effect of different system parameters on the nonlinear supercritical parametric dynamics of the system is analysed, with special consideration to the effect of the length-scale parameter.

  4. Nonlinear Relaxation in Population Dynamics

    Science.gov (United States)

    Cirone, Markus A.; de Pasquale, Ferdinando; Spagnolo, Bernardo

    We analyze the nonlinear relaxation of a complex ecosystem composed of many interacting species. The ecological system is described by generalized Lotka-Volterra equations with a multiplicative noise. The transient dynamics is studied in the framework of the mean field theory and with random interaction between the species. We focus on the statistical properties of the asymptotic behaviour of the time integral of the ith population and on the distribution of the population and of the local field.

  5. Fitting Nonlinear Ordinary Differential Equation Models with Random Effects and Unknown Initial Conditions Using the Stochastic Approximation Expectation-Maximization (SAEM) Algorithm.

    Science.gov (United States)

    Chow, Sy-Miin; Lu, Zhaohua; Sherwood, Andrew; Zhu, Hongtu

    2016-03-01

    The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation-maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed.

  6. Acoustic wave focusing in complex media using Nonlinear Time Reversal coded signal processing

    Czech Academy of Sciences Publication Activity Database

    Dos Santos, S.; Dvořáková, Zuzana; Lints, M.; Kůs, V.; Salupere, A.; Převorovský, Zdeněk

    2014-01-01

    Roč. 19, č. 12 (2014) ISSN 1435-4934. [European Conference on Non-Destructive Testing (ECNDT 2014) /11./. Praha, 06.10.2014-10.10.2014] Institutional support: RVO:61388998 Keywords : ultrasonic testing (UT) * signal processing * TR- NEWS * nonlinear time reversal * NDT * nonlinear acoustics Subject RIV: BI - Acoustics http://www.ndt.net/events/ECNDT2014/app/content/Slides/590_DosSantos_Rev1.pdf

  7. Empirical intrinsic geometry for nonlinear modeling and time series filtering.

    Science.gov (United States)

    Talmon, Ronen; Coifman, Ronald R

    2013-07-30

    In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.

  8. Fuzzy model-based servo and model following control for nonlinear systems.

    Science.gov (United States)

    Ohtake, Hiroshi; Tanaka, Kazuo; Wang, Hua O

    2009-12-01

    This correspondence presents servo and nonlinear model following controls for a class of nonlinear systems using the Takagi-Sugeno fuzzy model-based control approach. First, the construction method of the augmented fuzzy system for continuous-time nonlinear systems is proposed by differentiating the original nonlinear system. Second, the dynamic fuzzy servo controller and the dynamic fuzzy model following controller, which can make outputs of the nonlinear system converge to target points and to outputs of the reference system, respectively, are introduced. Finally, the servo and model following controller design conditions are given in terms of linear matrix inequalities. Design examples illustrate the utility of this approach.

  9. The benefits of noise and nonlinearity: Extracting energy from random vibrations

    Energy Technology Data Exchange (ETDEWEB)

    Gammaitoni, Luca, E-mail: luca.gammaitoni@pg.infn.it [NiPS Laboratory, Universita di Perugia, I-06100 Perugia (Italy); Neri, Igor; Vocca, Helios [NiPS Laboratory, Universita di Perugia, I-06100 Perugia (Italy)

    2010-10-05

    Nonlinear behavior is the ordinary feature of the vast majority of dynamical systems and noise is commonly present in any finite temperature physical and chemical system. In this article we briefly review the potentially beneficial outcome of the interplay of noise and nonlinearity by addressing the novel field of vibration energy harvesting. The role of nonlinearity in a piezoelectric harvester oscillator dynamics is modeled with nonlinear stochastic differential equation.

  10. Causal inference in nonlinear systems: Granger causality versus time-delayed mutual information

    Science.gov (United States)

    Li, Songting; Xiao, Yanyang; Zhou, Douglas; Cai, David

    2018-05-01

    The Granger causality (GC) analysis has been extensively applied to infer causal interactions in dynamical systems arising from economy and finance, physics, bioinformatics, neuroscience, social science, and many other fields. In the presence of potential nonlinearity in these systems, the validity of the GC analysis in general is questionable. To illustrate this, here we first construct minimal nonlinear systems and show that the GC analysis fails to infer causal relations in these systems—it gives rise to all types of incorrect causal directions. In contrast, we show that the time-delayed mutual information (TDMI) analysis is able to successfully identify the direction of interactions underlying these nonlinear systems. We then apply both methods to neuroscience data collected from experiments and demonstrate that the TDMI analysis but not the GC analysis can identify the direction of interactions among neuronal signals. Our work exemplifies inference hazards in the GC analysis in nonlinear systems and suggests that the TDMI analysis can be an appropriate tool in such a case.

  11. The space-time model according to dimensional continuous space-time theory

    International Nuclear Information System (INIS)

    Martini, Luiz Cesar

    2014-01-01

    This article results from the Dimensional Continuous Space-Time Theory for which the introductory theoretician was presented in [1]. A theoretical model of the Continuous Space-Time is presented. The wave equation of time into absolutely stationary empty space referential will be described in detail. The complex time, that is the time fixed on the infinite phase time speed referential, is deduced from the New View of Relativity Theory that is being submitted simultaneously with this article in this congress. Finally considering the inseparable Space-Time is presented the duality equation wave-particle.

  12. High Performance Microaccelerometer with Wafer-level Hermetic Packaged Sensing Element and Continuous-time BiCMOS Interface Circuit

    International Nuclear Information System (INIS)

    Ko, Hyoungho; Park, Sangjun; Paik, Seung-Joon; Choi, Byoung-doo; Park, Yonghwa; Lee, Sangmin; Kim, Sungwook; Lee, Sang Chul; Lee, Ahra; Yoo, Kwangho; Lim, Jaesang; Cho, Dong-il

    2006-01-01

    A microaccelerometer with highly reliable, wafer-level packaged MEMS sensing element and fully differential, continuous time, low noise, BiCMOS interface circuit is fabricated. The MEMS sensing element is fabricated on a (111)-oriented SOI wafer by using the SBM (Sacrificial/Bulk Micromachining) process. To protect the silicon structure of the sensing element and enhance the reliability, a wafer level hermetic packaging process is performed by using a silicon-glass anodic bonding process. The interface circuit is fabricated using 0.8 μm BiCMOS process. The capacitance change of the MEMS sensing element is amplified by the continuous-time, fully-differential transconductance input amplifier. A chopper-stabilization architecture is adopted to reduce low-frequency noise including 1/f noise. The fabricated microaccelerometer has the total noise equivalent acceleration of 0.89 μg/√Hz, the bias instability of 490 μg, the input range of ±10 g, and the output nonlinearity of ±0.5 %FSO

  13. Wide localized solutions of the parity-time-symmetric nonautonomous nonlinear Schrödinger equation

    Science.gov (United States)

    Meza, L. E. Arroyo; Dutra, A. de Souza; Hott, M. B.; Roy, P.

    2015-01-01

    By using canonical transformations we obtain localized (in space) exact solutions of the nonlinear Schrödinger equation (NLSE) with cubic and quintic space and time modulated nonlinearities and in the presence of time-dependent and inhomogeneous external potentials and amplification or absorption (source or drain) coefficients. We obtain a class of wide localized exact solutions of NLSE in the presence of a number of non-Hermitian parity-time (PT )-symmetric external potentials, which are constituted by a mixing of external potentials and source or drain terms. The exact solutions found here can be applied to theoretical studies of ultrashort pulse propagation in optical fibers with focusing and defocusing nonlinearities. We show that, even in the presence of gain or loss terms, stable solutions can be found and that the PT symmetry is an important feature to guarantee the conservation of the average energy of the system.

  14. Absolute stability of nonlinear systems with time delays and applications to neural networks

    Directory of Open Access Journals (Sweden)

    Xinzhi Liu

    2001-01-01

    Full Text Available In this paper, absolute stability of nonlinear systems with time delays is investigated. Sufficient conditions on absolute stability are derived by using the comparison principle and differential inequalities. These conditions are simple and easy to check. In addition, exponential stability conditions for some special cases of nonlinear delay systems are discussed. Applications of those results to cellular neural networks are presented.

  15. Wave transmission in nonlinear lattices

    International Nuclear Information System (INIS)

    Hennig, D.; Tsironis, G.P.

    1999-01-01

    The interplay of nonlinearity with lattice discreteness leads to phenomena and propagation properties quite distinct from those appearing in continuous nonlinear systems. For a large variety of condensed matter and optics applications the continuous wave approximation is not appropriate. In the present review we discuss wave transmission properties in one dimensional nonlinear lattices. Our paradigmatic equations are discrete nonlinear Schroedinger equations and their study is done through a dynamical systems approach. We focus on stationary wave properties and utilize well known results from the theory of dynamical systems to investigate various aspects of wave transmission and wave localization. We analyze in detail the more general dynamical system corresponding to the equation that interpolates between the non-integrable discrete nonlinear Schroedinger equation and the integrable Albowitz-Ladik equation. We utilize this analysis in a nonlinear Kronig-Penney model and investigate transmission and band modification properties. We discuss the modifications that are effected through an electric field and the nonlinear Wannier-Stark localization effects that are induced. Several applications are described, such as polarons in one dimensional lattices, semiconductor superlattices and one dimensional nonlinear photonic band gap systems. (Copyright (c) 1999 Elsevier Science B.V., Amsterdam. All rights reserved.)

  16. Frequency-domain and time-domain methods for feedback nonlinear systems and applications to chaos control

    International Nuclear Information System (INIS)

    Duan Zhisheng; Wang Jinzhi; Yang Ying; Huang Lin

    2009-01-01

    This paper surveys frequency-domain and time-domain methods for feedback nonlinear systems and their possible applications to chaos control, coupled systems and complex dynamical networks. The absolute stability of Lur'e systems with single equilibrium and global properties of a class of pendulum-like systems with multi-equilibria are discussed. Time-domain and frequency-domain criteria for the convergence of solutions are presented. Some latest results on analysis and control of nonlinear systems with multiple equilibria and applications to chaos control are reviewed. Finally, new chaotic oscillating phenomena are shown in a pendulum-like system and a new nonlinear system with an attraction/repulsion function.

  17. Non-predictor control of a class of feedforward nonlinear systems with unknown time-varying delays

    Science.gov (United States)

    Koo, Min-Sung; Choi, Ho-Lim

    2016-08-01

    This paper generalises the several recent results on the control of feedforward time-delay nonlinear systems. First, in view of system formulation, there are unknown time-varying delays in both states and main control input. Also, the considered nonlinear system has extended feedforward nonlinearities. Second, in view of control solution, our proposed controller is a non-predictor feedback controller whereas smith-predictor type controllers are used in the several existing results. Moreover, our controller does not need any information on the unknown delays except their upper bounds. Thus, our result has certain merits in both system formulation and control solution perspective. The analysis and example are given for clear illustration.

  18. Visuo-manual tracking: does intermittent control with aperiodic sampling explain linear power and non-linear remnant without sensorimotor noise?

    Science.gov (United States)

    Gollee, Henrik; Gawthrop, Peter J; Lakie, Martin; Loram, Ian D

    2017-11-01

    A human controlling an external system is described most easily and conventionally as linearly and continuously translating sensory input to motor output, with the inevitable output remnant, non-linearly related to the input, attributed to sensorimotor noise. Recent experiments show sustained manual tracking involves repeated refractoriness (insensitivity to sensory information for a certain duration), with the temporary 200-500 ms periods of irresponsiveness to sensory input making the control process intrinsically non-linear. This evidence calls for re-examination of the extent to which random sensorimotor noise is required to explain the non-linear remnant. This investigation of manual tracking shows how the full motor output (linear component and remnant) can be explained mechanistically by aperiodic sampling triggered by prediction error thresholds. Whereas broadband physiological noise is general to all processes, aperiodic sampling is associated with sensorimotor decision making within specific frontal, striatal and parietal networks; we conclude that manual tracking utilises such slow serial decision making pathways up to several times per second. The human operator is described adequately by linear translation of sensory input to motor output. Motor output also always includes a non-linear remnant resulting from random sensorimotor noise from multiple sources, and non-linear input transformations, for example thresholds or refractory periods. Recent evidence showed that manual tracking incurs substantial, serial, refractoriness (insensitivity to sensory information of 350 and 550 ms for 1st and 2nd order systems respectively). Our two questions are: (i) What are the comparative merits of explaining the non-linear remnant using noise or non-linear transformations? (ii) Can non-linear transformations represent serial motor decision making within the sensorimotor feedback loop intrinsic to tracking? Twelve participants (instructed to act in three prescribed

  19. Finite-Time Stability and Stabilization of Nonlinear Quadratic Systems with Jumps

    Directory of Open Access Journals (Sweden)

    Minsong Zhang

    2014-01-01

    Full Text Available This paper investigates the problems of finite-time stability and finite-time stabilization for nonlinear quadratic systems with jumps. The jump time sequences here are assumed to satisfy some given constraints. Based on Lyapunov function and a particular presentation of the quadratic terms, sufficient conditions for finite-time stability and finite-time stabilization are developed to a set containing bilinear matrix inequalities (BLIMs and linear matrix inequalities (LMIs. Numerical examples are given to illustrate the effectiveness of the proposed methodology.

  20. Corrections to scaling in random resistor networks and diluted continuous spin models near the percolation threshold.

    Science.gov (United States)

    Janssen, Hans-Karl; Stenull, Olaf

    2004-02-01

    We investigate corrections to scaling induced by irrelevant operators in randomly diluted systems near the percolation threshold. The specific systems that we consider are the random resistor network and a class of continuous spin systems, such as the x-y model. We focus on a family of least irrelevant operators and determine the corrections to scaling that originate from this family. Our field theoretic analysis carefully takes into account that irrelevant operators mix under renormalization. It turns out that long standing results on corrections to scaling are respectively incorrect (random resistor networks) or incomplete (continuous spin systems).

  1. Comparison of modal spectral and non-linear time history analysis of a piping system

    International Nuclear Information System (INIS)

    Gerard, R.; Aelbrecht, D.; Lafaille, J.P.

    1987-01-01

    A typical piping system of the discharge line of the chemical and volumetric control system, outside the containment, between the penetration and the heat exchanger, an operating power plant was analyzed using four different methods: Modal spectral analysis with 2% constant damping, modal spectral analysis using ASME Code Case N411 (PVRC damping), linear time history analysis, non-linear time history analysis. This paper presents an estimation of the conservatism of the linear methods compared to the non-linear analysis. (orig./HP)

  2. Modified multiple time scale method for solving strongly nonlinear damped forced vibration systems

    Science.gov (United States)

    Razzak, M. A.; Alam, M. Z.; Sharif, M. N.

    2018-03-01

    In this paper, modified multiple time scale (MTS) method is employed to solve strongly nonlinear forced vibration systems. The first-order approximation is only considered in order to avoid complexicity. The formulations and the determination of the solution procedure are very easy and straightforward. The classical multiple time scale (MS) and multiple scales Lindstedt-Poincare method (MSLP) do not give desire result for the strongly damped forced vibration systems with strong damping effects. The main aim of this paper is to remove these limitations. Two examples are considered to illustrate the effectiveness and convenience of the present procedure. The approximate external frequencies and the corresponding approximate solutions are determined by the present method. The results give good coincidence with corresponding numerical solution (considered to be exact) and also provide better result than other existing results. For weak nonlinearities with weak damping effect, the absolute relative error measures (first-order approximate external frequency) in this paper is only 0.07% when amplitude A = 1.5 , while the relative error gives MSLP method is surprisingly 28.81%. Furthermore, for strong nonlinearities with strong damping effect, the absolute relative error found in this article is only 0.02%, whereas the relative error obtained by MSLP method is 24.18%. Therefore, the present method is not only valid for weakly nonlinear damped forced systems, but also gives better result for strongly nonlinear systems with both small and strong damping effect.

  3. Event-Based Impulsive Control of Continuous-Time Dynamic Systems and Its Application to Synchronization of Memristive Neural Networks.

    Science.gov (United States)

    Zhu, Wei; Wang, Dandan; Liu, Lu; Feng, Gang

    2017-08-18

    This paper investigates exponential stabilization of continuous-time dynamic systems (CDSs) via event-based impulsive control (EIC) approaches, where the impulsive instants are determined by certain state-dependent triggering condition. The global exponential stability criteria via EIC are derived for nonlinear and linear CDSs, respectively. It is also shown that there is no Zeno-behavior for the concerned closed loop control system. In addition, the developed event-based impulsive scheme is applied to the synchronization problem of master and slave memristive neural networks. Furthermore, a self-triggered impulsive control scheme is developed to avoid continuous communication between the master system and slave system. Finally, two numerical simulation examples are presented to illustrate the effectiveness of the proposed event-based impulsive controllers.

  4. Studies in astronomical time series analysis: Modeling random processes in the time domain

    Science.gov (United States)

    Scargle, J. D.

    1979-01-01

    Random process models phased in the time domain are used to analyze astrophysical time series data produced by random processes. A moving average (MA) model represents the data as a sequence of pulses occurring randomly in time, with random amplitudes. An autoregressive (AR) model represents the correlations in the process in terms of a linear function of past values. The best AR model is determined from sampled data and transformed to an MA for interpretation. The randomness of the pulse amplitudes is maximized by a FORTRAN algorithm which is relatively stable numerically. Results of test cases are given to study the effects of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the optical light curve of the quasar 3C 273 is given.

  5. The problem with time in mixed continuous/discrete time modelling

    NARCIS (Netherlands)

    Rovers, K.C.; Kuper, Jan; Smit, Gerardus Johannes Maria

    The design of cyber-physical systems requires the use of mixed continuous time and discrete time models. Current modelling tools have problems with time transformations (such as a time delay) or multi-rate systems. We will present a novel approach that implements signals as functions of time,

  6. Nonlinearly Activated Neural Network for Solving Time-Varying Complex Sylvester Equation.

    Science.gov (United States)

    Li, Shuai; Li, Yangming

    2013-10-28

    The Sylvester equation is often encountered in mathematics and control theory. For the general time-invariant Sylvester equation problem, which is defined in the domain of complex numbers, the Bartels-Stewart algorithm and its extensions are effective and widely used with an O(n³) time complexity. When applied to solving the time-varying Sylvester equation, the computation burden increases intensively with the decrease of sampling period and cannot satisfy continuous realtime calculation requirements. For the special case of the general Sylvester equation problem defined in the domain of real numbers, gradient-based recurrent neural networks are able to solve the time-varying Sylvester equation in real time, but there always exists an estimation error while a recently proposed recurrent neural network by Zhang et al [this type of neural network is called Zhang neural network (ZNN)] converges to the solution ideally. The advancements in complex-valued neural networks cast light to extend the existing real-valued ZNN for solving the time-varying real-valued Sylvester equation to its counterpart in the domain of complex numbers. In this paper, a complex-valued ZNN for solving the complex-valued Sylvester equation problem is investigated and the global convergence of the neural network is proven with the proposed nonlinear complex-valued activation functions. Moreover, a special type of activation function with a core function, called sign-bi-power function, is proven to enable the ZNN to converge in finite time, which further enhances its advantage in online processing. In this case, the upper bound of the convergence time is also derived analytically. Simulations are performed to evaluate and compare the performance of the neural network with different parameters and activation functions. Both theoretical analysis and numerical simulations validate the effectiveness of the proposed method.

  7. Benford's law and continuous dependent random variables

    Science.gov (United States)

    Becker, Thealexa; Burt, David; Corcoran, Taylor C.; Greaves-Tunnell, Alec; Iafrate, Joseph R.; Jing, Joy; Miller, Steven J.; Porfilio, Jaclyn D.; Ronan, Ryan; Samranvedhya, Jirapat; Strauch, Frederick W.; Talbut, Blaine

    2018-01-01

    Many mathematical, man-made and natural systems exhibit a leading-digit bias, where a first digit (base 10) of 1 occurs not 11% of the time, as one would expect if all digits were equally likely, but rather 30%. This phenomenon is known as Benford's Law. Analyzing which datasets adhere to Benford's Law and how quickly Benford behavior sets in are the two most important problems in the field. Most previous work studied systems of independent random variables, and relied on the independence in their analyses. Inspired by natural processes such as particle decay, we study the dependent random variables that emerge from models of decomposition of conserved quantities. We prove that in many instances the distribution of lengths of the resulting pieces converges to Benford behavior as the number of divisions grow, and give several conjectures for other fragmentation processes. The main difficulty is that the resulting random variables are dependent. We handle this by using tools from Fourier analysis and irrationality exponents to obtain quantified convergence rates as well as introducing and developing techniques to measure and control the dependencies. The construction of these tools is one of the major motivations of this work, as our approach can be applied to many other dependent systems. As an example, we show that the n ! entries in the determinant expansions of n × n matrices with entries independently drawn from nice random variables converges to Benford's Law.

  8. Identification of Nonlinear Dynamic Systems Possessing Some Non-linearities

    Directory of Open Access Journals (Sweden)

    Y. N. Pavlov

    2015-01-01

    Full Text Available The subject of this work is the problem of identification of nonlinear dynamic systems based on the experimental data obtained by applying test signals to the system. The goal is to determinate coefficients of differential equations of systems by experimental frequency hodographs and separate similar, but different, in essence, forces: dissipative forces with the square of the first derivative in the motion equations and dissipative force from the action of dry friction. There was a proposal to use the harmonic linearization method to approximate each of the nonlinearity of "quadratic friction" and "dry friction" by linear friction with the appropriate harmonic linearization coefficient.Assume that a frequency transfer function of the identified system has a known form. Assume as well that there are disturbances while obtaining frequency characteristics of the realworld system. As a result, the points of experimentally obtained hodograph move randomly. Searching for solution of the identification problem was in the hodograph class, specified by the system model, which has the form of the frequency transfer function the same as the form of the frequency transfer function of the system identified. Minimizing a proximity criterion (measure of the experimentally obtained system hodograph and the system hodograph model for all the experimental points described and previously published by one of the authors allowed searching for the unknown coefficients of the frequenc ransfer function of the system model. The paper shows the possibility to identify a nonlinear dynamic system with multiple nonlinearities, obtained on the experimental samples of the frequency system hodograph. The proposed algorithm allows to select the nonlinearity of the type "quadratic friction" and "dry friction", i.e. also in the case where the nonlinearity is dependent on the same dynamic parameter, in particular, on the derivative of the system output value. For the dynamic

  9. Relative entropy and waiting time for continuous-time Markov processes

    NARCIS (Netherlands)

    Chazottes, J.R.; Giardinà, C.; Redig, F.H.J.

    2006-01-01

    For discrete-time stochastic processes, there is a close connection between return (resp. waiting) times and entropy (resp. relative entropy). Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one needs a reference measure on

  10. Trial function method and exact solutions to the generalized nonlinear Schrödinger equation with time-dependent coefficient

    International Nuclear Information System (INIS)

    Cao Rui; Zhang Jian

    2013-01-01

    In this paper, the trial function method is extended to study the generalized nonlinear Schrödinger equation with time-dependent coefficients. On the basis of a generalized traveling wave transformation and a trial function, we investigate the exact envelope traveling wave solutions of the generalized nonlinear Schrödinger equation with time-dependent coefficients. Taking advantage of solutions to trial function, we successfully obtain exact solutions for the generalized nonlinear Schrödinger equation with time-dependent coefficients under constraint conditions. (general)

  11. A string of Peregrine rogue waves in the nonlocal nonlinear Schrödinger equation with parity-time symmetric self-induced potential

    Science.gov (United States)

    Gupta, Samit Kumar

    2018-03-01

    Dynamic wave localization phenomena draw fundamental and technological interests in optics and photonics. Based on the recently proposed (Ablowitz and Musslimani, 2013) continuous nonlocal nonlinear Schrödinger system with parity-time symmetric Kerr nonlinearity (PTNLSE), a numerical investigation has been carried out for two first order Peregrine solitons as the initial ansatz. Peregrine soliton, as an exact solution to the PTNLSE, evokes a very potent question: what effects does the interaction of two first order Peregrine solitons have on the overall optical field dynamics. Upon numerical computation, we observe the appearance of Kuznetsov-Ma (KM) soliton trains in the unbroken PT-phase when the initial Peregrine solitons are in phase. In the out of phase condition, it shows repulsive nonlinear waves. Quite interestingly, our study shows that within a specific range of the interval factor in the transverse co-ordinate there exists a string of high intensity well-localized Peregrine rogue waves in the PT unbroken phase. We note that the interval factor as well as the transverse shift parameter play important roles in the nonlinear interaction and evolution dynamics of the optical fields. This could be important in developing fundamental understanding of nonlocal non-Hermitian NLSE systems and dynamic wave localization behaviors.

  12. Two-dimensional nonlinear dynamics of an axially moving viscoelastic beam with time-dependent axial speed

    International Nuclear Information System (INIS)

    Ghayesh, Mergen H.; Amabili, Marco; Farokhi, Hamed

    2013-01-01

    In the present study, the coupled nonlinear dynamics of an axially moving viscoelastic beam with time-dependent axial speed is investigated employing a numerical technique. The equations of motion for both the transverse and longitudinal motions are obtained using Newton’s second law of motion and the constitutive relations. A two-parameter rheological model of the Kelvin–Voigt energy dissipation mechanism is employed in the modelling of the viscoelastic beam material, in which the material time derivative is used in the viscoelastic constitutive relation. The Galerkin method is then applied to the coupled nonlinear equations, which are in the form of partial differential equations, resulting in a set of nonlinear ordinary differential equations (ODEs) with time-dependent coefficients due to the axial acceleration. A change of variables is then introduced to this set of ODEs to transform them into a set of first-order ordinary differential equations. A variable step-size modified Rosenbrock method is used to conduct direct time integration upon this new set of first-order nonlinear ODEs. The mean axial speed and the amplitude of the speed variations, which are taken as bifurcation parameters, are varied, resulting in the bifurcation diagrams of Poincaré maps of the system. The dynamical characteristics of the system are examined more precisely via plotting time histories, phase-plane portraits, Poincaré sections, and fast Fourier transforms (FFTs)

  13. Linear and nonlinear dynamic systems in financial time series prediction

    Directory of Open Access Journals (Sweden)

    Salim Lahmiri

    2012-10-01

    Full Text Available Autoregressive moving average (ARMA process and dynamic neural networks namely the nonlinear autoregressive moving average with exogenous inputs (NARX are compared by evaluating their ability to predict financial time series; for instance the S&P500 returns. Two classes of ARMA are considered. The first one is the standard ARMA model which is a linear static system. The second one uses Kalman filter (KF to estimate and predict ARMA coefficients. This model is a linear dynamic system. The forecasting ability of each system is evaluated by means of mean absolute error (MAE and mean absolute deviation (MAD statistics. Simulation results indicate that the ARMA-KF system performs better than the standard ARMA alone. Thus, introducing dynamics into the ARMA process improves the forecasting accuracy. In addition, the ARMA-KF outperformed the NARX. This result may suggest that the linear component found in the S&P500 return series is more dominant than the nonlinear part. In sum, we conclude that introducing dynamics into the ARMA process provides an effective system for S&P500 time series prediction.

  14. a Continuous-Time Positive Linear System

    Directory of Open Access Journals (Sweden)

    Kyungsup Kim

    2013-01-01

    Full Text Available This paper discusses a computational method to construct positive realizations with sparse matrices for continuous-time positive linear systems with multiple complex poles. To construct a positive realization of a continuous-time system, we use a Markov sequence similar to the impulse response sequence that is used in the discrete-time case. The existence of the proposed positive realization can be analyzed with the concept of a polyhedral convex cone. We provide a constructive algorithm to compute positive realizations with sparse matrices of some positive systems under certain conditions. A sufficient condition for the existence of a positive realization, under which the proposed constructive algorithm works well, is analyzed.

  15. Polythiophene derivative functionalized with disperse red 1 chromophore: Its third-order nonlinear optical properties through Z-scan technique under continuous and femtosecond irradiation

    Science.gov (United States)

    de la Garza-Rubí, R. M. A.; Güizado-Rodríguez, M.; Mayorga-Cruz, D.; Basurto-Pensado, M. A.; Guerrero-Álvarez, J. A.; Ramos-Ortiz, G.; Rodríguez, M.; Maldonado, J. L.

    2015-08-01

    A copolymer of 3-hexylthiophene and thiophene functionalized with disperse red 1, poly(3-HT-co-TDR1), was synthesized. Chemical structure, molecular weight distribution, optical and thermal properties of this copolymer were characterized by NMR, FT-IR, UV-vis, GPC and DSC-TGA. An optical nonlinear analysis by Z-scan method was also performed for both continuous wave (CW) and pulsed laser pumping. In the CW regime the nonlinearities were evaluated in solid films, and a negative nonlinear refractive index in the range 2.7-4.1 × 10-4 cm2/W was obtained. These values are notoriously high and allowed to observe self-defocusing effects at very low laser intensities: below 1 mW. Further, nonlinear self-phase modulation patterns, during laser irradiation, were also observed. In the pulsed excitation the nonlinear response was evaluated in solution resulting in large two-photon absorption cross section of 5725 GM for the whole copolymer chain and with a value of 232 GM per repeated monomeric unit.

  16. Real time computer control of a nonlinear Multivariable System via Linearization and Stability Analysis

    International Nuclear Information System (INIS)

    Raza, K.S.M.

    2004-01-01

    This paper demonstrates that if a complicated nonlinear, non-square, state-coupled multi variable system is smartly linearized and subjected to a thorough stability analysis then we can achieve our design objectives via a controller which will be quite simple (in term of resource usage and execution time) and very efficient (in terms of robustness). Further the aim is to implement this controller via computer in a real time environment. Therefore first a nonlinear mathematical model of the system is achieved. An intelligent work is done to decouple the multivariable system. Linearization and stability analysis techniques are employed for the development of a linearized and mathematically sound control law. Nonlinearities like the saturation in actuators are also been catered. The controller is then discretized using Runge-Kutta integration. Finally the discretized control law is programmed in a computer in a real time environment. The programme is done in RT -Linux using GNU C for the real time realization of the control scheme. The real time processes, like sampling and controlled actuation, and the non real time processes, like graphical user interface and display, are programmed as different tasks. The issue of inter process communication, between real time and non real time task is addressed quite carefully. The results of this research pursuit are presented graphically. (author)

  17. New insights into soil temperature time series modeling: linear or nonlinear?

    Science.gov (United States)

    Bonakdari, Hossein; Moeeni, Hamid; Ebtehaj, Isa; Zeynoddin, Mohammad; Mahoammadian, Abdolmajid; Gharabaghi, Bahram

    2018-03-01

    Soil temperature (ST) is an important dynamic parameter, whose prediction is a major research topic in various fields including agriculture because ST has a critical role in hydrological processes at the soil surface. In this study, a new linear methodology is proposed based on stochastic methods for modeling daily soil temperature (DST). With this approach, the ST series components are determined to carry out modeling and spectral analysis. The results of this process are compared with two linear methods based on seasonal standardization and seasonal differencing in terms of four DST series. The series used in this study were measured at two stations, Champaign and Springfield, at depths of 10 and 20 cm. The results indicate that in all ST series reviewed, the periodic term is the most robust among all components. According to a comparison of the three methods applied to analyze the various series components, it appears that spectral analysis combined with stochastic methods outperformed the seasonal standardization and seasonal differencing methods. In addition to comparing the proposed methodology with linear methods, the ST modeling results were compared with the two nonlinear methods in two forms: considering hydrological variables (HV) as input variables and DST modeling as a time series. In a previous study at the mentioned sites, Kim and Singh Theor Appl Climatol 118:465-479, (2014) applied the popular Multilayer Perceptron (MLP) neural network and Adaptive Neuro-Fuzzy Inference System (ANFIS) nonlinear methods and considered HV as input variables. The comparison results signify that the relative error projected in estimating DST by the proposed methodology was about 6%, while this value with MLP and ANFIS was over 15%. Moreover, MLP and ANFIS models were employed for DST time series modeling. Due to these models' relatively inferior performance to the proposed methodology, two hybrid models were implemented: the weights and membership function of MLP and

  18. Numerical treatments for solving nonlinear mixed integral equation

    Directory of Open Access Journals (Sweden)

    M.A. Abdou

    2016-12-01

    Full Text Available We consider a mixed type of nonlinear integral equation (MNLIE of the second kind in the space C[0,T]×L2(Ω,T<1. The Volterra integral terms (VITs are considered in time with continuous kernels, while the Fredholm integral term (FIT is considered in position with singular general kernel. Using the quadratic method and separation of variables method, we obtain a nonlinear system of Fredholm integral equations (NLSFIEs with singular kernel. A Toeplitz matrix method, in each case, is then used to obtain a nonlinear algebraic system. Numerical results are calculated when the kernels take a logarithmic form or Carleman function. Moreover, the error estimates, in each case, are then computed.

  19. Enhancing Security of Double Random Phase Encoding Based on Random S-Box

    Science.gov (United States)

    Girija, R.; Singh, Hukum

    2018-06-01

    In this paper, we propose a novel asymmetric cryptosystem for double random phase encoding (DRPE) using random S-Box. While utilising S-Box separately is not reliable and DRPE does not support non-linearity, so, our system unites the effectiveness of S-Box with an asymmetric system of DRPE (through Fourier transform). The uniqueness of proposed cryptosystem lies on employing high sensitivity dynamic S-Box for our DRPE system. The randomness and scalability achieved due to applied technique is an additional feature of the proposed solution. The firmness of random S-Box is investigated in terms of performance parameters such as non-linearity, strict avalanche criterion, bit independence criterion, linear and differential approximation probabilities etc. S-Boxes convey nonlinearity to cryptosystems which is a significant parameter and very essential for DRPE. The strength of proposed cryptosystem has been analysed using various parameters such as MSE, PSNR, correlation coefficient analysis, noise analysis, SVD analysis, etc. Experimental results are conferred in detail to exhibit proposed cryptosystem is highly secure.

  20. New Solutions of Three Nonlinear Space- and Time-Fractional Partial Differential Equations in Mathematical Physics

    International Nuclear Information System (INIS)

    Yao Ruo-Xia; Wang Wei; Chen Ting-Hua

    2014-01-01

    Motivated by the widely used ansätz method and starting from the modified Riemann—Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper. (general)

  1. Nonlinear behavior in the time domain in argon atmospheric dielectric-barrier discharges

    International Nuclear Information System (INIS)

    Shi Hong; Wang Yanhui; Wang Dezhen

    2008-01-01

    A vast majority of nonlinear behavior in atmospheric pressure discharges has so far been studied in the space domain, and their time-domain characters are often believed to exact the periodicity of the externally applied voltage. In this paper, based on one-dimensional fluid mode, we study complex nonlinear behavior in the time domain in argon atmospheric dielectric-barrier discharges at very broad frequency range from kilohertz to megahertz. Under certain conditions, the discharge not only can be driven to chaos from time-periodic state through period-doubling bifurcation, but also can return stable periodic motion from chaotic state through an inverse period-doubling bifurcation sequence. Upon changing the parameter the discharge undergoes alternatively chaotic and periodic behavior. Some periodic windows embedded in chaos, as well as the secondary bifurcation occurring in the periodic windows can also be observed. The corresponding discharge characteristics are investigated.

  2. Probing Anderson localization of light by weak non-linear effects

    International Nuclear Information System (INIS)

    Sperling, T; Bührer, W; Maret, G; Ackermann, M; Aegerter, C M

    2014-01-01

    Breakdown of wave transport due to strong disorder is a universal phenomenon known as Anderson localization (AL). It occurs because of the macroscopic population of reciprocal multiple scattering paths, which in three dimensional systems happens at a critical scattering strength. Intensities on these random loops should thus be highly increased relative to those of a diffusive sample. In order to highlight localized modes of light, we exploit the optical nonlinearities of TiO 2 . Power dependent and spectrally resolved time of flight distribution measurements in transmission through slabs of TiO 2 powders at various turbidities reveal that mostly long loops are affected by nonlinearities and that the deviations from diffusive transport observed at long times are due to these localized modes. Our data are a first step in the experimental investigation of the interplay between nonlinear effects and AL in 3D. (fast track communication)

  3. Existence of solutions to second-order nonlinear coupled systems with nonlinear coupled boundary conditions

    Directory of Open Access Journals (Sweden)

    Imran Talib

    2015-12-01

    Full Text Available In this article, study the existence of solutions for the second-order nonlinear coupled system of ordinary differential equations $$\\displaylines{ u''(t=f(t,v(t,\\quad t\\in [0,1],\\cr v''(t=g(t,u(t,\\quad t\\in [0,1], }$$ with nonlinear coupled boundary conditions $$\\displaylines{ \\phi(u(0,v(0,u(1,v(1,u'(0,v'(0=(0,0, \\cr \\psi(u(0,v(0,u(1,v(1,u'(1,v'(1=(0,0, }$$ where $f,g:[0,1]\\times \\mathbb{R}\\to \\mathbb{R}$ and $\\phi,\\psi:\\mathbb{R}^6\\to \\mathbb{R}^2$ are continuous functions. Our main tools are coupled lower and upper solutions, Arzela-Ascoli theorem, and Schauder's fixed point theorem.

  4. Finite-time stability of neutral-type neural networks with random time-varying delays

    Science.gov (United States)

    Ali, M. Syed; Saravanan, S.; Zhu, Quanxin

    2017-11-01

    This paper is devoted to the finite-time stability analysis of neutral-type neural networks with random time-varying delays. The randomly time-varying delays are characterised by Bernoulli stochastic variable. This result can be extended to analysis and design for neutral-type neural networks with random time-varying delays. On the basis of this paper, we constructed suitable Lyapunov-Krasovskii functional together and established a set of sufficient linear matrix inequalities approach to guarantee the finite-time stability of the system concerned. By employing the Jensen's inequality, free-weighting matrix method and Wirtinger's double integral inequality, the proposed conditions are derived and two numerical examples are addressed for the effectiveness of the developed techniques.

  5. Closed form solutions of two time fractional nonlinear wave equations

    Science.gov (United States)

    Akbar, M. Ali; Ali, Norhashidah Hj. Mohd.; Roy, Ripan

    2018-06-01

    In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G‧ / G) -expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics.

  6. Continuous state branching processes in random environment: The Brownian case

    OpenAIRE

    Palau, Sandra; Pardo, Juan Carlos

    2015-01-01

    We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours are studied. In the stable case, the extinction and explosion probabilities are given explicitly. We find three regimes for the asymptotic behaviour of the explosion probability and, as in the case of branching processes in random environment, we find five...

  7. Exponential Growth of Nonlinear Ballooning Instability

    International Nuclear Information System (INIS)

    Zhu, P.; Hegna, C. C.; Sovinec, C. R.

    2009-01-01

    Recent ideal magnetohydrodynamic (MHD) theory predicts that a perturbation evolving from a linear ballooning instability will continue to grow exponentially in the intermediate nonlinear phase at the same linear growth rate. This prediction is confirmed in ideal MHD simulations. When the Lagrangian compression, a measure of the ballooning nonlinearity, becomes of the order of unity, the intermediate nonlinear phase is entered, during which the maximum plasma displacement amplitude as well as the total kinetic energy continues to grow exponentially at the rate of the corresponding linear phase.

  8. Random distributed feedback fibre lasers

    Energy Technology Data Exchange (ETDEWEB)

    Turitsyn, Sergei K., E-mail: s.k.turitsyn@aston.ac.uk [Aston Institute of Photonic Technologies, Aston University, Birmingham B4 7ET (United Kingdom); Novosibirsk State University, 2 Pirogova str., 630090, Novosibirsk (Russian Federation); Babin, Sergey A. [Novosibirsk State University, 2 Pirogova str., 630090, Novosibirsk (Russian Federation); Institute of Automation and Electrometry SB RAS, 1 Ac. Koptug. ave., 630090, Novosibirsk (Russian Federation); Churkin, Dmitry V. [Aston Institute of Photonic Technologies, Aston University, Birmingham B4 7ET (United Kingdom); Novosibirsk State University, 2 Pirogova str., 630090, Novosibirsk (Russian Federation); Institute of Automation and Electrometry SB RAS, 1 Ac. Koptug. ave., 630090, Novosibirsk (Russian Federation); Vatnik, Ilya D.; Nikulin, Maxim [Institute of Automation and Electrometry SB RAS, 1 Ac. Koptug. ave., 630090, Novosibirsk (Russian Federation); Podivilov, Evgenii V. [Novosibirsk State University, 2 Pirogova str., 630090, Novosibirsk (Russian Federation); Institute of Automation and Electrometry SB RAS, 1 Ac. Koptug. ave., 630090, Novosibirsk (Russian Federation)

    2014-09-10

    generation of a stationary near-Gaussian beam with a narrow spectrum. A random distributed feedback fibre laser has efficiency and performance that are comparable to and even exceed those of similar conventional fibre lasers. The key features of the generated radiation of random distributed feedback fibre lasers include: a stationary narrow-band continuous modeless spectrum that is free of mode competition, nonlinear power broadening, and an output beam with a Gaussian profile in the fundamental transverse mode (generated both in single mode and multi-mode fibres). This review presents the current status of research in the field of random fibre lasers and shows their potential and perspectives. We start with an introductory overview of conventional distributed feedback lasers and traditional random lasers to set the stage for discussion of random fibre lasers. We then present a theoretical analysis and experimental studies of various random fibre laser configurations, including widely tunable, multi-wavelength, narrow-band generation, and random fibre lasers operating in different spectral bands in the 1–1.6 μm range. Then we discuss existing and future applications of random fibre lasers, including telecommunication and distributed long reach sensor systems. A theoretical description of random lasers is very challenging and is strongly linked with the theory of disordered systems and kinetic theory. We outline two key models governing the generation of random fibre lasers: the average power balance model and the nonlinear Schrödinger equation based model. Recently invented random distributed feedback fibre lasers represent a new and exciting field of research that brings together such diverse areas of science as laser physics, the theory of disordered systems, fibre optics and nonlinear science. Stable random generation in optical fibre opens up new possibilities for research on wave transport and localization in disordered media. We hope that this review will provide

  9. Random distributed feedback fibre lasers

    International Nuclear Information System (INIS)

    Turitsyn, Sergei K.; Babin, Sergey A.; Churkin, Dmitry V.; Vatnik, Ilya D.; Nikulin, Maxim; Podivilov, Evgenii V.

    2014-01-01

    generation of a stationary near-Gaussian beam with a narrow spectrum. A random distributed feedback fibre laser has efficiency and performance that are comparable to and even exceed those of similar conventional fibre lasers. The key features of the generated radiation of random distributed feedback fibre lasers include: a stationary narrow-band continuous modeless spectrum that is free of mode competition, nonlinear power broadening, and an output beam with a Gaussian profile in the fundamental transverse mode (generated both in single mode and multi-mode fibres). This review presents the current status of research in the field of random fibre lasers and shows their potential and perspectives. We start with an introductory overview of conventional distributed feedback lasers and traditional random lasers to set the stage for discussion of random fibre lasers. We then present a theoretical analysis and experimental studies of various random fibre laser configurations, including widely tunable, multi-wavelength, narrow-band generation, and random fibre lasers operating in different spectral bands in the 1–1.6 μm range. Then we discuss existing and future applications of random fibre lasers, including telecommunication and distributed long reach sensor systems. A theoretical description of random lasers is very challenging and is strongly linked with the theory of disordered systems and kinetic theory. We outline two key models governing the generation of random fibre lasers: the average power balance model and the nonlinear Schrödinger equation based model. Recently invented random distributed feedback fibre lasers represent a new and exciting field of research that brings together such diverse areas of science as laser physics, the theory of disordered systems, fibre optics and nonlinear science. Stable random generation in optical fibre opens up new possibilities for research on wave transport and localization in disordered media. We hope that this review will provide

  10. Observer-based adaptive control of chaos in nonlinear discrete-time systems using time-delayed state feedback

    International Nuclear Information System (INIS)

    Goharrizi, Amin Yazdanpanah; Khaki-Sedigh, Ali; Sepehri, Nariman

    2009-01-01

    A new approach to adaptive control of chaos in a class of nonlinear discrete-time-varying systems, using a delayed state feedback scheme, is presented. It is discussed that such systems can show chaotic behavior as their parameters change. A strategy is employed for on-line calculation of the Lyapunov exponents that will be used within an adaptive scheme that decides on the control effort to suppress the chaotic behavior once detected. The scheme is further augmented with a nonlinear observer for estimation of the states that are required by the controller but are hard to measure. Simulation results for chaotic control problem of Jin map are provided to show the effectiveness of the proposed scheme.

  11. Analysis of nonlinear systems with time varying inputs and its application to gain scheduling

    Directory of Open Access Journals (Sweden)

    J.-T. Lim

    1996-01-01

    Full Text Available An analytical framework for analysis of a class of nonlinear systems with time varying inputs is presented. It is shown that the trajectories of the transformed nonlinear systems are uniformly bounded with an ultimate bound under certain conditions shown in this paper. The result obtained is useful for applications, in particular, analysis and design of gain scheduling.

  12. Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model

    International Nuclear Information System (INIS)

    Cvitanic, Jaksa; Wan, Xuhu; Zhang Jianfeng

    2009-01-01

    We consider a problem of finding optimal contracts in continuous time, when the agent's actions are unobservable by the principal, who pays the agent with a one-time payoff at the end of the contract. We fully solve the case of quadratic cost and separable utility, for general utility functions. The optimal contract is, in general, a nonlinear function of the final outcome only, while in the previously solved cases, for exponential and linear utility functions, the optimal contract is linear in the final output value. In a specific example we compute, the first-best principal's utility is infinite, while it becomes finite with hidden action, which is increasing in value of the output. In the second part of the paper we formulate a general mathematical theory for the problem. We apply the stochastic maximum principle to give necessary conditions for optimal contracts. Sufficient conditions are hard to establish, but we suggest a way to check sufficiency using non-convex optimization

  13. Digital random-number generator

    Science.gov (United States)

    Brocker, D. H.

    1973-01-01

    For binary digit array of N bits, use N noise sources to feed N nonlinear operators; each flip-flop in digit array is set by nonlinear operator to reflect whether amplitude of generator which feeds it is above or below mean value of generated noise. Fixed-point uniform distribution random number generation method can also be used to generate random numbers with other than uniform distribution.

  14. Focus issue introduction: nonlinear photonics.

    Science.gov (United States)

    Akhmediev, Nail; Rottwitt, Karsten

    2012-11-19

    It is now 23 years since the first Topical Meeting "Nonlinear Guided Wave Phenomena" (Houston, TX, February 2-4, 1989) has been organised by George Stegeman and Allan Boardman with support of the Optical Society of America. These series of the OSA conferences known as NLGW, continued under the name "Nonlinear Photonics" starting from 2007. The latest one, in Colorado Springs in June 17-21, 2012 has been a great success despite the fierce fires advancing around the city at the time of the conference. This Focus issue is a collection of several papers presented at the conference with extended content submitted to Optics Express. Although this collection is small in comparison to the total number of papers presented at the conference, it gives a flavor of the topics considered at the meeting. It is also worthy to mention here that the next meeting "Nonlinear Photonics" is planned to be held in Barcelona - one of the main European centers on this subject.

  15. Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality.

    Science.gov (United States)

    Grigoryeva, Lyudmila; Henriques, Julie; Larger, Laurent; Ortega, Juan-Pablo

    2014-07-01

    Reservoir computing is a recently introduced machine learning paradigm that has already shown excellent performances in the processing of empirical data. We study a particular kind of reservoir computers called time-delay reservoirs that are constructed out of the sampling of the solution of a time-delay differential equation and show their good performance in the forecasting of the conditional covariances associated to multivariate discrete-time nonlinear stochastic processes of VEC-GARCH type as well as in the prediction of factual daily market realized volatilities computed with intraday quotes, using as training input daily log-return series of moderate size. We tackle some problems associated to the lack of task-universality for individually operating reservoirs and propose a solution based on the use of parallel arrays of time-delay reservoirs. Copyright © 2014 Elsevier Ltd. All rights reserved.

  16. Data driven discrete-time parsimonious identification of a nonlinear state-space model for a weakly nonlinear system with short data record

    Science.gov (United States)

    Relan, Rishi; Tiels, Koen; Marconato, Anna; Dreesen, Philippe; Schoukens, Johan

    2018-05-01

    Many real world systems exhibit a quasi linear or weakly nonlinear behavior during normal operation, and a hard saturation effect for high peaks of the input signal. In this paper, a methodology to identify a parsimonious discrete-time nonlinear state space model (NLSS) for the nonlinear dynamical system with relatively short data record is proposed. The capability of the NLSS model structure is demonstrated by introducing two different initialisation schemes, one of them using multivariate polynomials. In addition, a method using first-order information of the multivariate polynomials and tensor decomposition is employed to obtain the parsimonious decoupled representation of the set of multivariate real polynomials estimated during the identification of NLSS model. Finally, the experimental verification of the model structure is done on the cascaded water-benchmark identification problem.

  17. Stability of orbits in nonlinear mechanics for finite but very long times

    International Nuclear Information System (INIS)

    Warnock, R.L.; Ruth, R.D.

    1990-07-01

    In various applications of nonlinear mechanics, especially in accelerator design, it would be useful to set bounds on the motion for finite but very long times. Such bounds can be sought with the help of a canonical transformation to new action-angle variables (J, Ψ), such that action J is nearly constant while the angle Ψ advances almost linearly with the time. By examining the change in J during a time T 0 from many initial conditions in the open domain Ω of phase space, one can estimate the change in J during a much larger time T, on any orbit starting in a smaller open domain Ω 0 contained-in Ω. A numerical realization of this idea is described. The canonical transformations, equivalent to close approximations to invariant tori, are constructed by an effective new method in which surfaces are fitted to orbit data. In a first application to a model sextupole lattice in a region of strong nonlinearity, we predict stability of betatron motion in two degrees of freedom for a time comparable to the storage time in a proton storage ring (10 8 turns). 10 refs., 6 figs., 1 tab

  18. Stability of orbits in nonlinear mechanics for finite but very long times

    Energy Technology Data Exchange (ETDEWEB)

    Warnock, R.L.; Ruth, R.D.

    1990-07-01

    In various applications of nonlinear mechanics, especially in accelerator design, it would be useful to set bounds on the motion for finite but very long times. Such bounds can be sought with the help of a canonical transformation to new action-angle variables (J, {Psi}), such that action J is nearly constant while the angle {Psi} advances almost linearly with the time. By examining the change in J during a time T{sub 0} from many initial conditions in the open domain {Omega} of phase space, one can estimate the change in J during a much larger time T, on any orbit starting in a smaller open domain {Omega}{sub 0} {contained in} {Omega}. A numerical realization of this idea is described. The canonical transformations, equivalent to close approximations to invariant tori, are constructed by an effective new method in which surfaces are fitted to orbit data. In a first application to a model sextupole lattice in a region of strong nonlinearity, we predict stability of betatron motion in two degrees of freedom for a time comparable to the storage time in a proton storage ring (10{sup 8} turns). 10 refs., 6 figs., 1 tab.

  19. Continuous Time Structural Equation Modeling with R Package ctsem

    Directory of Open Access Journals (Sweden)

    Charles C. Driver

    2017-04-01

    Full Text Available We introduce ctsem, an R package for continuous time structural equation modeling of panel (N > 1 and time series (N = 1 data, using full information maximum likelihood. Most dynamic models (e.g., cross-lagged panel models in the social and behavioural sciences are discrete time models. An assumption of discrete time models is that time intervals between measurements are equal, and that all subjects were assessed at the same intervals. Violations of this assumption are often ignored due to the difficulty of accounting for varying time intervals, therefore parameter estimates can be biased and the time course of effects becomes ambiguous. By using stochastic differential equations to estimate an underlying continuous process, continuous time models allow for any pattern of measurement occasions. By interfacing to OpenMx, ctsem combines the flexible specification of structural equation models with the enhanced data gathering opportunities and improved estimation of continuous time models. ctsem can estimate relationships over time for multiple latent processes, measured by multiple noisy indicators with varying time intervals between observations. Within and between effects are estimated simultaneously by modeling both observed covariates and unobserved heterogeneity. Exogenous shocks with different shapes, group differences, higher order diffusion effects and oscillating processes can all be simply modeled. We first introduce and define continuous time models, then show how to specify and estimate a range of continuous time models using ctsem.

  20. Nonlinear time-domain modeling of balanced-armature receivers

    DEFF Research Database (Denmark)

    Jensen, Joe; Agerkvist, Finn T.; Harte, James

    2011-01-01

    Nonlinear distortion added by the loudspeaker in a hearing aid lowers the signal-to-noise ratio and may degrade the hearing aid user's ability to understand speech. The balancedarmature- type loudspeakers, predominantly used in hearing aids, are inherently nonlinear devices, as any displacement...

  1. Adaptive fuzzy observer-based stabilization of a class of uncertain time-delayed chaotic systems with actuator nonlinearities

    International Nuclear Information System (INIS)

    Shahnazi, Reza; Haghani, Adel; Jeinsch, Torsten

    2015-01-01

    An observer-based output feedback adaptive fuzzy controller is proposed to stabilize a class of uncertain chaotic systems with unknown time-varying time delays, unknown actuator nonlinearities and unknown external disturbances. The actuator nonlinearity can be backlash-like hysteresis or dead-zone. Based on universal approximation property of fuzzy systems the unknown nonlinear functions are approximated by fuzzy systems, where the consequent parts of fuzzy rules are tuned with adaptive schemes. The proposed method does not need the availability of the states and an observer based output feedback approach is proposed to estimate the states. To have more robustness and at the same time to alleviate chattering an adaptive discontinuous structure is suggested. Semi-global asymptotic stability of the overall system is ensured by proposing a suitable Lyapunov–Krasovskii functional candidate. The approach is applied to stabilize the time-delayed Lorenz chaotic system with uncertain dynamics amid significant disturbances. Analysis of simulations reveals the effectiveness of the proposed method in terms of coping well with the modeling uncertainties, nonlinearities in actuators, unknown time-varying time-delays and unknown external disturbances while maintaining asymptotic convergence

  2. Pseudo-Hermitian continuous-time quantum walks

    Energy Technology Data Exchange (ETDEWEB)

    Salimi, S; Sorouri, A, E-mail: shsalimi@uok.ac.i, E-mail: a.sorouri@uok.ac.i [Department of Physics, University of Kurdistan, PO Box 66177-15175, Sanandaj (Iran, Islamic Republic of)

    2010-07-09

    In this paper we present a model exhibiting a new type of continuous-time quantum walk (as a quantum-mechanical transport process) on networks, which is described by a non-Hermitian Hamiltonian possessing a real spectrum. We call it pseudo-Hermitian continuous-time quantum walk. We introduce a method to obtain the probability distribution of walk on any vertex and then study a specific system. We observe that the probability distribution on certain vertices increases compared to that of the Hermitian case. This formalism makes the transport process faster and can be useful for search algorithms.

  3. Hitting probabilities for nonlinear systems of stochastic waves

    CERN Document Server

    Dalang, Robert C

    2015-01-01

    The authors consider a d-dimensional random field u = \\{u(t,x)\\} that solves a non-linear system of stochastic wave equations in spatial dimensions k \\in \\{1,2,3\\}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent \\beta. Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \\mathbb{R}^d, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that ap

  4. A nonlinear q-voter model with deadlocks on the Watts-Strogatz graph

    Science.gov (United States)

    Sznajd-Weron, Katarzyna; Michal Suszczynski, Karol

    2014-07-01

    We study the nonlinear $q$-voter model with deadlocks on a Watts-Strogats graph. Using Monte Carlo simulations, we obtain so called exit probability and exit time. We determine how network properties, such as randomness or density of links influence exit properties of a model.

  5. Nonlinear Dynamical Modes as a Basis for Short-Term Forecast of Climate Variability

    Science.gov (United States)

    Feigin, A. M.; Mukhin, D.; Gavrilov, A.; Seleznev, A.; Loskutov, E.

    2017-12-01

    We study abilities of data-driven stochastic models constructed by nonlinear dynamical decomposition of spatially distributed data to quantitative (short-term) forecast of climate characteristics. We compare two data processing techniques: (i) widely used empirical orthogonal function approach, and (ii) nonlinear dynamical modes (NDMs) framework [1,2]. We also make comparison of two kinds of the prognostic models: (i) traditional autoregression (linear) model and (ii) model in the form of random ("stochastic") nonlinear dynamical system [3]. We apply all combinations of the above-mentioned data mining techniques and kinds of models to short-term forecasts of climate indices based on sea surface temperature (SST) data. We use NOAA_ERSST_V4 dataset (monthly SST with space resolution 20 × 20) covering the tropical belt and starting from the year 1960. We demonstrate that NDM-based nonlinear model shows better prediction skill versus EOF-based linear and nonlinear models. Finally we discuss capability of NDM-based nonlinear model for long-term (decadal) prediction of climate variability. [1] D. Mukhin, A. Gavrilov, E. Loskutov , A.Feigin, J.Kurths, 2015: Principal nonlinear dynamical modes of climate variability, Scientific Reports, rep. 5, 15510; doi: 10.1038/srep15510. [2] Gavrilov, A., Mukhin, D., Loskutov, E., Volodin, E., Feigin, A., & Kurths, J., 2016: Method for reconstructing nonlinear modes with adaptive structure from multidimensional data. Chaos: An Interdisciplinary Journal of Nonlinear Science, 26(12), 123101. [3] Ya. Molkov, D. Mukhin, E. Loskutov, A. Feigin, 2012: Random dynamical models from time series. Phys. Rev. E, Vol. 85, n.3.

  6. Characterization of nonuniform chaos in area-preserving nonlinear maps through a continuous archetype

    International Nuclear Information System (INIS)

    Cerbelli, S.; Giona, M.

    2008-01-01

    Numerical investigations conducted over a wealth of nonlinear area-preserving smooth maps (e.g. the Standard Map) showed that these systems possess physically relevant features that are not captured by any continuous archetype of two-dimensional conservative dynamics. Among these properties are the dispersive behavior of stretch factor statistics, the multifractal character of the measure associated with invariant foliations, the sign-alternating property, accounting for the nestedly bent structure of invariant foliations, and the strict inequality between the topological entropy, h top , and the Lyapunov exponent, Λ. We refer to systems possessing all of these properties as nonuniformly chaotic. In this article, we present a globally continuous, piecewise-smooth area-preserving transformation, the toral homeomorphism H, as an archetype of nonuniformly chaotic behavior. The relatively simple structure of point set dynamics and the closed-form knowledge of the pointwise expanding and contracting invariant directions associated with H, permits to derive either analytically, or with arbitrary numerical precision, the standard chaotic properties as well as the dynamics of the physically relevant properties that define nonuniform chaos. Potentialities and limitations of the model proposed in representing geometric and statistical properties of physically relevant smooth systems are discussed in detail

  7. Non-linear dynamical classification of short time series of the rössler system in high noise regimes.

    Science.gov (United States)

    Lainscsek, Claudia; Weyhenmeyer, Jonathan; Hernandez, Manuel E; Poizner, Howard; Sejnowski, Terrence J

    2013-01-01

    Time series analysis with delay differential equations (DDEs) reveals non-linear properties of the underlying dynamical system and can serve as a non-linear time-domain classification tool. Here global DDE models were used to analyze short segments of simulated time series from a known dynamical system, the Rössler system, in high noise regimes. In a companion paper, we apply the DDE model developed here to classify short segments of encephalographic (EEG) data recorded from patients with Parkinson's disease and healthy subjects. Nine simulated subjects in each of two distinct classes were generated by varying the bifurcation parameter b and keeping the other two parameters (a and c) of the Rössler system fixed. All choices of b were in the chaotic parameter range. We diluted the simulated data using white noise ranging from 10 to -30 dB signal-to-noise ratios (SNR). Structure selection was supervised by selecting the number of terms, delays, and order of non-linearity of the model DDE model that best linearly separated the two classes of data. The distances d from the linear dividing hyperplane was then used to assess the classification performance by computing the area A' under the ROC curve. The selected model was tested on untrained data using repeated random sub-sampling validation. DDEs were able to accurately distinguish the two dynamical conditions, and moreover, to quantify the changes in the dynamics. There was a significant correlation between the dynamical bifurcation parameter b of the simulated data and the classification parameter d from our analysis. This correlation still held for new simulated subjects with new dynamical parameters selected from each of the two dynamical regimes. Furthermore, the correlation was robust to added noise, being significant even when the noise was greater than the signal. We conclude that DDE models may be used as a generalizable and reliable classification tool for even small segments of noisy data.

  8. Gain scheduling for non-linear time-delay systems using approximated model

    NARCIS (Netherlands)

    Pham, H.T.; Lim, J.T

    2012-01-01

    The authors investigate a regulation problem of non-linear systems driven by an exogenous signal and time-delay in the input. In order to compensate for the input delay, they propose a reduction transformation containing the past information of the control input. Then, by utilising the Euler

  9. A Unified Approach to Adaptive Neural Control for Nonlinear Discrete-Time Systems With Nonlinear Dead-Zone Input.

    Science.gov (United States)

    Liu, Yan-Jun; Gao, Ying; Tong, Shaocheng; Chen, C L Philip

    2016-01-01

    In this paper, an effective adaptive control approach is constructed to stabilize a class of nonlinear discrete-time systems, which contain unknown functions, unknown dead-zone input, and unknown control direction. Different from linear dead zone, the dead zone, in this paper, is a kind of nonlinear dead zone. To overcome the noncausal problem, which leads to the control scheme infeasible, the systems can be transformed into a m -step-ahead predictor. Due to nonlinear dead-zone appearance, the transformed predictor still contains the nonaffine function. In addition, it is assumed that the gain function of dead-zone input and the control direction are unknown. These conditions bring about the difficulties and the complicacy in the controller design. Thus, the implicit function theorem is applied to deal with nonaffine dead-zone appearance, the problem caused by the unknown control direction can be resolved through applying the discrete Nussbaum gain, and the neural networks are used to approximate the unknown function. Based on the Lyapunov theory, all the signals of the resulting closed-loop system are proved to be semiglobal uniformly ultimately bounded. Moreover, the tracking error is proved to be regulated to a small neighborhood around zero. The feasibility of the proposed approach is demonstrated by a simulation example.

  10. Improvement of Nonlinearity Correction for BESIII ETOF Upgrade

    Science.gov (United States)

    Sun, Weijia; Cao, Ping; Ji, Xiaolu; Fan, Huanhuan; Dai, Hongliang; Zhang, Jie; Liu, Shubin; An, Qi

    2015-08-01

    An improved scheme to implement integral non-linearity (INL) correction of time measurements in the Beijing Spectrometer III Endcap Time-of-Flight (BESIII ETOF) upgrade system is presented in this paper. During upgrade, multi-gap resistive plate chambers (MRPC) are introduced as ETOF detectors which increases the total number of time measurement channels to 1728. The INL correction method adopted in BESIII TOF proved to be of limited use, because the sharply increased number of electronic channels required for reading out the detector strips degrade the system configuration efficiency severely. Furthermore, once installed into the spectrometer, BESIII TOF electronics do not support the TDCs' nonlinearity evaluation online. In this proposed method, INL data used for the correction algorithm are automatically imported from a non-volatile read-only memory (ROM) instead of from data acquisition software. This guarantees the real-time performance and system efficiency of the INL correction, especially for the ETOF upgrades with massive number of channels. Besides, a signal that is not synchronized to the system 41.65 MHz clock from BEPCII is sent to the frontend electronics (FEE) to simulate pseudo-random test pulses for the purpose of online nonlinearity evaluation. Test results show that the time measuring INL errors in one module with 72 channels can be corrected online and in real time.

  11. Application of non-linear discretetime feedback regulators with assignable closed-loop dynamics

    Directory of Open Access Journals (Sweden)

    Dubljević Stevan

    2003-01-01

    Full Text Available In the present work the application of a new approach is demonstrated to a discrete-time state feedback regulator synthesis with feedback linearization and pole-placement for non-linear discrete-time systems. Under the simultaneous implementation of a non-linear coordinate transformation and a non-linear state feedback law computed through the solution of a system of non-linear functional equations, both the feedback linearization and pole-placement design objectives were accomplished. The non-linear state feedback regulator synthesis method was applied to a continuous stirred tank reactor (CSTR under non-isothermal operating conditions that exhibits steady-state multiplicity. The control objective was to regulate the reactor at the middle unstable steady state by manipulating the rate of input heat in the reactor. Simulation studies were performed to evaluate the performance of the proposed non-linear state feedback regulator, as it was shown a non-linear state feedback regulator clearly outperformed a standard linear one, especially in the presence of adverse disturbance under which linear regulation at the unstable steady state was not feasible.

  12. Engineering non-linear resonator mode interactions in circuit QED by continuous driving: Introduction

    Science.gov (United States)

    Pfaff, Wolfgang; Reagor, Matthew; Heeres, Reinier; Ofek, Nissim; Chou, Kevin; Blumoff, Jacob; Leghtas, Zaki; Touzard, Steven; Sliwa, Katrina; Holland, Eric; Krastanov, Stefan; Frunzio, Luigi; Devoret, Michel; Jiang, Liang; Schoelkopf, Robert

    2015-03-01

    High-Q microwave resonators show great promise for storing and manipulating quantum states in circuit QED. Using resonator modes as such a resource in quantum information processing applications requires the ability to manipulate the state of a resonator efficiently. Further, one must engineer appropriate coupling channels without spoiling the coherence properties of the resonator. We present an architecture that combines millisecond lifetimes for photonic quantum states stored in a linear resonator with fast measurement provided by a low-Q readout resonator. We demonstrate experimentally how a continuous drive on a transmon can be utilized to generate highly non-classical photonic states inside the high-Q resonator via effective nonlinear resonator mode interactions. Our approach opens new avenues for using modes of long-lived linear resonators in the circuit QED platform for quantum information processing tasks.

  13. Stability Control of Force-Reflected Nonlinear Multilateral Teleoperation System under Time-Varying Delays

    Directory of Open Access Journals (Sweden)

    Da Sun

    2016-01-01

    Full Text Available A novel control algorithm based on the modified wave-variable controllers is proposed to achieve accurate position synchronization and reasonable force tracking of the nonlinear single-master-multiple-slave teleoperation system and simultaneously guarantee overall system’s stability in the presence of large time-varying delays. The system stability in different scenarios of human and environment situations has been analyzed. The proposed method is validated through experimental work based on the 3-DOF trilateral teleoperation system consisting of three different manipulators. The experimental results clearly demonstrate the feasibility of the proposed algorithm to achieve high transparency and robust stability in nonlinear single-master-multiple-slave teleoperation system in the presence of time-varying delays.

  14. Analytic approach to nonlinear hydrodynamic instabilities driven by time-dependent accelerations

    Energy Technology Data Exchange (ETDEWEB)

    Mikaelian, K O

    2009-09-28

    We extend our earlier model for Rayleigh-Taylor and Richtmyer-Meshkov instabilities to the more general class of hydrodynamic instabilities driven by a time-dependent acceleration g(t) . Explicit analytic solutions for linear as well as nonlinear amplitudes are obtained for several g(t)'s by solving a Schroedinger-like equation d{sup 2}{eta}/dt{sup 2} - g(t)kA{eta} = 0 where A is the Atwood number and k is the wavenumber of the perturbation amplitude {eta}(t). In our model a simple transformation k {yields} k{sub L} and A {yields} A{sub L} connects the linear to the nonlinear amplitudes: {eta}{sup nonlinear} (k,A) {approx} (1/k{sub L})ln{eta}{sup linear} (k{sub L}, A{sub L}). The model is found to be in very good agreement with direct numerical simulations. Bubble amplitudes for a variety of accelerations are seen to scale with s defined by s = {integral} {radical}g(t)dt, while spike amplitudes prefer scaling with displacement {Delta}x = {integral}[{integral}g(t)dt]dt.

  15. A Monte Carlo study of time-aggregation in continuous-time and discrete-time parametric hazard models.

    NARCIS (Netherlands)

    Hofstede, ter F.; Wedel, M.

    1998-01-01

    This study investigates the effects of time aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to various continuous and discrete-time processes, and aggregated into daily, weekly and monthly intervals. These data are

  16. Fractal analysis and nonlinear forecasting of indoor 222Rn time series

    International Nuclear Information System (INIS)

    Pausch, G.; Bossew, P.; Hofmann, W.; Steger, F.

    1998-01-01

    Fractal analyses of indoor 222 Rn time series were performed using different chaos theory based measurements such as time delay method, Hurst's rescaled range analysis, capacity (fractal) dimension, and Lyapunov exponent. For all time series we calculated only positive Lyapunov exponents which is a hint to chaos, while the Hurst exponents were well below 0.5, indicating antipersistent behaviour (past trends tend to reverse in the future). These time series were also analyzed with a nonlinear prediction method which allowed an estimation of the embedding dimensions with some restrictions, limiting the prediction to about three relative time steps. (orig.)

  17. Statistical analysis of random pulse trains

    International Nuclear Information System (INIS)

    Da Costa, G.

    1977-02-01

    Some experimental and theoretical results concerning the statistical properties of optical beams formed by a finite number of independent pulses are presented. The considered waves (corresponding to each pulse) present important spatial variations of the illumination distribution in a cross-section of the beam, due to the time-varying random refractive index distribution in the active medium. Some examples of this kind of emission are: (a) Free-running ruby laser emission; (b) Mode-locked pulse trains; (c) Randomly excited nonlinear media

  18. The Reach-and-Evolve Algorithm for Reachability Analysis of Nonlinear Dynamical Systems

    NARCIS (Netherlands)

    P.J. Collins (Pieter); A. Goldsztejn

    2008-01-01

    htmlabstractThis paper introduces a new algorithm dedicated to the rigorous reachability analysis of nonlinear dynamical systems. The algorithm is initially presented in the context of discrete time dynamical systems, and then extended to continuous time dynamical systems driven by ODEs. In

  19. Parameter Estimation in Continuous Time Domain

    Directory of Open Access Journals (Sweden)

    Gabriela M. ATANASIU

    2016-12-01

    Full Text Available This paper will aim to presents the applications of a continuous-time parameter estimation method for estimating structural parameters of a real bridge structure. For the purpose of illustrating this method two case studies of a bridge pile located in a highly seismic risk area are considered, for which the structural parameters for the mass, damping and stiffness are estimated. The estimation process is followed by the validation of the analytical results and comparison with them to the measurement data. Further benefits and applications for the continuous-time parameter estimation method in civil engineering are presented in the final part of this paper.

  20. Weighted multiscale Rényi permutation entropy of nonlinear time series

    Science.gov (United States)

    Chen, Shijian; Shang, Pengjian; Wu, Yue

    2018-04-01

    In this paper, based on Rényi permutation entropy (RPE), which has been recently suggested as a relative measure of complexity in nonlinear systems, we propose multiscale Rényi permutation entropy (MRPE) and weighted multiscale Rényi permutation entropy (WMRPE) to quantify the complexity of nonlinear time series over multiple time scales. First, we apply MPRE and WMPRE to the synthetic data and make a comparison of modified methods and RPE. Meanwhile, the influence of the change of parameters is discussed. Besides, we interpret the necessity of considering not only multiscale but also weight by taking the amplitude into account. Then MRPE and WMRPE methods are employed to the closing prices of financial stock markets from different areas. By observing the curves of WMRPE and analyzing the common statistics, stock markets are divided into 4 groups: (1) DJI, S&P500, and HSI, (2) NASDAQ and FTSE100, (3) DAX40 and CAC40, and (4) ShangZheng and ShenCheng. Results show that the standard deviations of weighted methods are smaller, showing WMRPE is able to ensure the results more robust. Besides, WMPRE can provide abundant dynamical properties of complex systems, and demonstrate the intrinsic mechanism.

  1. Anticontrol of chaos in continuous-time systems via time-delay feedback.

    Science.gov (United States)

    Wang, Xiao Fan; Chen, Guanrong; Yu, Xinghuo

    2000-12-01

    In this paper, a systematic design approach based on time-delay feedback is developed for anticontrol of chaos in a continuous-time system. This anticontrol method can drive a finite-dimensional, continuous-time, autonomous system from nonchaotic to chaotic, and can also enhance the existing chaos of an originally chaotic system. Asymptotic analysis is used to establish an approximate relationship between a time-delay differential equation and a discrete map. Anticontrol of chaos is then accomplished based on this relationship and the differential-geometry control theory. Several examples are given to verify the effectiveness of the methodology and to illustrate the systematic design procedure. (c) 2000 American Institute of Physics.

  2. Dynamics of electron wave packet in a disordered chain with delayed nonlinear response

    International Nuclear Information System (INIS)

    Zhu Hongjun; Xiong Shijie

    2010-01-01

    We investigate the dynamics of one electron wave packet in a linear chain with random on-site energies and a nonadiabatic electron-phonon interaction which is described by a delayed cubic nonlinear term in the time-dependent Schroedinger equation. We show that in the regime where the wave packet is delocalized in the case with only the delayed nonlinearity, the wave packet becomes localized when the disorder is added and the localization is enhanced by increasing the disorder. In the regime where the self-trapping phenomenon occurs in the case with only the delayed nonlinearity, by adding the disorder the general dynamical features of the wave packet do not change if the nonlinearity parameter is small, but the dynamics shows the subdiffusive behavior if the nonlinearity parameter is large. The numerical results demonstrate complicated wave packet dynamics of systems with both the disorder and nonlinearity.

  3. Nonlinear time-domain soil–structure interaction analysis of embedded reactor structures subjected to earthquake loads

    Energy Technology Data Exchange (ETDEWEB)

    Solberg, Jerome M., E-mail: solberg2@llnl.gov [Methods Development Group, Lawrence Livermore Nat’l Lab, P.O. Box 808, Mailstop L-125, Livermore, CA 94550 (United States); Hossain, Quazi, E-mail: hossain1@llnl.gov [Structural and Applied Mechanics Group, Lawrence Livermore Nat’l Lab, P.O. Box 808, Mailstop L-129, Livermore, CA 94550 (United States); Mseis, George, E-mail: george.mseis@gmail.com [Structural and Applied Mechanics Group, Lawrence Livermore Nat’l Lab, P.O. Box 808, Mailstop L-129, Livermore, CA 94550 (United States)

    2016-08-01

    Highlights: • Derived modified version of Bielak’s SSI method for nonlinear time-domain analysis. • Utilized a Ramberg–Osgood material with parameters that can be fit to EPRI data. • Matched vertically propagating shear wave results from CARES. • Applied this technique to a representative SMR, compared well with SASSI. • The technique is extensible to other material models and nonlinear effects. - Abstract: A generalized time-domain method for soil–structure interaction analysis is developed, based upon an extension of the work of the domain reduction method of Bielak et al. The methodology is combined with the use of a simple hysteretic soil model based upon the Ramberg–Osgood formulation and applied to a notional Small Modular Reactor. These benchmark results compare well (with some caveats) with those obtained by using the industry-standard frequency-domain code SASSI. The methodology provides a path forward for investigation of other sources of nonlinearity, including those associated with the use of more physically-realistic material models incorporating pore-pressure effects, gap opening/closing, the effect of nonlinear structural elements, and 3D seismic inputs.

  4. An Improved Continuous-Time Model Predictive Control of Permanent Magnetic Synchronous Motors for a Wide-Speed Range

    Directory of Open Access Journals (Sweden)

    Dandan Su

    2017-12-01

    Full Text Available This paper proposes an improved continuous-time model predictive control (CTMPC of permanent magnetic synchronous motors (PMSMs for a wide-speed range, including the constant torque region and the flux-weakening (FW region. In the constant torque region, the mathematic models of PMSMs in dq-axes are decoupled without the limitation of DC-link voltage. However, in the FW region, the mathematic models of PMSMs in dq-axes are cross-coupled together with the limitation of DC-link voltage. A nonlinear PMSMs mathematic model in the FW region is presented based on the voltage angle. The solving of the nonlinear mathematic model of PMSMs in FW region will lead to heavy computation load for digital signal processing (DSP. To overcome such a problem, a linearization method of the voltage angle is also proposed to reduce the computation load. The selection of transiting points between the constant torque region and FW regions is researched to improve the performance of the driven system. Compared with the proportional integral (PI controller, the proposed CTMPC has obvious advantages in dealing with systems’ nonlinear constraints and improving system performance by restraining overshoot current under step torque changing. Both simulation and experimental results confirm the effectiveness of the proposed method in achieving good steady-state performance and smooth switching between the constant torque and FW regions.

  5. The non-linear response of the magnetosphere: 30 October 1978

    International Nuclear Information System (INIS)

    Price, C.P.; Prichard, D.

    1993-01-01

    The authors address the question of whether the response of the earth magnetosphere to the solar wind can be viewed as a nonlinear phenomena, rather than a linear response. The difficulty in answering this question is that the driving function, namely the solar wind, is very aperiodic, and it is difficult to argue that the system has time to go to any sort of a steady state in response to the driving force, prior to its making another random change. The application of nonlinear analysis methods in the face of this type of system is very limited. The authors pick a particular day, namely October 30, 1978, when the solar wind was very uniform for an extended period of time, and there is the possibility the system could converge to some type of strange attractor state within this period. They look at the auroral electrojet as a measure of the potential nonlinear response of the magnetosphere, and apply both nonlinear and linear analysis procedures to the data to try to determine if the data would support a nonlinear response of the magnetosphere to the solar wind driver, taken as the product of the solar wind speed v, and the southward component of the interplanetary magnetic field B s

  6. Identification of Nonlinear Oscillatory Activity Embedded in Broadband Neural Signals

    Czech Academy of Sciences Publication Activity Database

    Vejmelka, Martin; Paluš, Milan; Šušmáková, K.

    2010-01-01

    Roč. 20, č. 2 (2010), s. 117-128 ISSN 0129-0657 R&D Projects: GA MŠk 7E08027 EU Projects: European Commission(XE) 200728 - BRAINSYNC Institutional research plan: CEZ:AV0Z10300504 Keywords : nonlinear dynamical systems * oscillations * random processes * time series analysis * EEG Subject RIV: FH - Neurology Impact factor: 4.237, year: 2010

  7. A novel Random Walk algorithm with Compulsive Evolution for heat exchanger network synthesis

    International Nuclear Information System (INIS)

    Xiao, Yuan; Cui, Guomin

    2017-01-01

    Highlights: • A novel Random Walk Algorithm with Compulsive Evolution is proposed for HENS. • A simple and feasible evolution strategy is presented in RWCE algorithm. • The integer and continuous variables of HEN are optimized simultaneously in RWCE. • RWCE is demonstrated a relatively strong global search ability in HEN optimization. - Abstract: The heat exchanger network (HEN) synthesis can be characterized as highly combinatorial, nonlinear and nonconvex, contributing to unmanageable computational time and a challenge in identifying the global optimal network design. Stochastic methods are robust and show a powerful global optimizing ability. Based on the common characteristic of different stochastic methods, namely randomness, a novel Random Walk algorithm with Compulsive Evolution (RWCE) is proposed to achieve the best possible total annual cost of heat exchanger network with the relatively simple and feasible evolution strategy. A population of heat exchanger networks is first randomly initialized. Next, the heat load of heat exchanger for each individual is randomly expanded or contracted in order to optimize both the integer and continuous variables simultaneously and to obtain the lowest total annual cost. Besides, when individuals approach to local optima, there is a certain probability for them to compulsively accept the imperfect networks in order to keep the population diversity and ability of global optimization. The presented method is then applied to heat exchanger network synthesis cases from the literature to compare the best results published. RWCE consistently has a lower computed total annual cost compared to previously published results.

  8. Continuity of Local Time: An applied perspective

    OpenAIRE

    Ramirez, Jorge M.; Waymire, Edward C.; Thomann, Enrique A.

    2015-01-01

    Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension of previous results on an explicit role of continuity of (natural) local time is obtained for applications to recent classes of problems in physics, biology and finance involving discontinuities in a dispersion coefficient. The main theorem and its corolla...

  9. Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

    Science.gov (United States)

    Herzallah, Randa

    2013-06-01

    Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.

  10. An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine

    CERN Document Server

    Capasso, Vincenzo

    2015-01-01

    This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional  exercises * Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Editio...

  11. The Superconvergence of Mixed Finite Element Methods for Nonlinear Hyperbolic Equations

    Institute of Scientific and Technical Information of China (English)

    YanpingCHEN; YunqingHUANG

    1998-01-01

    Imprioved L2-error estimates are computed for mixed finte element methods for second order nonlinear hyperbolic equations.Superconvergence results,L∞ in time and discrete L2 in space,are derived for both the solution and gradients on the rectangular domain.Results are given for the continuous-time case.

  12. Nonlinear stochastic dynamics of mesoscopic homogeneous biochemical reaction systems—an analytical theory

    International Nuclear Information System (INIS)

    Qian, Hong

    2011-01-01

    The nonlinear dynamics of biochemical reactions in a small-sized system on the order of a cell are stochastic. Assuming spatial homogeneity, the populations of n molecular species follow a multi-dimensional birth-and-death process on Z n . We introduce the Delbrück–Gillespie process, a continuous-time Markov jump process, whose Kolmogorov forward equation has been known as the chemical master equation, and whose stochastic trajectories can be computed via the Gillespie algorithm. Using simple models, we illustrate that a system of nonlinear ordinary differential equations on R n emerges in the infinite system size limit. For finite system size, transitions among multiple attractors of the nonlinear dynamical system are rare events with exponentially long transit times. There is a separation of time scales between the deterministic ODEs and the stochastic Markov jumps between attractors. No diffusion process can provide a global representation that is accurate on both short and long time scales for the nonlinear, stochastic population dynamics. On the short time scale and near deterministic stable fixed points, Ornstein–Uhlenbeck Gaussian processes give linear stochastic dynamics that exhibit time-irreversible circular motion for open, driven chemical systems. Extending this individual stochastic behaviour-based nonlinear population theory of molecular species to other biological systems is discussed. (invited article)

  13. Nonlinearly perturbed semi-Markov processes

    CERN Document Server

    Silvestrov, Dmitrii

    2017-01-01

    The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will cont...

  14. Nonlinear waveform distortion and shock formation in the near field of a continuous wave piston source

    Science.gov (United States)

    Sapozhnikov, Oleg A.; Khokhlova, Vera A.; Cathignol, Dominique

    2004-05-01

    A classical effect of nonlinear acoustics is that a plane sinusoidal acoustic wave propagating in a nonlinear medium transforms to a sawtooth wave with one shock per cycle. However, the waveform evolution can be quite different in the near field of a plane source due to diffraction. Previous numerical simulations of nonlinear acoustic waves in the near field of a circular piston source predict the development of two shocks per wave cycle [Khokhlova et al., J. Acoust. Soc. Am. 110, 95-108 (2001)]. Moreover, at some locations the peak pressure may be up to 4 times the source amplitude. The motivation of this work was to experimentally verify and further explain the phenomena of the nonlinear waveform distortion. Measurements were conducted in water with a 47-mm-diameter unfocused transducer, working at 1-MHz frequency. For pressure amplitudes higher than 0.5 MPa, two shocks per cycle were observed in the waveform beyond the last minimum of the fundamental harmonic amplitude. With the increase of the observation distance, these two shocks collided and formed one shock (per cycle), i.e., the waveform developed into the classical sawtooth wave. The experimental results were in a very good agreement with the modeling based on the Khokhlov-Zabolotskaya-Kuznetsov (KZK) equation.

  15. Increased 1-year continuation of DMPA among women randomized to self-administration: results from a randomized controlled trial at Planned Parenthood.

    Science.gov (United States)

    Kohn, Julia E; Simons, Hannah R; Della Badia, Lisa; Draper, Elissa; Morfesis, Johanna; Talmont, Elizabeth; Beasley, Anitra; McDonald, Melanie; Westhoff, Carolyn L

    2018-03-01

    Self-administration of subcutaneous depot medroxyprogesterone acetate (DMPA-sc) is feasible, acceptable, and effective. Our objective was to compare one-year continuation of DMPA-sc between women randomized to self-administration versus clinic administration. We randomized 401 females ages 15-44 requesting DMPA at clinics in Texas and New Jersey to self-administration or clinic administration in a 1:1 allocation. Clinic staff taught participants randomized to self-administration to self-inject and observed the first injection; participants received instructions, a sharps container, and three doses for home use. Participants randomized to clinic administration received usual care. All participants received DMPA-sc at no cost and injection reminders via text message or email. We conducted follow-up surveys at six and 12 months. Three hundred thirty-six participants (84%) completed the 12-month survey; 316 completed both follow-up surveys (an 80% response rate excluding eight withdrawals). Participants ranged in age from 16-44. One-year DMPA continuous use was 69% in the self-administration group and 54% in the clinic group (p=.005). There were three self-reported pregnancies during the study period, all occurred in the clinic group; all three women had discontinued DMPA and one reported her pregnancy as intended. Among the self-administration group, 97% reported that self-administration was very or somewhat easy; 87% would recommend self-administration of DMPA-sc to a friend. Among the clinic group, 52% reported interest in self-administration in the future. Satisfaction was similar between groups. No serious adverse events were reported. DMPA self-administration improves contraceptive continuation and is a feasible and acceptable option for women and adolescents. Self-administration of subcutaneous DMPA can improve contraceptive access, autonomy, and continuation, and is a feasible and acceptable option for women and adolescents. It should be made widely available

  16. Asymptotic behavior of non-autonomous stochastic parabolic equations with nonlinear Laplacian principal part

    Directory of Open Access Journals (Sweden)

    Bixiang Wang

    2013-08-01

    Full Text Available We prove the existence and uniqueness of random attractors for the p-Laplace equation driven simultaneously by non-autonomous deterministic and stochastic forcing. The nonlinearity of the equation is allowed to have a polynomial growth rate of any order which may be greater than p. We further establish the upper semicontinuity of random attractors as the intensity of noise approaches zero. In addition, we show the pathwise periodicity of random attractors when all non-autonomous deterministic forcing terms are time periodic.

  17. Nonlinearities and transit times in soil organic matter models: new developments in the SoilR package

    Science.gov (United States)

    Sierra, Carlos; Müller, Markus

    2016-04-01

    SoilR is an R package for implementing diverse models representing soil organic matter dynamics. In previous releases of this package, we presented the implementation of linear first-order models with any number of pools as well as radiocarbon dynamics. We present here new improvements of the package regarding the possibility to implement models with nonlinear interactions among state variables and the possibility to calculate ages and transit times for nonlinear models with time dependencies. We show here examples on how to implement model structures with Michaelis-Menten terms for explicit microbial growth and resource use efficiency, and Langmuir isotherms for representing adsorption of organic matter to mineral surfaces. These nonlinear terms can be implemented for any number of organic matter pools, microbial functional groups, or mineralogy, depending on user's requirements. Through a simple example, we also show how transit times of organic matter in soils are controlled by the time-dependencies of the input terms.

  18. Nonlinear diffusion in the presence of a time-dependent external electric field

    International Nuclear Information System (INIS)

    Lima e Silva, T. de; Galvao, R.M.O.

    1987-09-01

    The influence of a time-dependent external electric field on the nonlinear diffusion process of weakly ionized plasmas is investigated. A new solution of the diffusion equation is obtained for the case when electron-ion collisions can be neglected. (author) [pt

  19. Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

    Science.gov (United States)

    Gao, Peng

    2018-04-01

    This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

  20. Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

    Science.gov (United States)

    Gao, Peng

    2018-06-01

    This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

  1. Chaos and unpredictability in evolution of cooperation in continuous time

    Science.gov (United States)

    You, Taekho; Kwon, Minji; Jo, Hang-Hyun; Jung, Woo-Sung; Baek, Seung Ki

    2017-12-01

    Cooperators benefit others with paying costs. Evolution of cooperation crucially depends on the cost-benefit ratio of cooperation, denoted as c . In this work, we investigate the infinitely repeated prisoner's dilemma for various values of c with four of the representative memory-one strategies, i.e., unconditional cooperation, unconditional defection, tit-for-tat, and win-stay-lose-shift. We consider replicator dynamics which deterministically describes how the fraction of each strategy evolves over time in an infinite-sized well-mixed population in the presence of implementation error and mutation among the four strategies. Our finding is that this three-dimensional continuous-time dynamics exhibits chaos through a bifurcation sequence similar to that of a logistic map as c varies. If mutation occurs with rate μ ≪1 , the position of the bifurcation sequence on the c axis is numerically found to scale as μ0.1, and such sensitivity to μ suggests that mutation may have nonperturbative effects on evolutionary paths. It demonstrates how the microscopic randomness of the mutation process can be amplified to macroscopic unpredictability by evolutionary dynamics.

  2. Non-Gaussian lineshapes and dynamics of time-resolved linear and nonlinear (correlation) spectra.

    Science.gov (United States)

    Dinpajooh, Mohammadhasan; Matyushov, Dmitry V

    2014-07-17

    Signatures of nonlinear and non-Gaussian dynamics in time-resolved linear and nonlinear (correlation) 2D spectra are analyzed in a model considering a linear plus quadratic dependence of the spectroscopic transition frequency on a Gaussian nuclear coordinate of the thermal bath (quadratic coupling). This new model is contrasted to the commonly assumed linear dependence of the transition frequency on the medium nuclear coordinates (linear coupling). The linear coupling model predicts equality between the Stokes shift and equilibrium correlation functions of the transition frequency and time-independent spectral width. Both predictions are often violated, and we are asking here the question of whether a nonlinear solvent response and/or non-Gaussian dynamics are required to explain these observations. We find that correlation functions of spectroscopic observables calculated in the quadratic coupling model depend on the chromophore's electronic state and the spectral width gains time dependence, all in violation of the predictions of the linear coupling models. Lineshape functions of 2D spectra are derived assuming Ornstein-Uhlenbeck dynamics of the bath nuclear modes. The model predicts asymmetry of 2D correlation plots and bending of the center line. The latter is often used to extract two-point correlation functions from 2D spectra. The dynamics of the transition frequency are non-Gaussian. However, the effect of non-Gaussian dynamics is limited to the third-order (skewness) time correlation function, without affecting the time correlation functions of higher order. The theory is tested against molecular dynamics simulations of a model polar-polarizable chromophore dissolved in a force field water.

  3. Direct Adaptive Control of a Class of Nonlinear Discrete-Time Systems

    DEFF Research Database (Denmark)

    Bendtsen, Jan Dimon

    2004-01-01

    In this paper we deal with direct adaptive control of a specific class of discrete-time SISO systems, where the nonlinearities are convex and an upper bound is known. We use a control law based on a linear combination of a set of globally uniformly bounded basis functions with compact support, wh...

  4. 1-Soliton solution of the generalized Zakharov-Kuznetsov equation with nonlinear dispersion and time-dependent coefficients

    International Nuclear Information System (INIS)

    Biswas, Anjan

    2009-01-01

    In this Letter, the 1-soliton solution of the Zakharov-Kuznetsov equation with power law nonlinearity and nonlinear dispersion along with time-dependent coefficients is obtained. There are two models for this kind of an equation that are studied. The constraint relation between these time-dependent coefficients is established for the solitons to exist. Subsequently, this equation is again analysed with generalized evolution. The solitary wave ansatz is used to carry out this investigation.

  5. Cluster Observations of Non-Time Continuous Magnetosonic Waves

    Science.gov (United States)

    Walker, Simon N.; Demekhov, Andrei G.; Boardsen, Scott A.; Ganushkina, Natalia Y.; Sibeck, David G.; Balikhin, Michael A.

    2016-01-01

    Equatorial magnetosonic waves are normally observed as temporally continuous sets of emissions lasting from minutes to hours. Recent observations, however, have shown that this is not always the case. Using Cluster data, this study identifies two distinct forms of these non temporally continuous use missions. The first, referred to as rising tone emissions, are characterized by the systematic onset of wave activity at increasing proton gyroharmonic frequencies. Sets of harmonic emissions (emission elements)are observed to occur periodically in the region +/- 10 off the geomagnetic equator. The sweep rate of these emissions maximizes at the geomagnetic equator. In addition, the ellipticity and propagation direction also change systematically as Cluster crosses the geomagnetic equator. It is shown that the observed frequency sweep rate is unlikely to result from the sideband instability related to nonlinear trapping of suprathermal protons in the wave field. The second form of emissions is characterized by the simultaneous onset of activity across a range of harmonic frequencies. These waves are observed at irregular intervals. Their occurrence correlates with changes in the spacecraft potential, a measurement that is used as a proxy for electron density. Thus, these waves appear to be trapped within regions of localized enhancement of the electron density.

  6. Stochastic process corrosion growth models for pipeline reliability

    International Nuclear Information System (INIS)

    Bazán, Felipe Alexander Vargas; Beck, André Teófilo

    2013-01-01

    Highlights: •Novel non-linear stochastic process corrosion growth model is proposed. •Corrosion rate modeled as random Poisson pulses. •Time to corrosion initiation and inherent time-variability properly represented. •Continuous corrosion growth histories obtained. •Model is shown to precisely fit actual corrosion data at two time points. -- Abstract: Linear random variable corrosion models are extensively employed in reliability analysis of pipelines. However, linear models grossly neglect well-known characteristics of the corrosion process. Herein, a non-linear model is proposed, where corrosion rate is represented as a Poisson square wave process. The resulting model represents inherent time-variability of corrosion growth, produces continuous growth and leads to mean growth at less-than-one power of time. Different corrosion models are adjusted to the same set of actual corrosion data for two inspections. The proposed non-linear random process corrosion growth model leads to the best fit to the data, while better representing problem physics

  7. Effect of continuous versus intermittent turning on nursing and non-nursing care time for acute spinal cord injuries.

    Science.gov (United States)

    Bugaresti, J M; Tator, C H; Szalai, J P

    1991-06-01

    The present study was conducted to determine whether automated, continuous turning beds would reduce the nursing care time for spinal cord injured (SCI) patients by freeing hospital staff from manual turning of patients every 2 hours. Seventeen patients were randomly assigned to continuous or intermittent turning and were observed during the 8 hour shift for 1 to 18 days following injury. Trained observers recorded the time taken for patient contact activities performed by the nursing staff (direct nursing care) and other hospital staff. The mean direct nursing care time per dayshift per patient was 130 +/- 22 (mean +/- SD) minutes for 9 patients managed with continuous turning and 115 +/- 41 (mean +/- SD) minutes for 8 patients managed with intermittent turning. The observed difference in care time between the two treatment groups was not significant (p greater than 0.05). Numerous factors including neurological level, time following injury, and medical complications appeared to affect the direct nursing care time. Although continuous turning did not reduce nursing care time it offered major advantages for the treatment of selected cases of acute SCI. Some major advantages of continuous turning treatment were observed. Spinal alignment was easier to maintain during continuous turning in patients with injuries of the cervical spine. Continuous turning allowed radiological procedures on the spine, chest and abdomen to be more easily performed without having to alter the patients' position in bed. Therapy and nursing staff indicated that the continuous turning bed facilitated patient positioning for such activities as chest physiotherapy. With continuous turning, one nurse was sufficient to provide care for an individual SCI patient without having to rely on the assistance of other nurses on the ward for patient turning every 2 hours.

  8. Interaction-aided continuous time quantum search

    International Nuclear Information System (INIS)

    Bae, Joonwoo; Kwon, Younghun; Baek, Inchan; Yoon, Dalsun

    2005-01-01

    The continuous quantum search algorithm (based on the Farhi-Gutmann Hamiltonian evolution) is known to be analogous to the Grover (or discrete time quantum) algorithm. Any errors introduced in Grover algorithm are fatal to its success. In the same way the Farhi-Gutmann Hamiltonian algorithm has a severe difficulty when the Hamiltonian is perturbed. In this letter we will show that the interaction term in quantum search Hamiltonian (actually which is in the generalized quantum search Hamiltonian) can save the perturbed Farhi-Gutmann Hamiltonian that should otherwise fail. We note that this fact is quite remarkable since it implies that introduction of interaction can be a way to correct some errors on the continuous time quantum search

  9. Integral-Value Models for Outcomes over Continuous Time

    DEFF Research Database (Denmark)

    Harvey, Charles M.; Østerdal, Lars Peter

    Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions on prefere...... on preferences between real- or vector-valued outcomes over continuous time are satisfied if and only if the preferences are represented by a value function having an integral form......Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions...

  10. Design of time-pulse coded optoelectronic neuronal elements for nonlinear transformation and integration

    Science.gov (United States)

    Krasilenko, Vladimir G.; Nikolsky, Alexander I.; Lazarev, Alexander A.; Lazareva, Maria V.

    2008-03-01

    In the paper the actuality of neurophysiologically motivated neuron arrays with flexibly programmable functions and operations with possibility to select required accuracy and type of nonlinear transformation and learning are shown. We consider neurons design and simulation results of multichannel spatio-time algebraic accumulation - integration of optical signals. Advantages for nonlinear transformation and summation - integration are shown. The offered circuits are simple and can have intellectual properties such as learning and adaptation. The integrator-neuron is based on CMOS current mirrors and comparators. The performance: consumable power - 100...500 μW, signal period- 0.1...1ms, input optical signals power - 0.2...20 μW time delays - less 1μs, the number of optical signals - 2...10, integration time - 10...100 of signal periods, accuracy or integration error - about 1%. Various modifications of the neuron-integrators with improved performance and for different applications are considered in the paper.

  11. Random walk of passive tracers among randomly moving obstacles

    OpenAIRE

    Gori, Matteo; Donato, Irene; Floriani, Elena; Nardecchia, Ilaria; Pettini, Marco

    2016-01-01

    Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell, whence the possibility of understanding whether or not a randomly walking biomolecule is also subject to a long-range force field driving it to its target. Method: By means of the Continuous Time Random Walk (CTRW) technique the topic of random walk in random en...

  12. A novel condition for stable nonlinear sampled-data models using higher-order discretized approximations with zero dynamics.

    Science.gov (United States)

    Zeng, Cheng; Liang, Shan; Xiang, Shuwen

    2017-05-01

    Continuous-time systems are usually modelled by the form of ordinary differential equations arising from physical laws. However, the use of these models in practice and utilizing, analyzing or transmitting these data from such systems must first invariably be discretized. More importantly, for digital control of a continuous-time nonlinear system, a good sampled-data model is required. This paper investigates the new consistency condition which is weaker than the previous similar results presented. Moreover, given the stability of the high-order approximate model with stable zero dynamics, the novel condition presented stabilizes the exact sampled-data model of the nonlinear system for sufficiently small sampling periods. An insightful interpretation of the obtained results can be made in terms of the stable sampling zero dynamics, and the new consistency condition is surprisingly associated with the relative degree of the nonlinear continuous-time system. Our controller design, based on the higher-order approximate discretized model, extends the existing methods which mainly deal with the Euler approximation. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  13. Discrete-continuous analysis of optimal equipment replacement

    OpenAIRE

    YATSENKO, Yuri; HRITONENKO, Natali

    2008-01-01

    In Operations Research, the equipment replacement process is usually modeled in discrete time. The optimal replacement strategies are found from discrete (or integer) programming problems, well known for their analytic and computational complexity. An alternative approach is represented by continuous-time vintage capital models that explicitly involve the equipment lifetime and are described by nonlinear integral equations. Then the optimal replacement is determined via the opt...

  14. Palm theory for random time changes

    Directory of Open Access Journals (Sweden)

    Masakiyo Miyazawa

    2001-01-01

    Full Text Available Palm distributions are basic tools when studying stationarity in the context of point processes, queueing systems, fluid queues or random measures. The framework varies with the random phenomenon of interest, but usually a one-dimensional group of measure-preserving shifts is the starting point. In the present paper, by alternatively using a framework involving random time changes (RTCs and a two-dimensional family of shifts, we are able to characterize all of the above systems in a single framework. Moreover, this leads to what we call the detailed Palm distribution (DPD which is stationary with respect to a certain group of shifts. The DPD has a very natural interpretation as the distribution seen at a randomly chosen position on the extended graph of the RTC, and satisfies a general duality criterion: the DPD of the DPD gives the underlying probability P in return.

  15. Some nonlinear dynamic inequalities on time scales

    Indian Academy of Sciences (India)

    In 1988, Stefan Hilger [10] introduced the calculus on time scales which unifies continuous and discrete analysis. Since then many authors have expounded on various aspects of the theory of dynamic equations on time scales. Recently, there has been much research activity concerning the new theory. For example, we ...

  16. Nonlinearity and disorder: Theory and applications

    DEFF Research Database (Denmark)

    Bang, Ole; Sørensen, Mads Peter

    Proceedings of the NATO Advanced Research Workshop (ARW) entitled Nonlinearity and Disorder: Theory and Applications, held in Tashkent, Uzbekistan, October 2-6, 2001. Phenomena of coherent structures in nonlinear systems and disorder are considered opposite in nature. For example one of the most...... of the photorefractive solitons. Another very fast growing area induced by the technological development is statistical phenomena in nonlinear pulse propagation in optical fibers. Intrinsic randomness of existing optical communication systems has an important impact on the performance of planned soliton communication...

  17. Real-time continuous glucose monitoring during labour and delivery in women with Type 1 diabetes — observations from a randomized controlled trial

    DEFF Research Database (Denmark)

    Cordua, S; Secher, A L; Ringholm, L

    2013-01-01

    To explore whether real-time continuous glucose monitoring during labour and delivery supplementary to hourly self-monitored plasma glucose in women with Type 1 diabetes reduces the prevalence of neonatal hypoglycaemia.......To explore whether real-time continuous glucose monitoring during labour and delivery supplementary to hourly self-monitored plasma glucose in women with Type 1 diabetes reduces the prevalence of neonatal hypoglycaemia....

  18. Nonlinear saturated states of the magnetic-curvature-driven Rayleigh-Taylor instability in three dimensions

    International Nuclear Information System (INIS)

    Das, Amita; Sen, Abhijit; Kaw, Predhiman; Benkadda, S.; Beyer, Peter

    2005-01-01

    Three-dimensional electromagnetic fluid simulations of the magnetic-curvature-driven Rayleigh-Taylor instability are presented. Issues related to the existence of nonlinear saturated states and the nature of the temporal evolution to such states from random initial conditions are addressed. It is found that nonlinear saturated states arising from generation of zonal shear flows continue to exist in certain parametric domains but their spectrum and spatial characteristics have important differences from earlier two-dimensional results reported in Phys. Plasmas 4, 1018 (1997) and Phys. Plasmas 8, 5104 (2001). In particular, the three-dimensional nonlinear states possess a significant power level in short scales and the spatial structures of the potential and density fluctuations appear not to develop any functional correlations. Electromagnetic effects are found to inhibit the formation of zonal flows and thereby to considerably restrict the parametric domain of nonlinear stabilization. The role of finite k parallel and the contribution of the unstable drift wave branch are also discussed and delineated through a number of simulation studies carried out in special simplified limits

  19. Faster Blood Flow Rate Does Not Improve Circuit Life in Continuous Renal Replacement Therapy: A Randomized Controlled Trial.

    Science.gov (United States)

    Fealy, Nigel; Aitken, Leanne; du Toit, Eugene; Lo, Serigne; Baldwin, Ian

    2017-10-01

    To determine whether blood flow rate influences circuit life in continuous renal replacement therapy. Prospective randomized controlled trial. Single center tertiary level ICU. Critically ill adults requiring continuous renal replacement therapy. Patients were randomized to receive one of two blood flow rates: 150 or 250 mL/min. The primary outcome was circuit life measured in hours. Circuit and patient data were collected until each circuit clotted or was ceased electively for nonclotting reasons. Data for clotted circuits are presented as median (interquartile range) and compared using the Mann-Whitney U test. Survival probability for clotted circuits was compared using log-rank test. Circuit clotting data were analyzed for repeated events using hazards ratio. One hundred patients were randomized with 96 completing the study (150 mL/min, n = 49; 250 mL/min, n = 47) using 462 circuits (245 run at 150 mL/min and 217 run at 250 mL/min). Median circuit life for first circuit (clotted) was similar for both groups (150 mL/min: 9.1 hr [5.5-26 hr] vs 10 hr [4.2-17 hr]; p = 0.37). Continuous renal replacement therapy using blood flow rate set at 250 mL/min was not more likely to cause clotting compared with 150 mL/min (hazards ratio, 1.00 [0.60-1.69]; p = 0.68). Gender, body mass index, weight, vascular access type, length, site, and mode of continuous renal replacement therapy or international normalized ratio had no effect on clotting risk. Continuous renal replacement therapy without anticoagulation was more likely to cause clotting compared with use of heparin strategies (hazards ratio, 1.62; p = 0.003). Longer activated partial thromboplastin time (hazards ratio, 0.98; p = 0.002) and decreased platelet count (hazards ratio, 1.19; p = 0.03) were associated with a reduced likelihood of circuit clotting. There was no difference in circuit life whether using blood flow rates of 250 or 150 mL/min during continuous renal replacement therapy.

  20. Defect induced intermittency in the transit time dynamics generates 1/f noise in a trimer described by the discrete nonlinear Schroedinger equation

    International Nuclear Information System (INIS)

    Pando L, C.L.; Doedel, E.J.

    2006-08-01

    We investigate the nonlinear dynamics in a trimer, described by the one-dimensional discrete nonlinear Schrodinger equation (DNLSE), with periodic boundary conditions in the presence of a single on-site defect. We make use of numerical continuation to study different families of stationary and periodic solutions, which allows us to consider suitable perturbations. Taking into account a Poincare section, we are able to study the dynamics in both a thin stochastic layer solution and a global stochasticity solution. We find that the time series of the transit times, the time intervals to traverse some suitable sets in phase space, generate 1/f noise for both stochastic solutions. In the case of the thin stochastic layer solution, we find that transport between two almost invariant sets along with intermittency in small and large time scales are relevant features of the dynamics. These results are reflected in the behaviour of the standard map with suitable parameters. In both chaotic solutions, the distribution of transit times has a maximum and a tail with exponential decay in spite of the presence of long-range correlations in the time series. We motivate our study by considering a ring of weakly-coupled Bose-Einstein condensates (BEC) with attractive interactions, where inversion of populations between two spatially symmetric sites and phase locking take place in both chaotic solutions. (author)

  1. 28 CFR 301.204 - Continuation of lost-time wages.

    Science.gov (United States)

    2010-07-01

    ... 28 Judicial Administration 2 2010-07-01 2010-07-01 false Continuation of lost-time wages. 301.204... ACCIDENT COMPENSATION Lost-Time Wages § 301.204 Continuation of lost-time wages. (a) Once approved, the inmate shall receive lost-time wages until the inmate: (1) Is released; (2) Is transferred to another...

  2. Nonlinear stochastic heat equations with cubic nonlinearities and additive Q-regular noise in R^1

    Directory of Open Access Journals (Sweden)

    Henri Schurz

    2010-09-01

    Full Text Available Semilinear stochastic heat equations perturbed by cubic-type nonlinearities and additive space-time noise with homogeneous boundary conditions are discussed in R^1. The space-time noise is supposed to be Gaussian in time and possesses a Fourier expansion in space along the eigenfunctions of underlying Lapace operators. We follow the concept of approximate strong (classical Fourier solutions. The existence of unique continuous L^2-bounded solutions is proved. Furthermore, we present a procedure for its numerical approximation based on nonstandard methods (linear-implicit and justify their stability and consistency. The behavior of related total energy functional turns out to be crucial in the presented analysis.

  3. Role of interstitial atoms in the microstructure and non-linear elastic deformation behavior of Ti–Nb alloy

    Energy Technology Data Exchange (ETDEWEB)

    Tahara, Masaki [Division of Materials Science, University of Tsukuba, Tsukuba, Ibaraki 305-8573 (Japan); Precision and Intelligence Laboratory, Tokyo Institute of Technology, Yokohama 226-8503 (Japan); Kim, Hee Young, E-mail: heeykim@ims.tsukuba.ac.jp [Division of Materials Science, University of Tsukuba, Tsukuba, Ibaraki 305-8573 (Japan); Inamura, Tomonari; Hosoda, Hideki [Precision and Intelligence Laboratory, Tokyo Institute of Technology, Yokohama 226-8503 (Japan); Miyazaki, Shuichi, E-mail: miyazaki@ims.tsukuba.ac.jp [Division of Materials Science, University of Tsukuba, Tsukuba, Ibaraki 305-8573 (Japan); Center of Excellence for Advanced Materials Research, King Abdulaziz University, P.O. Box 80203, Jeddah 21589 (Saudi Arabia); School of Materials Science and Engineering and ERI, Gyeongsang National University, 900 Gazwadong, Jinju, Gyeongnam 660-701 (Korea, Republic of)

    2013-11-15

    Highlights: ► {110}{sub β}〈11{sup ¯}0〉{sub β} transverse type lattice modulation is confirmed in β phase. ► Nanosized modulated region (nanodomain) distributes homogeneously and randomly. ► Nanodomains act as obstacles against the long-ranged martensitic transformation. ► The origin of non-linear elastic deformation behavior is the continuous increase in lattice distortion strain of the favorable nanodomain variant during tensile deformation. -- Abstract: In order to clarify the effect of interstitial atoms on the non-linear elastic deformation behavior of the Ti–Nb alloy, the microstructure of (Ti–26Nb)–1.0O alloy was closely investigated by transmission electron microscope (TEM) and in situ X-ray diffraction (XRD) measurements. The 〈1 1 0〉{sub β}* rel rods and {1 1 1}{sub β}* rel planes were observed in a reciprocal space for the (Ti–26Nb)–1.0O alloy. Their origin was {110}{sub β}〈11{sup ¯}0〉{sub β} transverse type lattice modulation generated by oxygen atoms. Nanosized modulated domain structure (nanodomain) distributed homogeneously and randomly in the β phase and acted as obstacles for the long-ranged martensitic transformation in the (Ti–26Nb)–1.0O alloy. The non-linear elastic strain of the (Ti–26Nb)–1.0O alloy was generated by the continuous increase in lattice distortion strain of the favorable nanodomain variant during tensile deformation.

  4. Role of interstitial atoms in the microstructure and non-linear elastic deformation behavior of Ti–Nb alloy

    International Nuclear Information System (INIS)

    Tahara, Masaki; Kim, Hee Young; Inamura, Tomonari; Hosoda, Hideki; Miyazaki, Shuichi

    2013-01-01

    Highlights: ► {110} β 〈11 ¯ 0〉 β transverse type lattice modulation is confirmed in β phase. ► Nanosized modulated region (nanodomain) distributes homogeneously and randomly. ► Nanodomains act as obstacles against the long-ranged martensitic transformation. ► The origin of non-linear elastic deformation behavior is the continuous increase in lattice distortion strain of the favorable nanodomain variant during tensile deformation. -- Abstract: In order to clarify the effect of interstitial atoms on the non-linear elastic deformation behavior of the Ti–Nb alloy, the microstructure of (Ti–26Nb)–1.0O alloy was closely investigated by transmission electron microscope (TEM) and in situ X-ray diffraction (XRD) measurements. The 〈1 1 0〉 β * rel rods and {1 1 1} β * rel planes were observed in a reciprocal space for the (Ti–26Nb)–1.0O alloy. Their origin was {110} β 〈11 ¯ 0〉 β transverse type lattice modulation generated by oxygen atoms. Nanosized modulated domain structure (nanodomain) distributed homogeneously and randomly in the β phase and acted as obstacles for the long-ranged martensitic transformation in the (Ti–26Nb)–1.0O alloy. The non-linear elastic strain of the (Ti–26Nb)–1.0O alloy was generated by the continuous increase in lattice distortion strain of the favorable nanodomain variant during tensile deformation

  5. Maximal Increments of Local Time of a Random Walk

    OpenAIRE

    Jain, Naresh C.; Pruitt, William E.

    1987-01-01

    Let $(S_j)$ be a lattice random walk, i.e., $S_j = X_1 + \\cdots + X_j$, where $X_1, X_2,\\ldots$ are independent random variables with values in $\\mathbb{Z}$ and common nondegenerate distribution $F$. Let $\\{t_n\\}$ be a nondecreasing sequence of positive integers, $t_n \\leq n$, and $L^\\ast_n = \\max_{0\\leq j\\leq n-t_n}(L_{j+t_n} - L_j)$, where $L_n = \\sum^n_{j=1}1_{\\{0\\}}(S_j)$, the number of times zero is visited by the random walk by time $n$. Assuming that the random walk is recurrent and sa...

  6. Random walks and diffusion on networks

    Science.gov (United States)

    Masuda, Naoki; Porter, Mason A.; Lambiotte, Renaud

    2017-11-01

    Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including diffusion, interactions, and opinions among humans and animals; and can be used to extract information about important entities or dense groups of entities in a network. Random walks have been studied for many decades on both regular lattices and (especially in the last couple of decades) on networks with a variety of structures. In the present article, we survey the theory and applications of random walks on networks, restricting ourselves to simple cases of single and non-adaptive random walkers. We distinguish three main types of random walks: discrete-time random walks, node-centric continuous-time random walks, and edge-centric continuous-time random walks. We first briefly survey random walks on a line, and then we consider random walks on various types of networks. We extensively discuss applications of random walks, including ranking of nodes (e.g., PageRank), community detection, respondent-driven sampling, and opinion models such as voter models.

  7. Nonlinear Spinor Field in Non-Diagonal Bianchi Type Space-Time

    Directory of Open Access Journals (Sweden)

    Saha Bijan

    2018-01-01

    Full Text Available Within the scope of the non-diagonal Bianchi cosmological models we have studied the role of the spinor field in the evolution of the Universe. In the non-diagonal Bianchi models the spinor field distribution along the main axis is anisotropic and does not vanish in the absence of the spinor field nonlinearity. Hence within these models perfect fluid, dark energy etc. cannot be simulated by the spinor field nonlinearity. The equation for volume scale V in the case of non-diagonal Bianchi models contains a term with first derivative of V explicitly and does not allow exact solution by quadratures. Like the diagonal models the non-diagonal Bianchi space-time becomes locally rotationally symmetric even in the presence of a spinor field. It was found that depending on the sign of the coupling constant the model allows either an open Universe that rapidly grows up or a close Universe that ends in a Big Crunch singularity.

  8. Effects of randomness on chaos and order of coupled logistic maps

    International Nuclear Information System (INIS)

    Savi, Marcelo A.

    2007-01-01

    Natural systems are essentially nonlinear being neither completely ordered nor completely random. These nonlinearities are responsible for a great variety of possibilities that includes chaos. On this basis, the effect of randomness on chaos and order of nonlinear dynamical systems is an important feature to be understood. This Letter considers randomness as fluctuations and uncertainties due to noise and investigates its influence in the nonlinear dynamical behavior of coupled logistic maps. The noise effect is included by adding random variations either to parameters or to state variables. Besides, the coupling uncertainty is investigated by assuming tinny values for the connection parameters, representing the idea that all Nature is, in some sense, weakly connected. Results from numerical simulations show situations where noise alters the system nonlinear dynamics

  9. Ultrafast third-order nonlinearity of silver nanospheres and nanodiscs

    International Nuclear Information System (INIS)

    Jayabalan, J; Singh, Asha; Chari, Rama; Oak, Shrikant M

    2007-01-01

    We have measured and compared the absolute values of nonlinear susceptibility of colloidal solutions containing silver nanospheres and nanodiscs at their respective plasmon peaks using a femtosecond laser. The nonlinear process responsible for the laser-induced grating formation in the sample is determined to be of third order. The ratio between the third-order susceptibility (|χ (3) |) and the linear absorption coefficient (α) of the nanodiscs at 590 nm is three times than that of the similar ratio for nanospheres at 398 nm. Using a randomly oriented ellipsoidal model, we have shown that the increase in |χ (3) |/α for a nanodisc at 590 nm can be attributed to the change in the field enhancement factor with shape

  10. Exponential stability of continuous-time and discrete-time bidirectional associative memory networks with delays

    International Nuclear Information System (INIS)

    Liang Jinling; Cao Jinde

    2004-01-01

    First, convergence of continuous-time Bidirectional Associative Memory (BAM) neural networks are studied. By using Lyapunov functionals and some analysis technique, the delay-independent sufficient conditions are obtained for the networks to converge exponentially toward the equilibrium associated with the constant input sources. Second, discrete-time analogues of the continuous-time BAM networks are formulated and studied. It is shown that the convergence characteristics of the continuous-time systems are preserved by the discrete-time analogues without any restriction imposed on the uniform discretionary step size. An illustrative example is given to demonstrate the effectiveness of the obtained results

  11. A novel auto-tuning PID control mechanism for nonlinear systems.

    Science.gov (United States)

    Cetin, Meric; Iplikci, Serdar

    2015-09-01

    In this paper, a novel Runge-Kutta (RK) discretization-based model-predictive auto-tuning proportional-integral-derivative controller (RK-PID) is introduced for the control of continuous-time nonlinear systems. The parameters of the PID controller are tuned using RK model of the system through prediction error-square minimization where the predicted information of tracking error provides an enhanced tuning of the parameters. Based on the model-predictive control (MPC) approach, the proposed mechanism provides necessary PID parameter adaptations while generating additive correction terms to assist the initially inadequate PID controller. Efficiency of the proposed mechanism has been tested on two experimental real-time systems: an unstable single-input single-output (SISO) nonlinear magnetic-levitation system and a nonlinear multi-input multi-output (MIMO) liquid-level system. RK-PID has been compared to standard PID, standard nonlinear MPC (NMPC), RK-MPC and conventional sliding-mode control (SMC) methods in terms of control performance, robustness, computational complexity and design issue. The proposed mechanism exhibits acceptable tuning and control performance with very small steady-state tracking errors, and provides very short settling time for parameter convergence. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  12. Nonlinear dynamics in flow through unsaturated fractured porous media: Status and perspectives

    International Nuclear Information System (INIS)

    Faybishenko, Boris

    2002-01-01

    The need has long been recognized to improve predictions of flow and transport in partially saturated heterogeneous soils and fractured rock of the vadose zone for many practical applications, such as remediation of contaminated sites, nuclear waste disposal in geological formations, and climate predictions. Until recently, flow and transport processes in heterogeneous subsurface media with oscillating irregularities were assumed to be random and were not analyzed using methods of nonlinear dynamics. The goals of this paper are to review the theoretical concepts, present the results, and provide perspectives on investigations of flow and transport in unsaturated heterogeneous soils and fractured rock, using the methods of nonlinear dynamics and deterministic chaos. The results of laboratory and field investigations indicate that the nonlinear dynamics of flow and transport processes in unsaturated soils and fractured rocks arise from the dynamic feedback and competition between various nonlinear physical processes along with complex geometry of flow paths. Although direct measurements of variables characterizing the individual flow processes are not technically feasible, their cumulative effect can be characterized by analyzing time series data using the models and methods of nonlinear dynamics and chaos. Identifying flow through soil or rock as a nonlinear dynamical system is important for developing appropriate short- and long-time predictive models, evaluating prediction uncertainty, assessing the spatial distribution of flow characteristics from time series data, and improving chemical transport simulations. Inferring the nature of flow processes through the methods of nonlinear dynamics could become widely used in different areas of the earth sciences

  13. Nonlinear dynamics in flow through unsaturated fractured-porous media: Status and perspectives

    Energy Technology Data Exchange (ETDEWEB)

    Faybishenko, Boris

    2002-11-27

    The need has long been recognized to improve predictions of flow and transport in partially saturated heterogeneous soils and fractured rock of the vadose zone for many practical applications, such as remediation of contaminated sites, nuclear waste disposal in geological formations, and climate predictions. Until recently, flow and transport processes in heterogeneous subsurface media with oscillating irregularities were assumed to be random and were not analyzed using methods of nonlinear dynamics. The goals of this paper are to review the theoretical concepts, present the results, and provide perspectives on investigations of flow and transport in unsaturated heterogeneous soils and fractured rock, using the methods of nonlinear dynamics and deterministic chaos. The results of laboratory and field investigations indicate that the nonlinear dynamics of flow and transport processes in unsaturated soils and fractured rocks arise from the dynamic feedback and competition between various nonlinear physical processes along with complex geometry of flow paths. Although direct measurements of variables characterizing the individual flow processes are not technically feasible, their cumulative effect can be characterized by analyzing time series data using the models and methods of nonlinear dynamics and chaos. Identifying flow through soil or rock as a nonlinear dynamical system is important for developing appropriate short- and long-time predictive models, evaluating prediction uncertainty, assessing the spatial distribution of flow characteristics from time series data, and improving chemical transport simulations. Inferring the nature of flow processes through the methods of nonlinear dynamics could become widely used in different areas of the earth sciences.

  14. Nonlinear lattice waves in heterogeneous media

    International Nuclear Information System (INIS)

    Laptyeva, T V; Ivanchenko, M V; Flach, S

    2014-01-01

    We discuss recent advances in the understanding of the dynamics of nonlinear lattice waves in heterogeneous media, which enforce complete wave localization in the linear wave equation limit, especially Anderson localization for random potentials, and Aubry–André localization for quasiperiodic potentials. Additional nonlinear terms in the wave equations can either preserve the phase-coherent localization of waves, or destroy it through nonintegrability and deterministic chaos. Spreading wave packets are observed to show universal features in their dynamics which are related to properties of nonlinear diffusion equations. (topical review)

  15. Highly efficient single-pass sum frequency generation by cascaded nonlinear crystals

    DEFF Research Database (Denmark)

    Hansen, Anders Kragh; Andersen, Peter E.; Jensen, Ole Bjarlin

    2015-01-01

    , despite differences in the phase relations of the involved fields. An unprecedented 5.5 W of continuous-wave diffraction-limited green light is generated from the single-pass sum frequency mixing of two diode lasers in two periodically poled nonlinear crystals (conversion efficiency 50%). The technique......The cascading of nonlinear crystals has been established as a simple method to greatly increase the conversion efficiency of single-pass second-harmonic generation compared to a single-crystal scheme. Here, we show for the first time that the technique can be extended to sum frequency generation...... is generally applicable and can be applied to any combination of fundamental wavelengths and nonlinear crystals....

  16. Anomalous stress diffusion, Omori's law and Continuous Time Random Walk in the 2010 Efpalion aftershock sequence (Corinth rift, Greece)

    Science.gov (United States)

    Michas, Georgios; Vallianatos, Filippos; Karakostas, Vassilios; Papadimitriou, Eleftheria; Sammonds, Peter

    2014-05-01

    Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a

  17. Robust stabilization of nonlinear systems by quantized and ternary control

    NARCIS (Netherlands)

    Persis, Claudio De

    2009-01-01

    Results on the problem of stabilizing a nonlinear continuous-time minimum-phase system by a finite number of control or measurement values are presented. The basic tool is a discontinuous version of the so-called semi-global backstepping lemma. We derive robust practical stabilizability results by

  18. Time-dependent nonlinear Jaynes-Cummings dynamics of a trapped ion

    Science.gov (United States)

    Krumm, F.; Vogel, W.

    2018-04-01

    In quantum interaction problems with explicitly time-dependent interaction Hamiltonians, the time ordering plays a crucial role for describing the quantum evolution of the system under consideration. In such complex scenarios, exact solutions of the dynamics are rarely available. Here we study the nonlinear vibronic dynamics of a trapped ion, driven in the resolved sideband regime with some small frequency mismatch. By describing the pump field in a quantized manner, we are able to derive exact solutions for the dynamics of the system. This eventually allows us to provide analytical solutions for various types of time-dependent quantities. In particular, we study in some detail the electronic and the motional quantum dynamics of the ion, as well as the time evolution of the nonclassicality of the motional quantum state.

  19. Conservative fourth-order time integration of non-linear dynamic systems

    DEFF Research Database (Denmark)

    Krenk, Steen

    2015-01-01

    An energy conserving time integration algorithm with fourth-order accuracy is developed for dynamic systems with nonlinear stiffness. The discrete formulation is derived by integrating the differential state-space equations of motion over the integration time increment, and then evaluating...... the resulting time integrals of the inertia and stiffness terms via integration by parts. This process introduces the time derivatives of the state space variables, and these are then substituted from the original state-space differential equations. The resulting discrete form of the state-space equations...... is a direct fourth-order accurate representation of the original differential equations. This fourth-order form is energy conserving for systems with force potential in the form of a quartic polynomial in the displacement components. Energy conservation for a force potential of general form is obtained...

  20. Engineering non-linear resonator mode interactions in circuit QED by continuous driving: Manipulation of a photonic quantum memory

    Science.gov (United States)

    Reagor, Matthew; Pfaff, Wolfgang; Heeres, Reinier; Ofek, Nissim; Chou, Kevin; Blumoff, Jacob; Leghtas, Zaki; Touzard, Steven; Sliwa, Katrina; Holland, Eric; Albert, Victor V.; Frunzio, Luigi; Devoret, Michel H.; Jiang, Liang; Schoelkopf, Robert J.

    2015-03-01

    Recent advances in circuit QED have shown great potential for using microwave resonators as quantum memories. In particular, it is possible to encode the state of a quantum bit in non-classical photonic states inside a high-Q linear resonator. An outstanding challenge is to perform controlled operations on such a photonic state. We demonstrate experimentally how a continuous drive on a transmon qubit coupled to a high-Q storage resonator can be used to induce non-linear dynamics of the resonator. Tailoring the drive properties allows us to cancel or enhance non-linearities in the system such that we can manipulate the state stored in the cavity. This approach can be used to either counteract undesirable evolution due to the bare Hamiltonian of the system or, ultimately, to perform logical operations on the state encoded in the cavity field. Our method provides a promising pathway towards performing universal control for quantum states stored in high-coherence resonators in the circuit QED platform.

  1. Stability Analysis of Continuous-Time and Discrete-Time Quaternion-Valued Neural Networks With Linear Threshold Neurons.

    Science.gov (United States)

    Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong

    2018-07-01

    This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.

  2. Applications of Random Nonlinear Photonic Crystals Based on Strontium Tetraborate

    Directory of Open Access Journals (Sweden)

    Alexandre I. Zaitsev

    2012-10-01

    Full Text Available Properties of strontium tetraborate (SBO and features of as-grown anti-parallel domains are summarized. From the point of view of nonlinear optics, these domains form nonlinear photonic crystals (NPC. Applications of NPC to the deep ultraviolet generation and fs pulse diagnostics are described. NPC and SBO are prospective media for the creation of a widely tunable source of fs pulses in the vacuum ultraviolet and for autocorrelation diagnostics of broadly tunable sources.

  3. Global optimum spacecraft orbit control subject to bounded thrust in presence of nonlinear and random disturbances in a low earth orbit

    Directory of Open Access Journals (Sweden)

    Tamer Mekky Ahmed Habib

    2012-06-01

    Full Text Available The primary objective of this work is to develop an effective spacecraft orbit control algorithm suitable for spacecraft orbital maneuver and/or rendezvous. The actual governing equation of a spacecraft orbiting the earth is merely nonlinear. Disturbance forces resulting from aerodynamic drag, oblateness of the earth till the fourth order (i.e. J4, and random disturbances are modeled for the initial and target orbits. These disturbances increase the complexity of nonlinear governing equations. Global optimum solutions of the control algorithm parameters are determined throughout real coded genetic algorithms such that the steady state difference between the actual and desired trajectories is minimized. The resulting solutions are constrained to avoid spacecraft collision with the surface of the earth taking into account limited thrust budget.

  4. Spectra of random operators with absolutely continuous integrated density of states

    International Nuclear Information System (INIS)

    Rio, Rafael del

    2014-01-01

    The structure of the spectrum of random operators is studied. It is shown that if the density of states measure of some subsets of the spectrum is zero, then these subsets are empty. In particular follows that absolute continuity of the integrated density of states implies singular spectra of ergodic operators is either empty or of positive measure. Our results apply to Anderson and alloy type models, perturbed Landau Hamiltonians, almost periodic potentials, and models which are not ergodic

  5. Spectra of random operators with absolutely continuous integrated density of states

    Energy Technology Data Exchange (ETDEWEB)

    Rio, Rafael del, E-mail: delrio@iimas.unam.mx, E-mail: delriomagia@gmail.com [Departamento de Fisica Matematica, Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas, Universidad Nacional Autónoma de México, C.P. 04510, México D.F. (Mexico)

    2014-04-15

    The structure of the spectrum of random operators is studied. It is shown that if the density of states measure of some subsets of the spectrum is zero, then these subsets are empty. In particular follows that absolute continuity of the integrated density of states implies singular spectra of ergodic operators is either empty or of positive measure. Our results apply to Anderson and alloy type models, perturbed Landau Hamiltonians, almost periodic potentials, and models which are not ergodic.

  6. Probabilistic analysis of a materially nonlinear structure

    Science.gov (United States)

    Millwater, H. R.; Wu, Y.-T.; Fossum, A. F.

    1990-01-01

    A probabilistic finite element program is used to perform probabilistic analysis of a materially nonlinear structure. The program used in this study is NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), under development at Southwest Research Institute. The cumulative distribution function (CDF) of the radial stress of a thick-walled cylinder under internal pressure is computed and compared with the analytical solution. In addition, sensitivity factors showing the relative importance of the input random variables are calculated. Significant plasticity is present in this problem and has a pronounced effect on the probabilistic results. The random input variables are the material yield stress and internal pressure with Weibull and normal distributions, respectively. The results verify the ability of NESSUS to compute the CDF and sensitivity factors of a materially nonlinear structure. In addition, the ability of the Advanced Mean Value (AMV) procedure to assess the probabilistic behavior of structures which exhibit a highly nonlinear response is shown. Thus, the AMV procedure can be applied with confidence to other structures which exhibit nonlinear behavior.

  7. Continuous Positive Airway Pressure During Exercise Improves Walking Time in Patients Undergoing Inpatient Cardiac Rehabilitation After Coronary Artery Bypass Graft Surgery: A RANDOMIZED CONTROLLED TRIAL.

    Science.gov (United States)

    Pantoni, Camila Bianca Falasco; Di Thommazo-Luporini, Luciana; Mendes, Renata Gonçalves; Caruso, Flávia Cristina Rossi; Mezzalira, Daniel; Arena, Ross; Amaral-Neto, Othon; Catai, Aparecida Maria; Borghi-Silva, Audrey

    2016-01-01

    Continuous positive airway pressure (CPAP) has been used as an effective support to decrease the negative pulmonary effects of coronary artery bypass graft (CABG) surgery. However, it is unknown whether CPAP can positively influence patients undergoing CABG during exercise. This study evaluated the effectiveness of CPAP on the first day of ambulation after CABG in patients undergoing inpatient cardiac rehabilitation (CR). Fifty-four patients after CABG surgery were randomly assigned to receive either inpatient CR and CPAP (CPG) or standard CR without CPAP (CG). Cardiac rehabilitation included walking and CPAP pressures were set between 10 to 12 cmH2O. Participants were assessed on the first day of walking at rest and during walking. Outcome measures included breathing pattern variables, exercise time in seconds (ETs), dyspnea/leg effort ratings, and peripheral oxygen saturation (SpO2). Twenty-seven patients (13 CPG vs 14 CG) completed the study. Compared with walking without noninvasive ventilation assistance, CPAP increased ETs by 43.4 seconds (P = .040) during walking, promoted better thoracoabdominal coordination, increased ventilation during walking by 12.5 L/min (P = .001), increased SpO2 values at the end of walking by 2.6% (P = .016), and reduced dyspnea ratings by 1 point (P = .008). Continuous positive airway pressure can positively influence exercise tolerance, ventilatory function, and breathing pattern in response to a single bout of exercise after CABG.

  8. Nonlinear wave chaos: statistics of second harmonic fields.

    Science.gov (United States)

    Zhou, Min; Ott, Edward; Antonsen, Thomas M; Anlage, Steven M

    2017-10-01

    Concepts from the field of wave chaos have been shown to successfully predict the statistical properties of linear electromagnetic fields in electrically large enclosures. The Random Coupling Model (RCM) describes these properties by incorporating both universal features described by Random Matrix Theory and the system-specific features of particular system realizations. In an effort to extend this approach to the nonlinear domain, we add an active nonlinear frequency-doubling circuit to an otherwise linear wave chaotic system, and we measure the statistical properties of the resulting second harmonic fields. We develop an RCM-based model of this system as two linear chaotic cavities coupled by means of a nonlinear transfer function. The harmonic field strengths are predicted to be the product of two statistical quantities and the nonlinearity characteristics. Statistical results from measurement-based calculation, RCM-based simulation, and direct experimental measurements are compared and show good agreement over many decades of power.

  9. Control-focused, nonlinear and time-varying modelling of dielectric elastomer actuators with frequency response analysis

    International Nuclear Information System (INIS)

    Jacobs, William R; Dodd, Tony J; Anderson, Sean R; Wilson, Emma D; Porrill, John; Assaf, Tareq; Rossiter, Jonathan

    2015-01-01

    Current models of dielectric elastomer actuators (DEAs) are mostly constrained to first principal descriptions that are not well suited to the application of control design due to their computational complexity. In this work we describe an integrated framework for the identification of control focused, data driven and time-varying DEA models that allow advanced analysis of nonlinear system dynamics in the frequency-domain. Experimentally generated input–output data (voltage-displacement) was used to identify control-focused, nonlinear and time-varying dynamic models of a set of film-type DEAs. The model description used was the nonlinear autoregressive with exogenous input structure. Frequency response analysis of the DEA dynamics was performed using generalized frequency response functions, providing insight and a comparison into the time-varying dynamics across a set of DEA actuators. The results demonstrated that models identified within the presented framework provide a compact and accurate description of the system dynamics. The frequency response analysis revealed variation in the time-varying dynamic behaviour of DEAs fabricated to the same specifications. These results suggest that the modelling and analysis framework presented here is a potentially useful tool for future work in guiding DEA actuator design and fabrication for application domains such as soft robotics. (paper)

  10. Nonperturbative quantum simulation of time-resolved nonlinear spectra: Methodology and application to electron transfer reactions in the condensed phase

    International Nuclear Information System (INIS)

    Wang Haobin; Thoss, Michael

    2008-01-01

    A quantum dynamical method is presented to accurately simulate time-resolved nonlinear spectra for complex molecular systems. The method combines the nonpertubative approach to describe nonlinear optical signals with the multilayer multiconfiguration time-dependent Hartree theory to calculate the laser-induced polarization for the overall field-matter system. A specific nonlinear optical signal is obtained by Fourier decomposition of the overall polarization. The performance of the method is demonstrated by applications to photoinduced ultrafast electron transfer reactions in mixed-valence compounds and at dye-semiconductor interfaces

  11. Dynamics of bright solitons and soliton arrays in the nonlinear Schrödinger equation with a combination of random and harmonic potentials

    International Nuclear Information System (INIS)

    Chen Qianyong; Kevrekidis, Panayotis G; Malomed, Boris A

    2012-01-01

    We report results of systematic simulations of the dynamics of solitons in the framework of the one-dimensional nonlinear Schrödinger equation, which includes the harmonic oscillator potential and a random potential. The equation models experimentally relevant spatially disordered settings in Bose-Einstein condensates (BECs) and nonlinear optics. First, the generation of soliton arrays from a broad initial quasi-uniform state by the modulational instability (MI) is considered following a sudden switch of the nonlinearity from repulsive to attractive. Then, we study oscillations of a single soliton in this setting, which models a recently conducted experiment in a BEC. The basic characteristics of the MI-generated array, such as the number of solitons and their mobility, are reported as functions of the strength and correlation length of the disorder, and of the total norm. For the single oscillating soliton, its survival rate is found. The main features of these dependences are explained qualitatively. (paper)

  12. Stability of continuous-time quantum filters with measurement imperfections

    Science.gov (United States)

    Amini, H.; Pellegrini, C.; Rouchon, P.

    2014-07-01

    The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic Master Equation (SME), driven simultaneously by Wiener and Poisson processes and that takes into account incompleteness and errors in measurements. This stability result is the continuous-time counterpart of a similar stability result already established for discrete-time quantum systems and where the measurement imperfections are modelled by a left stochastic matrix.

  13. Symmetries and semi-invariants in the analysis of nonlinear systems with control applications

    CERN Document Server

    Menini, Laura

    2014-01-01

    This volume details the analysis of continuous- and discrete-time dynamical systems described by differential and difference equations. The theory is developed for general nonlinear systems and specialized for the class of Hamiltonian systems.

  14. Topology optimization of nonlinear optical devices

    DEFF Research Database (Denmark)

    Jensen, Jakob Søndergaard

    2011-01-01

    This paper considers the design of nonlinear photonic devices. The nonlinearity stems from a nonlinear material model with a permittivity that depends on the local time-averaged intensity of the electric field. A finite element model is developed for time-harmonic wave propagation and an incremen......This paper considers the design of nonlinear photonic devices. The nonlinearity stems from a nonlinear material model with a permittivity that depends on the local time-averaged intensity of the electric field. A finite element model is developed for time-harmonic wave propagation...... limiter. Here, air, a linear and a nonlinear material are distributed so that the wave transmission displays a strong sensitivity to the amplitude of the incoming wave....

  15. An integrated production inventory model of deteriorating items subject to random machine breakdown with a stochastic repair time

    Directory of Open Access Journals (Sweden)

    Huynh Trung Luong

    2016-11-01

    Full Text Available In a continuous manufacturing environment where production and consumption occur simultaneously, one of the biggest challenges is the efficient management of production and inventory system. In order to manage the integrated production inventory system economically it is necessary to identify the optimal production time and the optimal production reorder point that either maximize the profit or minimize the cost. In addition, during production the process has to go through some natural phenomena like random breakdown of machine, deterioration of product over time, uncertainty in repair time that eventually create the possibility of shortage. In this situation, efficient management of inventory & production is crucial. This paper addresses the situation where a perishable (deteriorated product is manufactured and consumed simultaneously, the demand of this product is stable over the time, machine that produce the product also face random failure and the time to repair this machine is also uncertain. In order to describe this scenario more appropriately, the continuously reviewed Economic Production Quantity (EPQ model is considered in this research work. The main goal is to identify the optimal production uptime and the production reorder point that ultimately minimize the expected value of total cost consisting of machine setup, deterioration, inventory holding, shortage and corrective maintenance cost.

  16. Growth of preferential attachment random graphs via continuous ...

    Indian Academy of Sciences (India)

    Preferential attachment processes have a long history dating back at least to Yule ... We remark that some connections to branching and continuous-time Markov ..... convenience, we provide a short proof of Lemma 2.1 in the general form in ...

  17. Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models

    NARCIS (Netherlands)

    ter Hofstede, F.; Wedel, M.

    In this study we reinvestigate the effect of time-aggregation for discrete- and continuous-time hazard models. We reanalyze the results of a previous Monte Carlo study by ter Hofstede and Wedel (1998), in which the effects of time-aggregation on the parameter estimates of hazard models were

  18. Nonlinear System Identification via Basis Functions Based Time Domain Volterra Model

    Directory of Open Access Journals (Sweden)

    Yazid Edwar

    2014-07-01

    Full Text Available This paper proposes basis functions based time domain Volterra model for nonlinear system identification. The Volterra kernels are expanded by using complex exponential basis functions and estimated via genetic algorithm (GA. The accuracy and practicability of the proposed method are then assessed experimentally from a scaled 1:100 model of a prototype truss spar platform. Identification results in time and frequency domain are presented and coherent functions are performed to check the quality of the identification results. It is shown that results between experimental data and proposed method are in good agreement.

  19. Using random response input in Ibrahim Time Domain

    DEFF Research Database (Denmark)

    Olsen, Peter; Brincker, R.

    2013-01-01

    In this paper the time domain technique Ibrahim Time Domain (ITD) is used to analyze random time data. ITD is known to be a technique for identification of output only systems. The traditional formulation of ITD is claimed to be limited, when identifying closely spaced modes, because....... In this article it is showed that when using the modified ITD random time data can be analyzed. The application of the technique is displayed by a case study, with simulations and experimental data....... of the technique being Single Input Multiple Output (SIMO). It has earlier been showed that when modifying ITD with Toeplitz matrix averaging. Identification of time data with closely spaced modes is improved. In the traditional formulation of ITD the time data has to be free decays or impulse response functions...

  20. Adaptive Neural Tracking Control for Discrete-Time Switched Nonlinear Systems with Dead Zone Inputs

    Directory of Open Access Journals (Sweden)

    Jidong Wang

    2017-01-01

    Full Text Available In this paper, the adaptive neural controllers of subsystems are proposed for a class of discrete-time switched nonlinear systems with dead zone inputs under arbitrary switching signals. Due to the complicated framework of the discrete-time switched nonlinear systems and the existence of the dead zone, it brings about difficulties for controlling such a class of systems. In addition, the radial basis function neural networks are employed to approximate the unknown terms of each subsystem. Switched update laws are designed while the parameter estimation is invariable until its corresponding subsystem is active. Then, the closed-loop system is stable and all the signals are bounded. Finally, to illustrate the effectiveness of the proposed method, an example is employed.

  1. Stability analysis of explicit entropy viscosity methods for non-linear scalar conservation equations

    KAUST Repository

    Bonito, Andrea; Guermond, Jean-Luc; Popov, Bojan

    2013-01-01

    We establish the L2-stability of an entropy viscosity technique applied to nonlinear scalar conservation equations. First-and second-order explicit time-stepping techniques using continuous finite elements in space are considered. The method

  2. On Transaction-Cost Models in Continuous-Time Markets

    Directory of Open Access Journals (Sweden)

    Thomas Poufinas

    2015-04-01

    Full Text Available Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs, built in certain recommended ways, have to be paid. Markets prove to behave in manners that resemble those of complete ones for a wide variety of transaction-cost types. The results are important, but not exclusively, for the pricing of options with transaction costs.

  3. Order-disorder transitions in time-discrete mean field systems with memory: a novel approach via nonlinear autoregressive models

    International Nuclear Information System (INIS)

    Frank, T D; Mongkolsakulvong, S

    2015-01-01

    In a previous study strongly nonlinear autoregressive (SNAR) models have been introduced as a generalization of the widely-used time-discrete autoregressive models that are known to apply both to Markov and non-Markovian systems. In contrast to conventional autoregressive models, SNAR models depend on process mean values. So far, only linear dependences have been studied. We consider the case in which process mean values can have a nonlinear impact on the processes under consideration. It is shown that such models describe Markov and non-Markovian many-body systems with mean field forces that exhibit a nonlinear impact on single subsystems. We exemplify that such nonlinear dependences can describe order-disorder phase transitions of time-discrete Markovian and non-Markovian many-body systems. The relevant order parameter equations are derived and issues of stability and stationarity are studied. (paper)

  4. The influence of noise on nonlinear time series detection based on Volterra-Wiener-Korenberg model

    Energy Technology Data Exchange (ETDEWEB)

    Lei Min [State Key Laboratory of Vibration, Shock and Noise, Shanghai Jiao Tong University, Shanghai 200030 (China)], E-mail: leimin@sjtu.edu.cn; Meng Guang [State Key Laboratory of Vibration, Shock and Noise, Shanghai Jiao Tong University, Shanghai 200030 (China)

    2008-04-15

    This paper studies the influence of noises on Volterra-Wiener-Korenberg (VWK) nonlinear test model. Our numerical results reveal that different types of noises lead to different behavior of VWK model detection. For dynamic noise, it is difficult to distinguish chaos from nonchaotic but nonlinear determinism. For time series, measure noise has no impact on chaos determinism detection. This paper also discusses various behavior of VWK model detection with surrogate data for different noises.

  5. Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

    KAUST Repository

    Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

    2012-01-01

    Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online.

  6. Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk

    International Nuclear Information System (INIS)

    Schmitz, A.T.; Schwalm, W.A.

    2016-01-01

    Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.

  7. Time scale of random sequential adsorption.

    Science.gov (United States)

    Erban, Radek; Chapman, S Jonathan

    2007-04-01

    A simple multiscale approach to the diffusion-driven adsorption from a solution to a solid surface is presented. The model combines two important features of the adsorption process: (i) The kinetics of the chemical reaction between adsorbing molecules and the surface and (ii) geometrical constraints on the surface made by molecules which are already adsorbed. The process (i) is modeled in a diffusion-driven context, i.e., the conditional probability of adsorbing a molecule provided that the molecule hits the surface is related to the macroscopic surface reaction rate. The geometrical constraint (ii) is modeled using random sequential adsorption (RSA), which is the sequential addition of molecules at random positions on a surface; one attempt to attach a molecule is made per one RSA simulation time step. By coupling RSA with the diffusion of molecules in the solution above the surface the RSA simulation time step is related to the real physical time. The method is illustrated on a model of chemisorption of reactive polymers to a virus surface.

  8. Time-delay analyzer with continuous discretization

    International Nuclear Information System (INIS)

    Bayatyan, G.L.; Darbinyan, K.T.; Mkrtchyan, K.K.; Stepanyan, S.S.

    1988-01-01

    A time-delay analyzer is described which when triggered by a start pulse of adjustable duration performs continuous discretization of the analyzed signal within nearly 22 ns time intervals, the recording in a memory unit with following slow read-out of the information to the computer and its processing. The time-delay analyzer consists of four CAMAC-VECTOR systems of unit width. With its help one can separate comparatively short, small-amplitude rare signals against the background of quasistationary noise processes. 4 refs.; 3 figs

  9. A continuous time formulation of the Regge calculus

    International Nuclear Information System (INIS)

    Brewin, Leo

    1988-01-01

    A complete continuous time formulation of the Regge calculus is presented by developing the associated continuous time Regge action. It is shown that the time constraint is, by way of the Bianchi identities conserved by the evolution equations. This analysis leads to an explicit first integral for each of the evolution equations. The dynamical equations of the theory are therefore reduced to a set of first-order differential equations. In this formalism the time constraints reduce to a simple sum of the integration constants. This result is unique to the Regge calculus-there does not appear to be a complete set of first integrals available for the vacuum Einstein equations. (author)

  10. A robust algorithm for optimisation and customisation of fractal dimensions of time series modified by nonlinearly scaling their time derivatives: mathematical theory and practical applications.

    Science.gov (United States)

    Fuss, Franz Konstantin

    2013-01-01

    Standard methods for computing the fractal dimensions of time series are usually tested with continuous nowhere differentiable functions, but not benchmarked with actual signals. Therefore they can produce opposite results in extreme signals. These methods also use different scaling methods, that is, different amplitude multipliers, which makes it difficult to compare fractal dimensions obtained from different methods. The purpose of this research was to develop an optimisation method that computes the fractal dimension of a normalised (dimensionless) and modified time series signal with a robust algorithm and a running average method, and that maximises the difference between two fractal dimensions, for example, a minimum and a maximum one. The signal is modified by transforming its amplitude by a multiplier, which has a non-linear effect on the signal's time derivative. The optimisation method identifies the optimal multiplier of the normalised amplitude for targeted decision making based on fractal dimensions. The optimisation method provides an additional filter effect and makes the fractal dimensions less noisy. The method is exemplified by, and explained with, different signals, such as human movement, EEG, and acoustic signals.

  11. Adaptive Critic Nonlinear Robust Control: A Survey.

    Science.gov (United States)

    Wang, Ding; He, Haibo; Liu, Derong

    2017-10-01

    Adaptive dynamic programming (ADP) and reinforcement learning are quite relevant to each other when performing intelligent optimization. They are both regarded as promising methods involving important components of evaluation and improvement, at the background of information technology, such as artificial intelligence, big data, and deep learning. Although great progresses have been achieved and surveyed when addressing nonlinear optimal control problems, the research on robustness of ADP-based control strategies under uncertain environment has not been fully summarized. Hence, this survey reviews the recent main results of adaptive-critic-based robust control design of continuous-time nonlinear systems. The ADP-based nonlinear optimal regulation is reviewed, followed by robust stabilization of nonlinear systems with matched uncertainties, guaranteed cost control design of unmatched plants, and decentralized stabilization of interconnected systems. Additionally, further comprehensive discussions are presented, including event-based robust control design, improvement of the critic learning rule, nonlinear H ∞ control design, and several notes on future perspectives. By applying the ADP-based optimal and robust control methods to a practical power system and an overhead crane plant, two typical examples are provided to verify the effectiveness of theoretical results. Overall, this survey is beneficial to promote the development of adaptive critic control methods with robustness guarantee and the construction of higher level intelligent systems.

  12. Tail estimates for stochastic fixed point equations via nonlinear renewal theory

    DEFF Research Database (Denmark)

    Collamore, Jeffrey F.; Vidyashankar, Anand N.

    2013-01-01

    estimate P(V>u)~Cu^{-r} as u tends to infinity, and also present a corresponding Lundberg-type upper bound. To this end, we introduce a novel dual change of measure on a random time interval and analyze the path properties, using nonlinear renewal theory, of the Markov chain resulting from the forward...... iteration of the given stochastic fixed point equation. In the process, we establish several new results in the realm of nonlinear renewal theory for these processes. As a consequence of our techniques, we also establish a new characterization of the extremal index. Finally, we provide some extensions...... of our methods to Markov-driven processes....

  13. Continuous Time Modeling of the Cross-Lagged Panel Design

    NARCIS (Netherlands)

    Oud, J.H.L.

    2002-01-01

    Since Newton (1642-1727) continuous time modeling by means of differential equations is the standard approach of dynamic phenomena in natural science. It is argued that most processes in behavioral science also unfold in continuous time and should be analyzed accordingly. After dealing with the

  14. Continuous-measurement-enhanced self-trapping of degenerate ultracold atoms in a double well: Nonlinear quantum Zeno effect

    International Nuclear Information System (INIS)

    Li Weidong; Liu Jie

    2006-01-01

    In the present paper we investigate the influence of measurements on the quantum dynamics of degenerate Bose atoms gases in a symmetric double well. We show that continuous measurements enhance asymmetry on the density distribution of the atoms and broaden the parameter regime for self-trapping. We term this phenomenon as nonlinear quantum Zeno effect in analog to the celebrated Zeno effect in a linear quantum system. Under discontinuous measurements, the self-trapping due to the atomic interaction in the degenerate bosons is shown to be destroyed completely. Underlying physics is revealed and possible experimental realization is discussed

  15. Fractional-Order Control of a Nonlinear Time-Delay System: Case Study in Oxygen Regulation in the Heart-Lung Machine

    Directory of Open Access Journals (Sweden)

    S. J. Sadati

    2012-01-01

    Full Text Available A fractional-order controller will be proposed to regulate the inlet oxygen into the heart-lung machine. An analytical approach will be explained to satisfy some requirements together with practical implementation of some restrictions for the first time. Primarily a nonlinear single-input single-output (SISO time-delay model which was obtained previously in the literature is introduced for the oxygen generation process in the heart-lung machine system and we will complete it by adding some new states to control it. Thereafter, the system is linearized using the state feedback linearization approach to find a third-order time-delay dynamics. Consequently classical PID and fractional order controllers are gained to assess the quality of the proposed technique. A set of optimal parameters of those controllers are achieved through the genetic algorithm optimization procedure through minimizing a cost function. Our design method focuses on minimizing some famous performance criterions such as IAE, ISE, and ITSE. In the genetic algorithm, the controller parameters are chosen as a random population. The best relevant values are achieved by reducing the cost function. A time-domain simulation signifies the performance of controller with respect to a traditional optimized PID controller.

  16. A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles

    Science.gov (United States)

    Sornette, D.; Andersen, J. V.

    Keeping a basic tenet of economic theory, rational expectations, we model the nonlinear positive feedback between agents in the stock market as an interplay between nonlinearity and multiplicative noise. The derived hyperbolic stochastic finite-time singularity formula transforms a Gaussian white noise into a rich time series possessing all the stylized facts of empirical prices, as well as accelerated speculative bubbles preceding crashes. We use the formula to invert the two years of price history prior to the recent crash on the Nasdaq (April 2000) and prior to the crash in the Hong Kong market associated with the Asian crisis in early 1994. These complex price dynamics are captured using only one exponent controlling the explosion, the variance and mean of the underlying random walk. This offers a new and powerful detection tool of speculative bubbles and herding behavior.

  17. Ultrafast third-order nonlinearity of silver nanospheres and nanodiscs

    Energy Technology Data Exchange (ETDEWEB)

    Jayabalan, J; Singh, Asha; Chari, Rama; Oak, Shrikant M [Ultrafast Studies Section, Laser Physics Application Division, Raja Ramanna Centre for Advanced Technology, Indore-452013 (India)

    2007-08-08

    We have measured and compared the absolute values of nonlinear susceptibility of colloidal solutions containing silver nanospheres and nanodiscs at their respective plasmon peaks using a femtosecond laser. The nonlinear process responsible for the laser-induced grating formation in the sample is determined to be of third order. The ratio between the third-order susceptibility (|{chi}{sup (3)}|) and the linear absorption coefficient ({alpha}) of the nanodiscs at 590 nm is three times than that of the similar ratio for nanospheres at 398 nm. Using a randomly oriented ellipsoidal model, we have shown that the increase in |{chi}{sup (3)}|/{alpha} for a nanodisc at 590 nm can be attributed to the change in the field enhancement factor with shape.

  18. Long-Time Asymptotics for the Korteweg-de Vries Equation via Nonlinear Steepest Descent

    International Nuclear Information System (INIS)

    Grunert, Katrin; Teschl, Gerald

    2009-01-01

    We apply the method of nonlinear steepest descent to compute the long-time asymptotics of the Korteweg-de Vries equation for decaying initial data in the soliton and similarity region. This paper can be viewed as an expository introduction to this method

  19. A time-domain finite element model reduction method for viscoelastic linear and nonlinear systems

    Directory of Open Access Journals (Sweden)

    Antônio Marcos Gonçalves de Lima

    Full Text Available AbstractMany authors have shown that the effective design of viscoelastic systems can be conveniently carried out by using modern mathematical models to represent the frequency- and temperature-dependent behavior of viscoelastic materials. However, in the quest for design procedures of real-word engineering structures, the large number of exact evaluations of the dynamic responses during iterative procedures, combined with the typically high dimensions of large finite element models, makes the numerical analysis very costly, sometimes unfeasible. It is especially true when the viscoelastic materials are used to reduce vibrations of nonlinear systems. As a matter of fact, which the resolution of the resulting nonlinear equations of motion with frequency- and temperature-dependent viscoelastic damping forces is an interesting, but hard-to-solve problem. Those difficulties motivate the present study, in which a time-domain condensation strategy of viscoelastic systems is addressed, where the viscoelastic behavior is modeled by using a four parameter fractional derivative model. After the discussion of various theoretical aspects, the exact and reduced time responses are calculated for a three-layer sandwich plate by considering nonlinear boundary conditions.

  20. Finite element solution of nonlinear eddy current problems with periodic excitation and its industrial applications.

    Science.gov (United States)

    Bíró, Oszkár; Koczka, Gergely; Preis, Kurt

    2014-05-01

    An efficient finite element method to take account of the nonlinearity of the magnetic materials when analyzing three-dimensional eddy current problems is presented in this paper. The problem is formulated in terms of vector and scalar potentials approximated by edge and node based finite element basis functions. The application of Galerkin techniques leads to a large, nonlinear system of ordinary differential equations in the time domain. The excitations are assumed to be time-periodic and the steady-state periodic solution is of interest only. This is represented either in the frequency domain as a finite Fourier series or in the time domain as a set of discrete time values within one period for each finite element degree of freedom. The former approach is the (continuous) harmonic balance method and, in the latter one, discrete Fourier transformation will be shown to lead to a discrete harmonic balance method. Due to the nonlinearity, all harmonics, both continuous and discrete, are coupled to each other. The harmonics would be decoupled if the problem were linear, therefore, a special nonlinear iteration technique, the fixed-point method is used to linearize the equations by selecting a time-independent permeability distribution, the so-called fixed-point permeability in each nonlinear iteration step. This leads to uncoupled harmonics within these steps. As industrial applications, analyses of large power transformers are presented. The first example is the computation of the electromagnetic field of a single-phase transformer in the time domain with the results compared to those obtained by traditional time-stepping techniques. In the second application, an advanced model of the same transformer is analyzed in the frequency domain by the harmonic balance method with the effect of the presence of higher harmonics on the losses investigated. Finally a third example tackles the case of direct current (DC) bias in the coils of a single-phase transformer.