Research on nonlinear stochastic dynamical price model
Energy Technology Data Exchange (ETDEWEB)
Li Jiaorui [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); School of Statistics, Xi' an University of Finance and Economics, Xi' an 710061 (China)], E-mail: jiaoruili@mail.nwpu.edu.cn; Xu Wei; Xie Wenxian; Ren Zhengzheng [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China)
2008-09-15
In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies.
NONLINEAR STOCHASTIC DYNAMICS: A SURVEY OF RECENT DEVELOPMENTS
Institute of Scientific and Technical Information of China (English)
朱位秋; 蔡国强
2002-01-01
This paper provides an overview of significant advances in nonlinearstochastic dynamics during the past two decades, including random response, stochas-tic stability, stochastic bifurcation, first passage problem and nonlinear stochasticcontrol. Topics for future research are also suggested.
Nonlinear and stochastic dynamics in the heart
Energy Technology Data Exchange (ETDEWEB)
Qu, Zhilin, E-mail: zqu@mednet.ucla.edu [Department of Medicine (Cardiology), David Geffen School of Medicine, University of California, Los Angeles, CA 90095 (United States); Hu, Gang [Department of Physics, Beijing Normal University, Beijing 100875 (China); Garfinkel, Alan [Department of Medicine (Cardiology), David Geffen School of Medicine, University of California, Los Angeles, CA 90095 (United States); Department of Integrative Biology and Physiology, University of California, Los Angeles, CA 90095 (United States); Weiss, James N. [Department of Medicine (Cardiology), David Geffen School of Medicine, University of California, Los Angeles, CA 90095 (United States); Department of Physiology, David Geffen School of Medicine, University of California, Los Angeles, CA 90095 (United States)
2014-10-10
In a normal human life span, the heart beats about 2–3 billion times. Under diseased conditions, a heart may lose its normal rhythm and degenerate suddenly into much faster and irregular rhythms, called arrhythmias, which may lead to sudden death. The transition from a normal rhythm to an arrhythmia is a transition from regular electrical wave conduction to irregular or turbulent wave conduction in the heart, and thus this medical problem is also a problem of physics and mathematics. In the last century, clinical, experimental, and theoretical studies have shown that dynamical theories play fundamental roles in understanding the mechanisms of the genesis of the normal heart rhythm as well as lethal arrhythmias. In this article, we summarize in detail the nonlinear and stochastic dynamics occurring in the heart and their links to normal cardiac functions and arrhythmias, providing a holistic view through integrating dynamics from the molecular (microscopic) scale, to the organelle (mesoscopic) scale, to the cellular, tissue, and organ (macroscopic) scales. We discuss what existing problems and challenges are waiting to be solved and how multi-scale mathematical modeling and nonlinear dynamics may be helpful for solving these problems.
Output Feedback for Stochastic Nonlinear Systems with Unmeasurable Inverse Dynamics
Institute of Scientific and Technical Information of China (English)
Xin Yu; Na Duan
2009-01-01
This paper considers a concrete stochastic nonlinear system with stochastic unmeasurable inverse dynamics. Motivated by the concept of integral input-to-state stability (iISS) in deterministic systems and stochastic input-to-state stability (SISS) in stochastic systems, a concept of stochastic integral input-to-state stability (SiISS) using Lyapunov functions is first introduced. A constructive strategy is proposed to design a dynamic output feedback control law, which drives the state to the origin almost surely while keeping all other closed-loop signals almost surely bounded. At last, a simulation is given to verify the effectiveness of the control law.
Exponential Stability of Stochastic Nonlinear Dynamical Price System with Delay
Directory of Open Access Journals (Sweden)
Wenli Zhu
2013-01-01
Full Text Available Based on Lyapunov stability theory, Itô formula, stochastic analysis, and matrix theory, we study the exponential stability of the stochastic nonlinear dynamical price system. Using Taylor's theorem, the stochastic nonlinear system with delay is reduced to an n-dimensional semilinear stochastic differential equation with delay. Some sufficient conditions of exponential stability and corollaries for such price system are established by virtue of Lyapunov function. The time delay upper limit is solved by using our theoretical results when the system is exponentially stable. Our theoretical results show that if the classical price Rayleigh equation is exponentially stable, so is its perturbed system with delay provided that both the time delay and the intensity of perturbations are small enough. Two examples are presented to illustrate our results.
A toolkit for analyzing nonlinear dynamic stochastic models easily
Uhlig, H.F.H.V.S.
1995-01-01
Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This paper provides a toolkit for solving such models easily, building on log-linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the meth
A toolkit for analyzing nonlinear dynamic stochastic models easily
Uhlig, H.F.H.V.S.
1995-01-01
Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This paper provides a toolkit for solving such models easily, building on log-linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the meth
A data driven nonlinear stochastic model for blood glucose dynamics.
Zhang, Yan; Holt, Tim A; Khovanova, Natalia
2016-03-01
The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles.
Nonlinear and stochastic dynamics of coherent structures
DEFF Research Database (Denmark)
Rasmussen, Kim
1997-01-01
system described by a tight-binding Hamiltonian and a harmonic lattice coupled b y a deformation-type potential. This derivation results in a two-dimensional nonline ar Schrödinger model, and considering the harmonic lattice to be in thermal contact with a heat bath w e show that the nonlinear...... phenomenon. We find numerically and analytically that the collapse can be delayed and ultimatively arrested by the fluctuations. Allowing the system to reach thermal equilibrium we further augment the model by a nonlineardamping term and find that this prohibits collapse in the strict mathematical se nse....... However a collapse like behavior still persists in the presence of the nonlinear damping . Apart from the absence of the collapse in the strict mathematical sense we find that the nonlinear damping term has rather weak influence on the interplay between fluctuations and self-focusing. The study...
Study of the nonlinear longitudinal dynamics of a stochastic system
Directory of Open Access Journals (Sweden)
Cunha Americo
2014-01-01
Full Text Available This paper deals with the theoretical study of how discrete elements attached to a continuous stochastic systems can affect their dynamical behavior. For this, it is studied the nonlinear longitudinal dynamics of an elastic bar, attached to springs and a lumped mass, with a random elastic modulus and subjected to a Gaussian white-noise distributed external force. Numerical simulations are conducted and their results are analyzed in function of the ratio between the masses of the discrete and the continuous parts of the system. This analysis reveals that the dynamic behavior of the bar is significantly altered when the lumped mass is varied, being more inﬂuenced by the randomness for small values of the lumped mass.
Filtering nonlinear dynamical systems with linear stochastic models
Harlim, J.; Majda, A. J.
2008-06-01
An important emerging scientific issue is the real time filtering through observations of noisy signals for nonlinear dynamical systems as well as the statistical accuracy of spatio-temporal discretizations for filtering such systems. From the practical standpoint, the demand for operationally practical filtering methods escalates as the model resolution is significantly increased. For example, in numerical weather forecasting the current generation of global circulation models with resolution of 35 km has a total of billions of state variables. Numerous ensemble based Kalman filters (Evensen 2003 Ocean Dyn. 53 343-67 Bishop et al 2001 Mon. Weather Rev. 129 420-36 Anderson 2001 Mon. Weather Rev. 129 2884-903 Szunyogh et al 2005 Tellus A 57 528-45 Hunt et al 2007 Physica D 230 112-26) show promising results in addressing this issue; however, all these methods are very sensitive to model resolution, observation frequency, and the nature of the turbulent signals when a practical limited ensemble size (typically less than 100) is used. In this paper, we implement a radical filtering approach to a relatively low (40) dimensional toy model, the L-96 model (Lorenz 1996 Proc. on Predictability (ECMWF, 4-8 September 1995) pp 1-18) in various chaotic regimes in order to address the 'curse of ensemble size' for complex nonlinear systems. Practically, our approach has several desirable features such as extremely high computational efficiency, filter robustness towards variations of ensemble size (we found that the filter is reasonably stable even with a single realization) which makes it feasible for high dimensional problems, and it is independent of any tunable parameters such as the variance inflation coefficient in an ensemble Kalman filter. This radical filtering strategy decouples the problem of filtering a spatially extended nonlinear deterministic system to filtering a Fourier diagonal system of parametrized linear stochastic differential equations (Majda and Grote
Nonlinear Damping Identification in Nonlinear Dynamic System Based on Stochastic Inverse Approach
2012-01-01
The nonlinear model is crucial to prepare, supervise, and analyze mechanical system. In this paper, a new nonparametric and output-only identification procedure for nonlinear damping is studied. By introducing the concept of the stochastic state space, we formulate a stochastic inverse problem for a nonlinear damping. The solution of the stochastic inverse problem is designed as probabilistic expression via the hierarchical Bayesian formulation by considering various uncertainties such as the...
Wang, Qing; Yao, Jing-Zheng
2010-12-01
Several algorithms were proposed relating to the development of a framework of the perturbation-based stochastic finite element method (PSFEM) for large variation nonlinear dynamic problems. For this purpose, algorithms and a framework related to SFEM based on the stochastic virtual work principle were studied. To prove the validity and practicality of the algorithms and framework, numerical examples for nonlinear dynamic problems with large variations were calculated and compared with the Monte-Carlo Simulation method. This comparison shows that the proposed approaches are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.
Nonlinear dynamic characteristics of SMA intravascular stent under radial stochastic loads.
Zhu, Zhiwen; Zhang, Qingxin; Xu, Jia
2014-01-01
Nonlinear dynamic characteristics of shape memory alloy (SMA) intravascular stent under radial stochastic loads were studied in this paper. Von de Pol item was improved to interpret the hysteretic phenomena of SMA, and the nonlinear dynamic model of SMA intravascular stent under radial stochastic loads was developed. The conditions of stochastic stability of the system were obtained in singular boundary theory. The steady-state probability density function of the dynamic response of the system was given, and the stochastic Hopf bifurcation characteristics of the system were analyzed. Theoretical analysis and numerical simulation show that the stability of the trivial solution varies with bifurcation parameters, and stochastic Hopf bifurcation appears in the process, which can cause stent fracture or loss. The results of this paper are helpful to application of SMA intravascular stent in biomedical engineering fields.
Advanced models of neural networks nonlinear dynamics and stochasticity in biological neurons
Rigatos, Gerasimos G
2015-01-01
This book provides a complete study on neural structures exhibiting nonlinear and stochastic dynamics, elaborating on neural dynamics by introducing advanced models of neural networks. It overviews the main findings in the modelling of neural dynamics in terms of electrical circuits and examines their stability properties with the use of dynamical systems theory. It is suitable for researchers and postgraduate students engaged with neural networks and dynamical systems theory.
Nonlinear Damping Identification in Nonlinear Dynamic System Based on Stochastic Inverse Approach
Directory of Open Access Journals (Sweden)
S. L. Han
2012-01-01
Full Text Available The nonlinear model is crucial to prepare, supervise, and analyze mechanical system. In this paper, a new nonparametric and output-only identification procedure for nonlinear damping is studied. By introducing the concept of the stochastic state space, we formulate a stochastic inverse problem for a nonlinear damping. The solution of the stochastic inverse problem is designed as probabilistic expression via the hierarchical Bayesian formulation by considering various uncertainties such as the information insufficiency in parameter of interests or errors in measurement. The probability space is estimated using Markov chain Monte Carlo (MCMC. The applicability of the proposed method is demonstrated through numerical experiment and particular application to a realistic problem related to ship roll motion.
Threshold Dynamics in Stochastic SIRS Epidemic Models with Nonlinear Incidence and Vaccination.
Wang, Lei; Teng, Zhidong; Tang, Tingting; Li, Zhiming
2017-01-01
In this paper, the dynamical behaviors for a stochastic SIRS epidemic model with nonlinear incidence and vaccination are investigated. In the models, the disease transmission coefficient and the removal rates are all affected by noise. Some new basic properties of the models are found. Applying these properties, we establish a series of new threshold conditions on the stochastically exponential extinction, stochastic persistence, and permanence in the mean of the disease with probability one for the models. Furthermore, we obtain a sufficient condition on the existence of unique stationary distribution for the model. Finally, a series of numerical examples are introduced to illustrate our main theoretical results and some conjectures are further proposed.
Directory of Open Access Journals (Sweden)
Zhi-Wen Zhu
2015-01-01
Full Text Available A kind of high-aspect-ratio shape memory alloy (SMA composite wing is proposed to reduce the wing’s fluttering. The nonlinear dynamic characteristics and optimal control of the SMA composite wings subjected to in-plane stochastic excitation are investigated where the great bending under the flight loads is considered. The stochastic stability of the system is analyzed, and the system’s response is obtained. The conditions of stochastic Hopf bifurcation are determined, and the probability density of the first-passage time is obtained. Finally, the optimal control strategy is proposed. Numerical simulation shows that the stability of the system varies with bifurcation parameters, and stochastic Hopf bifurcation appears in the process; the reliability of the system is improved through optimal control, and the first-passage time is delayed. Finally, the effects of the control strategy are proved by experiments. The results of this paper are helpful for engineering applications of SMA.
Directory of Open Access Journals (Sweden)
Na Duan
2012-01-01
Full Text Available The adaptive stabilization scheme based on tuning function for stochastic nonlinear systems with stochastic integral input-to-state stability (SiISS inverse dynamics is investigated. By combining the stochastic LaSalle theorem and small-gain type conditions on SiISS, an adaptive output feedback controller is constructively designed. It is shown that all the closed-loop signals are bounded almost surely and the stochastic closed-loop system is globally stable in probability.
Institute of Scientific and Technical Information of China (English)
潘子刚; 刘允刚; 施颂椒
2001-01-01
In this paper, we study the problem of output feedback stabilization for stochastic nonlinear systems. We consider a class of stochastic nonlinear systems in observer canonical form with stable zero-dynamics. We introduce a sequence of state transformations that transform the system into a lower triangular structure that is amenable for integrator backstepping design. Then we design the output-feedback controller and prove that the closed-loop system is bounded in probability. Furthermore, when the disturbance vector field vanishes at the origin, the closed-loop system is asymptotically stable in the large. With special care, the controller preserves the equilibrium of the nonlinear system. An example is included to illustrate the theoretical findings.
Research on Nonlinear and Stochastic Dynamics with Defense Applications
2009-03-30
sensitivity of phase-synchronization time in stochastic resonance: Theory and experiment," Physical Review E 75, 046205(1-5) (2007). • K. Park, Y...34 Physical Review E 77, 026210(1-6) (2008). • Q.-F. Chen, L. Huang, and Y.-C. Lai, "Chaos-induced intrinsic localized modes in coupled mir...localized modes in micro-oscillator ar- rays," submitted to Physical Review E. Small-sized systems such as MEM resonators have become common in many
Convolutionless Nakajima-Zwanzig equations for stochastic analysis in nonlinear dynamical systems.
Venturi, D; Karniadakis, G E
2014-06-08
Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima-Zwanzig-Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection-reaction problems.
Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models
Daunizeau, J.; Friston, K. J.; Kiebel, S. J.
2009-11-01
In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.
Threshold Dynamics in Stochastic SIRS Epidemic Models with Nonlinear Incidence and Vaccination
Wang, Lei; Tang, Tingting
2017-01-01
In this paper, the dynamical behaviors for a stochastic SIRS epidemic model with nonlinear incidence and vaccination are investigated. In the models, the disease transmission coefficient and the removal rates are all affected by noise. Some new basic properties of the models are found. Applying these properties, we establish a series of new threshold conditions on the stochastically exponential extinction, stochastic persistence, and permanence in the mean of the disease with probability one for the models. Furthermore, we obtain a sufficient condition on the existence of unique stationary distribution for the model. Finally, a series of numerical examples are introduced to illustrate our main theoretical results and some conjectures are further proposed. PMID:28194223
Qian, Hong
2016-01-01
We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity, but population wise with statistical rate laws in their syntheses, degradations, spatial diffusion, individual state transitions, and interactions. Such a formal kinetic system in a small volume $V$, like a single cell, can be rigorously treated in terms of a Markov process describing its nonlinear kinetics as well as nonequilibrium thermodynamics at a mesoscopic scale. We introduce notions such as open, driven chemical systems, entropy production, free energy dissipation, etc. Then in the macroscopic limit, we illustrate how two new "laws", in terms of a generalized free energy of the mesoscopic stochastic dynamics, emerge. Detailed balance and complex balance are two special classes of "simple" nonlinear kinetics. Phase transition is intrinsically related to multi-stability...
Sahoo, Avimanyu; Jagannathan, Sarangapani
2017-02-01
In this paper, an event-driven stochastic adaptive dynamic programming (ADP)-based technique is introduced for nonlinear systems with a communication network within its feedback loop. A near optimal control policy is designed using an actor-critic framework and ADP with event sampled state vector. First, the system dynamics are approximated by using a novel neural network (NN) identifier with event sampled state vector. The optimal control policy is generated via an actor NN by using the NN identifier and value function approximated by a critic NN through ADP. The stochastic NN identifier, actor, and critic NN weights are tuned at the event sampled instants leading to aperiodic weight tuning laws. Above all, an adaptive event sampling condition based on estimated NN weights is designed by using the Lyapunov technique to ensure ultimate boundedness of all the closed-loop signals along with the approximation accuracy. The net result is event-driven stochastic ADP technique that can significantly reduce the computation and network transmissions. Finally, the analytical design is substantiated with simulation results.
Energy Technology Data Exchange (ETDEWEB)
Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn [Department of Mechanics, Tianjin University, 300072, Tianjin (China); Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin (China); Zhang, W. D., E-mail: zhangwenditju@126.com; Xu, J., E-mail: xujia-ld@163.com [Department of Mechanics, Tianjin University, 300072, Tianjin (China)
2014-03-15
The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.
Energy Technology Data Exchange (ETDEWEB)
Guo, Kong-Ming, E-mail: kmguo@xidian.edu.cn [School of Electromechanical Engineering, Xidian University, P.O. Box 187, Xi' an 710071 (China); Jiang, Jun, E-mail: jun.jiang@mail.xjtu.edu.cn [State Key Laboratory for Strength and Vibration, Xi' an Jiaotong University, Xi' an 710049 (China)
2014-07-04
To apply stochastic sensitivity function method, which can estimate the probabilistic distribution of stochastic attractors, to non-autonomous dynamical systems, a 1/N-period stroboscopic map for a periodic motion is constructed in order to discretize the continuous cycle into a discrete one. In this way, the sensitivity analysis of a cycle for discrete map can be utilized and a numerical algorithm for the stochastic sensitivity analysis of periodic solutions of non-autonomous nonlinear dynamical systems under stochastic disturbances is devised. An external excited Duffing oscillator and a parametric excited laser system are studied as examples to show the validity of the proposed method. - Highlights: • A method to analyze sensitivity of stochastic periodic attractors in non-autonomous dynamical systems is proposed. • Probabilistic distribution around periodic attractors in an external excited Φ{sup 6} Duffing system is obtained. • Probabilistic distribution around a periodic attractor in a parametric excited laser system is determined.
Analytical vs. Simulation Solution Techniques for Pulse Problems in Non-linear Stochastic Dynamics
DEFF Research Database (Denmark)
Iwankiewicz, R.; Nielsen, Søren R. K.
-numerical techniques suitable for Markov response problems such as moments equation, Petrov-Galerkin and cell-to-cell mapping techniques are briefly discussed. Usefulness of these techniques is limited by the fact that effectiveness of each of them depends on the mean rate of impulses. Another limitation is the size...... of the problem, i.e. the number of state variables of the dynamical systems. In contrast, the application of the simulation techniques is not limited to Markov problems, nor is it dependent on the mean rate of impulses. Moreover their use is straightforward for a large class of point processes, at least......Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically...
Xu, Hao; Jagannathan, Sarangapani
2013-03-01
The stochastic optimal controller design for the nonlinear networked control system (NNCS) with uncertain system dynamics is a challenging problem due to the presence of both system nonlinearities and communication network imperfections, such as random delays and packet losses, which are not unknown a priori. In the recent literature, neuro dynamic programming (NDP) techniques, based on value and policy iterations, have been widely reported to solve the optimal control of general affine nonlinear systems. However, for realtime control, value and policy iterations-based methodology are not suitable and time-based NDP techniques are preferred. In addition, output feedback-based controller designs are preferred for implementation. Therefore, in this paper, a novel NNCS representation incorporating the system uncertainties and network imperfections is introduced first by using input and output measurements for facilitating output feedback. Then, an online neural network (NN) identifier is introduced to estimate the control coefficient matrix, which is subsequently utilized for the controller design. Subsequently, the critic and action NNs are employed along with the NN identifier to determine the forward-in-time, time-based stochastic optimal control of NNCS without using value and policy iterations. Here, the value function and control inputs are updated once a sampling instant. By using novel NN weight update laws, Lyapunov theory is used to show that all the closed-loop signals and NN weights are uniformly ultimately bounded in the mean while the approximated control input converges close to its target value with time. Simulation results are included to show the effectiveness of the proposed scheme.
Energy Technology Data Exchange (ETDEWEB)
Zhu, Zhi-Wen [Department of Mechanics, Tianjin University, 92 Weijin Road, Nankai District, Tianjin 300072 (China); Tianjin Key Laboratory of Nonlinear Dynamics and Chaos Control 92 Weijin Road, Nankai District, Tianjin 300072 (China); Zhang, Qing-Xin [Department of Mechanics, Tianjin University, 92 Weijin Road, Nankai District, Tianjin 300072 (China); Xu, Jia, E-mail: xujia_ld@163.com [Department of Mechanics, Tianjin University, 92 Weijin Road, Nankai District, Tianjin 300072 (China)
2014-11-03
A kind of shape memory alloy (SMA) hysteretic nonlinear model was developed, and the nonlinear dynamics and bifurcation characteristics of the SMA thin film subjected to in-plane stochastic excitation were investigated. Van der Pol difference item was introduced to describe the hysteretic phenomena of the SMA strain–stress curves, and the nonlinear dynamic model of the SMA thin film subjected to in-plane stochastic excitation was developed. The conditions of global stochastic stability of the system were determined in singular boundary theory, and the probability density function of the system response was obtained. Finally, the conditions of stochastic Hopf bifurcation were analyzed. The results of theoretical analysis and numerical simulation indicate that self-excited vibration is induced by the hysteretic nonlinear characteristics of SMA, and stochastic Hopf bifurcation appears when the bifurcation parameter was changed; there are two limit cycles in the stationary probability density of the dynamic response of the system in some cases, which means that there are two vibration amplitudes whose probabilities are both very high, and jumping phenomena between the two vibration amplitudes appear with the change in conditions. The results obtained in this current paper are helpful for the application of the SMA thin film in stochastic vibration fields. - Highlights: • Hysteretic nonlinear model of shape memory alloy was developed. • Van der Pol item was introduced to interpret hysteretic strain–stress curves. • Nonlinear dynamic characteristics of the shape memory alloy film were analyzed. • Jumping phenomena were observed in the change of the parameters.
Stochastic Nonlinear Aeroelasticity
2009-01-01
STOCHASTIC NONLINEAR AEROELASTICITY 5a. CONTRACT NUMBER In- house 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 0601102 6. AUTHOR(S) Philip S...ABSTRACT This report documents the culmination of in- house work in the area of uncertainty quantification and probabilistic techniques for... coff U∞ cs ea lw cw Figure 6: Wing and store geometry (left), wing box structural model (middle), flutter distribution (right
Almaraz, Pablo; Green, Andy J; Aguilera, Eduardo; Rendón, Miguel A; Bustamante, Javier
2012-09-01
1. Understanding the impact of environmental variability on migrating species requires the estimation of sequential abiotic effects in different geographic areas across the life cycle. For instance, waterfowl (ducks, geese and swans) usually breed widely dispersed throughout their breeding range and gather in large numbers in their wintering headquarters, but there is a lack of knowledge on the effects of the sequential environmental conditions experienced by migrating birds on the long-term community dynamics at their wintering sites. 2. Here, we analyse multidecadal time-series data of 10 waterfowl species wintering in the Guadalquivir Marshes (SW Spain), the single most important wintering site for waterfowl breeding in Europe. We use a multivariate state-space approach to estimate the effects of biotic interactions, local environmental forcing during winter and large-scale climate during breeding and migration on wintering multispecies abundance fluctuations, while accounting for partial observability (observation error and missing data) in both population and environmental data. 3. The joint effect of local weather and large-scale climate explained 31·6% of variance at the community level, while the variability explained by interspecific interactions was negligible (observations through data augmentation increased the estimated magnitude of environmental forcing by an average 30·1% and reduced the impact of stochasticity by 39·3% when accounting for observation error. Interestingly however, the impact of environmental forcing on community dynamics was underestimated by an average 15·3% and environmental stochasticity overestimated by 14·1% when ignoring both observation error and data augmentation. 5. These results provide a salient example of sequential multiscale environmental forcing in a major migratory bird community, which suggests a demographic link between the breeding and wintering grounds operating through nonlinear environmental effects
Elenchezhiyan, M; Prakash, J
2015-09-01
In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme.
Zhang, Yunxin; Qian, Hong
2010-01-01
Multistability of mesoscopic, driven biochemical reaction systems has implications to a wide range of cellular processes. Using several simple models, we show that one class of bistable chemical systems has a deterministic counterpart in the nonlinear dynamics based on the Law of Mass Action, while another class, widely known as noise-induced stochastic bistability, does not. Observing the system's volume ($V$) playing a similar role as the inverse temperature ($\\beta$) in classical rate theory, an van't Hoff-Arrhenius like analysis is introduced. In one-dimensional systems, a transition rate between two states, represented in terms of a barrier in the landscape for the dynamics $\\Phi(x,V)$, $k\\propto\\exp\\{-V\\Delta\\Phi^{\\ddag}(V)\\}$, can be understood from a decomposition $\\Delta\\Phi^{\\ddag}(V) \\approx\\Delta\\phi_0^{\\ddag} \\Delta\\phi_1^{\\ddag}/V$. Nonlinear bistability means $\\Delta\\phi_0^{\\ddag}>0$ while stochastic bistability has $\\Delta\\phi_0^{\\ddag}0$. Stochastic bistabilities can be viewed as remants (or ...
Losslessness of Nonlinear Stochastic Discrete-Time Systems
Directory of Open Access Journals (Sweden)
Xikui Liu
2015-01-01
Full Text Available This paper will study stochastic losslessness theory for nonlinear stochastic discrete-time systems, which are expressed by the Itô-type difference equations. A necessary and sufficient condition is developed for a nonlinear stochastic discrete-time system to be lossless. By the stochastic lossless theory, we show that a nonlinear stochastic discrete-time system can be lossless via state feedback if and only if it has relative degree 0,…,0 and lossless zero dynamics. The effectiveness of the proposed results is illustrated by a numerical example.
Zhang, Wei; Wang, Jun
2017-09-01
In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.
Siegel, H; Siegel, Helge; Belomestnyi, Dennis
2006-01-01
The dynamical properties of road traffic time series from North-Rhine Westphalian motorways are investigated. The article shows that road traffic dynamics is well described as a persistent stochastic process with two fixed points representing the freeflow (non-congested) and the congested state regime. These traffic states have different statistical properties, with respect to waiting time distribution, velocity distribution and autocorrelation. Logdifferences of velocity records reveal non-normal, obviously leptocurtic distribution. Further, linear and nonlinear phase-plane based analysis methods yield no evidence for any determinism or deterministic chaos to be involved in traffic dynamics on shorter than diurnal time scales. Several Hurst-exponent estimators indicate long-range dependence for the free flow state. Finally, our results are not in accordance to the typical heuristic fingerprints of self-organized criticality. We suggest the more simplistic assumption of a non-critical phase transition between...
Kanjilal, Oindrila; Manohar, C. S.
2017-07-01
The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations.
Stochastic nonlinear differential equations. I
Heilmann, O.J.; Kampen, N.G. van
1974-01-01
A solution method is developed for nonlinear differential equations having the following two properties. Their coefficients are stochastic through their dependence on a Markov process. The magnitude of the fluctuations, multiplied with their auto-correlation time, is a small quantity. Under these co
Nonlinear and Stochastic Morphological Segregation
Blanton, M R
1999-01-01
I perform a joint counts-in-cells analysis of galaxies of different spectral types using the Las Campanas Redshift Survey (LCRS). Using a maximum-likelihood technique to fit for the relationship between the density fields of early- and late-type galaxies, I find a relative linear bias of $b=0.76\\pm 0.02$. This technique can probe the nonlinearity and stochasticity of the relationship as well. However, the degree to which nonlinear and stochastic fits improve upon the linear fit turns out to depend on the redshift range in question. In particular, there seems to be a systematic difference between the high- and low-redshift halves of the data (respectively, further than and closer than $cz\\approx 36,000$ km/s); all of the signal of stochasticity and nonlinearity comes from the low-redshift portion. Analysis of mock catalogs shows that the peculiar geometry and variable flux limits of the LCRS do not cause this effect. I speculate that the central surface brightness selection criteria of the LCRS may be responsi...
Symmetrized solutions for nonlinear stochastic differential equations
Directory of Open Access Journals (Sweden)
G. Adomian
1981-01-01
Full Text Available Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly+ym=x where x is a stochastic process and L is a linear stochastic operator.
Ying, Xiaoguo; Liu, Wei; Hui, Guohua
2015-01-01
In this paper, litchi freshness rapid non-destructive evaluating method using electronic nose (e-nose) and non-linear stochastic resonance (SR) was proposed. EN responses to litchi samples were continuously detected for 6 d Principal component analysis (PCA) and non-linear stochastic resonance (SR) methods were utilized to analyze EN detection data. PCA method could not totally discriminate litchi samples, while SR signal-to-noise ratio (SNR) eigen spectrum successfully discriminated all litchi samples. Litchi freshness predictive model developed using SNR eigen values shows high predictive accuracy with regression coefficients R(2) = 0 .99396.
Truccolo, Wilson
2017-01-01
Point process generalized linear models (PP-GLMs) provide an important statistical framework for modeling spiking activity in single-neurons and neuronal networks. Stochastic stability is essential when sampling from these models, as done in computational neuroscience to analyze statistical properties of neuronal dynamics and in neuro-engineering to implement closed-loop applications. Here we show, however, that despite passing common goodness-of-fit tests, PP-GLMs estimated from data are often unstable, leading to divergent firing rates. The inclusion of absolute refractory periods is not a satisfactory solution since the activity then typically settles into unphysiological rates. To address these issues, we derive a framework for determining the existence and stability of fixed points of the expected conditional intensity function (CIF) for general PP-GLMs. Specifically, in nonlinear Hawkes PP-GLMs, the CIF is expressed as a function of the previous spike history and exogenous inputs. We use a mean-field quasi-renewal (QR) approximation that decomposes spike history effects into the contribution of the last spike and an average of the CIF over all spike histories prior to the last spike. Fixed points for stationary rates are derived as self-consistent solutions of integral equations. Bifurcation analysis and the number of fixed points predict that the original models can show stable, divergent, and metastable (fragile) dynamics. For fragile models, fluctuations of the single-neuron dynamics predict expected divergence times after which rates approach unphysiologically high values. This metric can be used to estimate the probability of rates to remain physiological for given time periods, e.g., for simulation purposes. We demonstrate the use of the stability framework using simulated single-neuron examples and neurophysiological recordings. Finally, we show how to adapt PP-GLM estimation procedures to guarantee model stability. Overall, our results provide a
Stochastic longshore current dynamics
Restrepo, Juan M.; Venkataramani, Shankar
2016-12-01
We develop a stochastic parametrization, based on a 'simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike deterministic models, stochastic parameterization incorporates randomness and hence can only match the observations in a statistical sense. Unlike statistical emulators, in which the model is tuned to the statistical structure of the observation, stochastic parametrization are not directly tuned to match the statistics of the observations. Rather, stochastic parameterization combines deterministic, i.e physics based models with stochastic models for the "missing physics" to create hybrid models, that are stochastic, but yet can be used for making predictions, especially in the context of data assimilation. We introduce a novel measure of the utility of stochastic models of complex processes, that we call consistency of sensitivity. A model with poor consistency of sensitivity requires a great deal of tuning of parameters and has a very narrow range of realistic parameters leading to outcomes consistent with a reasonable spectrum of physical outcomes. We apply this metric to our stochastic parametrization and show that, the loss of certainty inherent in model due to its stochastic nature is offset by the model's resulting consistency of sensitivity. In particular, the stochastic model still retains the forward sensitivity of the deterministic model and hence respects important structural/physical constraints, yet has a broader range of parameters capable of producing outcomes consistent with the field data used in evaluating the model. This leads to an expanded range of model applicability. We show, in the context of data assimilation, the stochastic parametrization of longshore currents achieves good results in capturing the statistics of observation that were not used in tuning the model.
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Energy Technology Data Exchange (ETDEWEB)
Turchetti, G. (Bologna Univ. (Italy). Dipt. di Fisica)
1989-01-01
Research in nonlinear dynamics is rapidly expanding and its range of applications is extending beyond the traditional areas of science where it was first developed. Indeed while linear analysis and modelling, which has been very successful in mathematical physics and engineering, has become a mature science, many elementary phenomena of intrinsic nonlinear nature were recently experimentally detected and investigated, suggesting new theoretical work. Complex systems, as turbulent fluids, were known to be governed by intrinsically nonlinear laws since a long time ago, but received purely phenomenological descriptions. The pioneering works of Boltzmann and Poincare, probably because of their intrinsic difficulty, did not have a revolutionary impact at their time; it is only very recently that their message is reaching a significant number of mathematicians and physicists. Certainly the development of computers and computer graphics played an important role in developing geometric intuition of complex phenomena through simple numerical experiments, while a new mathematical framework to understand them was being developed.
Saakian, David B
2016-01-01
We briefly review the recently developed, Markov process based isothermal chemical thermodynamics for nonlinear, driven mesoscopic kinetic systems. Both the instantaneous Shannon entropy {\\boldmath $S[p_{\\alpha}(t)]$} and relative entropy {\\boldmath $F[p_{\\alpha}(t)]$}, defined based on probability distribution {\\boldmath $\\{p_{\\alpha}(t)\\}$}, play prominent roles. The theory is general; and as a special case when a chemical reaction system is situated in an equilibrium environment, it agrees perfectly with Gibbsian chemical thermodynamics: {\\boldmath $k_BS$} and {\\boldmath $k_BTF$} become thermodynamic entropy and free energy, respectively. We apply this theory to a fully reversible autocatalytic reaction kinetics, represented by a Delbr\\"{u}ck-Gillespie process, in a chemostatic nonequilibrium environment. The open, driven chemical system serves as an archetype for biochemical self-replication. The significance of {\\em thermodynamically consistent} kinetic coarse-graining is emphasized. In a kinetic system ...
New results in global stabilization for stochastic nonlinear systems
Institute of Scientific and Technical Information of China (English)
Tao BIAN; Zhong-Ping JIANG
2016-01-01
This paper presents new results on the robust global stabilization and the gain assignment problems for stochastic nonlinear systems. Three stochastic nonlinear control design schemes are developed. Furthermore, a new stochastic gain assignment method is developed for a class of uncertain interconnected stochastic nonlinear systems. This method can be combined with the nonlinear small-gain theorem to design partial-state feedback controllers for stochastic nonlinear systems. Two numerical examples are given to illustrate the effectiveness of the proposed methodology.
Klarenberg, G.
2015-12-01
Infrastructure projects such as road paving have proven to bring a variety of (mainly) socio-economic advantages to countries and populations. However, many studies have also highlighted the negative socio-economic and biophysical effects that these developments have at local, regional and even larger scales. The "MAP" area (Madre de Dios in Peru, Acre in Brazil, and Pando in Bolivia) is a biodiversity hotspot in the southwestern Amazon where sections of South America's Inter-Oceanic Highway were paved between 2006 and 2010. We are interested in vegetation dynamics in the area since it plays an important role in ecosystem functions and ecosystem services in socio-ecological systems: it provides information on productivity and structure of the forest. In preparation of more complex and mechanistic simulation of vegetation, non-linear time series analysis and Dynamic Factor Analysis (DFA) was conducted on Enhanced Vegetation Index (EVI) time series - which is a remote sensing product and provides information on vegetation dynamics as it detects chlorophyll (productivity) and structural change. Time series of 30 years for EVI2 (from MODIS and AVHRR) were obtained for 100 communities in the area. Through specific time series cluster analysis of the vegetation data, communities were clustered to facilitate data analysis and pattern recognition. The clustering is spatially consistent, and appears to be driven by median road paving progress - which is different for each cluster. Non-linear time series analysis (multivariate singular spectrum analysis, MSSA) separates common signals (or low-dimensional attractors) across clusters. Despite the presence of this deterministic structure though, time series behavior is mostly stochastic. Granger causality analysis between EVI2 and possible response variables indicates which variables (and with what lags) are to be included in DFA, resulting in unique Dynamic Factor Models for each cluster.
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Reaching Nonlinear Consensus via Non-Autonomous Polynomial Stochastic Operators
Saburov, Mansoor; Saburov, Khikmat
2017-03-01
This paper is a continuation of our previous studies on nonlinear consensus which unifies and generalizes all previous results. We consider a nonlinear protocol for a structured time-varying synchronous multi-agent system. We present an opinion sharing dynamics of the multi-agent system as a trajectory of non-autonomous polynomial stochastic operators associated with multidimensional stochastic hyper-matrices. We show that the multi-agent system eventually reaches to a nonlinear consensus if either one of the following two conditions is satisfied: (i) every member of the group people has a positive subjective distribution on the given task after some revision steps or (ii) all entries of some multidimensional stochastic hyper-matrix are positive.
Inference of a nonlinear stochastic model of the cardiorespiratory interaction
Smelyanskiy, V N; Stefanovska, A; McClintock, P V E
2005-01-01
A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system oscillations. The strength and direction of coupling, and the noise intensity are simultaneously inferred from a univariate blood pressure signal, monitored in a clinical environment. The technique does not require extensive global optimization and it is applicable to a wide range of complex dynamical systems subject to noise.
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.
Stochastic Physicochemical Dynamics
Tsekov, R.
2001-02-01
Thermodynamic Relaxation in Quantum Systems: A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space description of a mechanical system thus leading to a new treatment of this problem different from the Wigner presentation. The equilibrium probability density obtained in the mixed coordinate-momentum space is a reasonable extension of the Gibbs canonical distribution. The validity of the Einstein fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model supposes adiabatic fluctuations and yields another relation between the diffusion coefficient and mobility of a Brownian particle. A new approach to relaxations in quantum systems is also proposed that demonstrates applicability only of the adiabatic model for description of the quantum Brownian dynamics. Stochastic Dynamics of Gas Molecules: A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the molecular Brownian motion are obtained. A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also proven via the central limit theorem that the white noise is only Gaussian. The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the description of thermodynamic
Energy Technology Data Exchange (ETDEWEB)
Kanjilal, Oindrila, E-mail: oindrila@civil.iisc.ernet.in; Manohar, C.S., E-mail: manohar@civil.iisc.ernet.in
2017-07-15
The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.
Statistical methods in nonlinear dynamics
Indian Academy of Sciences (India)
K P N Murthy; R Harish; S V M Satyanarayana
2005-03-01
Sensitivity to initial conditions in nonlinear dynamical systems leads to exponential divergence of trajectories that are initially arbitrarily close, and hence to unpredictability. Statistical methods have been found to be helpful in extracting useful information about such systems. In this paper, we review briefly some statistical methods employed in the study of deterministic and stochastic dynamical systems. These include power spectral analysis and aliasing, extreme value statistics and order statistics, recurrence time statistics, the characterization of intermittency in the Sinai disorder problem, random walk analysis of diffusion in the chaotic pendulum, and long-range correlations in stochastic sequences of symbols.
Directory of Open Access Journals (Sweden)
Sabir Djaidja
2014-01-01
Full Text Available Consensus of continuous-time single-integrator multiagent systems with inherent nonlinear dynamics and measurement noises is addressed in this paper. The consensus controller is developed for directed interaction topologies. Each agent’s control input is constructed based on its own state and its neighbors’ states corrupted by noises. The control input contains a time-varying consensus gain in order to attenuate the noises. Conditions for ensuring mean square convergence under noisy measurement and asymptotic convergence in the noise-free case are derived. Finally, some simulations were carried out to show the effectiveness of our control law and how it can solve the consensus problem.
Stochastic description of quantum Brownian dynamics
Yan, Yun-An; Shao, Jiushu
2016-08-01
such as the dynamical description of quantum phase transition (local- ization) and the numerical stability of the trace-conserving, nonlinear stochastic Liouville equation are outlined.
Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition
Aman, Auguste
2010-01-01
This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently developed theory on generalized backward doubly stochastic differential equations driven by a L\\'evy process, we prove the existence of the stochastic viscosity solution, and further extend the nonlinear Feynman-Kac formula.
Identification methods for nonlinear stochastic systems.
Fullana, Jose-Maria; Rossi, Maurice
2002-03-01
Model identifications based on orbit tracking methods are here extended to stochastic differential equations. In the present approach, deterministic and statistical features are introduced via the time evolution of ensemble averages and variances. The aforementioned quantities are shown to follow deterministic equations, which are explicitly written within a linear as well as a weakly nonlinear approximation. Based on such equations and the observed time series, a cost function is defined. Its minimization by simulated annealing or backpropagation algorithms then yields a set of best-fit parameters. This procedure is successfully applied for various sampling time intervals, on a stochastic Lorenz system.
New travelling wave solutions for nonlinear stochastic evolution equations
Indian Academy of Sciences (India)
Hyunsoo Kim; Rathinasamy Sakthivel
2013-06-01
The nonlinear stochastic evolution equations have a wide range of applications in physics, chemistry, biology, economics and finance from various points of view. In this paper, the (′/)-expansion method is implemented for obtaining new travelling wave solutions of the nonlinear (2 + 1)-dimensional stochastic Broer–Kaup equation and stochastic coupled Korteweg–de Vries (KdV) equation. The study highlights the significant features of the method employed and its capability of handling nonlinear stochastic problems.
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Institute of Scientific and Technical Information of China (English)
1996-01-01
3.1 A Unified Nonlinear Feedback Functional Method for Study Both Control and Synchronization of Spatiotemporal Chaos Fang Jinqing Ali M. K. (Department of Physics, The University of Lethbridge,Lethbridge, Alberta T1K 3M4,Canada) Two fundamental questions dominate future chaos control theories.The first is the problem of controlling hyperchaos in higher dimensional systems.The second question has yet to be addressed:the problem of controlling spatiotemporal chaos in a spatiotemporal system.In recent years, control and synchronization of spatiotemporal chaos and hyperchaos have became a much more important and challenging subject. The reason for this is the control and synchronism of such behaviours have extensive and great potential of interdisciplinary applications, such as security communication, information processing, medicine and so on. However, this subject is not much known and remains an outstanding open.
Energy Technology Data Exchange (ETDEWEB)
J.A. Krommes
2009-05-19
Fusion physics poses an extremely challenging, practically complex problem that does not yield readily to simple paradigms. Nevertheless, various of the theoretical tools and conceptual advances emphasized at the KaufmanFest 2007 have motivated and/or found application to the development of fusion-related plasma turbulence theory. A brief historical commentary is given on some aspects of that specialty, with emphasis on the role (and limitations) of Hamiltonian/symplectic approaches, variational methods, oscillation-center theory, and nonlinear dynamics. It is shown how to extract a renormalized ponderomotive force from the statistical equations of plasma turbulence, and the possibility of a renormalized K-χ theorem is discussed. An unusual application of quasilinear theory to the problem of plasma equilibria in the presence of stochastic magnetic fields is described. The modern problem of zonal-flow dynamics illustrates a confluence of several techniques, including (i) the application of nonlinear-dynamics methods, especially center-manifold theory, to the problem of the transition to plasma turbulence in the face of self-generated zonal flows; and (ii) the use of Hamiltonian formalism to determine the appropriate (Casimir) invariant to be used in a novel wave-kinetic analysis of systems of interacting zonal flows and drift waves. Recent progress in the theory of intermittent chaotic statistics and the generation of coherent structures from turbulence is mentioned, and an appeal is made for some new tools to cope with these interesting and difficult problems in nonlinear plasma physics. Finally, the important influence of the intellectually stimulating research environment fostered by Prof. Allan Kaufman on the author's thinking and teaching methodology is described.
Effective "Gluon" Dynamics in a Stochastic Vacuum
Magpantay, J A
2002-01-01
Using the new scalar and vector degrees of freedom derived from the non-linear gauge condition (grad-dot-D)(grad-dot-A)=0, we show that the effective dynamics of the vector fields (identified as ``gluons'') in the stochastic vacuum defined by the scalars result in the vector fields acquiring a mass. We also find the vector fields losing their self-interactions.
Device Applications of Nonlinear Dynamics
Baglio, Salvatore
2006-01-01
This edited book is devoted specifically to the applications of complex nonlinear dynamic phenomena to real systems and device applications. While in the past decades there has been significant progress in the theory of nonlinear phenomena under an assortment of system boundary conditions and preparations, there exist comparatively few devices that actually take this rich behavior into account. "Device Applications of Nonlinear Dynamics" applies and exploits this knowledge to make devices which operate more efficiently and cheaply, while affording the promise of much better performance. Given the current explosion of ideas in areas as diverse as molecular motors, nonlinear filtering theory, noise-enhanced propagation, stochastic resonance and networked systems, the time is right to integrate the progress of complex systems research into real devices.
Nonlinear stochastic inflation modelling using SEASETARs
de Gooijer, J.G.; Vidiella-i-Anguera, A.
2003-01-01
The development of stochastic inflation models for actuarial and investment applications has become an important topic to actuaries since Wilkie [Transactions of the Faculty of Actuaries 39 (1986) 341] introduced his first investment model. Two empirical features of monthly inflation rates are dynam
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
Institute of Scientific and Technical Information of China (English)
Ronghua Huan; Lincong Chen; Weiliang Jin; Weiqiu Zhu
2009-01-01
An optimal vibration control strategy for partially observable nonlinear quasi Hamil-tonian systems with actuator saturation is proposed. First, a controlled partially observable non-linear system is converted into a completely observable linear control system of finite dimension based on the theorem due to Charalambous and Elliott. Then the partially averaged Ito stochas-tic differential equations and dynamical programming equation associated with the completely observable linear system are derived by using the stochastic averaging method and stochastic dynamical programming principle, respectively. The optimal control law is obtained from solving the final dynamical programming equation. The results show that the proposed control strategy has high control effectiveness and control efficiency.
Nonlinear dynamics and complexity
Luo, Albert; Fu, Xilin
2014-01-01
This important collection presents recent advances in nonlinear dynamics including analytical solutions, chaos in Hamiltonian systems, time-delay, uncertainty, and bio-network dynamics. Nonlinear Dynamics and Complexity equips readers to appreciate this increasingly main-stream approach to understanding complex phenomena in nonlinear systems as they are examined in a broad array of disciplines. The book facilitates a better understanding of the mechanisms and phenomena in nonlinear dynamics and develops the corresponding mathematical theory to apply nonlinear design to practical engineering.
On the exact controllability of a nonlinear stochastic heat equation
Directory of Open Access Journals (Sweden)
Bui An Ton
2006-01-01
Full Text Available The exact controllability of a nonlinear stochastic heat equation with null Dirichlet boundary conditions, nonzero initial and target values, and an interior control is established.
Stochastic dynamic equations on general time scales
Directory of Open Access Journals (Sweden)
Martin Bohner
2013-02-01
Full Text Available In this article, we construct stochastic integral and stochastic differential equations on general time scales. We call these equations stochastic dynamic equations. We provide the existence and uniqueness theorem for solutions of stochastic dynamic equations. The crucial tool of our construction is a result about a connection between the time scales Lebesgue integral and the Lebesgue integral in the common sense.
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Global asymptotic stabilisation in probability of nonlinear stochastic systems via passivity
Florchinger, Patrick
2016-07-01
The purpose of this paper is to develop a systematic method for global asymptotic stabilisation in probability of nonlinear control stochastic systems with stable in probability unforced dynamics. The method is based on the theory of passivity for nonaffine stochastic differential systems combined with the technique of Lyapunov asymptotic stability in probability for stochastic differential equations. In particular, we prove that a nonlinear stochastic differential system whose unforced dynamics are Lyapunov stable in probability is globally asymptotically stabilisable in probability provided some rank conditions involving the affine part of the system coefficients are satisfied. In this framework, we show that a stabilising smooth state feedback law can be designed explicitly. A dynamic output feedback compensator for a class of nonaffine stochastic systems is constructed as an application of our analysis.
The dynamics of stochastic processes
DEFF Research Database (Denmark)
Basse-O'Connor, Andreas
In the present thesis the dynamics of stochastic processes is studied with a special attention to the semimartingale property. This is mainly motivated by the fact that semimartingales provide the class of the processes for which it is possible to define a reasonable stochastic calculus due...... average processes, and when the driving process is a Lévy or a chaos process the semimartingale property is characterized in the filtration spanned by the driving process and in the natural filtration when the latter is a Brownian motion. To obtain some of the above results an integrability of seminorm...
Stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
The stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems is investigated. First, the stochastic optimal control problem of a partially observable nonlinear quasi-integrable Hamiltonian system is converted into that of a completely observable linear system based on a theorem due to Charalambous and Elliot. Then, the converted stochastic optimal control problem is solved by applying the stochastic averaging method and the stochastic dynamical programming principle. The response of the controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation and the Riccati equation for the estimated error of system states. As an example to illustrate the procedure and effectiveness of the proposed method, the stochastic optimal control problem of a partially observable two-degree-of-freedom quasi-integrable Hamiltonian system is worked out in detail.
Finite-time H∞ filtering for non-linear stochastic systems
Hou, Mingzhe; Deng, Zongquan; Duan, Guangren
2016-09-01
This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.
Nonlinear stochastic system identification of skin using volterra kernels.
Chen, Yi; Hunter, Ian W
2013-04-01
Volterra kernel stochastic system identification is a technique that can be used to capture and model nonlinear dynamics in biological systems, including the nonlinear properties of skin during indentation. A high bandwidth and high stroke Lorentz force linear actuator system was developed and used to test the mechanical properties of bulk skin and underlying tissue in vivo using a non-white input force and measuring an output position. These short tests (5 s) were conducted in an indentation configuration normal to the skin surface and in an extension configuration tangent to the skin surface. Volterra kernel solution methods were used including a fast least squares procedure and an orthogonalization solution method. The practical modifications, such as frequency domain filtering, necessary for working with low-pass filtered inputs are also described. A simple linear stochastic system identification technique had a variance accounted for (VAF) of less than 75%. Representations using the first and second Volterra kernels had a much higher VAF (90-97%) as well as a lower Akaike information criteria (AICc) indicating that the Volterra kernel models were more efficient. The experimental second Volterra kernel matches well with results from a dynamic-parameter nonlinearity model with fixed mass as a function of depth as well as stiffness and damping that increase with depth into the skin. A study with 16 subjects showed that the kernel peak values have mean coefficients of variation (CV) that ranged from 3 to 8% and showed that the kernel principal components were correlated with location on the body, subject mass, body mass index (BMI), and gender. These fast and robust methods for Volterra kernel stochastic system identification can be applied to the characterization of biological tissues, diagnosis of skin diseases, and determination of consumer product efficacy.
Nonlinear stochastic optimal bounded control of hysteretic systems with actuator saturation
Institute of Scientific and Technical Information of China (English)
Rong-hua HUAN; Wei-qiu ZHU; Yong-jun WU
2008-01-01
A modified nonlinear stochastic optimal bounded control strategy for random excited hysteretic systems with actuator saturation is proposed. First, a controlled hysteretic system is converted into an equivalent nonlinear nonhysteretic stochastic system. Then, the partially averaged It6 stochastic differential equation and dynamical programming equation are established, respectively, by using the stochastic averaging method for quasi non-integrable Hamiltonian systems and stochastic dynamical programming principle, from which the optimal control law consisting of optimal unbounded control and bang-bang control is derived. Finally, the response of optimally controlled system is predicted by solving the Fokker-Planck-Kolmogorov (FPK) equation associated with the fully averaged It6 equation. Numerical results show that the proposed control strategy has high control effectiveness and efficiency.
Hybrid Differential Dynamic Programming with Stochastic Search
Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob
2016-01-01
Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.
DEFF Research Database (Denmark)
Morales Rodriguez, Ricardo; Meyer, Anne S.; Gernaey, Krist
-effectiveness. The objective of this study is to perform an integral analysis for bioethanol production from lignocellulosic feedstock using a rigorous dynamic modelling approach for the whole process. The bioethanol production includes different sections such as, pre-treatment of the substrate, enzymatic hydrolysis...
Energy Technology Data Exchange (ETDEWEB)
Subalakshmi, R. [Department of Mathematics, Bharathiar University, Coimbatore 641 046 (India)], E-mail: suba.ab.bu@gmail.com; Balachandran, K. [Department of Mathematics, Bharathiar University, Coimbatore 641 046 (India)], E-mail: balachandran_k@lycos.com
2009-11-30
Many practical systems in physical and biological sciences have impulsive dynamical behaviours during the evolution process which can be modeled by impulsive differential equations. This paper studies the approximate controllability properties of nonlinear stochastic impulsive integrodifferential and neutral functional stochastic impulsive integrodifferential equations in Hilbert spaces. Assuming the conditions for the approximate controllability of these linear systems we obtain the sufficient conditions for the approximate controllability of these associated nonlinear stochastic impulsive integrodifferential systems in Hilbert spaces. The results are obtained by using the Nussbaum fixed-point theorem. Finally, two examples are presented to illustrate the utility of the proposed result.
Stochastic Euler Equations of Fluid Dynamics with Lvy Noise
2016-08-10
Asymptotic Analysis 99 (2016) 67–103 67 DOI 10.3233/ASY-161376 IOS Press Stochastic Euler equations of fluid dynamics with Lévy noise Manil T. Mohan...References [1] D. Applebaum, Lévy Processes and Stochastic Calculus , Cambridge Studies in Advanced Mathematics, Vol. 93, Cam- bridge University Press...2004. [2] H. Bessaih and F. Flandoli, 2-D Euler equation perturbed by noise, Nonlinear Differential Equations and Applications 6 (1998), 35–54. doi
Intramolecular and nonlinear dynamics
Energy Technology Data Exchange (ETDEWEB)
Davis, M.J. [Argonne National Laboratory, IL (United States)
1993-12-01
Research in this program focuses on three interconnected areas. The first involves the study of intramolecular dynamics, particularly of highly excited systems. The second area involves the use of nonlinear dynamics as a tool for the study of molecular dynamics and complex kinetics. The third area is the study of the classical/quantum correspondence for highly excited systems, particularly systems exhibiting classical chaos.
Stochastic Model of Microtubule Dynamics
Hryniv, Ostap; Martínez Esteban, Antonio
2017-10-01
We introduce a continuous time stochastic process on strings made of two types of particle, whose dynamics mimics that of microtubules in a living cell. The long term behaviour of the system is described in terms of the velocity v of the string end. We show that v is an analytic function of its parameters and study its monotonicity properties. We give a complete characterisation of the phase diagram of the model and derive several criteria of the growth (v>0) and the shrinking (v<0) regimes of the dynamics.
Global dynamics of a stochastic neuronal oscillator
Yamanobe, Takanobu
2013-11-01
Nonlinear oscillators have been used to model neurons that fire periodically in the absence of input. These oscillators, which are called neuronal oscillators, share some common response structures with other biological oscillations such as cardiac cells. In this study, we analyze the dependence of the global dynamics of an impulse-driven stochastic neuronal oscillator on the relaxation rate to the limit cycle, the strength of the intrinsic noise, and the impulsive input parameters. To do this, we use a Markov operator that both reflects the density evolution of the oscillator and is an extension of the phase transition curve, which describes the phase shift due to a single isolated impulse. Previously, we derived the Markov operator for the finite relaxation rate that describes the dynamics of the entire phase plane. Here, we construct a Markov operator for the infinite relaxation rate that describes the stochastic dynamics restricted to the limit cycle. In both cases, the response of the stochastic neuronal oscillator to time-varying impulses is described by a product of Markov operators. Furthermore, we calculate the number of spikes between two consecutive impulses to relate the dynamics of the oscillator to the number of spikes per unit time and the interspike interval density. Specifically, we analyze the dynamics of the number of spikes per unit time based on the properties of the Markov operators. Each Markov operator can be decomposed into stationary and transient components based on the properties of the eigenvalues and eigenfunctions. This allows us to evaluate the difference in the number of spikes per unit time between the stationary and transient responses of the oscillator, which we show to be based on the dependence of the oscillator on past activity. Our analysis shows how the duration of the past neuronal activity depends on the relaxation rate, the noise strength, and the impulsive input parameters.
Stability of Nonlinear Stochastic Discrete-Time Systems
2013-01-01
This paper studies the stability for nonlinear stochastic discrete-time systems. First of all, several definitions on stability are introduced, such as stability, asymptotical stability, and pth moment exponential stability. Moreover, using the method of the Lyapunov functionals, some efficient criteria for stochastic stability are obtained. Some examples are presented to illustrate the effectiveness of the proposed theoretical results.
Extreme value distribution and reliability of nonlinear stochastic structures
Institute of Scientific and Technical Information of China (English)
Chen Jianbing; Li Jie
2005-01-01
A new approach to evaluate the extreme value distribution (EVD) of the response and reliability of general multi-DOF nonlinear stochastic structures is proposed. The approach is based on the recently developed probability density evolution method, which enables the instantaneous probability density functions of the stochastic responses to be captured.In the proposed method, a virtual stochastic process is first constructed to satisfy the condition that the extreme value of the response equals the value of the constructed process at a certain instant of time. The probability density evolution method is then applied to evaluate the instantaneous probability density function of the response, yielding the EVD. The reliability is therefore available through a simple integration over the safe domain. A numerical algorithm is developed using the Number Theoretical Method to select the discretized representative points. Further, a hyper-ball is imposed to sieve the points from the preceding point set in the hypercube. In the numerical examples, the EVD of random variables is evaluated and compared with the analytical solution. A frame structure is analyzed to capture the EVD of the response and the dynamic reliability. The investigations indicate that the proposed approach provides reasonable accuracy and efficiency.
Nonlinear dynamics of structures
Oller, Sergio
2014-01-01
This book lays the foundation of knowledge that will allow a better understanding of nonlinear phenomena that occur in structural dynamics. This work is intended for graduate engineering students who want to expand their knowledge on the dynamic behavior of structures, specifically in the nonlinear field, by presenting the basis of dynamic balance in non‐linear behavior structures due to the material and kinematics mechanical effects. Particularly, this publication shows the solution of the equation of dynamic equilibrium for structure with nonlinear time‐independent materials (plasticity, damage and frequencies evolution), as well as those time dependent non‐linear behavior materials (viscoelasticity and viscoplasticity). The convergence conditions for the non‐linear dynamic structure solution are studied, and the theoretical concepts and its programming algorithms are presented.
Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.
Gao, Qing; Liu, Lu; Feng, Gang; Wang, Yong
2014-12-01
In this paper, the universal integral sliding-mode controller problem for the general stochastic nonlinear systems modeled by Itô type stochastic differential equations is investigated. One of the main contributions is that a novel dynamic integral sliding mode control (DISMC) scheme is developed for stochastic nonlinear systems based on their stochastic T-S fuzzy approximation models. The key advantage of the proposed DISMC scheme is that two very restrictive assumptions in most existing ISMC approaches to stochastic fuzzy systems have been removed. Based on the stochastic Lyapunov theory, it is shown that the closed-loop control system trajectories are kept on the integral sliding surface almost surely since the initial time, and moreover, the stochastic stability of the sliding motion can be guaranteed in terms of linear matrix inequalities. Another main contribution is that the results of universal fuzzy integral sliding-mode controllers for two classes of stochastic nonlinear systems, along with constructive procedures to obtain the universal fuzzy integral sliding-mode controllers, are provided, respectively. Simulation results from an inverted pendulum example are presented to illustrate the advantages and effectiveness of the proposed approaches.
On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems
Institute of Scientific and Technical Information of China (English)
朱位秋; 应祖光
2004-01-01
A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed.The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.
Institute of Scientific and Technical Information of China (English)
朱位秋; 应祖光
2004-01-01
A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed. The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.
Pricing decisions in an experimental dynamic stochastic general equilibrium economy
Noussair, C.N.; Pfajfar, D.; Zsiros, J.
2015-01-01
We construct experimental economies, populated with human subjects, with a structure based on a nonlinear version of the New Keynesian dynamic stochastic general equilibrium (DSGE) model. We analyze the behavior of firms’ pricing decisions in four different experimental economies. We consider how we
Pricing decisions in an experimental dynamic stochastic general equilibrium economy
Noussair, C.N.; Pfajfar, D.; Zsiros, J.
We construct experimental economies, populated with human subjects, with a structure based on a nonlinear version of the New Keynesian dynamic stochastic general equilibrium (DSGE) model. We analyze the behavior of firms’ pricing decisions in four different experimental economies. We consider how
A Stochastic Cobweb Dynamical Model
Directory of Open Access Journals (Sweden)
Serena Brianzoni
2008-01-01
_,__0__1, and the forward predictor with probability (1−, so that the expected price at time is a random variable and consequently the dynamics describing the price evolution in time is governed by a stochastic dynamical system. The dynamical system becomes a Markov process when the memory rate vanishes. In particular, we study the Markov chain in the cases of discrete and continuous time. Using a mixture of analytical tools and numerical methods, we show that, when prices take discrete values, the corresponding Markov chain is asymptotically stable. In the case with continuous prices and nonnecessarily zero memory rate, numerical evidence of bounded price oscillations is shown. The role of the memory rate is studied through numerical experiments, this study confirms the stabilizing effects of the presence of resistant memory.
Directory of Open Access Journals (Sweden)
Valerii Azarskov
2015-12-01
Full Text Available The article represents an algorithm for dynamics models identification of nonlinear system “moving object and servo drive”, taking into account that the stochastic disturbances presented in the real operating mode are acting on it.
Digital simulation and modeling of nonlinear stochastic systems
Energy Technology Data Exchange (ETDEWEB)
Richardson, J M; Rowland, J R
1981-04-01
Digitally generated solutions of nonlinear stochastic systems are not unique but depend critically on the numerical integration algorithm used. Some theoretical and practical implications of this dependence are examined. The Ito-Stratonovich controversy concerning the solution of nonlinear stochastic systems is shown to be more than a theoretical debate on maintaining Markov properties as opposed to utilizing the computational rules of ordinary calculus. The theoretical arguments give rise to practical considerations in the formation and solution of discrete models from continuous stochastic systems. Well-known numerical integration algorithms are shown not only to provide different solutions for the same stochastic system but also to correspond to different stochastic integral definitions. These correspondences are proved by considering first and second moments of solutions that result from different integration algorithms and then comparing the moments to those arising from various stochastic integral definitions. This algorithm-dependence of solutions is in sharp contrast to the deterministic and linear stochastic cases in which unique solutions are determined by any convergent numerical algorithm. Consequences of the relationship between stochastic system solutions and simulation procedures are presented for a nonlinear filtering example. Monte Carlo simulations and statistical tests are applied to the example to illustrate the determining role which computational procedures play in generating solutions.
Digital simulation and modeling of nonlinear stochastic systems
Energy Technology Data Exchange (ETDEWEB)
Richardson, J M; Rowland, J R
1980-01-01
Digitally generated solutions of nonlinear stochastic systems are not unique, but depend critically on the numerical integration algorithm used. Some theoretical and practical implications of this dependence are examined. The Ito-Stratonovich controversy concerning the solution of nonlinear stochastic systems is shown to be more than a theoretical debate on maintaining Markov properties as opposed to utilizing the computational rules of ordinary calculus. The theoretical arguments give rise to practical considerations in the formation and solution of discrete models from continuous stochastic systems. Well-known numerical integration algorithms are shown not only to provide different solutions for the same stochastic system, but also to correspond to different stochastic integral definitions. These correspondences are proved by considering first and second moments of solutions resulting from different integration algorithms and comparing the moments to those arising from various stochastic integral definitions. Monte Carlo simulations and statistical tests are applied to illustrate the determining role that computational procedures play in generating solutions. This algorithm dependence of solutions is in sharp contrast to the deterministic and linear stochastic cases, in which unique solutions are determined by any convergent numerical algorithm. Consequences of this relationship between stochastic system solutions and simulation procedures are presented for a nonlinear filtering example. 2 figures.
Nonlinear stochastic modeling of river dissolved-oxygen
Energy Technology Data Exchange (ETDEWEB)
Tabios, G.Q. III.
1984-01-01
An important aspect of water quality modeling is forecasting water quality variables for real-time management and control applications to enhance, maintain and sustain desirable water qualities. The major objective of this research is to develop daily time series models for forecasting river dissolved-oxygen (DO). The modeling approach adopted herein combines deterministic and stochastic concepts for determining properties of the DO process based on time series data and dynamic mechanisms governing the said process. This is accomplished by deriving a general DO stochastic model structure based on a modified Streeter-Phelps DO-BOD dynamic model. Then some types of nonlinear models namely, self-exciting threshold autoregressive-moving average (SETARMA), amplitude-dependent autoregressive (ADAR) and bilinear (BL) models, and the class of linear autoregressive-moving average (ARMA) models are adopted for model identification and parameter estimation. Six stream-water quality gaging stations located in the eastern portion of the continental U.S.A. are utilized in this study. Various orders of ARMA, SETARMA, ADAR and BL models are fitted to the data. Results obtained indicated that ADAR and BL models are superior for one-step ahead forecasts, while SETARMA models are better for forecasts of longer lead times. In general, the SETARMA, ADAR and BL models show promise as alternative models for river DO time series modeling and forecasting with unique advantages in each.
Non-linear stochastic response of a shallow cable
DEFF Research Database (Denmark)
Larsen, Jesper Winther; Nielsen, Søren R.K.
2004-01-01
The paper considers the stochastic response of geometrical non-linear shallow cables. Large rain-wind induced cable oscillations with non-linear interactions have been observed in many large cable stayed bridges during the last decades. The response of the cable is investigated for a reduced two-degrees-of-freedom...
Distributed Adaptive Neural Control for Stochastic Nonlinear Multiagent Systems.
Wang, Fang; Chen, Bing; Lin, Chong; Li, Xuehua
2016-11-14
In this paper, a consensus tracking problem of nonlinear multiagent systems is investigated under a directed communication topology. All the followers are modeled by stochastic nonlinear systems in nonstrict feedback form, where nonlinearities and stochastic disturbance terms are totally unknown. Based on the structural characteristic of neural networks (in Lemma 4), a novel distributed adaptive neural control scheme is put forward. The raised control method not only effectively handles unknown nonlinearities in nonstrict feedback systems, but also copes with the interactions among agents and coupling terms. Based on the stochastic Lyapunov functional method, it is indicated that all the signals of the closed-loop system are bounded in probability and all followers' outputs are convergent to a neighborhood of the output of leader. At last, the efficiency of the control method is testified by a numerical example.
Applications of Nonlinear Dynamics Model and Design of Complex Systems
In, Visarath; Palacios, Antonio
2009-01-01
This edited book is aimed at interdisciplinary, device-oriented, applications of nonlinear science theory and methods in complex systems. In particular, applications directed to nonlinear phenomena with space and time characteristics. Examples include: complex networks of magnetic sensor systems, coupled nano-mechanical oscillators, nano-detectors, microscale devices, stochastic resonance in multi-dimensional chaotic systems, biosensors, and stochastic signal quantization. "applications of nonlinear dynamics: model and design of complex systems" brings together the work of scientists and engineers that are applying ideas and methods from nonlinear dynamics to design and fabricate complex systems.
An SQP Algorithm for Recourse-based Stochastic Nonlinear Programming
Directory of Open Access Journals (Sweden)
Xinshun Ma
2016-05-01
Full Text Available The stochastic nonlinear programming problem with completed recourse and nonlinear constraints is studied in this paper. We present a sequential quadratic programming method for solving the problem based on the certainty extended nonlinear model. This algorithm is obtained by combing the active set method and filter method. The convergence of the method is established under some standard assumptions. Moreover, a practical design is presented and numerical results are provided.
Geometric integrators for stochastic rigid body dynamics
Tretyakov, Mikhail
2016-01-05
Geometric integrators play an important role in simulating dynamical systems on long time intervals with high accuracy. We will illustrate geometric integration ideas within the stochastic context, mostly on examples of stochastic thermostats for rigid body dynamics. The talk will be mainly based on joint recent work with Rusland Davidchak and Tom Ouldridge.
Variational principles for stochastic soliton dynamics.
Holm, Darryl D; Tyranowski, Tomasz M
2016-03-01
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension, we numerically simulate singular solutions (peakons) of the stochastically perturbed Camassa-Holm (CH) equation derived using this method. These numerical simulations show that peakon soliton solutions of the stochastically perturbed CH equation persist and provide an interesting laboratory for investigating the sensitivity and accuracy of adding stochasticity to finite dimensional solutions of stochastic partial differential equations. In particular, some choices of stochastic perturbations of the peakon dynamics by Wiener noise (canonical Hamiltonian stochastic deformations, CH-SD) allow peakons to interpenetrate and exchange order on the real line in overtaking collisions, although this behaviour does not occur for other choices of stochastic perturbations which preserve the Euler-Poincaré structure of the CH equation (parametric stochastic deformations, P-SD), and it also does not occur for peakon solutions of the unperturbed deterministic CH equation. The discussion raises issues about the science of stochastic deformations of finite-dimensional approximations of evolutionary partial differential equation and the sensitivity of the resulting solutions to the choices made in stochastic modelling.
DEFF Research Database (Denmark)
Mosekilde, Erik
Through a significant number of detailed and realistic examples this book illustrates how the insights gained over the past couple of decades in the fields of nonlinear dynamics and chaos theory can be applied in practice. Aomng the topics considered are microbiological reaction systems, ecological...
Approximation of stochastic equilibria for dynamic systems with colored noise
Energy Technology Data Exchange (ETDEWEB)
Bashkirtseva, Irina [Ural Federal University, Lenina 51, Ekaterinburg, 620083 (Russian Federation)
2015-03-10
We consider nonlinear dynamic systems forced by colored noise. Using first approximation systems, we study dynamics of deviations of stochastic solutions from stable deterministic equilibria. Equations for the stationary second moments of deviations of random states are derived. An application of the elaborated theory to Van der Pol system driven by colored noise is given. A dependence of the dispersion on the time correlation of the colored noise is studied.
Stochastic nonlinear mixed effects: a metformin case study.
Matzuka, Brett; Chittenden, Jason; Monteleone, Jonathan; Tran, Hien
2016-02-01
In nonlinear mixed effect (NLME) modeling, the intra-individual variability is a collection of errors due to assay sensitivity, dosing, sampling, as well as model misspecification. Utilizing stochastic differential equations (SDE) within the NLME framework allows the decoupling of the measurement errors from the model misspecification. This leads the SDE approach to be a novel tool for model refinement. Using Metformin clinical pharmacokinetic (PK) data, the process of model development through the use of SDEs in population PK modeling was done to study the dynamics of absorption rate. A base model was constructed and then refined by using the system noise terms of the SDEs to track model parameters and model misspecification. This provides the unique advantage of making no underlying assumptions about the structural model for the absorption process while quantifying insufficiencies in the current model. This article focuses on implementing the extended Kalman filter and unscented Kalman filter in an NLME framework for parameter estimation and model development, comparing the methodologies, and illustrating their challenges and utility. The Kalman filter algorithms were successfully implemented in NLME models using MATLAB with run time differences between the ODE and SDE methods comparable to the differences found by Kakhi for their stochastic deconvolution.
In vivo characterization of skin using a Weiner nonlinear stochastic system identification method.
Chen, Yi; Hunter, Ian W
2009-01-01
This paper describes an indentometer device used to identify the linear dynamic and nonlinear properties of skin and underlying tissue using an in vivo test. The device uses a Lorentz force actuator to apply a dynamic force to the skin and measures the resulting displacement. It was found that the skin could be modeled as a Wiener system (i.e. a linear dynamic system followed by a static nonlinearity). Using a stochastic nonlinear system identification technique, the method presented in this paper was able to identify the dynamic linear and static nonlinear mechanical parameters of the indentometer-skin system within 2 to 4 seconds. The shape of the nonlinearity was found to vary depending on the area of the skin that was tested. We show that the device can repeatably distinguish between different areas of human tissue for multiple test subjects.
Backward stochastic differential equations from linear to fully nonlinear theory
Zhang, Jianfeng
2017-01-01
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
A Non-linear Stochastic Model for an Office Building with Air Infiltration
DEFF Research Database (Denmark)
Thavlov, Anders; Madsen, Henrik
2015-01-01
This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model param...... heat load reduction during peak load hours, control of indoor air temperature and for generating forecasts of power consumption from space heating....
Mean Square Synchronization of Stochastic Nonlinear Delayed Coupled Complex Networks
Directory of Open Access Journals (Sweden)
Chengrong Xie
2013-01-01
Full Text Available We investigate the problem of adaptive mean square synchronization for nonlinear delayed coupled complex networks with stochastic perturbation. Based on the LaSalle invariance principle and the properties of the Weiner process, the controller and adaptive laws are designed to ensure achieving stochastic synchronization and topology identification of complex networks. Sufficient conditions are given to ensure the complex networks to be mean square synchronization. Furthermore, numerical simulations are also given to demonstrate the effectiveness of the proposed scheme.
Yang, Yongge; Xu, Wei; Sun, Yahui; Xiao, Yanwen
2017-01-01
This paper aims to investigate the stochastic bifurcations in the nonlinear vibroimpact system with fractional derivative under random excitation. Firstly, the original stochastic vibroimpact system with fractional derivative is transformed into equivalent stochastic vibroimpact system without fractional derivative. Then, the non-smooth transformation and stochastic averaging method are used to obtain the analytical solutions of the equivalent stochastic system. At last, in order to verify the effectiveness of the above mentioned approach, the van der Pol vibroimpact system with fractional derivative is worked out in detail. A very satisfactory agreement can be found between the analytical results and the numerical results. An interesting phenomenon we found in this paper is that the fractional order and fractional coefficient of the stochastic van der Pol vibroimpact system can induce the occurrence of stochastic P-bifurcation. To the best of authors' knowledge, the stochastic P-bifurcation phenomena induced by fractional order and fractional coefficient have not been found in the present available literature which studies the dynamical behaviors of stochastic system with fractional derivative under Gaussian white noise excitation.
Nonlinear Dynamic Force Spectroscopy
Björnham, Oscar
2016-01-01
Dynamic force spectroscopy (DFS) is an experimental technique that is commonly used to assess information of the strength, energy landscape, and lifetime of noncovalent bio-molecular interactions. DFS traditionally requires an applied force that increases linearly with time so that the bio-complex under investigation is exposed to a constant loading rate. However, tethers or polymers can modulate the applied force in a nonlinear regime. For example, bacterial adhesion pili and polymers with worm-like chain properties are examples of structures that show nonlinear force responses. In these situations, the theory for traditional DFS cannot be readily applied. In this work we expand the theory for DFS to also include nonlinear external forces while still maintaining compatibility with the linear DFS theory. To validate the theory we modeled a bio-complex expressed on a stiff, an elastic and a worm-like chain polymer, using Monte Carlo methods, and assessed the corresponding rupture force spectra. It was found th...
Stochastic and coherent dynamics of single and coupled beta cells
DEFF Research Database (Denmark)
phenomenon, modeled by a slow-fast nonlinear system of ordinary differential equations (ODEs). The single cell oscillations are complex as the dynamical behavior is a result of traversing a series of saddle node and homoclinic bifurcations, controlled by the slow variable. We shall present results...... is the simplest reaction-diffusion partial differential equation....... on the burst period as function of an external applied stochastic term and use a technique for reducing the stochastic differential equations to ODEs for the average and higher order moments. The later method is approximate and we shall discuss the limits of validity. The individual beta cells are coupled...
Stochasticity in numerical solutions of the nonlinear Schroedinger equation
Shen, Mei-Mei; Nicholson, D. R.
1987-01-01
The cubically nonlinear Schroedinger equation is an important model of nonlinear phenomena in fluids and plasmas. Numerical solutions in a spatially periodic system commonly involve truncation to a finite number of Fourier modes. These solutions are found to be stochastic in the sense that the largest Liapunov exponent is positive. As the number of modes is increased, the size of this exponent appears to converge to zero, in agreement with the recent demonstration of the integrability of the spatially periodic case.
Digital set point control of nonlinear stochastic systems
Moose, R. L.; Vanlandingham, H. F.; Zwicke, P. E.
1978-01-01
A technique for digital control of nonlinear stochastic plants is presented. The development achieves a practical digital algorithm with which the closed-loop system behaves in a classical Type I manner even with gross nonlinearities in the plant structure and low signal-to-noise power ratios. The design procedure is explained in detail and illustrated by an example whose simulated responses testify to the practicality of the approach.
Nonlinear dynamics of cardiovascular ageing
Energy Technology Data Exchange (ETDEWEB)
Shiogai, Y. [Physics Department, Lancaster University, Lancaster LA1 4YB (United Kingdom); Stefanovska, A. [Physics Department, Lancaster University, Lancaster LA1 4YB (United Kingdom); Faculty of Electrical Engineering, University of Ljubljana, Ljubljana (Slovenia); McClintock, P.V.E. [Physics Department, Lancaster University, Lancaster LA1 4YB (United Kingdom)], E-mail: p.v.e.mcclintock@lancaster.ac.uk
2010-03-15
The application of methods drawn from nonlinear and stochastic dynamics to the analysis of cardiovascular time series is reviewed, with particular reference to the identification of changes associated with ageing. The natural variability of the heart rate (HRV) is considered in detail, including the respiratory sinus arrhythmia (RSA) corresponding to modulation of the instantaneous cardiac frequency by the rhythm of respiration. HRV has been intensively studied using traditional spectral analyses, e.g. by Fourier transform or autoregressive methods, and, because of its complexity, has been used as a paradigm for testing several proposed new methods of complexity analysis. These methods are reviewed. The application of time-frequency methods to HRV is considered, including in particular the wavelet transform which can resolve the time-dependent spectral content of HRV. Attention is focused on the cardio-respiratory interaction by introduction of the respiratory frequency variability signal (RFV), which can be acquired simultaneously with HRV by use of a respiratory effort transducer. Current methods for the analysis of interacting oscillators are reviewed and applied to cardio-respiratory data, including those for the quantification of synchronization and direction of coupling. These reveal the effect of ageing on the cardio-respiratory interaction through changes in the mutual modulation of the instantaneous cardiac and respiratory frequencies. Analyses of blood flow signals recorded with laser Doppler flowmetry are reviewed and related to the current understanding of how endothelial-dependent oscillations evolve with age: the inner lining of the vessels (the endothelium) is shown to be of crucial importance to the emerging picture. It is concluded that analyses of the complex and nonlinear dynamics of the cardiovascular system can illuminate the mechanisms of blood circulation, and that the heart, the lungs and the vascular system function as a single entity in
Simulation of stochastic network dynamics via entropic matching.
Ramalho, Tiago; Selig, Marco; Gerland, Ulrich; Ensslin, Torsten A
2013-02-01
The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a model's dynamics over a large parameter space renders full-fledged stochastic simulations impractical, motivating approximation schemes. Here we propose an approximation scheme which improves upon the standard linear noise approximation while retaining similar computational complexity. The underlying idea is to minimize, at each time step, the Kullback-Leibler divergence between the true time evolved probability distribution and a Gaussian approximation (entropic matching). This condition leads to ordinary differential equations for the mean and the covariance matrix of the Gaussian. For cases of weak nonlinearity, the method is more accurate than the linear method when both are compared to stochastic simulations.
Optically levitated nanoparticle as a model system for stochastic bistable dynamics
Ricci, F.; Rica, R. A.; Spasenović, M.; Gieseler, J.; Rondin, L.; Novotny, L.; Quidant, R.
2017-05-01
Nano-mechanical resonators have gained an increasing importance in nanotechnology owing to their contributions to both fundamental and applied science. Yet, their small dimensions and mass raises some challenges as their dynamics gets dominated by nonlinearities that degrade their performance, for instance in sensing applications. Here, we report on the precise control of the nonlinear and stochastic bistable dynamics of a levitated nanoparticle in high vacuum. We demonstrate how it can lead to efficient signal amplification schemes, including stochastic resonance. This work contributes to showing the use of levitated nanoparticles as a model system for stochastic bistable dynamics, with applications to a wide variety of fields.
A Stochastic Nonlinear Water Wave Model for Efficient Uncertainty Quantification
Bigoni, Daniele; Eskilsson, Claes
2014-01-01
A major challenge in next-generation industrial applications is to improve numerical analysis by quantifying uncertainties in predictions. In this work we present a stochastic formulation of a fully nonlinear and dispersive potential flow water wave model for the probabilistic description of the evolution waves. This model is discretized using the Stochastic Collocation Method (SCM), which provides an approximate surrogate of the model. This can be used to accurately and efficiently estimate the probability distribution of the unknown time dependent stochastic solution after the forward propagation of uncertainties. We revisit experimental benchmarks often used for validation of deterministic water wave models. We do this using a fully nonlinear and dispersive model and show how uncertainty in the model input can influence the model output. Based on numerical experiments and assumed uncertainties in boundary data, our analysis reveals that some of the known discrepancies from deterministic simulation in compa...
Exact controllability for a nonlinear stochastic wave equation
Directory of Open Access Journals (Sweden)
2006-01-01
Full Text Available The exact controllability for a semilinear stochastic wave equation with a boundary control is established. The target and initial spaces are L 2 ( G × H −1 ( G with G being a bounded open subset of R 3 and the nonlinear terms having at most a linear growth.
Nonlinear analysis of a structure loaded by a stochastic excitation
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
For a non-linear system excited by a stochastic load which is expressed as a time series, a recursive method based on the Z-transform is presented. To identify the obtained response time series, a discrete wavelet transform (DWT) technique is proposed.
Dynamic two state stochastic models for ecological regime shifts
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg; Carstensen, Niels Jacob; Madsen, Henrik
2009-01-01
A simple non-linear stochastic two state, discrete-time model is presented. The interaction between benthic and pelagic vegetation in aquatic ecosystems subject to changing external nutrient loading is described by the nonlinear functions. The dynamical behavior of the deterministic part...... of regimes, depending on how the noise propagates through the system. The dynamical properties of a system should therefore be described through propagation of the state distributions rather than the state means and consequently, stochastic models should be compared in a probabilistic framework....... of the model illustrates that hysteresis effect and regime shifts can be obtained for a limited range of parameter values only. The effect of multiplicative noise components entering at different levels of the model is presented and discussed. Including noise leads to very different results on the stability...
Nonlinear Stochastic PDEs: Analysis and Approximations
2016-05-23
Distribution free Skorokhod-Malliavian Calculus , Stochastic And Partial Differential Equations: Analysis and Computations, (06 2016): 319. doi : Z. Zhang... doi : X. Wang, Boris Rozovskii. The Wick-Malliavin Approximation on Elliptic Problems with Long-Normal Random Coefficients, SIAM J Scientific...Computing, (10 2013): 2370. doi : Z. Zhang, M.V. Trrtykov, B. Rozovskii, G.E. Karniadakis. A Recursive Sparse Grid Collocation Methd for Differential
Stochastic transition model for pedestrian dynamics
Schultz, Michael
2012-01-01
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion model is extended by both a grid-based path planning and mid-range agent interaction component. The stochastic model proves its capabilities for a quantitative reproduction of the characteristic shape of the common fundamental diagram of pedestrian dynamics. Moreover, effects of self-organizing behavior are successfully reproduced. The stochastic cellular automata approach is found to be adequate with respect to uncertainties in human motion patterns, a feature previously held by artificial noise terms alone.
Variational principles for stochastic fluid dynamics.
Holm, Darryl D
2015-04-08
This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler-Boussinesq and quasi-geostropic approximations.
Extended Plefka expansion for stochastic dynamics
Bravi, B.; Sollich, P.; Opper, M.
2016-05-01
We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is sufficiently general to allow application to e.g. biochemical networks involved in metabolism and regulation. The main feature of our approach is to constrain in the Plefka expansion not just first moments akin to magnetizations, but also second moments, specifically two-time correlations and responses for each degree of freedom. The end result is an effective equation of motion for each single degree of freedom, where couplings to other variables appear as a self-coupling to the past (i.e. memory term) and a coloured noise. This constitutes a new mean field approximation that should become exact in the thermodynamic limit of a large network, for suitably long-ranged couplings. For the analytically tractable case of linear dynamics we establish this exactness explicitly by appeal to spectral methods of random matrix theory, for Gaussian couplings with arbitrary degree of symmetry.
Fluorescence Correlation Spectroscopy and Nonlinear Stochastic Reaction-Diffusion
Del Razo, Mauricio J; Qian, Hong; Lin, Guang
2014-01-01
The currently existing theory of fluorescence correlation spectroscopy(FCS) is based on the linear fluctuation theory originally developed by Einstein, Onsager, Lax, and others as a phenomenological approach to equilibrium fluctuations in bulk solutions. For mesoscopic reaction-diffusion systems with nonlinear chemical reactions among a small number of molecules, a situation often encountered in single-cell biochemistry, it is expected that FCS time correlation functions of a reaction-diffusion system can deviate from the classic results of Elson and Magde. We first discuss this nonlinear effect for reaction systems without diffusion. For nonlinear stochastic reaction-diffusion systems here are no closed solutions; therefore, stochastic Monte-Carlo simulations are carried out. We show that the deviation is small for a simple bimolecular reaction; the most significant deviations occur when the number of molecules is small and of the same order. Our results show that current linear FCS theory could be adequate ...
Nonlinear dynamics in psychology
Directory of Open Access Journals (Sweden)
Stephen J. Guastello
2001-01-01
Full Text Available This article provides a survey of the applications of nonlinear dynamical systems theory to substantive problems encountered in the full scope of psychological science. Applications are organized into three topical areas – cognitive science, social and organizational psychology, and personality and clinical psychology. Both theoretical and empirical studies are considered with an emphasis on works that capture the broadest scope of issues that are of substantive interest to psychological theory. A budding literature on the implications of NDS principles in professional practice is reported also.
Nonlinear dynamics in human behavior
Energy Technology Data Exchange (ETDEWEB)
Huys, Raoul [Centre National de la Recherche Scientifique (CNRS), 13 - Marseille (France); Marseille Univ. (France). Movement Science Inst.; Jirsa, Viktor K. (eds.) [Centre National de la Recherche Scientifique (CNRS), 13 - Marseille (France); Marseille Univ. (France). Movement Science Inst.; Florida Atlantic Univ., Boca Raton, FL (United States). Center for Complex Systems and Brain Sciences
2010-07-01
Humans engage in a seemingly endless variety of different behaviors, of which some are found across species, while others are conceived of as typically human. Most generally, behavior comes about through the interplay of various constraints - informational, mechanical, neural, metabolic, and so on - operating at multiple scales in space and time. Over the years, consensus has grown in the research community that, rather than investigating behavior only from bottom up, it may be also well understood in terms of concepts and laws on the phenomenological level. Such top down approach is rooted in theories of synergetics and self-organization using tools from nonlinear dynamics. The present compendium brings together scientists from all over the world that have contributed to the development of their respective fields departing from this background. It provides an introduction to deterministic as well as stochastic dynamical systems and contains applications to motor control and coordination, visual perception and illusion, as well as auditory perception in the context of speech and music. (orig.)
Stochastic nonlinear differential equation generating 1/f noise.
Kaulakys, B; Ruseckas, J
2004-08-01
Starting from the simple point process model of 1/f noise, we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise, in any desirably wide range of frequency. A stochastic differential equation (the general Langevin equation with a multiplicative noise) that gives 1/f noise is derived. The solution of the equation exhibits the power-law distribution. The process with 1/f noise is demonstrated by the numerical solution of the derived equation with the appropriate restriction of the diffusion of the signal in some finite interval.
Global Analysis of Nonlinear Dynamics
Luo, Albert
2012-01-01
Global Analysis of Nonlinear Dynamics collects chapters on recent developments in global analysis of non-linear dynamical systems with a particular emphasis on cell mapping methods developed by Professor C.S. Hsu of the University of California, Berkeley. This collection of contributions prepared by a diverse group of internationally recognized researchers is intended to stimulate interests in global analysis of complex and high-dimensional nonlinear dynamical systems, whose global properties are largely unexplored at this time. This book also: Presents recent developments in global analysis of non-linear dynamical systems Provides in-depth considerations and extensions of cell mapping methods Adopts an inclusive style accessible to non-specialists and graduate students Global Analysis of Nonlinear Dynamics is an ideal reference for the community of nonlinear dynamics in different disciplines including engineering, applied mathematics, meteorology, life science, computational science, and medicine.
Stochastic heart-rate model can reveal pathologic cardiac dynamics
Kuusela, Tom
2004-03-01
A simple one-dimensional Langevin-type stochastic difference equation can simulate the heart-rate fluctuations in a time scale from minutes to hours. The model consists of a deterministic nonlinear part and a stochastic part typical of Gaussian noise, and both parts can be directly determined from measured heart-rate data. Data from healthy subjects typically exhibit the deterministic part with two or more stable fixed points. Studies of 15 congestive heart-failure subjects reveal that the deterministic part of pathologic heart dynamics has no clear stable fixed points. Direct simulations of the stochastic model for normal and pathologic cases can produce statistical parameters similar to those of real subjects. Results directly indicate that pathologic situations simplify the heart-rate control system.
Fluorescence Correlation Spectroscopy and Nonlinear Stochastic Reaction-Diffusion
Energy Technology Data Exchange (ETDEWEB)
Del Razo, Mauricio; Pan, Wenxiao; Qian, Hong; Lin, Guang
2014-05-30
The currently existing theory of fluorescence correlation spectroscopy (FCS) is based on the linear fluctuation theory originally developed by Einstein, Onsager, Lax, and others as a phenomenological approach to equilibrium fluctuations in bulk solutions. For mesoscopic reaction-diffusion systems with nonlinear chemical reactions among a small number of molecules, a situation often encountered in single-cell biochemistry, it is expected that FCS time correlation functions of a reaction-diffusion system can deviate from the classic results of Elson and Magde [Biopolymers (1974) 13:1-27]. We first discuss this nonlinear effect for reaction systems without diffusion. For nonlinear stochastic reaction-diffusion systems there are no closed solutions; therefore, stochastic Monte-Carlo simulations are carried out. We show that the deviation is small for a simple bimolecular reaction; the most significant deviations occur when the number of molecules is small and of the same order. Extending Delbrück-Gillespie’s theory for stochastic nonlinear reactions with rapidly stirring to reaction-diffusion systems provides a mesoscopic model for chemical and biochemical reactions at nanometric and mesoscopic level such as a single biological cell.
Institute of Scientific and Technical Information of China (English)
LIU Yungang; ZHANG Jifeng
2004-01-01
A minimal-order observer and output-feedback stabilization control are given for single-input multi-output stochastic nonlinear systems with unobservable states, unmodelled dynamics and stochastic disturbances. Based on the observer designed, the estimates of all observable states of the system are given, and the convergence of the estimation errors are analyzed. In addition, by using the integrator backstepping approach,an output-feedback stabilization control is constructively designed, and sufficient conditions are obtained under which the closed-loop system is asymptotically stable in the large or bounded in probability, respectively.
Principal axes for stochastic dynamics.
Vasconcelos, V V; Raischel, F; Haase, M; Peinke, J; Wächter, M; Lind, P G; Kleinhans, D
2011-09-01
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the computation of the eigenvalues and the corresponding eigenvectors of local diffusion matrices. We demonstrate our algorithm by applying it to two examples of systems showing Hopf bifurcation. We argue that computing the eigenvectors associated to the eigenvalues of the diffusion matrix at local mesh points in the phase space enables one to define vector fields of stochastic eigendirections. In particular, the eigenvector associated to the lowest eigenvalue defines the path of minimum stochastic forcing in phase space, and a transform to a new coordinate system aligned with the eigenvectors can increase the predictability of the system.
Principal axes for stochastic dynamics
Vasconcelos, V V; Haase, M; Peinke, J; Wächter, M; Lind, P G; Kleinhans, D
2011-01-01
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the computation of the eigenvalues and the corresponding eigenvectors of local diffusion matrices. We demonstrate our algorithm by applying it to two examples of systems showing Hopf-bifurcation. We argue that computing the eigenvectors associated to the eigenvalues of the diffusion matrix at local mesh points in the phase space enables one to define vector fields of stochastic eigendirections. In particular, the eigenvector associated to the lowest eigenvalue defines the path of minimum stochastic forcing in phase space, and a transform to a new coordinate system aligned with the eigenvectors can increase the predictability of the system.
On the stochastic dynamics of molecular conformation
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
An important functioning mechanism of biological macromolecules is the transition between different conformed states due to thermal fluctuation. In the present paper, a biological macromolecule is modeled as two strands with side chains facing each other, and its stochastic dynamics including the statistics of stationary motion and the statistics of conformational transition is studied by using the stochastic averaging method for quasi Hamiltonian systems. The theoretical results are confirmed with the results from Monte Carlo simulation.
Dynamically orthogonal field equations for stochastic flows and particle dynamics
2011-02-01
turbulence. Cambridge University Press, 1959. [10] G.K. Batchelor . An Introduction to Fluid Dynamics . Cambridge University Press, 2000. [11] D. Bau III... Dynamically orthogonal field equations for stochastic fluid flows and particle dynamics by Themistoklis P. Sapsis Dipl., National Technical...unclassified Standard Form 298 (Rev. 8-98) Prescribed by ANSI Std Z39-18 2 Dynamically orthogonal field equations for stochastic fluid flows and particle
Dynamic and stochastic multi-project planning
Melchiors, Philipp
2015-01-01
This book deals with dynamic and stochastic methods for multi-project planning. Based on the idea of using queueing networks for the analysis of dynamic-stochastic multi-project environments this book addresses two problems: detailed scheduling of project activities, and integrated order acceptance and capacity planning. In an extensive simulation study, the book thoroughly investigates existing scheduling policies. To obtain optimal and near optimal scheduling policies new models and algorithms are proposed based on the theory of Markov decision processes and Approximate Dynamic programming.
Thompson, Lowell F
2016-01-01
In this paper we revisit the notion of the "minus logarithm of stationary probability" as a generalized potential in nonequilibrium systems and attempt to illustrate its central role in an axiomatic approach to stochastic nonequilibrium thermodynamics of complex systems. It is demonstrated that this quantity arises naturally through both monotonicity results of Markov processes and as the rate function when a stochastic process approaches a detrministic limit. We then undertake a more detailed mathematical analysis of the consequences of this quantity, culminating in a necessary and sufficient condition for the criticality of stochastic systems. This condition is then discussed in the context of recent results about criticality in biological systems.
Bonus algorithm for large scale stochastic nonlinear programming problems
Diwekar, Urmila
2015-01-01
This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these ...
Stochastic Nonlinear Response of Woven CMCs
Kuang, C. Liu; Arnold, Steven M.
2013-01-01
It is well known that failure of a material is a locally driven event. In the case of ceramic matrix composites (CMCs), significant variations in the microstructure of the composite exist and their significance on both deformation and life response need to be assessed. Examples of these variations include changes in the fiber tow shape, tow shifting/nesting and voids within and between tows. In the present work, the influence of scale specific architectural features of woven ceramic composite are examined stochastically at both the macroscale (woven repeating unit cell (RUC)) and structural scale (idealized using multiple RUCs). The recently developed MultiScale Generalized Method of Cells methodology is used to determine the overall deformation response, proportional elastic limit (first matrix cracking), and failure under tensile loading conditions and associated probability distribution functions. Prior results showed that the most critical architectural parameter to account for is weave void shape and content with other parameters being less in severity. Current results show that statistically only the post-elastic limit region (secondary hardening modulus and ultimate tensile strength) is impacted by local uncertainties both at the macro and structural level.
Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection
Goudenège, Ludovic
2008-01-01
International audience; We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a space-time white noise, contains a bi-Laplacian in the drift. The lack of the maximum principle for the bi-Laplacian generates difficulties for the classical penalization method, which uses a crucial monotonicity property. Being ...
Automated Flight Routing Using Stochastic Dynamic Programming
Ng, Hok K.; Morando, Alex; Grabbe, Shon
2010-01-01
Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.
Nonlinear dynamics in atom optics
Energy Technology Data Exchange (ETDEWEB)
Chen Wenyu; Dyrting, S.; Milburn, G.J. [Queensland Univ., St. Lucia, QLD (Australia). Dept. of Physics
1996-12-31
In this paper theoretical work on classical and quantum nonlinear dynamics of cold atoms is reported. The basic concepts in nonlinear dynamics are reviewed and then applied to the motion of atoms in time-dependent standing waves and to the atomic bouncer. The quantum dynamics for the cases of regular and chaotic classical dynamics is described. The effect of spontaneous emission and external noise is also discussed. 104 refs., 1 tab., 21 figs.
Dynamics of a Stochastic Intraguild Predation Model
Directory of Open Access Journals (Sweden)
Zejing Xing
2016-04-01
Full Text Available Intraguild predation (IGP is a widespread ecological phenomenon which occurs when one predator species attacks another predator species with which it competes for a shared prey species. The objective of this paper is to study the dynamical properties of a stochastic intraguild predation model. We analyze stochastic persistence and extinction of the stochastic IGP model containing five cases and establish the sufficient criteria for global asymptotic stability of the positive solutions. This study shows that it is possible for the coexistence of three species under the influence of environmental noise, and that the noise may have a positive effect for IGP species. A stationary distribution of the stochastic IGP model is established and it has the ergodic property, suggesting that the time average of population size with the development of time is equal to the stationary distribution in space. Finally, we show that our results may be extended to two well-known biological systems: food chains and exploitative competition.
路径积分法在一类随机动力系统中的应用%Application of Path Integration Method in Nonlinear Stochastic Dynamics
Institute of Scientific and Technical Information of China (English)
沈焰焰
2011-01-01
利用路径积分法研究一类非线性动力系统的混沌响应,计算lévy噪声激励的混沌系统的瞬时概率密度等概率性质,并讨论lévy噪声对确定性系统混沌运动的影响.研究表明,在噪声强度一定的情况下,其随机系统的概率密度的演化可以用来刻画该混沌吸引算子的结构特征.%Path integration method was used to study the chaotic response of the nonlinear dynamical systems and the probabilistic nature such as the instantaneous probability density of chaotic systems with the lévy noise was calculated.Then the impacts of lévy noise on chaotic movement of the deterministic systems were discussed.The findings show that evolution of probability density of chaotic systems can be used to character structure feature of such chaotic attractor.
A Non-linear Stochastic Model for an Office Building with Air Infiltration
DEFF Research Database (Denmark)
Thavlov, Anders; Madsen, Henrik
2015-01-01
This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model...... parameters are estimated using a maximum likelihood technique. Based on the maximum likelihood value, the different models are statistically compared to each other using Wilk's likelihood ratio test. The model showing the best performance is finally verified in both the time domain and the frequency domain...
Nonlinear dynamics and quantitative EEG analysis.
Jansen, B H
1996-01-01
Quantitative, computerized electroencephalogram (EEG) analysis appears to be based on a phenomenological approach to EEG interpretation, and is primarily rooted in linear systems theory. A fundamentally different approach to computerized EEG analysis, however, is making its way into the laboratories. The basic idea, inspired by recent advances in the area of nonlinear dynamics and chaos theory, is to view an EEG as the output of a deterministic system of relatively simple complexity, but containing nonlinearities. This suggests that studying the geometrical dynamics of EEGs, and the development of neurophysiologically realistic models of EEG generation may produce more successful automated EEG analysis techniques than the classical, stochastic methods. A review of the fundamentals of chaos theory is provided. Evidence supporting the nonlinear dynamics paradigm to EEG interpretation is presented, and the kind of new information that can be extracted from the EEG is discussed. A case is made that a nonlinear dynamic systems viewpoint to EEG generation will profoundly affect the way EEG interpretation is currently done.
Energy Technology Data Exchange (ETDEWEB)
Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir [Faculty of Mathematics, Yazd University, Yazd (Iran, Islamic Republic of); The Laboratory of Quantum Information Processing, Yazd University, Yazd (Iran, Islamic Republic of); Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir [Faculty of Mathematics, Yazd University, Yazd (Iran, Islamic Republic of); The Laboratory of Quantum Information Processing, Yazd University, Yazd (Iran, Islamic Republic of); Cattani, C., E-mail: ccattani@unisa.it [Department of Mathematics, University of Salerno, Via Ponte Don Melillo, 84084 Fisciano (Italy); Maalek Ghaini, F.M., E-mail: maalek@yazd.ac.ir [Faculty of Mathematics, Yazd University, Yazd (Iran, Islamic Republic of); The Laboratory of Quantum Information Processing, Yazd University, Yazd (Iran, Islamic Republic of)
2015-02-15
Because of the nonlinearity, closed-form solutions of many important stochastic functional equations are virtually impossible to obtain. Thus, numerical solutions are a viable alternative. In this paper, a new computational method based on the generalized hat basis functions together with their stochastic operational matrix of Itô-integration is proposed for solving nonlinear stochastic Itô integral equations in large intervals. In the proposed method, a new technique for computing nonlinear terms in such problems is presented. The main advantage of the proposed method is that it transforms problems under consideration into nonlinear systems of algebraic equations which can be simply solved. Error analysis of the proposed method is investigated and also the efficiency of this method is shown on some concrete examples. The obtained results reveal that the proposed method is very accurate and efficient. As two useful applications, the proposed method is applied to obtain approximate solutions of the stochastic population growth models and stochastic pendulum problem.
Mean square stabilisation of complex oscillatory regimes in nonlinear stochastic systems
Bashkirtseva, Irina; Ryashko, Lev
2016-04-01
A problem of stabilisation of the randomly forced periodic and quasiperiodic modes for nonlinear dynamic systems is considered. For this problem solution, we propose a new theoretical approach to consider these modes as invariant manifolds of the stochastic differential equations with control. The aim of the control is to provide the exponential mean square (EMS) stability for these manifolds. A general method of the stabilisation based on the algebraic criterion of the EMS-stability is elaborated. A constructive technique for the design of the feedback regulators stabilising various types of oscillatory regimes is proposed. A detailed parametric analysis of the problem of the stabilisation for stochastically forced periodic and quasiperiodic modes is given. An illustrative example of stochastic Hopf system is included to demonstrate the effectiveness of the proposed technique.
Nonlinear magnetization dynamics in nanosystems
Mayergoyz, Isaak D; Serpico, Claudio
2014-01-01
As data transfer rates increase within the magnetic recording industry, improvements in device performance and reliability crucially depend on the thorough understanding of nonlinear magnetization dynamics at a sub-nanoscale level. This book offers a modern, stimulating approach to the subject of nonlinear magnetization dynamics by discussing important aspects such as the Landau-Lifshitz-Gilbert (LLG) equation, analytical solutions, and the connection between the general topological and structural aspects of dynamics. An advanced reference for the study and understanding of non
Adaptive and Optimal Control of Stochastic Dynamical Systems
2015-09-14
games that does not require finding solutions to nonlinear partial differential equations or solv- ing backward stochastic differential equations ...for stochastic partial differential equations with fractional Brownian motions having the Hurst parameter in the interval (1/2,1), which includes the...Linear exponential-quadratic control problems for stochastic partial differential equations are explicitly solved. Discrete time linear quadratic
Non-linear stochastic optimal control of acceleration parametrically excited systems
Wang, Yong; Jin, Xiaoling; Huang, Zhilong
2016-02-01
Acceleration parametrical excitations have not been taken into account due to the lack of physical significance in macroscopic structures. The explosive development of microtechnology and nanotechnology, however, motivates the investigation of the acceleration parametrically excited systems. The adsorption and desorption effects dramatically change the mass of nano-sized structures, which significantly reduces the precision of nanoscale sensors or can be reasonably utilised to detect molecular mass. This manuscript proposes a non-linear stochastic optimal control strategy for stochastic systems with acceleration parametric excitation based on stochastic averaging of energy envelope and stochastic dynamic programming principle. System acceleration is approximately expressed as a function of system displacement in a short time range under the conditions of light damping and weak excitations, and the acceleration parametrically excited system is shown to be equivalent to a constructed system with an additional displacement parametric excitation term. Then, the controlled system is converted into a partially averaged Itô equation with respect to the total system energy through stochastic averaging of energy envelope, and the optimal control strategy for the averaged system is derived from solving the associated dynamic programming equation. Numerical results for a controlled Duffing oscillator indicate the efficacy of the proposed control strategy.
Stochastic Circumplanetary Dynamics of Rotating Non-Spherical Dust Particles
Makuch, Martin; Brilliantov, N. V.; Sremcevic, M.; Spahn, F.; Krivov, A. V.
2006-12-01
Influence of stochastically fluctuating radiation pressure on the dynamics of dust grains on circumplanetary orbits was studied. Stochasticity stems from the permanent change of the particle cross-section due to rotation of nonspherical grains, exposed to the solar radiation. We found that stochasticity depends on the characteristic angular velocity of particles which, according to our estimates, spins very fast on the time scale of the orbital motion. According to this we modelled the stochastic part of the radiation pressure by a Gaussian white noise. Gauss perturbation equations with the radiation pressure being a sum of the deterministic and stochastic component have been used. We observed monotonous increasing standard deviation of the orbital elements, that is, the diffusive-like behaviour of the ensemble, which results in a spatial spreading of initially confined set of particles. By linear approximation we obtained expression for the effective diffusion coefficients and estimate their dependence on the geometrical characteristics of particles and their spin. Teoretical results were compared with numerical simulations performed for the putative dust tori of Mars. Our theory agrees fairly well with simulations for the initial period of the system evolution. The agreement however deteriorates with increasing time where impact of the non-linear terms of the perturbation equations becomes important. Analysis shows that the theoretical results may estimate the low boundary of the time-dependent standard deviation of the orbital elements. In the case of dust ejected from Martian moon Deimos we observed a change of orbital elements up to 10% of their initial values during the first 1000 years of orbital evolution. Our results indicate that the stochastic modulation of the radiation pressure can play an important role in the circumplanetary dynamics of dust and may, together with further noise sources (shadow, planetary bowshock, charge fluctuations, etc
A Stochastic Dynamic Model of Computer Viruses
Directory of Open Access Journals (Sweden)
Chunming Zhang
2012-01-01
Full Text Available A stochastic computer virus spread model is proposed and its dynamic behavior is fully investigated. Specifically, we prove the existence and uniqueness of positive solutions, and the stability of the virus-free equilibrium and viral equilibrium by constructing Lyapunov functions and applying Ito's formula. Some numerical simulations are finally given to illustrate our main results.
Neurodynamics: nonlinear dynamics and neurobiology.
Abarbanel, H D; Rabinovich, M I
2001-08-01
The use of methods from contemporary nonlinear dynamics in studying neurobiology has been rather limited.Yet, nonlinear dynamics has become a practical tool for analyzing data and verifying models. This has led to productive coupling of nonlinear dynamics with experiments in neurobiology in which the neural circuits are forced with constant stimuli, with slowly varying stimuli, with periodic stimuli, and with more complex information-bearing stimuli. Analysis of these more complex stimuli of neural circuits goes to the heart of how one is to understand the encoding and transmission of information by nervous systems.
Nonlinear Dynamic Phenomena in Mechanics
Warminski, Jerzy; Cartmell, Matthew P
2012-01-01
Nonlinear phenomena should play a crucial role in the design and control of engineering systems and structures as they can drastically change the prevailing dynamical responses. This book covers theoretical and applications-based problems of nonlinear dynamics concerned with both discrete and continuous systems of interest in civil and mechanical engineering. They include pendulum-like systems, slender footbridges, shape memory alloys, sagged elastic cables and non-smooth problems. Pendulums can be used as a dynamic absorber mounted in high buildings, bridges or chimneys. Geometrical nonlinear
Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems
Directory of Open Access Journals (Sweden)
Ewelina Seroka
2015-01-01
Full Text Available The problem of the asymptotic stabilizability in probability of a class of stochastic nonlinear control hybrid systems (with a linear dependence of the control with state dependent, Markovian, and any switching rule is considered in the paper. To solve the issue, the Lyapunov technique, including a common, single, and multiple Lyapunov function, the hybrid control theory, and some results for stochastic nonhybrid systems are used. Sufficient conditions for the asymptotic stabilizability in probability for a considered class of hybrid systems are formulated. Also the stabilizing control in a feedback form is considered. Furthermore, in the case of hybrid systems with the state dependent switching rule, a method for a construction of stabilizing switching rules is proposed. Obtained results are illustrated by examples and numerical simulations.
Luo, Albert C J
2011-01-01
In memory of Dr. George Zaslavsky, "Long-range Interactions, Stochasticity and Fractional Dynamics" covers the recent developments of long-range interaction, fractional dynamics, brain dynamics and stochastic theory of turbulence, each chapter was written by established scientists in the field. The book is dedicated to Dr. George Zaslavsky, who was one of three founders of the theory of Hamiltonian chaos. The book discusses self-similarity and stochasticity and fractionality for discrete and continuous dynamical systems, as well as long-range interactions and diluted networks. A comprehensive theory for brain dynamics is also presented. In addition, the complexity and stochasticity for soliton chains and turbulence are addressed. The book is intended for researchers in the field of nonlinear dynamics in mathematics, physics and engineering. Dr. Albert C.J. Luo is a Professor at Southern Illinois University Edwardsville, USA. Dr. Valentin Afraimovich is a Professor at San Luis Potosi University, Mexico.
Energy Technology Data Exchange (ETDEWEB)
Kryvohuz, Maksym, E-mail: mkryvohu@uci.edu; Mukamel, Shaul [Chemistry Department, University of California, Irvine, California 92697-2025 (United States)
2015-06-07
Generalized nonlinear response theory is presented for stochastic dynamical systems. Experiments in which multiple measurements of dynamical quantities are used along with multiple perturbations of parameters of dynamical systems are described by generalized response functions (GRFs). These constitute a new type of multidimensional measures of stochastic dynamics either in the time or the frequency domains. Closed expressions for GRFs in stochastic dynamical systems are derived and compared with numerical non-equilibrium simulations. Several types of perturbations are considered: impulsive and periodic perturbations of temperature and impulsive perturbations of coordinates. The present approach can be used to study various types of stochastic processes ranging from single-molecule conformational dynamics to chemical kinetics of finite-size reactors such as biocells.
Diffusive dynamics and stochastic models of turbulent axisymmetric wakes
Rigas, G; Brackston, R D; Morrison, J F
2015-01-01
A modelling methodology to reproduce the experimental measurements of a turbulent flow under the presence of symmetry is presented. The flow is a three-dimensional wake generated by an axisymmetric body. We show that the dynamics of the turbulent wake- flow can be assimilated by a nonlinear two-dimensional Langevin equation, the deterministic part of which accounts for the broken symmetries which occur at the laminar and transitional regimes at low Reynolds numbers and the stochastic part of which accounts for the turbulent fluctuations. Comparison between theoretical and experimental results allows the extraction of the model parameters.
Simple Planar Truss (Linear, Nonlinear and Stochastic Approach
Directory of Open Access Journals (Sweden)
Frydrýšek Karel
2016-11-01
Full Text Available This article deals with a simple planar and statically determinate pin-connected truss. It demonstrates the processes and methods of derivations and solutions according to 1st and 2nd order theories. The article applies linear and nonlinear approaches and their simplifications via a Maclaurin series. Programming connected with the stochastic Simulation-Based Reliability Method (i.e. the direct Monte Carlo approach is used to conduct a probabilistic reliability assessment (i.e. a calculation of the probability that plastic deformation will occur in members of the truss.
Institute of Scientific and Technical Information of China (English)
Shu-jun Liu; Ji-feng Zhang; Zhong-ping Jiang
2008-01-01
In this paper, the property of practical input-to-state stability and its application to stability of cascaded nonlinear systems are investigated in the stochastic framework. Firstly, the notion of (practical)stochastic input-to-state stability with respect to a stochastic input is introduced, and then by the method of changing supply functions, (a) an (practical) SISS-Lyapunov function for the overall system is obtained from the corresponding Lyapunov functions for cascaded (practical) SISS subsystems.
Dynamic optimization deterministic and stochastic models
Hinderer, Karl; Stieglitz, Michael
2016-01-01
This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.
Nonlinear dynamics of neural delayed feedback
Energy Technology Data Exchange (ETDEWEB)
Longtin, A.
1990-01-01
Neural delayed feedback is a property shared by many circuits in the central and peripheral nervous systems. The evolution of the neural activity in these circuits depends on their present state as well as on their past states, due to finite propagation time of neural activity along the feedback loop. These systems are often seen to undergo a change from a quiescent state characterized by low level fluctuations to an oscillatory state. We discuss the problem of analyzing this transition using techniques from nonlinear dynamics and stochastic processes. Our main goal is to characterize the nonlinearities which enable autonomous oscillations to occur and to uncover the properties of the noise sources these circuits interact with. The concepts are illustrated on the human pupil light reflex (PLR) which has been studied both theoretically and experimentally using this approach. 5 refs., 3 figs.
Directory of Open Access Journals (Sweden)
Jin Zhu
2009-01-01
Full Text Available Switching controller design for a class of Markovian jump nonlinear systems with unmodeled dynamics is considered in this paper. Based on the differential equation and infinitesimal generator of jump systems, the concept of Jump Input-to-State practical Stability (JISpS in probability and stochastic Lyapunov stability criterion are put forward. By using backsetpping technology and stochastic small-gain theorem, a switching controller is proposed which ensures JISpS in probability for the jump nonlinear system. A simulation example illustrates the validity of this design.
Lukasevich, V. I.; Kramarov, S. O.; Sokolov, Sergey V.
2015-01-01
It is solved a problem of a posteriori estimation of dynamically modified parameters of angular movement of the object by satellite measurements. There are shown advantages of application of the methods of stochastic non-linear dynamic filtration before single-stage measurements. It is represented an example, showing efficiency of proposed approach.
ENSO dynamics: low-dimensional-chaotic or stochastic?
Zivkovic, Tatjana
2012-01-01
We apply a test for low-dimensional, deterministic dynamics to the Nino 3 time series for the El Nino Southern Oscillation (ENSO). The test is negative, indicating that the dynamics is high-dimensional/stochastic. However, application of stochastic forcing to a time-delay equation for equatorial-wave dynamics can reproduce this stochastic dynamics and other important aspects of ENSO. Without such stochastic forcing this model yields low-dimensional, deterministic dynamics, hence these results emphasize the importance of the stochastic nature of the atmosphere-ocean interaction in low-dimensional models of ENSO.
Jiang, Shixiao W.; Lu, Haihao; Zhou, Douglas; Cai, David
2016-08-01
Characterizing dispersive wave turbulence in the long time dynamics is central to understanding of many natural phenomena, e.g., in atmosphere ocean dynamics, nonlinear optics, and plasma physics. Using the β-Fermi-Pasta-Ulam nonlinear system as a prototypical example, we show that in thermal equilibrium and non-equilibrium steady state the turbulent state even in the strongly nonlinear regime possesses an effective linear stochastic structure in renormalized normal variables. In this framework, we can well characterize the spatiotemporal dynamics, which are dominated by long-wavelength renormalized waves. We further demonstrate that the energy flux is nearly saturated by the long-wavelength renormalized waves in non-equilibrium steady state. The scenario of such effective linear stochastic dynamics can be extended to study turbulent states in other nonlinear wave systems.
Advances in nonlinear partial differential equations and stochastics
Kawashima, S
1998-01-01
In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.
Stochastic Resonance in Protein Folding Dynamics.
Davtyan, Aram; Platkov, Max; Gruebele, Martin; Papoian, Garegin A
2016-05-04
Although protein folding reactions are usually studied under static external conditions, it is likely that proteins fold in a locally fluctuating cellular environment in vivo. To mimic such behavior in in vitro experiments, the local temperature of the solvent can be modulated either harmonically or using correlated noise. In this study, coarse-grained molecular simulations are used to investigate these possibilities, and it is found that both periodic and correlated random fluctuations of the environment can indeed accelerate folding kinetics if the characteristic frequencies of the applied fluctuations are commensurate with the internal timescale of the folding reaction; this is consistent with the phenomenon of stochastic resonance observed in many other condensed-matter processes. To test this theoretical prediction, the folding dynamics of phosphoglycerate kinase under harmonic temperature fluctuations are experimentally probed using Förster resonance energy transfer fluorescence measurements. To analyze these experiments, a combination of theoretical approaches is developed, including stochastic simulations of folding kinetics and an analytical mean-field kinetic theory. The experimental observations are consistent with the theoretical predictions of stochastic resonance in phosphoglycerate kinase folding. When combined with an alternative experiment on the protein VlsE using a power spectrum analysis, elaborated in Dave et al., ChemPhysChem 2016, 10.1002/cphc.201501041, the overall data overwhelmingly point to the experimental confirmation of stochastic resonance in protein folding dynamics.
Institute of Scientific and Technical Information of China (English)
Changshui Feng; Weiqiu Zhu
2008-01-01
A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled strongly non-linear systems under wide-band random excitation using generalized harmonic functions. Then, the dynamical programming equation for the saturated control problem is formulated from the partially averaged Ito equation based on the dynamical programming principle. The optimal control consisting of the unbounded optimal control and the bounded bang-bang control is determined by solving the dynamical programming equation. Finally, the response of the optimally controlled system is predicted by solving the reduced Fokker-Planck-Kolmogorov (FPK) equation associated with the completed averaged Ito equation. An example is given to illustrate the proposed control strategy. Numerical results show that the proposed control strategy has high control effectiveness and efficiency and the chattering is reduced significantly comparing with the bang-bang control strategy.
Nonlinear dynamics: Challenges and perspectives
Indian Academy of Sciences (India)
M Lakshmanan
2005-04-01
The study of nonlinear dynamics has been an active area of research since 1960s, after certain path-breaking discoveries, leading to the concepts of solitons, integrability, bifurcations, chaos and spatio-temporal patterns, to name a few. Several new techniques and methods have been developed to understand nonlinear systems at different levels. Along with these, a multitude of potential applications of nonlinear dynamics have also been enunciated. In spite of these developments, several challenges, some of them fundamental and others on the efficacy of these methods in developing cutting edge technologies, remain to be tackled. In this article, a brief personal perspective of these issues is presented.
Nonlinear dynamics in biological systems
Carballido-Landeira, Jorge
2016-01-01
This book presents recent research results relating to applications of nonlinear dynamics, focusing specifically on four topics of wide interest: heart dynamics, DNA/RNA, cell mobility, and proteins. The book derives from the First BCAM Workshop on Nonlinear Dynamics in Biological Systems, held in June 2014 at the Basque Center of Applied Mathematics (BCAM). At this international meeting, researchers from different but complementary backgrounds, including molecular dynamics, physical chemistry, bio-informatics and biophysics, presented their most recent results and discussed the future direction of their studies using theoretical, mathematical modeling and experimental approaches. Such was the level of interest stimulated that the decision was taken to produce this publication, with the organizers of the event acting as editors. All of the contributing authors are researchers working on diverse biological problems that can be approached using nonlinear dynamics. The book will appeal especially to applied math...
Nonlinear stochastic systems with incomplete information filtering and control
Shen, Bo; Shu, Huisheng
2013-01-01
Nonlinear Stochastic Processes addresses the frequently-encountered problem of incomplete information. The causes of this problem considered here include: missing measurements; sensor delays and saturation; quantization effects; and signal sampling. Divided into three parts, the text begins with a focus on H∞ filtering and control problems associated with general classes of nonlinear stochastic discrete-time systems. Filtering problems are considered in the second part, and in the third the theory and techniques previously developed are applied to the solution of issues arising in complex networks with the design of sampled-data-based controllers and filters. Among its highlights, the text provides: · a unified framework for handling filtering and control problems in complex communication networks with limited bandwidth; · new concepts such as random sensor and signal saturations for more realistic modeling; and · demonstration of the use of techniques such...
Stochastic response of nonlinear system in probability domain
Indian Academy of Sciences (India)
Deepak Kumar; T K Datta
2006-08-01
A stochastic averaging procedure for obtaining the probability density function (PDF) of the response for a strongly nonlinear single-degree-of-freedom system, subjected to both multiplicative and additive random excitations is presented. The procedure uses random Van Der Pol transformation, Ito’s equation of limiting diffusion process and stochastic averaging technique as outlined by Zhu and others. However, the equations are rederived in generalized form and arranged in such a way that the procedure lends itself to a numerical computational scheme using FFT. The main objective of the modiﬁcation is to consider highly irregular nonlinear functions which cannot be integrated in closed form and also to solve problems where analytical expressions for probability density function cannot be obtained. The procedure is applied to obtain the PDF of the response of Dufﬁng oscillator subjected to additive and multiplicative random excitations represented by rational power spectral density functions (PSDFs). The results are veriﬁed by digital simulation. It is shown that the procedure provides results which compare very well with those obtained from simulation analysis not only for wide-band excitations but also for very narrow-band excitations, which are weak (when normalized with respect to mass of the system).
Computational Methods in Stochastic Dynamics Volume 2
Stefanou, George; Papadopoulos, Vissarion
2013-01-01
The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology. This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The selected chapters are authored by some of the most active scholars in their respective areas and...
Dynamic range of hypercubic stochastic excitable media
de Assis, Vladimir R V
2007-01-01
We study the response properties of d-dimensional hypercubic excitable networks to a stochastic stimulus. Each site, modelled either by a three-state stochastic susceptible-infected-recovered-susceptible (SIRS) system or by the probabilistic Greenberg-Hastings cellular automaton (GHCA), is continuously and independently stimulated by an external Poisson rate h. The response function (mean density of active sites rho versus h) is obtained via simulations (for d=1, 2, 3, 4) and mean field approximations at the single-site and pair levels (for all d). In any dimension, the dynamic range of the response function is maximized precisely at the nonequilibrium phase transition to self-sustained activity, in agreement with a reasoning recently proposed. Moreover, the maximum dynamic range attained at a given dimension d is a decreasing function of d.
Inverse problems in stochastic computational dynamics
Capiez-Lernout, Evangéline; Soize, Christian
2008-01-01
International audience; This paper deals with robust updating of dynamical systems using stochastic computational models for which model and parameter uncertainties are taken into account by the nonparametric probabilistic approach. Such a problem is formulated as an inverse problem consisting in identifying the parameters of the mean computational model and the parameters of the probabilistic model of uncertainties. This inverse problem leads us to solve an optimization problem for which the...
Karachanskaya, Elena
2012-01-01
Investigate the stochastic dynamic non-linear system with the Wiener and the Poisson perturbations. For such systems we construct the program control with probability one, which allows this system to move on the given trajectory. In this case the control program is solution of the algebraic system of linear equations. Considered algorithm is based on the first integral theory for stochastic differential equations system.
H∞ Control for Nonlinear Stochastic Systems with Time-Delay and Multiplicative Noise
Directory of Open Access Journals (Sweden)
Ming Gao
2015-01-01
Full Text Available This paper studies the infinite horizon H∞ control problem for a general class of nonlinear stochastic systems with time-delay and multiplicative noise. The exponential/asymptotic mean square H∞ control design of delayed nonlinear stochastic systems is presented by solving Hamilton-Jacobi inequalities. Two numerical examples are provided to show the effectiveness of the proposed design method.
Directory of Open Access Journals (Sweden)
Hongli Dong
2012-01-01
Full Text Available In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modeling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Such a phenomenon typically appears in a networked environment. Examples include, but are not limited to, randomly occurring uncertainties, randomly occurring nonlinearities, randomly occurring saturation, randomly missing measurements and randomly occurring quantization. Randomly occurring incomplete information, if not properly handled, would seriously deteriorate the performance of a control system. In this paper, we aim to survey some recent advances on the analysis and synthesis problems for nonlinear stochastic systems with randomly occurring incomplete information. The developments of the filtering, control and fault detection problems are systematically reviewed. Latest results on analysis and synthesis of nonlinear stochastic systems are discussed in great detail. In addition, various distributed filtering technologies over sensor networks are highlighted. Finally, some concluding remarks are given and some possible future research directions are pointed out.
A stochastic evolutionary model for survival dynamics
Fenner, Trevor; Loizou, George
2014-01-01
The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis, traditionally employed in clinical trials and reliability analysis in engineering. In our model, the only implicit assumption made is that the longer an actor has been in the system, the more likely it is to have failed. We derive a power-law distribution for the process and provide preliminary empirical evidence for the validity of the model from two well-known survival analysis data sets.
A stochastic model of human gait dynamics
Ashkenazy, Yosef; M. Hausdorff, Jeffrey; Ch. Ivanov, Plamen; Eugene Stanley, H.
2002-12-01
We present a stochastic model of gait rhythm dynamics, based on transitions between different “neural centers”, that reproduces distinctive statistical properties of normal human walking. By tuning one model parameter, the transition (hopping) range, the model can describe alterations in gait dynamics from childhood to adulthood-including a decrease in the correlation and volatility exponents with maturation. The model also generates time series with multifractal spectra whose broadness depends only on this parameter. Moreover, we find that the volatility exponent increases monotonically as a function of the width of the multifractal spectrum, suggesting the possibility of a change in multifractality with maturation.
Nonlinear Stochastic Modelling of Antimicrobial resistance in Bacterial Populations
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber
in humans and animals. To prevent the evolution and spread of resistance, there is a need for further understanding of its dynamics. A grey-box modelling approach based on stochastic differential equations is the main and innovative method applied to study bacterial systems in this thesis. Through...... development consist mainly of optical density measurements of bacterial concentrations. At high cell densities the optical density measurements will be effected by shadow effects from the bacteria leading to an underestimation of the concentration. To circumvent this problem a exponential calibration curve...... for bacterial growth in an environment with multiple substrates. Models based on stochastic differential equations are also used in studies of mutation and conjugation. Mutation and conjugation are important mechanisms for the development of resistance. Earlier models for conjugation have described systems...
Effect of signal modulating noise in bistable stochastic dynamical systems
Institute of Scientific and Technical Information of China (English)
肖方红; 闫桂荣; 张新武
2003-01-01
The effect of signal modulating noise in bistable stochastic dynamical systems is studied.The concept of instan taneous steady state is proposed for bistable dynamical systems.By making a dynamical analysis of bistable stochastic systems,we find that global and local effect of signal modulating noise as well as stochastic resonance can occur in bistable dynamical systems on which both a weak sinusoidal signal and noise are forced.The effect is demonstrated by numerical simulation.
Dynamic Stochastic Superresolution of sparsely observed turbulent systems
Energy Technology Data Exchange (ETDEWEB)
Branicki, M., E-mail: branicki@cims.nyu.edu [Department of Mathematics and Center for Atmosphere Ocean Science, Courant Institute of Mathematical Sciences, New York University (United States); Majda, A.J. [Department of Mathematics and Center for Atmosphere Ocean Science, Courant Institute of Mathematical Sciences, New York University (United States)
2013-05-15
Real-time capture of the relevant features of the unresolved turbulent dynamics of complex natural systems from sparse noisy observations and imperfect models is a notoriously difficult problem. The resulting lack of observational resolution and statistical accuracy in estimating the important turbulent processes, which intermittently send significant energy to the large-scale fluctuations, hinders efficient parameterization and real-time prediction using discretized PDE models. This issue is particularly subtle and important when dealing with turbulent geophysical systems with an vast range of interacting spatio-temporal scales and rough energy spectra near the mesh scale of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by appropriately filtering sparse regular observations with the help of cheap stochastic exactly solvable models, one can derive stochastically ‘superresolved’ velocity fields and gain insight into the important characteristics of the unresolved dynamics, including the detection of the so-called black swans. The DSS algorithms operate in Fourier domain and exploit the fact that the coarse observation network aliases high-wavenumber information into the resolved waveband. It is shown that these cheap algorithms are robust and have significant skill on a test bed of turbulent solutions from realistic nonlinear turbulent spatially extended systems in the presence of a significant model error. In particular, the DSS algorithms are capable of successfully capturing time-localized extreme events in the unresolved modes, and they provide good and robust skill for recovery of the unresolved processes in terms of pattern correlation. Moreover, we show that DSS improves the skill for recovering the primary modes associated with the sparse observation mesh which is equally important in applications. The skill of the various DSS algorithms depends on the energy spectrum
Lin, Qian
2011-01-01
In this paper, we study Nash equilibrium payoffs for nonzero-sum stochastic differential games via the theory of backward stochastic differential equations. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined with the help of a doubly controlled backward stochastic differential equation. Our results extend former ones by Buckdahn, Cardaliaguet and Rainer (2004) and are b...
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.
Wang, Charles H -T; Bingham, Robert; Mendonca, J Tito
2008-01-01
We investigate the problem of metric fluctuations in the presence of the vacuum fluctuations of matter fields and critically assess the usual assertion that vacuum energy implies a Planckian cosmological constant. A new stochastic classical approach to the quantum fluctuations of spacetime is developed. The work extends conceptually Boyer's random electrodynamics to a theory of random gravity but has a considerably richer structure for inheriting nonlinearity from general relativity. Attention is drawn to subtleties in choosing boundary conditions for metric fluctuations in relation to their dynamical consequences. Those compatible with the observed Lorentz invariance must allow for spontaneous conformal fluctuations, in addition to stochastic gravitational waves due to zero point gravitons. This is implemented through an effective metric defined in terms of the random spacetime metric modulo a fluctuating conformal factor. It satisfies an effective Einstein equation coupled to an effective stress-energy tens...
Double inverse stochastic resonance with dynamic synapses
Uzuntarla, Muhammet; Torres, Joaquin J.; So, Paul; Ozer, Mahmut; Barreto, Ernest
2017-01-01
We investigate the behavior of a model neuron that receives a biophysically realistic noisy postsynaptic current based on uncorrelated spiking activity from a large number of afferents. We show that, with static synapses, such noise can give rise to inverse stochastic resonance (ISR) as a function of the presynaptic firing rate. We compare this to the case with dynamic synapses that feature short-term synaptic plasticity and show that the interval of presynaptic firing rate over which ISR exists can be extended or diminished. We consider both short-term depression and facilitation. Interestingly, we find that a double inverse stochastic resonance (DISR), with two distinct wells centered at different presynaptic firing rates, can appear.
Hitting probabilities for non-linear systems of stochastic waves
Dalang, Robert C
2012-01-01
We 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. We mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent $\\beta$. Using Malliavin calculus, we establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of $\\IR^d$, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that appears in the Hausdorff measure is close to optimal, and shows that when $d(2-\\beta) > 2(k+1)$, points are polar for $u$. Conversely, in low dimensions $d$, points are not polar. There is however an interval in which the question of polarity of points remains open.
Modelling of nonlinear shoaling based on stochastic evolution equations
DEFF Research Database (Denmark)
Kofoed-Hansen, Henrik; Rasmussen, Jørgen Hvenekær
1998-01-01
A one-dimensional stochastic model is derived to simulate the transformation of wave spectra in shallow water including generation of bound sub- and super-harmonics, near-resonant triad wave interaction and wave breaking. Boussinesq type equations with improved linear dispersion characteristics...... are recast into evolution equations for the complex amplitudes, and serve as the underlying deterministic model. Next, a set of evolution equations for the cumulants is derived. By formally introducing the well-known Gaussian closure hypothesis, nonlinear evolution equations for the power spectrum...... and bispectrum are derived. A simple description of depth-induced wave breaking is incorporated in the model equations, assuming that the total rate of dissipation may be distributed in proportion to the spectral energy density on each discrete frequency. The proposed phase-averaged model is compared...
Online prediction and control in nonlinear stochastic systems
DEFF Research Database (Denmark)
Nielsen, Torben Skov
2002-01-01
of systems which are inherently non-stationary. The third part concerns the issue of predicting the power production from wind turbines in the presence of Numerical Weather Predictions (NWP) of selected climatical variables. Here the transformation through the wind turbines from (primarily) wind speed....... The papers G , H and J investigate models and methods for predicting wind power from a wind farm on basis of observations and numerical weather predictions. All three papers consider multistep prediction models, but uses di erent estimation methods as well as dierent models for the diurnal variation of wind......The present thesis consists of a summary report and ten research papers. The subject of the thesis is on-line prediction and control of non-linear and non-stationary systems based on stochastic modelling. The thesis consists of three parts where the rst part deals with on-line estimation in linear...
Hu, Jun; Gao, Huijun
2014-01-01
This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such phenomena include communication delay, packet dropout, signal quantization or saturation, randomly occurring nonlinearities and randomly occurring uncertainties.The text is self-contained, beginning with an introduction to nonlinear stochastic systems, network-induced phenomena and filtering and control, moving through a collection of the latest research results which focuses on the three aspects
H {sub {infinity}} analysis of nonlinear stochastic time-delay systems
Energy Technology Data Exchange (ETDEWEB)
Shu Huisheng [Department of Applied Mathematics, Dong Hua University, Shanghai 200051 (China)] e-mail: hsshu@dhu.edu.cn; Wei Guoliang [Department of Applied Mathematics, Dong Hua University, Shanghai 200051 (China)
2005-10-01
In this paper, the H {sub {infinity}} analysis problem is studied for a general class of nonlinear stochastic systems with time-delay. The stochastic systems are described in terms of stochastic functional differential equations. The Razumikhin-type lemma is employed to establish sufficient conditions for the time-delay stochastic systems to be internally stable, and the H {sub {infinity}} analysis problem is studied in order to quantify the disturbance rejection attenuation level of the nonlinear stochastic time-delay system. In particular, the paper obtains the general conditions under which the L {sub 2} gain of the system is less than or equal to a given constant. Some easy-to-test criteria are also given so as to determine whether the nonlinear stochastic time-delay system under investigation is internally stable and whether it achieves certain H {sub {infinity}} performance index. Finally, illustrative examples are provided to show the usefulness of the proposed theory.
International Conference on Structural Nonlinear Dynamics and Diagnosis
CSNDD 2012; CSNDD 2014
2015-01-01
This book, which presents the peer-reviewed post-proceedings of CSNDD 2012 and CSNDD 2014, addresses the important role that relevant concepts and tools from nonlinear and complex dynamics could play in present and future engineering applications. It includes 22 chapters contributed by outstanding researchers and covering various aspects of applications, including: structural health monitoring, diagnosis and damage detection, experimental methodologies, active vibration control and smart structures, passive control of structures using nonlinear energy sinks, vibro-impact dynamic MEMS/NEMS/AFM, energy-harvesting materials and structures, and time-delayed feedback control, as well as aspects of deterministic versus stochastic dynamics and control of nonlinear phenomena in physics. Researchers and engineers interested in the challenges posed and opportunities offered by nonlinearities in the development of passive and active control strategies, energy harvesting, novel design criteria, modeling and characteriz...
The human ECG nonlinear deterministic versus stochastic aspects
Kantz, H; Kantz, Holger; Schreiber, Thomas
1998-01-01
We discuss aspects of randomness and of determinism in electrocardiographic signals. In particular, we take a critical look at attempts to apply methods of nonlinear time series analysis derived from the theory of deterministic dynamical systems. We will argue that deterministic chaos is not a likely explanation for the short time variablity of the inter-beat interval times, except for certain pathologies. Conversely, densely sampled full ECG recordings possess properties typical of deterministic signals. In the latter case, methods of deterministic nonlinear time series analysis can yield new insights.
A Nonlinear Dynamic Characterization of The Universal Scrape-off Layer Plasma Fluctuations
Mekkaoui, A
2012-01-01
A stochastic differential equation of plasma density dynamic is derived, consistent with the experimentally measured pdf and the theoretical quadratic nonlinearity. The plasma density evolves on the turbulence correlation time scale and is driven by a stochastic white noise proportional to the turbulence fluctuations amplitude, while the linear growth is quadratically damped by the fluctuation level $n_e(t)/\\bar{n}_e$.
The dynamical system of weathering: deterministic and stochastic analysis
Calabrese, S.; Parolari, A.; Porporato, A. M.
2016-12-01
The critical zone is fundamental to human society as it provides most of the ecosystem services such as food and fresh water. However, climate change and intense land use are threatening the critical zone, so that theoretical frameworks, to predict its future response, are needed. In this talk, a new modeling approach to evaluate the effect of hydrologic fluctuations on soil water chemistry and weathering reactions is analyzed by means of a dynamical system approach. In this model, equilibrium is assumed for the aqueous carbonate system while a kinetic law is adopted for the weathering reaction. Also, through an algebraic manipulation, we eliminate the equilibrium reactions and reduce the order of the system. We first analyze the deterministic temporal evolution, and study the stability of the nonlinear system and its trajectories, as a function of the hydro-climatic parameters. By introducing a stochastic rainfall forcing, we then analyze the system probabilistically, and through averaging techniques determine the inter-annual response of the nonlinear stochastic system to the climatic regime and hydrologic parameters (e.g., ET, soil texture). Some fundamental thermodynamic aspects of the chemical reactions are also discussed. By introducing the weathering reaction into the system, any mineral, such as calcium carbonate or a silicate mineral, can be considered.
Nonlinear Deformable-body Dynamics
Luo, Albert C J
2010-01-01
"Nonlinear Deformable-body Dynamics" mainly consists in a mathematical treatise of approximate theories for thin deformable bodies, including cables, beams, rods, webs, membranes, plates, and shells. The intent of the book is to stimulate more research in the area of nonlinear deformable-body dynamics not only because of the unsolved theoretical puzzles it presents but also because of its wide spectrum of applications. For instance, the theories for soft webs and rod-reinforced soft structures can be applied to biomechanics for DNA and living tissues, and the nonlinear theory of deformable bodies, based on the Kirchhoff assumptions, is a special case discussed. This book can serve as a reference work for researchers and a textbook for senior and postgraduate students in physics, mathematics, engineering and biophysics. Dr. Albert C.J. Luo is a Professor of Mechanical Engineering at Southern Illinois University, Edwardsville, IL, USA. Professor Luo is an internationally recognized scientist in the field of non...
Stochastic Dynamics through Hierarchically Embedded Markov Chains
Vasconcelos, Vítor V.; Santos, Fernando P.; Santos, Francisco C.; Pacheco, Jorge M.
2017-02-01
Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects—such as mutations in evolutionary dynamics and a random exploration of choices in social systems—including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.
The Stochastic Search Dynamics of Interneuron Migration
Britto, Joanne M.; Johnston, Leigh A.; Tan, Seong-Seng
2009-01-01
Abstract Migration is a dynamic process in which a cell searches the environment and translates acquired information into somal advancement. In particular, interneuron migration during development is accomplished by two distinct processes: the extension of neurites tipped with growth cones; and nucleus translocation, termed nucleokinesis. The primary purpose of our study is to investigate neurite branching and nucleokinesis using high-resolution time-lapse confocal microscopy and computational modeling. We demonstrate that nucleokinesis is accurately modeled by a spring-dashpot system and that neurite branching is independent of the nucleokinesis event, and displays the dynamics of a stochastic birth-death process. This is in contrast to traditional biological descriptions, which suggest a closer relationship between the two migratory mechanisms. Our models are validated on independent data sets acquired using two different imaging protocols, and are shown to be robust to alterations in guidance cues and cellular migratory mechanisms, through treatment with brain-derived neurotrophic factor, neurotrophin-4, and blebbistatin. We postulate that the stochastic branch dynamics exhibited by interneurons undergoing guidance-directed migration permit efficient exploration of the environment. PMID:19651028
Quantum Dynamics as a Stochastic Process
Figueiredo, J M A
2002-01-01
We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model is obtained. The resulting theory is similar to Quantum Mechanics, having the same field equations for probability measures, the same operator structure and symmetric ordering of operators. The model is valid for general electromagnetic interaction as well as many body systems with mutual interactions of general nature.
Stochastic dynamic model of SARS spreading
Institute of Scientific and Technical Information of China (English)
SHI Yaolin
2003-01-01
Based upon the simulation of the stochastic process of infection, onset and spreading of each SARS patient, a system dynamic model of SRAS spreading is constructed. Data from Vietnam is taken as an example for Monte Carlo test. The preliminary results indicate that the time-dependent infection rate is the most important control factor for SARS spreading. The model can be applied to prediction of the course with fluctuations of the epidemics, if the previous history of the epidemics and the future infection rate under control measures are known.
Institute of Scientific and Technical Information of China (English)
WANG Mei-Jiao; WANG Qi
2006-01-01
In this work, by means of a new more general ansatz and the symbolic computation system Maple, we extend the Riccati equation rational expansion method [Chaos, Solitons & Fractals 25 (2005) 1019] to uniformly construct a series of stochastic nontravelling wave solutions for nonlinear stochastic evolution equation. To illustrate the effectiveness of our method, we take the stochastic mKdV equation as an example, and successfully construct some new and more general solutions including a series of rational formal nontraveling wave and coefficient functions' soliton-like solutions and trigonometric-like function solutions. The method can also be applied to solve other nonlinear stochastic evolution equation or equations.
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
In this paper, we study the regularity of solutions of nonlinear stochastic partial differential equations (SPDEs) with multiplicative noises in the framework of Hilbert scales. Then we apply our abstract result to several typical nonlinear SPDEs such as stochastic Burgers and Ginzburg-Landau equations on the real line, stochastic 2D Navier-Stokes equations (SNSEs) in the whole space and a stochastic tamed 3D Navier-Stokes equation in the whole space, and obtain the existence of their smooth solutions respectively. In particular, we also get the existence of local smooth solutions for 3D SNSEs.
A Girsanov particle filter in nonlinear engineering dynamics
Energy Technology Data Exchange (ETDEWEB)
Saha, Nilanjan [Structures Lab, Department of Civil Engineering, Indian Institute of Science, Bangalore-560012 (India); Roy, D. [Structures Lab, Department of Civil Engineering, Indian Institute of Science, Bangalore-560012 (India)], E-mail: royd@civil.iisc.ernet.in
2009-02-02
In this Letter, we propose a novel variant of the particle filter (PF) for state and parameter estimations of nonlinear engineering dynamical systems, modelled through stochastic differential equations (SDEs). The aim is to address a possible loss of accuracy in the estimates due to the discretization errors, which are inevitable during numerical integration of the SDEs. In particular, we adopt an explicit local linearization of the governing nonlinear SDEs and the resulting linearization errors in the estimates are corrected using Girsanov transformation of measures. Indeed, the linearization scheme via transformation of measures provides a weak framework for computing moments and this fits in well with any stochastic filtering strategy wherein estimates are themselves statistical moments. We presently implement the strategy using a bootstrap PF and numerically illustrate its performance for state and parameter estimations of the Duffing oscillator with linear and nonlinear measurement equations.
Modular design of adaptive robust controller for strict-feedback stochastic nonlinear systems
Institute of Scientific and Technical Information of China (English)
WANG Jun; XI Hong-sheng; JI Hai-bo; KANG Yu
2006-01-01
A modular approach of the estimation-based design in adaptive linear control systems has been extended to the adaptive robust control of strict-feedback stochastic nonlinear systems with additive standard Wiener noises and constant unknown parameters.By using It(o)'s differentiation rule, nonlinear damping and adaptive Backstepping procedure,the input-to-state stable controller of global stabilization in probability is developed,which guarantees that system states are bounded and the system has a robust stabilization.According to Swapping technique,we develop two filters and convert dynamic parametric models into static ones to which the gradient update law is designed.Transient performance of the system is estimated by the norm of error.Results of simulation show the effectiveness of the control algorithms.The modular design,which has a concise hierarchy,is more flexible and versatile than a Lyapunov-based algorithm.
Directory of Open Access Journals (Sweden)
Yan Che
2012-01-01
Full Text Available The estimation problem is investigated for a class of stochastic nonlinear systems with distributed time-varying delays and missing measurements. The considered distributed time-varying delays, stochastic nonlinearities, and missing measurements are modeled in random ways governed by Bernoulli stochastic variables. The discussed nonlinearities are expressed by the statistical means. By using the linear matrix inequality method, a sufficient condition is established to guarantee the mean-square stability of the estimation error, and then the estimator parameters are characterized by the solution to a set of LMIs. Finally, a simulation example is exploited to show the effectiveness of the proposed design procedures.
Edge detection by nonlinear dynamics
Energy Technology Data Exchange (ETDEWEB)
Wong, Yiu-fai
1994-07-01
We demonstrate how the formulation of a nonlinear scale-space filter can be used for edge detection and junction analysis. By casting edge-preserving filtering in terms of maximizing information content subject to an average cost function, the computed cost at each pixel location becomes a local measure of edgeness. This computation depends on a single scale parameter and the given image data. Unlike previous approaches which require careful tuning of the filter kernels for various types of edges, our scheme is general enough to be able to handle different edges, such as lines, step-edges, corners and junctions. Anisotropy in the data is handled automatically by the nonlinear dynamics.
Parker, Matthew D; Jones, Lynette A; Hunter, Ian W; Taberner, A J; Nash, M P; Nielsen, P M F
2017-01-01
A triaxial force-sensitive microrobot was developed to dynamically perturb skin in multiple deformation modes, in vivo. Wiener static nonlinear identification was used to extract the linear dynamics and static nonlinearity of the force-displacement behavior of skin. Stochastic input forces were applied to the volar forearm and thenar eminence of the hand, producing probe tip perturbations in indentation and tangential extension. Wiener static nonlinear approaches reproduced the resulting displacements with variances accounted for (VAF) ranging 94-97%, indicating a good fit to the data. These approaches provided VAF improvements of 0.1-3.4% over linear models. Thenar eminence stiffness measures were approximately twice those measured on the forearm. Damping was shown to be significantly higher on the palm, whereas the perturbed mass typically was lower. Coefficients of variation (CVs) for nonlinear parameters were assessed within and across individuals. Individual CVs ranged from 2% to 11% for indentation and from 2% to 19% for extension. Stochastic perturbations with incrementally increasing mean amplitudes were applied to the same test areas. Differences between full-scale and incremental reduced-scale perturbations were investigated. Different incremental preloading schemes were investigated. However, no significant difference in parameters was found between different incremental preloading schemes. Incremental schemes provided depth-dependent estimates of stiffness and damping, ranging from 300 N/m and 2 Ns/m, respectively, at the surface to 5 kN/m and 50 Ns/m at greater depths. The device and techniques used in this research have potential applications in areas, such as evaluating skincare products, assessing skin hydration, or analyzing wound healing.
Selective recoupling and stochastic dynamical decoupling
Kern, O
2006-01-01
An embedded selective recoupling method is proposed which is based on the idea of embedding the recently proposed deterministic selective recoupling scheme of Yamaguchi et al. [quant-ph/0411099] into a stochastic dynamical decoupling method, such as the recently proposed Pauli-random-error-correction-(PAREC) scheme [Eur. Phys. J. D 32, 153, quant-ph/0407262]. The recoupling scheme enables the implementation of elementary quantum gates in a quantum information processor by partial suppression of the unwanted interactions. The random dynamical decoupling method cancels a significant part of the residual interactions. Thus the time scale of reliable quantum computation is increased significantly. Numerical simulations are presented for a conditional two-qubit swap gate and for a complex iterative quantum algorithm.
Agent based reasoning for the non-linear stochastic models of long-range memory
Kononovicius, A.; Gontis, V.
2012-02-01
We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. The agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics.
EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
This paper is concerned with nonlinear second order neutral stochastic differential equations with delay in a Hilbert space. Sufficient conditions for the existence of solution to the system are obtained by Picard iterations.
Self-Organized Biological Dynamics and Nonlinear Control
Walleczek, Jan
2006-04-01
The frontiers and challenges of biodynamics research Jan Walleczek; Part I. Nonlinear Dynamics in Biology and Response to Stimuli: 1. External signals and internal oscillation dynamics - principal aspects and response of stimulated rhythmic processes Friedemann Kaiser; 2. Nonlinear dynamics in biochemical and biophysical systems: from enzyme kinetics to epilepsy Raima Larter, Robert Worth and Brent Speelman; 3. Fractal mechanisms in neural control: human heartbeat and gait dynamics in health and disease Chung-Kang Peng, Jeffrey M. Hausdorff and Ary L. Goldberger; 4. Self-organising dynamics in human coordination and perception Mingzhou Ding, Yanqing Chen, J. A. Scott Kelso and Betty Tuller; 5. Signal processing in biochemical reaction networks Adam P. Arkin; Part II. Nonlinear Sensitivity of Biological Systems to Electromagnetic Stimuli: 6. Electrical signal detection and noise in systems with long-range coherence Paul C. Gailey; 7. Oscillatory signals in migrating neutrophils: effects of time-varying chemical and electrical fields Howard R. Petty; 8. Enzyme kinetics and nonlinear biochemical amplification in response to static and oscillating magnetic fields Jan Walleczek and Clemens F. Eichwald; 9. Magnetic field sensitivity in the hippocampus Stefan Engström, Suzanne Bawin and W. Ross Adey; Part III. Stochastic Noise-Induced Dynamics and Transport in Biological Systems: 10. Stochastic resonance: looking forward Frank Moss; 11. Stochastic resonance and small-amplitude signal transduction in voltage-gated ion channels Sergey M. Bezrukov and Igor Vodyanoy; 12. Ratchets, rectifiers and demons: the constructive role of noise in free energy and signal transduction R. Dean Astumian; 13. Cellular transduction of periodic and stochastic energy signals by electroconformational coupling Tian Y. Tsong; Part IV. Nonlinear Control of Biological and Other Excitable Systems: 14. Controlling chaos in dynamical systems Kenneth Showalter; 15. Electromagnetic fields and biological
Stochastic evolutionary dynamics of direct reciprocity.
Imhof, Lorens A; Nowak, Martin A
2010-02-01
Evolutionary game theory is the study of frequency-dependent selection. The success of an individual depends on the frequencies of strategies that are used in the population. We propose a new model for studying evolutionary dynamics in games with a continuous strategy space. The population size is finite. All members of the population use the same strategy. A mutant strategy is chosen from some distribution over the strategy space. The fixation probability of the mutant strategy in the resident population is calculated. The new mutant takes over the population with this probability. In this case, the mutant becomes the new resident. Otherwise, the existing resident remains. Then, another mutant is generated. These dynamics lead to a stationary distribution over the entire strategy space. Our new approach generalizes classical adaptive dynamics in three ways: (i) the population size is finite; (ii) mutants can be drawn non-locally and (iii) the dynamics are stochastic. We explore reactive strategies in the repeated Prisoner's Dilemma. We perform 'knock-out experiments' to study how various strategies affect the evolution of cooperation. We find that 'tit-for-tat' is a weak catalyst for the emergence of cooperation, while 'always cooperate' is a strong catalyst for the emergence of defection. Our analysis leads to a new understanding of the optimal level of forgiveness that is needed for the evolution of cooperation under direct reciprocity.
Estimation in continuous-time stochastic| volatility models using nonlinear filters
DEFF Research Database (Denmark)
Nielsen, Jan Nygaard; Vestergaard, M.; Madsen, Henrik
2000-01-01
Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308.......Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308....
P-th moment and almost sure stability of stochastic switched nonlinear systems.
Gu, Haibo; Gao, Caixia
2016-01-01
This paper mainly tends to utilize [Formula: see text]-type function to investigate p-th moment and almost sure stability for a class of stochastic switched nonlinear systems. Based on the multiple Lyapunov functions approach, some sufficient conditions are derived to check the stability criteria of stochastic switched nonlinear systems. One numerical example is provided to demonstrate the effectiveness of the proposed results.
Nonlinear high-order mode locking in stochastic sensory neurons
Rowe, Michael; Afghan, Muhammad; Neiman, Alexander
2004-03-01
Excitable systems demonstrate various mode locking regimes when driven by periodic external signals. With noise taken into account, such regimes represent complex nonlinear responses which depend crucially on the frequency and amplitude of the periodic drive as well as on the noise intensity. We study this using a computational model of a stochastic Hodgkin-Huxley neuron in combination with the turtle vestibular sensory system as an experimental model. A bifurcation analysis of the model is performed. Extracellular recordings from primary vestibular afferent neurons with two types of stimuli are used in the experimental study. First, mechanical stimuli applied to the labyrinth allow us to study the responses of the entire system, including transduction by the hair cells and spike generation in the primary afferents. Second, a galvanic stimuli applied directly to an afferent are used to study the responses of afferent spike generator directly. The responses to galvanic stimuli reveal multiple high-order mode locking regimes which are well reproduced in numerical simulation. Responses to mechanical stimulation are characterized by larger variability so that fewer mode-locking regimes can be observed.
Nonlinear dynamics by mode superposition
Energy Technology Data Exchange (ETDEWEB)
Nickell, R.E.
1976-01-01
A mode superposition technique for approximately solving nonlinear initial-boundary-value problems of structural dynamics is discussed, and results for examples involving large deformation are compared to those obtained with implicit direct integration methods such as the Newmark generalized acceleration and Houbolt backward-difference operators. The initial natural frequencies and mode shapes are found by inverse power iteration with the trial vectors for successively higher modes being swept by Gram-Schmidt orthonormalization at each iteration. The subsequent modal spectrum for nonlinear states is based upon the tangent stiffness of the structure and is calculated by a subspace iteration procedure that involves matrix multiplication only, using the most recently computed spectrum as an initial estimate. Then, a precise time integration algorithm that has no artificial damping or phase velocity error for linear problems is applied to the uncoupled modal equations of motion. Squared-frequency extrapolation is examined for nonlinear problems as a means by which these qualities of accuracy and precision can be maintained when the state of the system (and, thus, the modal spectrum) is changing rapidly. The results indicate that a number of important advantages accrue to nonlinear mode superposition: (a) there is no significant difference in total solution time between mode superposition and implicit direct integration analyses for problems having narrow matric half-bandwidth (in fact, as bandwidth increases, mode superposition becomes more economical), (b) solution accuracy is under better control since the analyst has ready access to modal participation factors and the ratios of time step size to modal period, and (c) physical understanding of nonlinear dynamic response is improved since the analyst is able to observe the changes in the modal spectrum as deformation proceeds.
Stochastic epidemic dynamics on extremely heterogeneous networks
Parra-Rojas, César; McKane, Alan J
2016-01-01
Networks of contacts capable of spreading infectious diseases are often observed to be highly heterogeneous, with the majority of individuals having fewer contacts than the mean, and a significant minority having relatively very many contacts. We derive a two-dimensional diffusion model for the full temporal behavior of the stochastic susceptible-infectious-recovered (SIR) model on such a network, by making use of a time-scale separation in the deterministic limit of the dynamics. This low-dimensional process is an accurate approximation to the full model in the limit of large populations, even for cases when the time-scale separation is not too pronounced, provided the maximum degree is not of the order of the population size.
Stochastic epidemic dynamics on extremely heterogeneous networks
Parra-Rojas, César; House, Thomas; McKane, Alan J.
2016-12-01
Networks of contacts capable of spreading infectious diseases are often observed to be highly heterogeneous, with the majority of individuals having fewer contacts than the mean, and a significant minority having relatively very many contacts. We derive a two-dimensional diffusion model for the full temporal behavior of the stochastic susceptible-infectious-recovered (SIR) model on such a network, by making use of a time-scale separation in the deterministic limit of the dynamics. This low-dimensional process is an accurate approximation to the full model in the limit of large populations, even for cases when the time-scale separation is not too pronounced, provided the maximum degree is not of the order of the population size.
Nambu mechanics for stochastic magnetization dynamics
Thibaudeau, Pascal; Nicolis, Stam
2016-01-01
The Landau-Lifshitz-Gilbert (LLG) equation describes the dynamics of a damped magnetization vector that can be understood as a generalization of Larmor spin precession. The LLG equation cannot be deduced from the Hamiltonian framework, by introducing a coupling to a usual bath, but requires the introduction of additional constraints. It is shown that these constraints can be formulated elegantly and consistently in the framework of dissipative Nambu mechanics. This has many consequences for both the variational principle and for topological aspects of hidden symmetries that control conserved quantities. We particularly study how the damping terms of dissipative Nambu mechanics affect the consistent interaction of magnetic systems with stochastic reservoirs and derive a master equation for the magnetization. The proposals are supported by numerical studies using symplectic integrators that preserve the topological structure of Nambu equations. These results are compared to computations performed by direct samp...
Wolbachia spread dynamics in stochastic environments.
Hu, Linchao; Huang, Mugen; Tang, Moxun; Yu, Jianshe; Zheng, Bo
2015-12-01
Dengue fever is a mosquito-borne viral disease with 100 million people infected annually. A novel strategy for dengue control uses the bacterium Wolbachia to invade dengue vector Aedes mosquitoes. As the impact of environmental heterogeneity on Wolbachia spread dynamics in natural areas has been rarely quantified, we develop a model of differential equations for which the environmental conditions switch randomly between two regimes. We find some striking phenomena that random regime transitions could drive Wolbachia to extinction from certain initial states confirmed Wolbachia fixation in homogeneous environments, and mosquito releasing facilitates Wolbachia invasion more effectively when the regimes transit frequently. By superimposing the phase spaces of the ODE systems defined in each regime, we identify the threshold curves below which Wolbachia invades the whole population, which extends the theory of threshold infection frequency to stochastic environments.
Biped control via nonlinear dynamics
Hmam, Hatem M.
1992-09-01
This thesis applies nonlinear techniques to actuate a biped system and provides a rigorous analysis of the resulting motion. From observation of human locomotion, it is believed that the 'complex' dynamics developed by the aggregation of multiple muscle systems can be generated by a reduced order system which captures the rough details of the locomotion process. The investigation is begun with a simple model of a biped system. Since the locomotion process is cyclic in nature, we focus on applying the topologically similar concept of limit cycles to the simple model in order to generate the desired gaits. A rigorous analysis of the biped dynamics shows that the controlled motion is robust against dynamical disturbances. In addition, different biped gaits are generated by merely adjusting some of the limit cycle parameters. More dynamical and actuation complexities are then added for realism. First, two small foot components are added and the overall biped motion under the same control actuation is analyzed. Due to the physical constraints on the feet, it is shown using singular perturbation theory how the gross behavior of the biped dynamics are dictated by those of the reduced model. Next, an analysis of the biped dynamics under added nonlinear elasticities in the legs is carried out. Moreover, using a slightly modified model, forward motion is generated in the sagittal plane. At each step, a small amount of energy is consistently derived from the vertical plane and converted into a forward motion. Stability of the forward dynamics is guaranteed by appropriate foot placement. Finally, the robustness of the controlled biped dynamics is rigorously analyzed and illustrated through extensive computer simulations.
Dynamic stochastic optimization models for air traffic flow management
Mukherjee, Avijit
This dissertation presents dynamic stochastic optimization models for Air Traffic Flow Management (ATFM) that enables decisions to adapt to new information on evolving capacities of National Airspace System (NAS) resources. Uncertainty is represented by a set of capacity scenarios, each depicting a particular time-varying capacity profile of NAS resources. We use the concept of a scenario tree in which multiple scenarios are possible initially. Scenarios are eliminated as possibilities in a succession of branching points, until the specific scenario that will be realized on a particular day is known. Thus the scenario tree branching provides updated information on evolving scenarios, and allows ATFM decisions to be re-addressed and revised. First, we propose a dynamic stochastic model for a single airport ground holding problem (SAGHP) that can be used for planning Ground Delay Programs (GDPs) when there is uncertainty about future airport arrival capacities. Ground delays of non-departed flights can be revised based on updated information from scenario tree branching. The problem is formulated so that a wide range of objective functions, including non-linear delay cost functions and functions that reflect equity concerns can be optimized. Furthermore, the model improves on existing practice by ensuring efficient use of available capacity without necessarily exempting long-haul flights. Following this, we present a methodology and optimization models that can be used for decentralized decision making by individual airlines in the GDP planning process, using the solutions from the stochastic dynamic SAGHP. Airlines are allowed to perform cancellations, and re-allocate slots to remaining flights by substitutions. We also present an optimization model that can be used by the FAA, after the airlines perform cancellation and substitutions, to re-utilize vacant arrival slots that are created due to cancellations. Finally, we present three stochastic integer programming
Robust Passivity and Feedback Design for Nonlinear Stochastic Systems with Structural Uncertainty
Directory of Open Access Journals (Sweden)
Zhongwei Lin
2013-01-01
Full Text Available This paper discusses the robust passivity and global stabilization problems for a class of uncertain nonlinear stochastic systems with structural uncertainties. A robust version of stochastic Kalman-Yakubovitch-Popov (KYP lemma is established, which sustains the robust passivity of the system. Moreover, a robust strongly minimum phase system is defined, based on which the uncertain nonlinear stochastic system can be feedback equivalent to a robust passive system. Following with the robust passivity theory, a global stabilizing control is designed, which guarantees that the closed-loop system is globally asymptotically stable in probability (GASP. A numerical example is presented to illustrate the effectiveness of our results.
Dynamic analysis of stochastic transcription cycles.
Directory of Open Access Journals (Sweden)
Claire V Harper
2011-04-01
Full Text Available In individual mammalian cells the expression of some genes such as prolactin is highly variable over time and has been suggested to occur in stochastic pulses. To investigate the origins of this behavior and to understand its functional relevance, we quantitatively analyzed this variability using new mathematical tools that allowed us to reconstruct dynamic transcription rates of different reporter genes controlled by identical promoters in the same living cell. Quantitative microscopic analysis of two reporter genes, firefly luciferase and destabilized EGFP, was used to analyze the dynamics of prolactin promoter-directed gene expression in living individual clonal and primary pituitary cells over periods of up to 25 h. We quantified the time-dependence and cyclicity of the transcription pulses and estimated the length and variation of active and inactive transcription phases. We showed an average cycle period of approximately 11 h and demonstrated that while the measured time distribution of active phases agreed with commonly accepted models of transcription, the inactive phases were differently distributed and showed strong memory, with a refractory period of transcriptional inactivation close to 3 h. Cycles in transcription occurred at two distinct prolactin-promoter controlled reporter genes in the same individual clonal or primary cells. However, the timing of the cycles was independent and out-of-phase. For the first time, we have analyzed transcription dynamics from two equivalent loci in real-time in single cells. In unstimulated conditions, cells showed independent transcription dynamics at each locus. A key result from these analyses was the evidence for a minimum refractory period in the inactive-phase of transcription. The response to acute signals and the result of manipulation of histone acetylation was consistent with the hypothesis that this refractory period corresponded to a phase of chromatin remodeling which significantly
Directory of Open Access Journals (Sweden)
Mourad Kerboua
2014-12-01
Full Text Available We introduce a new notion called fractional stochastic nonlocal condition, and then we study approximate controllability of class of fractional stochastic nonlinear differential equations of Sobolev type in Hilbert spaces. We use Hölder's inequality, fixed point technique, fractional calculus, stochastic analysis and methods adopted directly from deterministic control problems for the main results. A new set of sufficient conditions is formulated and proved for the fractional stochastic control system to be approximately controllable. An example is given to illustrate the abstract results.
Geng, Lingling; Yu, Yongguang; Zhang, Shuo
2016-09-01
In this paper, the function projective synchronization between integer-order and stochastic fractional-order nonlinear systems is investigated. Firstly, according to the stability theory of fractional-order systems and tracking control, a controller is designed. At the same time, based on the orthogonal polynomial approximation, the method of transforming stochastic error system into an equivalent deterministic system is given. Thus, the stability of the stochastic error system can be analyzed through its equivalent deterministic one. Finally, to demonstrate the effectiveness of the proposed scheme, the function projective synchronization between integer-order Lorenz system and stochastic fractional-order Chen system is studied.
Robust reliable guaranteed cost control for nonlinear singular stochastic systems with time delay
Institute of Scientific and Technical Information of China (English)
Zhang Aiqing; Fang Huajing
2008-01-01
To study the design problem of robust reliable guaranteed cost controller for nonlinear singular stochastic systems,the Takagi-Sugeno(T-S)fuzzy model is used to represent a nonlinear singular stochastic system with norm-bounded parameter uncertainties and time delay.Based on the linear matrix inequality(LMI)techniques and stability theory of stochastic differential equations,a stochastic Lyapunov function method is adopted to design a state feedback fuzzy controller.The resulting closed-loop fuzzy system is robustly reliable stochastically stable,and the corresponding quadratic cost function is guarauteed to be no more than a certain upper bound for all admissible uncertainties,as well as different actuator fault cases.A sufficient condition of existence and design method of robust reliable guaranteed cost controller is presented.Finally,a numerical simulation is given to illustrate the effectiveness of the proposed method.
Stochastic dynamics for reinfection by transmitted diseases
Barros, Alessandro S.; Pinho, Suani T. R.
2017-06-01
The use of stochastic models to study the dynamics of infectious diseases is an important tool to understand the epidemiological process. For several directly transmitted diseases, reinfection is a relevant process, which can be expressed by endogenous reactivation of the pathogen or by exogenous reinfection due to direct contact with an infected individual (with smaller reinfection rate σ β than infection rate β ). In this paper, we examine the stochastic susceptible, infected, recovered, infected (SIRI) model simulating the endogenous reactivation by a spontaneous reaction, while exogenous reinfection by a catalytic reaction. Analyzing the mean-field approximations of a site and pairs of sites, and Monte Carlo (MC) simulations for the particular case of exogenous reinfection, we obtained continuous phase transitions involving endemic, epidemic, and no transmission phases for the simple approach; the approach of pairs is better to describe the phase transition from endemic phase (susceptible, infected, susceptible (SIS)-like model) to epidemic phase (susceptible, infected, and removed or recovered (SIR)-like model) considering the comparison with MC results; the reinfection increases the peaks of outbreaks until the system reaches endemic phase. For the particular case of endogenous reactivation, the approach of pairs leads to a continuous phase transition from endemic phase (SIS-like model) to no transmission phase. Finally, there is no phase transition when both effects are taken into account. We hope the results of this study can be generalized for the susceptible, exposed, infected, and removed or recovered (SEIRIE) model, for which the state exposed (infected but not infectious), describing more realistically transmitted diseases such as tuberculosis. In future work, we also intend to investigate the effect of network topology on phase transitions when the SIRI model describes both transmitted diseases (σ 1 ).
Sun, Yahui; Hong, Ling; Jiang, Jun; Li, Zigang
This paper proposes an efficient but simple method to determine the approximate stationary probability distribution around periodic attractors of nonautonomous nonlinear systems under multiple time-dependent parametric noises and estimate the critical noise intensity for noise-induced explosive bifurcations under a given confidence probability. After adopting a stroboscopic map constructed by a method with higher accuracy and efficiency, nonautonomous dynamical systems around periodic attractors are transformed into mapping ones. Then the mean-square analysis method of discrete systems is used to derive the stochastic sensitivity function. Based on the confidence ellipses of stochastic attractors and the global structure of deterministic nonlinear systems, the critical noise intensity of noise-induced explosive bifurcations under a given confidence probability is estimated. A Mathieu-Duffing oscillator under both multiplicative and additive noises is studied to show the validity of the proposed method.
Reliability-based Dynamic Network Design with Stochastic Networks
Li, H.
2009-01-01
Transportation systems are stochastic and dynamic systems. The road capacities and the travel demand are fluctuating from time to time within a day and at the same time from day to day. For road users, the travel time and travel costs experienced over time and space are stochastic, thus desire relia
Alexandrov, D. V.; Bashkirtseva, I. A.; Ryashko, L. B.
2016-08-01
In this work, a non-linear dynamics of a simple three-dimensional climate model in the presence of stochastic forcing is studied. We demonstrate that a dynamic scenario of mixed-mode stochastic oscillations of the climate system near its equilibrium can be formed. As this takes place, a growth of noise intensity increases the frequency of interspike intervals responsible for the abrupt climate changes. In addition, a certain enhancement of stochastic forcing abruptly increases the atmospheric carbon dioxide and decreases the Earth's ice mass. A transition from order to chaos occurring at a critical noise is shown.
Identification and stochastic control of helicopter dynamic modes
Molusis, J. A.; Bar-Shalom, Y.
1983-01-01
A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.
Institute of Scientific and Technical Information of China (English)
周少波; 薛明皋
2014-01-01
The paper develops exponential stability of the analytic solution and convergence in probability of the numerical method for highly nonlinear hybrid stochastic pantograph equation. The classical linear growth condition is replaced by polynomial growth conditions, under which there exists a unique global solution and the solution is almost surely exponen-tially stable. On the basis of a series of lemmas, the paper establishes a new criterion on convergence in probability of the Euler-Maruyama approximate solution. The criterion is very general so that many highly nonlinear stochastic pantograph equations can obey these conditions. A highly nonlinear example is provided to illustrate the main theory.
Nonlinear functional response parameter estimation in a stochastic predator-prey model.
Gilioli, Gianni; Pasquali, Sara; Ruggeri, Fabrizio
2012-01-01
Parameter estimation for the functional response of predator-prey systems is a critical methodological problem in population ecology. In this paper we consider a stochastic predator-prey system with non-linear Ivlev functional response and propose a method for model parameter estimation based on time series of field data. We tackle the problem of parameter estimation using a Bayesian approach relying on a Markov Chain Monte Carlo algorithm. The efficiency of the method is tested on a set of simulated data. Then, the method is applied to a predator-prey system of importance for Integrated Pest Management and biological control, the pest mite Tetranychus urticae and the predatory mite Phytoseiulus persimilis. The model is estimated on a dataset obtained from a field survey. Finally, the estimated model is used to forecast predator-prey dynamics in similar fields, with slightly different initial conditions.
Zuo, Wenjie; Jiang, Daqing
2016-07-01
In this paper, we investigate the dynamics of the stochastic autonomous and non-autonomous predator-prey systems with nonlinear predator harvesting respectively. For the autonomous system, we first give the existence of the global positive solution. Then, in the case of persistence, we prove that there exists a unique stationary distribution and it has ergodicity by constructing a suitable Lyapunov function. The result shows that, the relatively weaker white noise will strengthen the stability of the system, but the stronger white noise will result in the extinction of one or two species. Particularly, for the non-autonomous periodic system, we show that there exists at least one nontrivial positive periodic solution according to the theory of Khasminskii. Finally, numerical simulations illustrate our theoretical results.
International Conference on Applications in Nonlinear Dynamics
Longhini, Patrick; Palacios, Antonio
2017-01-01
This book presents collaborative research works carried out by experimentalists and theorists around the world in the field of nonlinear dynamical systems. It provides a forum for applications of nonlinear systems while solving practical problems in science and engineering. Topics include: Applied Nonlinear Optics, Sensor, Radar & Communication Signal Processing, Nano Devices, Nonlinear Biomedical Applications, Circuits & Systems, Coupled Nonlinear Oscillator, Precision Timing Devices, Networks, and other contemporary topics in the general field of Nonlinear Science. This book provides a comprehensive report of the various research projects presented at the International Conference on Applications in Nonlinear Dynamics (ICAND 2016) held in Denver, Colorado, 2016. It can be a valuable tool for scientists and engineering interested in connecting ideas and methods in nonlinear dynamics with actual design, fabrication and implementation of engineering applications or devices.
The Dynamics of Nonlinear Inference
Kadakia, Nirag
The determination of the hidden states of coupled nonlinear systems is frustrated by the presence of high-dimensionality, chaos, and sparse observability. This problem resides naturally in a Bayesian context: an underlying physical process produces a data stream, which - though noisy and incomplete - can in principle be inverted to express the likelihood of the underlying process itself. A large class of well-developed methods treat this problem in a sequential predict-and-correct manner that alternates information from the presumed dynamical model with information from the data. One might instead formulate this problem in a temporally global, non-sequential manner, which suggests new avenues of approach within an optimization context, but also poses new challenges in numerical implementation. The variational annealing (VA) technique is proposed to address these problems by leveraging an inherent separability between the convex and nonconvex contributions of the resulting functional forms. VA is shown to reliably track unobservable states in sparsely observed chaotic systems, as well as in minimally-observed biophysical neural models. Second, this problem can be formally cast in continuous time as a Wiener path integral, which then suggests classical solutions derived from Hamilton's principle. These solutions come with their own difficulties in that they comprise an unstable boundary-value problem. Accordingly, a further technique called Hamiltonian variational annealing is proposed, which again exploits an existing separability of convexity and nonlinearity, this time in a an enlarged manifold constrained by underlying symmetries. A running theme in this thesis is that the optimal estimate of a nonlinear system is itself a dynamical system that lives in an unstable, symplectic manifold. When this system is recast in a variational context, instability is manifested as nonconvexity, the central idea being that when this nonconvexity is incorporated in a systematic
Effects of noise on the phase dynamics of nonlinear oscillators
Daffertshofer, A.
1998-07-01
Various properties of human rhythmic movements have been successfully modeled using nonlinear oscillators. However, despite some extensions towards stochastical differential equations, these models do not comprise different statistical features that can be explained by nondynamical statistics. For instance, one observes certain lag one serial correlation functions for consecutive periods during periodic motion. This work aims at an extension of dynamical descriptions in terms of stochastically forced nonlinear oscillators such as ξ¨+ω20ξ=n(ξ,ξ˙)+q(ξ,ξ˙)Ψ(t), where the nonlinear function n(ξ,ξ˙) generates a limit cycle and Ψ(t) denotes colored noise that is multiplied via q(ξ,ξ˙). Nonlinear self-excited systems have been frequently investigated, particularly emphasizing stability properties and amplitude evolution. Thus, one can focus on the effects of noise on the frequency or phase dynamics that can be analyzed by use of time-dependent Fokker-Planck equations. It can be shown that noise multiplied via polynoms of arbitrary finite order cannot generate the desired period correlation but predominantly results in phase diffusion. The system is extended in terms of forced oscillators in order to find a minimal model producing the required error correction.
Safety Analysis of Stochastic Dynamical Systems
DEFF Research Database (Denmark)
Sloth, Christoffer; Wisniewski, Rafael
2015-01-01
This paper presents a method for verifying the safety of a stochastic system. In particular, we show how to compute the largest set of initial conditions such that a given stochastic system is safe with probability p. To compute the set of initial conditions we rely on the moment method that via...
Dynamic consistency for Stochastic Optimal Control problems
Carpentier, Pierre; Cohen, Guy; De Lara, Michel; Girardeau, Pierre
2010-01-01
For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step $t_0$, the decision maker formulates an optimization problem that yields optimal decision rules for all the forthcoming time step $t_0, t_1, ..., T$; at the next time step $t_1$, he is able to formulate a new optimization problem starting at time $t_1$ that yields a new sequence of optimal decision rules. This process can be continued until final time $T$ is reached. A family of optimization problems formulated in this way is said to be time consistent if the optimal strategies obtained when solving the original problem remain optimal for all subsequent problems. The notion of time consistency, well-known in the field of Economics, has been recently introduced in the context of risk measures, notably by Artzner et al. (2007) and studied in the Stochastic Programming framework by Shapiro (2009) and for Markov Decision Processes...
Extending Newtonian Dynamics to Include Stochastic Processes
Zak, Michail
2009-01-01
A paper presents further results of continuing research reported in several previous NASA Tech Briefs articles, the two most recent being Stochastic Representations of Chaos Using Terminal Attractors (NPO-41519), [Vol. 30, No. 5 (May 2006), page 57] and Physical Principle for Generation of Randomness (NPO-43822) [Vol. 33, No. 5 (May 2009), page 56]. This research focuses upon a mathematical formalism for describing post-instability motions of a dynamical system characterized by exponential divergences of trajectories leading to chaos (including turbulence as a form of chaos). The formalism involves fictitious control forces that couple the equations of motion of the system with a Liouville equation that describes the evolution of the probability density of errors in initial conditions. These stabilizing forces create a powerful terminal attractor in probability space that corresponds to occurrence of a target trajectory with probability one. The effect in configuration space (ordinary three-dimensional space as commonly perceived) is to suppress exponential divergences of neighboring trajectories without affecting the target trajectory. As a result, the post-instability motion is represented by a set of functions describing the evolution of such statistical quantities as expectations and higher moments, and this representation is stable.
Stochastic single-molecule dynamics of synaptic membrane protein domains
Kahraman, Osman; Haselwandter, Christoph A
2016-01-01
Motivated by single-molecule experiments on synaptic membrane protein domains, we use a stochastic lattice model to study protein reaction and diffusion processes in crowded membranes. We find that the stochastic reaction-diffusion dynamics of synaptic proteins provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the single-molecule trajectories observed for synaptic proteins, and spatially inhomogeneous protein lifetimes at the cell membrane. Our results suggest that central aspects of the single-molecule and collective dynamics observed for membrane protein domains can be understood in terms of stochastic reaction-diffusion processes at the cell membrane.
Attractors for stochastic lattice dynamical systems with a multiplicative noise
Institute of Scientific and Technical Information of China (English)
Tomás CARABALLO; Kening LU
2008-01-01
In this paper,we consider a stochastic lattice differential equation with diffusive nearest neighbor interaction,a dissipative nonlinear reaction term,and multiplicative white noise at each node.We prove the existence of a compact global random attractor which,pulled back,attracts tempered random bounded sets.
Stochastic solution of a nonlinear fractional differential equation
Cipriano, F; Ouerdiane, H.; Mendes, R. Vilela
2008-01-01
A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which are spectral integrals of Levy processes
Estimation and Analysis of Nonlinear Stochastic Systems. Ph.D. Thesis
Marcus, S. I.
1975-01-01
The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.
Stochastic system identification in structural dynamics
Safak, Erdal
1988-01-01
Recently, new identification methods have been developed by using the concept of optimal-recursive filtering and stochastic approximation. These methods, known as stochastic identification, are based on the statistical properties of the signal and noise, and do not require the assumptions of current methods. The criterion for stochastic system identification is that the difference between the recorded output and the output from the identified system (i.e., the residual of the identification) should be equal to white noise. In this paper, first a brief review of the theory is given. Then, an application of the method is presented by using ambient vibration data from a nine-story building.
Controllability of nonlinear stochastic systems with multiple time-varying delays in control
Directory of Open Access Journals (Sweden)
Karthikeyan Shanmugasundaram
2015-06-01
Full Text Available This paper is concerned with the problem of controllability of semi-linear stochastic systems with time varying multiple delays in control in finite dimensional spaces. Sufficient conditions are established for the relative controllability of semilinear stochastic systems by using the Banach fixed point theorem. A numerical example is given to illustrate the application of the theoretical results. Some important comments are also presented on existing results for the stochastic controllability of fractional dynamical systems.
Microtubules: dynamically unstable stochastic phase-switching polymers
Zakharov, P. N.; Arzhanik, V. K.; Ulyanov, E. V.; Gudimchuk, N. B.; Ataullakhanov, F. I.
2016-08-01
One of the simplest molecular motors, a biological microtubule, is reviewed as an example of a highly nonequilibrium molecular machine capable of stochastic transitions between slow growth and rapid disassembly phases. Basic properties of microtubules are described, and various approaches to simulating their dynamics, from statistical chemical kinetics models to molecular dynamics models using the Metropolis Monte Carlo and Brownian dynamics methods, are outlined.
RESEARCH ON NONLINEAR PROBLEMS IN STRUCTURAL DYNAMICS.
Research on nonlinear problems structural dynamics is briefly summarized. Panel flutter was investigated to make a critical comparison between theory...panel flutter in aerospace vehicles, plausible simplifying assumptions are examined in the light of experimental results. Structural dynamics research
A unified theory of chaos linking nonlinear dynamics and statistical physics
Poon, Chi-Sang; Wu, Guo-Qiang
2010-01-01
A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene expression or stock exchange to quantum chaos. Traditionally, deterministic chaos is characterized by "sensitive dependence on initial conditions" as indicated by a positive Lyapunov exponent. However, ambiguity arises when applying this criterion to real-world data that are corrupted by measurement noise or perturbed nonautonomously by exogenous deterministic or stochastic inputs. Here, we show that a positive Lyapunov exponent is surprisingly neither necessary nor sufficient proof of deterministic chaos, and that a nonlinear dynamical system under deterministic or stochastic forcing may exhibit multiple forms of nonautonomous chaos assessable by a noise titration assay. These findings lay the foundation for reliable analysis of low-dimensional chaos for complex systems modeling an...
Directory of Open Access Journals (Sweden)
Wen-Jer Chang
2014-01-01
Full Text Available For nonlinear discrete-time stochastic systems, a fuzzy controller design methodology is developed in this paper subject to state variance constraint and passivity constraint. According to fuzzy model based control technique, the nonlinear discrete-time stochastic systems considered in this paper are represented by the discrete-time Takagi-Sugeno fuzzy models with multiplicative noise. Employing Lyapunov stability theory, upper bound covariance control theory, and passivity theory, some sufficient conditions are derived to find parallel distributed compensation based fuzzy controllers. In order to solve these sufficient conditions, an iterative linear matrix inequality algorithm is applied based on the linear matrix inequality technique. Finally, the fuzzy stabilization problem for nonlinear discrete ship steering stochastic systems is investigated in the numerical example to illustrate the feasibility and validity of proposed fuzzy controller design method.
Institute of Scientific and Technical Information of China (English)
Chang-shui FENG; Wei-qiu ZHU
2009-01-01
We studied the response of harmonically and stochastically excited strongly nonlinear oscillators with delayed feedback bang-bang control using the stochastic averaging method. First, the time-delayed feedback bang-bang control force is expressed approximately in terms of the system state variables without time delay. Then the averaged Ito stochastic differential equations for the system are derived using the stochastic averaging method. Finally, the response of the system is obtained by solving the Fokker-Plank-Kolmogorov (FPK) equation associated with the averaged Ito equations. A Duffing oscillator with time-delayed feedback bang-bang control under combined harmonic and white noise excitations is taken as an example to illus-trate the proposed method. The analytical results are confirmed by digital simulation. We found that the time delay in feedback bang-bang control will deteriorate the control effectiveness and cause bifurcation of stochastic jump of Duffing oscillator.
Spatial stochastic dynamics enable robust cell polarization.
Directory of Open Access Journals (Sweden)
Michael J Lawson
Full Text Available Although cell polarity is an essential feature of living cells, it is far from being well-understood. Using a combination of computational modeling and biological experiments we closely examine an important prototype of cell polarity: the pheromone-induced formation of the yeast polarisome. Focusing on the role of noise and spatial heterogeneity, we develop and investigate two mechanistic spatial models of polarisome formation, one deterministic and the other stochastic, and compare the contrasting predictions of these two models against experimental phenotypes of wild-type and mutant cells. We find that the stochastic model can more robustly reproduce two fundamental characteristics observed in wild-type cells: a highly polarized phenotype via a mechanism that we refer to as spatial stochastic amplification, and the ability of the polarisome to track a moving pheromone input. Moreover, we find that only the stochastic model can simultaneously reproduce these characteristics of the wild-type phenotype and the multi-polarisome phenotype of a deletion mutant of the scaffolding protein Spa2. Significantly, our analysis also demonstrates that higher levels of stochastic noise results in increased robustness of polarization to parameter variation. Furthermore, our work suggests a novel role for a polarisome protein in the stabilization of actin cables. These findings elucidate the intricate role of spatial stochastic effects in cell polarity, giving support to a cellular model where noise and spatial heterogeneity combine to achieve robust biological function.
Representation of nonlinear random transformations by non-gaussian stochastic neural networks.
Turchetti, Claudio; Crippa, Paolo; Pirani, Massimiliano; Biagetti, Giorgio
2008-06-01
The learning capability of neural networks is equivalent to modeling physical events that occur in the real environment. Several early works have demonstrated that neural networks belonging to some classes are universal approximators of input-output deterministic functions. Recent works extend the ability of neural networks in approximating random functions using a class of networks named stochastic neural networks (SNN). In the language of system theory, the approximation of both deterministic and stochastic functions falls within the identification of nonlinear no-memory systems. However, all the results presented so far are restricted to the case of Gaussian stochastic processes (SPs) only, or to linear transformations that guarantee this property. This paper aims at investigating the ability of stochastic neural networks to approximate nonlinear input-output random transformations, thus widening the range of applicability of these networks to nonlinear systems with memory. In particular, this study shows that networks belonging to a class named non-Gaussian stochastic approximate identity neural networks (SAINNs) are capable of approximating the solutions of large classes of nonlinear random ordinary differential transformations. The effectiveness of this approach is demonstrated and discussed by some application examples.
Spatial heterogeneity, nonlinear dynamics and chaos in infectious diseases.
Grenfell, B T; Kleczkowski, A; Gilligan, C A; Bolker, B M
1995-06-01
There is currently considerable interest in the role of nonlinear phenomena in the population dynamics of infectious diseases. Childhood diseases such as measles are particularly well documented dynamically, and have recently been the subject of analyses (of both models and notification data) to establish whether the pattern of epidemics is chaotic. Though the spatial dynamics of measles have also been extensively studied, spatial and nonlinear dynamics have only recently been brought together. The present review concentrates mainly on describing this synthesis. We begin with a general review of the nonlinear dynamics of measles models, in a spatially homogeneous environment. Simple compartmental models (specifically the SEIR model) can behave chaotically, under the influence of strong seasonal 'forcing' of infection rate associated with patterns of schooling. However, adding observed heterogeneities such as age structure can simplify the deterministic dynamics back to limit cycles. By contrast all current strongly seasonally forced stochastic models show large amplitude irregular fluctuations, with many more 'fadeouts' of infection that is observed in real communities of similar size. This indicates that (social and/or geographical) spatial heterogeneity is needed in the models. We review the exploration of this problem with nonlinear spatiotemporal models. The few studies to date indicate that spatial heterogeneity can help to increase the realism of models. However, a review of nonlinear analyses of spatially subdivided measles data show that more refinements of the models (particularly in representing the impact of human demographic changes on infection dynamics) are required. We conclude with a discussion of the implication of these results for the dynamics of infectious diseases in general and, in particular, the possibilities of cross fertilization between human disease epidemiology and the study of plant and animal diseases.
Finite-time stabilization for a class of stochastic nonlinear systems via output feedback.
Zha, Wenting; Zhai, Junyong; Fei, Shumin; Wang, Yunji
2014-05-01
This paper investigates the problem of global finite-time stabilization in probability for a class of stochastic nonlinear systems. The drift and diffusion terms satisfy lower-triangular or upper-triangular homogeneous growth conditions. By adding one power integrator technique, an output feedback controller is first designed for the nominal system without perturbing nonlinearities. Based on homogeneous domination approach and stochastic finite-time stability theorem, it is proved that the solution of the closed-loop system will converge to the origin in finite time and stay at the origin thereafter with probability one. Two simulation examples are presented to illustrate the effectiveness of the proposed design procedure.
Nonlinear Dynamical Analysis of Fibrillation
Kerin, John A.; Sporrer, Justin M.; Egolf, David A.
2013-03-01
The development of spatiotemporal chaotic behavior in heart tissue, termed fibrillation, is a devastating, life-threatening condition. The chaotic behavior of electrochemical signals, in the form of spiral waves, causes the muscles of the heart to contract in an incoherent manner, hindering the heart's ability to pump blood. We have applied the mathematical tools of nonlinear dynamics to large-scale simulations of a model of fibrillating heart tissue to uncover the dynamical modes driving this chaos. By studying the evolution of Lyapunov vectors and exponents over short times, we have found that the fibrillating tissue is sensitive to electrical perturbations only in narrow regions immediately in front of the leading edges of spiral waves, especially when these waves collide, break apart, or hit the edges of the tissue sample. Using this knowledge, we have applied small stimuli to areas of varying sensitivity. By studying the evolution of the effects of these perturbations, we have made progress toward controlling the electrochemical patterns associated with heart fibrillation. This work was supported by the U.S. National Science Foundation (DMR-0094178) and Research Corporation.
A non-linear stochastic model for an office building with air infiltration
Directory of Open Access Journals (Sweden)
Anders Thavlov
2015-06-01
Full Text Available This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model parameters are estimated using a maximum-likelihood technique. Based on the maximum-likelihood value, the different models are statistically compared to each other using Wilk's likelihood ratio test. The model showing the best performance is finally verified in both the time domain and the frequency domain using the auto-correlation function and cumulated periodogram. The proposed model which includes air-infiltration shows a significant improvement compared to previously proposed linear models. The model has subsequently been used in applications for provision of power system services, e.g. by providing heat load reduction during peak load hours, control of indoor air temperature and for generating forecasts of power consumption from space heating.
Unmodeled Dynamics in Robust Nonlinear Control
2000-08-01
IEEE Transactions on Automatic Control , vol. 44, pp. 1975–1981, 1999. [6] D. Bestle...systems,” IEEE Transactions on Automatic Control , vol. 41, pp. 876–880, 1996. 95 [9] C.I. Byrnes and A. Isidori, “New results and examples in...Output-feedback stochastic nonlinear stabilization,” IEEE Transactions on Automatic Control , vol. 44, pp. 328–333, 1999. [14] J. Eker and K.J.
Nonlinear Approach in Nuclear Dynamics
Gridnev, K. A.; Kartavenko, V. G.; Greiner, W.
2002-11-01
Attention is focused on the various approaches that use the concept of nonlinear dispersive waves (solitons) in nonrelativistic nuclear physics. The problem of dynamical instability and clustering (stable fragments formation) in a breakup of excited nuclear systems are considered from the points of view of the soliton concept. It is shown that the volume (spinodal) instability can be associated with nonlinear terms, and the surface (Rayleigh-Taylor type) instability, with the dispersion terms in the evolution equations. The both instabilities may compensate each other and lead to stable solutions (solitons). A static scission configuration in cold ternary fission is considered in the framework of mean field approach. We suggest to use the inverse mean field method to solve single-particle Schrödinger equation, instead of constrained selfconsistent Hartree-Fock equations. It is shown, that it is possible to simulate one-dimensional three-center system in the approximation of reflectless single-particle potentials. The soliton-like solutions of the Korteweg-de Vries equation are using to describe collective excitations of nuclei observed in inelastic alpha-particle and proton scattering. The analogy between fragmentation into parts of nuclei and buckyballs has led us to the idea of light nuclei as quasi-crystals. We establish that the quasi-crystalline structure can be formed when the distance between the alpha-particles is comparable with the length of the De Broglia wave of the alpha-particle. Applying this model to the scattering of alpha-particles we obtain that the form factor of the clusterized nucleus can be factorized into the formfactor of the cluster and the density of clusters in the nucleus. It gives possibility to study the distribution of clusters in nuclei and to resolve what kind of distribution we are dealing with: a surface or volume one.
Nonlinear Chemical Dynamics and Synchronization
Li, Ning
Alan Turing's work on morphogenesis, more than half a century ago, continues to motivate and inspire theoretical and experimental biologists even today. That said, there are very few experimental systems for which Turing's theory is applicable. In this thesis we present an experimental reaction-diffusion system ideally suited for testing Turing's ideas in synthetic "cells" consisting of microfluidically produced surfactant-stabilized emulsions in which droplets containing the Belousov-Zhabotinsky (BZ) oscillatory chemical reactants are dispersed in oil. The BZ reaction has become the prototype of nonlinear dynamics in chemistry and a preferred system for exploring the behavior of coupled nonlinear oscillators. Our system consists of a surfactant stabilized monodisperse emulsion of drops of aqueous BZ solution dispersed in a continuous phase of oil. In contrast to biology, here the chemistry is understood, rate constants are measured and interdrop coupling is purely diffusive. We explore a large set of parameters through control of rate constants, drop size, spacing, and spatial arrangement of the drops in lines and rings in one-dimension (1D) and hexagonal arrays in two-dimensions (2D). The Turing model is regarded as a metaphor for morphogenesis in biology but not for prediction. Here, we develop a quantitative and falsifiable reaction-diffusion model that we experimentally test with synthetic cells. We quantitatively establish the extent to which the Turing model in 1D describes both stationary pattern formation and temporal synchronization of chemical oscillators via reaction-diffusion and in 2D demonstrate that chemical morphogenesis drives physical differentiation in synthetic cells.
The Theory of Dynamic Public Transit Priority with Dynamic Stochastic Park and Ride
Directory of Open Access Journals (Sweden)
Chengming Zhu
2014-01-01
Full Text Available Public transit priority is very important for relieving traffic congestion. The connotation of dynamic public transit priority and dynamic stochastic park and ride is presented. Based on the point that the travel cost of public transit is not higher than the travel cost of car, how to determine the level of dynamic public transit priority is discussed. The traffic organization method of dynamic public transit priority is introduced. For dynamic stochastic park and ride, layout principle, scale, and charging standard are discussed. Traveler acceptability is high through the analysis of questionnaire survey. Dynamic public transit priority with dynamic stochastic park and ride has application feasibility.
Fixation, transient landscape, and diffusion dilemma in stochastic evolutionary game dynamics.
Zhou, Da; Qian, Hong
2011-09-01
Agent-based stochastic models for finite populations have recently received much attention in the game theory of evolutionary dynamics. Both the ultimate fixation and the pre-fixation transient behavior are important to a full understanding of the dynamics. In this paper, we study the transient dynamics of the well-mixed Moran process through constructing a landscape function. It is shown that the landscape playing a central theoretical "device" that integrates several lines of inquiries: the stable behavior of the replicator dynamics, the long-time fixation, and continuous diffusion approximation associated with asymptotically large population. Several issues relating to the transient dynamics are discussed: (i) multiple time scales phenomenon associated with intra- and inter-attractoral dynamics; (ii) discontinuous transition in stochastically stationary process akin to Maxwell construction in equilibrium statistical physics; and (iii) the dilemma diffusion approximation facing as a continuous approximation of the discrete evolutionary dynamics. It is found that rare events with exponentially small probabilities, corresponding to the uphill movements and barrier crossing in the landscape with multiple wells that are made possible by strong nonlinear dynamics, plays an important role in understanding the origin of the complexity in evolutionary, nonlinear biological systems.
Time averages, recurrence and transience in the stochastic replicator dynamics
Hofbauer, Josef; 10.1214/08-AAP577
2009-01-01
We investigate the long-run behavior of a stochastic replicator process, which describes game dynamics for a symmetric two-player game under aggregate shocks. We establish an averaging principle that relates time averages of the process and Nash equilibria of a suitably modified game. Furthermore, a sufficient condition for transience is given in terms of mixed equilibria and definiteness of the payoff matrix. We also present necessary and sufficient conditions for stochastic stability of pure equilibria.
Duan, Zhaoxia; Xiang, Zhengrong; Karimi, Hamid Reza
2014-07-01
This paper is concerned with the state feedback control problem for a class of two-dimensional (2D) discrete-time stochastic systems with time-delays, randomly occurring uncertainties and nonlinearities. Both the sector-like nonlinearities and the norm-bounded uncertainties enter into the system in random ways, and such randomly occurring uncertainties and nonlinearities obey certain mutually uncorrelated Bernoulli random binary distribution laws. Sufficient computationally tractable linear matrix inequality-based conditions are established for the 2D nonlinear stochastic time-delay systems to be asymptotically stable in the mean-square sense, and then the explicit expression of the desired controller gains is derived. An illustrative example is provided to show the usefulness and effectiveness of the proposed method.
Fuzzy-stochastic functor machine for general humanoid-robot dynamics.
Ivancevic, V G; Snoswell, M
2001-01-01
In this paper the fuzzy-stochastic-Hamiltonian functor-machine is proposed as a general model for the humanoid-robot dynamics, including all necessary degrees of freedom to match the "realistic" human-like motion. Starting with the continual-sequential generalization of the standard state equation for the linear MIMO-systems, the "meta-cybernetic" model of the "functor-machine" is developed as a three-stage nonlinear description of humanoid dynamics: (1) dissipative, muscle-driven Hamiltonian dynamics, (2) stochastic fluctuations and discrete jumps, and (3) fuzzy inputs, parameters and initial conditions. An example of symmetrical three-dimensional (3-D) load-lifting is used to illustrate all the phases in developing the functor-machine model.
Dynamics and vibrations progress in nonlinear analysis
Kachapi, Seyed Habibollah Hashemi
2014-01-01
Dynamical and vibratory systems are basically an application of mathematics and applied sciences to the solution of real world problems. Before being able to solve real world problems, it is necessary to carefully study dynamical and vibratory systems and solve all available problems in case of linear and nonlinear equations using analytical and numerical methods. It is of great importance to study nonlinearity in dynamics and vibration; because almost all applied processes act nonlinearly, and on the other hand, nonlinear analysis of complex systems is one of the most important and complicated tasks, especially in engineering and applied sciences problems. There are probably a handful of books on nonlinear dynamics and vibrations analysis. Some of these books are written at a fundamental level that may not meet ambitious engineering program requirements. Others are specialized in certain fields of oscillatory systems, including modeling and simulations. In this book, we attempt to strike a balance between th...
Systemic risk in dynamical networks with stochastic failure criterion
Podobnik, B.; Horvatic, D.; Bertella, M. A.; Feng, L.; Huang, X.; Li, B.
2014-06-01
Complex non-linear interactions between banks and assets we model by two time-dependent Erdős-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure —systemic risk— quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold Th (“solvency” parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller Th), the smaller the systemic risk —for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p2 —a condition for the bank to be solvent (active) is stochastic— the systemic risk decreases with decreasing p2. We analyse the asset allocation for the U.S. banks.
Stochastic State Space Modelling of Nonlinear systems - With application to Marine Ecosystems
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg
to conflict with the concept of mass balances. One of the central conclusions of the thesis is that the stochastic formulations should be an integral part of the model formulation. As discrete-time stochastic processes are simpler to handle numerically than continuous-time stochastic processes, I start......This thesis deals with stochastic dynamical systems in discrete and continuous time. Traditionally dynamical systems in continuous time are modelled using Ordinary Differential Equations (ODEs). Even the most complex system of ODEs will not be able to capture every detail of a complex system like...... a natural ecosystem, and hence residual variation between the model and observations will always remain. In stochastic state-space models the residual variation is separated into observation and system noise and a main theme of the thesis is a proper description of the system noise. Additive Gaussian noise...
A LEAP-FROG ALGORITHM FOR STOCHASTIC DYNAMICS
Van Gunsteren, W. F.; Berendsen, H. J. C.
1988-01-01
A third-order algorithm for stochastic dynamics (SD) simulations is proposed, identical to the powerful molecular dynamics leapfrog algorithm in the limit of infinitely small friction coefficient gamma. It belongs to the class of SD algorithms, in which the integration time step Delta t is not
A LEAP-FROG ALGORITHM FOR STOCHASTIC DYNAMICS
Van Gunsteren, W. F.; Berendsen, H. J. C.
1988-01-01
A third-order algorithm for stochastic dynamics (SD) simulations is proposed, identical to the powerful molecular dynamics leapfrog algorithm in the limit of infinitely small friction coefficient gamma. It belongs to the class of SD algorithms, in which the integration time step Delta t is not limit
Long term dynamics of stochastic evolution equations
Bierkens, Gregorius Nicolaas Johannes Cornelis
2010-01-01
Stochastic differential equations with delay are the inspiration for this thesis. Examples of such equations arise in population models, control systems with delay and noise, lasers, economical models, neural networks, environmental pollution and in many other situations. In such models we are often
Long term dynamics of stochastic evolution equations
Bierkens, Gregorius Nicolaas Johannes Cornelis
2010-01-01
Stochastic differential equations with delay are the inspiration for this thesis. Examples of such equations arise in population models, control systems with delay and noise, lasers, economical models, neural networks, environmental pollution and in many other situations. In such models we are often
Research on Nonlinear Dynamical Systems.
1983-01-10
investigated fundamental aspects of functional differential equations, including qualitative questions (stability, nonlinear oscillations ), in 142,45,47,52...Bifurcation in the Duffing equation with several parameters, II. Proc. of the Royal Society of Edinburgh, Series A, 79A (1977), pp.317-326. 1I.J (with ;Ibtoas...Lecture Notes in Mathematics, Vol. 730 (1979). [54] Nonlinear oscillations in equations with delays. Proc. at A.M.S. 10th Summer Seminar on Nonlinear
Nonlinear H{sub {infinity}} control of stochastic time-delay systems with Markovian switching
Energy Technology Data Exchange (ETDEWEB)
Wei Guoliang [School of Information Sciences and Technology, Donghua University, Shanghai 200051 (China); Wang Zidong [School of Information Sciences and Technology, Donghua University, Shanghai 200051 (China); Department of Information Systems and Computing, Brunel University, Uxbridge, Middlesex UB8 3PH (United Kingdom)], E-mail: Zidong.Wang@brunel.ac.uk; Shu Huisheng [Department of Applied Mathematics, Donghua University, Shanghai 200051 (China)
2008-02-15
In this paper, the stabilization and H{sub {infinity}} control problems are investigated for a class of stochastic time-delay systems with both nonlinear disturbances and Markovian jumping parameters. The purpose of the stochastic stabilization problem is to design a memoryless state feedback controller such that, for the addressed nonlinear disturbances as well as Markovian jumping parameters, the closed-loop system is stochastically exponentially stable in the mean square, independent of the time delay. In the H{sub {infinity}} control problem, in addition to the mean-square exponential stability requirement, a prescribed H{sub {infinity}} performance index is required to be achieved. By using Ito's differential formula and the Lyapunov stability theory, sufficient conditions for the solvability of these problems are derived in term of linear matrix inequalities, which can be easily checked by resorting to available software packages. A numerical example is exploited to demonstrate the effectiveness of the proposed results.
Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey
Directory of Open Access Journals (Sweden)
Lifeng Ma
2013-01-01
Full Text Available The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances. Then, the covariance control theory, which serves as a practical method for multi-objective control design as well as a foundation for linear system theory, is reviewed comprehensively. The multiple design requirements frequently applied in engineering practice for the use of evaluating system performances are introduced, including robustness, reliability, and dissipativity. Several design techniques suitable for the multi-objective variance-constrained control and filtering problems for nonlinear stochastic systems are discussed. In particular, as a special case for the multi-objective design problems, the mixed H2/H∞ control and filtering problems are reviewed in great detail. Subsequently, some latest results on the variance-constrained multi-objective control and filtering problems for the nonlinear stochastic systems are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out.
A DELAY-DEPENDENT STABILITY CRITERION FOR NONLINEAR STOCHASTIC DELAY-INTEGRO-DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
Niu Yuanling; Zhang Chengjian; Duan Jinqiao
2011-01-01
A type of complex systems under both random influence and memory effects is considered.The systems are modeled by a class of nonlinear stochastic delay-integrodifferential equations.A delay-dependent stability criterion for such equations is derived under the condition that the time lags are small enough.Numerical simulations are presented to illustrate the theoretical result.
Nonlinear and nonequilibrium dynamics in geomaterials.
TenCate, James A; Pasqualini, Donatella; Habib, Salman; Heitmann, Katrin; Higdon, David; Johnson, Paul A
2004-08-01
The transition from linear to nonlinear dynamical elasticity in rocks is of considerable interest in seismic wave propagation as well as in understanding the basic dynamical processes in consolidated granular materials. We have carried out a careful experimental investigation of this transition for Berea and Fontainebleau sandstones. Below a well-characterized strain, the materials behave linearly, transitioning beyond that point to a nonlinear behavior which can be accurately captured by a simple macroscopic dynamical model. At even higher strains, effects due to a driven nonequilibrium state, and relaxation from it, complicate the characterization of the nonlinear behavior.
Numerical Solution of Stochastic Nonlinear Fractional Differential Equations
El-Beltagy, Mohamed A.
2015-01-07
Using Wiener-Hermite expansion (WHE) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. WHE is the only known expansion that handles the white/colored noise exactly. This work introduces a numerical estimation of the stochastic response of the Duffing oscillator with fractional or variable order damping and driven by white noise. The WHE technique is integrated with the Grunwald-Letnikov approximation in case of fractional order and with Coimbra approximation in case of variable-order damping. The numerical solver was tested with the analytic solution and with Monte-Carlo simulations. The developed mixed technique was shown to be efficient in simulating SPDEs.
On Unique Ergodicity in Nonlinear Stochastic Partial Differential Equations
Glatt-Holtz, Nathan; Mattingly, Jonathan C.; Richards, Geordie
2017-02-01
We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart possesses a finite number of determining modes. Examples exhibiting parabolic and hyperbolic structure are studied in detail. In the later situation we also present a simple framework for establishing the existence of invariant measures when the usual approach relying on the Krylov-Bogolyubov procedure and compactness fails.
On Unique Ergodicity in Nonlinear Stochastic Partial Differential Equations
Glatt-Holtz, Nathan; Mattingly, Jonathan C.; Richards, Geordie
2016-08-01
We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart possesses a finite number of determining modes. Examples exhibiting parabolic and hyperbolic structure are studied in detail. In the later situation we also present a simple framework for establishing the existence of invariant measures when the usual approach relying on the Krylov-Bogolyubov procedure and compactness fails.
Conditional least squares estimation in nonstationary nonlinear stochastic regression models
Jacob, Christine
2010-01-01
Let $\\{Z_n\\}$ be a real nonstationary stochastic process such that $E(Z_n|{\\mathcaligr F}_{n-1})\\stackrel{\\mathrm{a.s.}}{<}\\infty$ and $E(Z^2_n|{\\mathcaligr F}_{n-1})\\stackrel{\\mathrm{a.s.}}{<}\\infty$, where $\\{{\\mathcaligr F}_n\\}$ is an increasing sequence of $\\sigma$-algebras. Assuming that $E(Z_n|{\\mathcaligr F}_{n-1})=g_n(\\theta_0,\
Analysis of the deterministic and stochastic SIRS epidemic models with nonlinear incidence
Liu, Qun; Chen, Qingmei
2015-06-01
In this paper, the deterministic and stochastic SIRS epidemic models with nonlinear incidence are introduced and investigated. For deterministic system, the basic reproductive number R0 is obtained. Furthermore, if R0 ≤ 1, then the disease-free equilibrium is globally asymptotically stable and if R0 > 1, then there is a unique endemic equilibrium which is globally asymptotically stable. For stochastic system, to begin with, we verify that there is a unique global positive solution starting from the positive initial value. Then when R0 > 1, we prove that stochastic perturbations may lead the disease to extinction in scenarios where the deterministic system is persistent. When R0 ≤ 1, a result on fluctuation of the solution around the disease-free equilibrium of deterministic model is obtained under appropriate conditions. At last, if the intensity of the white noise is sufficiently small and R0 > 1, then there is a unique stationary distribution to stochastic system.
Quantum Dynamics of Nonlinear Cavity Systems
Nation, Paul D.
2010-01-01
We investigate the quantum dynamics of three different configurations of nonlinear cavity systems. To begin, we carry out a quantum analysis of a dc superconducting quantum interference device (SQUID) mechanical displacement detector comprised of a SQUID with a mechanically compliant loop segment. The SQUID is approximated by a nonlinear current-dependent inductor, inducing a flux tunable nonlinear Duffing term in the cavity equation of motion. Expressions are derived for the detector signal ...
Nonlinear Dynamic Model Explains The Solar Dynamic
Kuman, Maria
Nonlinear mathematical model in torus representation describes the solar dynamic. Its graphic presentation shows that without perturbing force the orbits of the planets would be circles; only perturbing force could elongate the circular orbits into ellipses. Since the Hubble telescope found that the planetary orbits of other stars in the Milky Way are also ellipses, powerful perturbing force must be present in our galaxy. Such perturbing force is the Sagittarius Dwarf Galaxy with its heavy Black Hole and leftover stars, which we see orbiting around the center of our galaxy. Since observations of NASA's SDO found that magnetic fields rule the solar activity, we can expect when the planets align and their magnetic moments sum up, the already perturbed stars to reverse their magnetic parity (represented graphically as periodic looping through the hole of the torus). We predict that planets aligned on both sides of the Sun, when their magnetic moments sum-up, would induce more flares in the turbulent equatorial zone, which would bulge. When planets align only on one side of the Sun, the strong magnetic gradient of their asymmetric pull would flip the magnetic poles of the Sun. The Sun would elongate pole-to-pole, emit some energy through the poles, and the solar activity would cease. Similar reshaping and emission was observed in stars called magnetars and experimentally observed in super-liquid fast-spinning Helium nanodroplets. We are certain that NASA's SDO will confirm our predictions.
Nonlinear dynamics of the left ventricle.
Munteanu, Ligia; Chiroiu, Calin; Chiroiu, Veturia
2002-05-01
The cnoidal method is applied to solve the set of nonlinear dynamic equations of the left ventricle. By using the theta-function representation of the solutions and a genetic algorithm, the ventricular motion can be described as a linear superposition of cnoidal pulses and additional terms, which include nonlinear interactions among them.
Stochastic hard-sphere dynamics for hydrodynamics of nonideal fluids.
Donev, Aleksandar; Alder, Berni J; Garcia, Alejandro L
2008-08-15
A novel stochastic fluid model is proposed with a nonideal structure factor consistent with compressibility, and adjustable transport coefficients. This stochastic hard-sphere dynamics (SHSD) algorithm is a modification of the direct simulation Monte Carlo algorithm and has several computational advantages over event-driven hard-sphere molecular dynamics. Surprisingly, SHSD results in an equation of state and a pair correlation function identical to that of a deterministic Hamiltonian system of penetrable spheres interacting with linear core pair potentials. The fluctuating hydrodynamic behavior of the SHSD fluid is verified for the Brownian motion of a nanoparticle suspended in a compressible solvent.
Dynamic stochastic accumulation model with application to pension savings management
Directory of Open Access Journals (Sweden)
Melicherčik Igor
2010-01-01
Full Text Available We propose a dynamic stochastic accumulation model for determining optimal decision between stock and bond investments during accumulation of pension savings. Stock prices are assumed to be driven by the geometric Brownian motion. Interest rates are modeled by means of the Cox-Ingersoll-Ross model. The optimal decision as a solution to the corresponding dynamic stochastic program is a function of the duration of saving, the level of savings and the short rate. Qualitative and quantitative properties of the optimal solution are analyzed. The model is tested on the funded pillar of the Slovak pension system. The results are calculated for various risk preferences of a saver.
Stochastic synchronization for time-varying complex dynamical networks
Institute of Scientific and Technical Information of China (English)
Guo Xiao-Yong; Li Jun-Min
2012-01-01
This paper studies the stochastic synchronization problem for time-varying complex dynamical networks. This model is totally different from some existing network models. Based on the Lyapunov stability theory, inequality techniques, and the properties of the Weiner process, some controllers and adaptive laws are designed to ensure achieving stochastic synchronization of a complex dynamical network model. A sufficient synchronization condition is given to ensure that the proposed network model is mean-square stable. Theoretical analysis and numerical simulation fully verify the main results.
Average quantum dynamics of closed systems over stochastic Hamiltonians
Yu, Li
2011-01-01
We develop a master equation formalism to describe the evolution of the average density matrix of a closed quantum system driven by a stochastic Hamiltonian. The average over random processes generally results in decoherence effects in closed system dynamics, in addition to the usual unitary evolution. We then show that, for an important class of problems in which the Hamiltonian is proportional to a Gaussian random process, the 2nd-order master equation yields exact dynamics. The general formalism is applied to study the examples of a two-level system, two atoms in a stochastic magnetic field and the heating of a trapped ion.
Nonlinear Dynamical Modeling and Forecast of ENSO Variability
Feigin, Alexander; Mukhin, Dmitry; Gavrilov, Andrey; Seleznev, Aleksey; Loskutov, Evgeny
2017-04-01
New methodology of empirical modeling and forecast of nonlinear dynamical system variability [1] is applied to study of ENSO climate system. The methodology is based on two approaches: (i) nonlinear decomposition of data [2], that provides low-dimensional embedding for further modeling, and (ii) construction of empirical model in the form of low dimensional random dynamical ("stochastic") system [3]. Three monthly data sets are used for ENSO modeling and forecast: global sea surface temperature anomalies, troposphere zonal wind speed, and thermocline depth; all data sets are limited by 30 S, 30 N and have horizontal resolution 10x10 . We compare results of optimal data decomposition as well as prognostic skill of the constructed models for different combinations of involved data sets. We also present comparative analysis of ENSO indices forecasts fulfilled by our models and by IRI/CPC ENSO Predictions Plume. [1] A. Gavrilov, D. Mukhin, E. Loskutov, A. Feigin, 2016: Construction of Optimally Reduced Empirical Model by Spatially Distributed Climate Data. 2016 AGU Fall Meeting, Abstract NG31A-1824. [2] 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. [3] Ya. Molkov, D. Mukhin, E. Loskutov, A. Feigin, 2012: Random dynamical models from time series. Phys. Rev. E, Vol. 85, n.3.
Noise-correlation-time-mediated localization in random nonlinear dynamical systems
Cabrera, J L; De la Rubia, F J; Cabrera, Juan L.
1999-01-01
We investigate the behavior of the residence times density function for different nonlinear dynamical systems with limit cycle behavior and perturbed parametrically with a colored noise. We present evidence that underlying the stochastic resonancelike behavior with the noise correlation time, there is an effect of optimal localization of the system trajectories in the phase space. This phenomenon is observed in systems with different nonlinearities, suggesting a degree of universality.
Rezaee, Hamed; Abdollahi, Farzaneh
2016-12-06
The leaderless consensus problem over a class of high-order nonlinear multiagent systems (MASs) is studied. A robust protocol is proposed which guarantees achieving consensus in the network in the presences of uncertainties in agents models. Achieving consensus in the case of stochastic links failure is studied as well. Based on the concept super-martingales, it is shown that if the probability of the network connectivity is not zero, under some conditions, achieving almost sure consensus in the network can be guaranteed. Despite existing consensus protocols for high-order stochastic networks, the proposed consensus protocol in this paper is robust to uncertain nonlinearities in the agents models, and it can be designed independent of knowledge on the set of feasible topologies (topologies with nonzero probabilities). Numerical examples for a team of single-link flexible joint manipulators with fourth-order models verify the accuracy of the proposed strategy for consensus control of high-order MASs with uncertain nonlinearities.
Swarming behaviors in multi-agent systems with nonlinear dynamics
Energy Technology Data Exchange (ETDEWEB)
Yu, Wenwu, E-mail: wenwuyu@gmail.com [Department of Mathematics, Southeast University, Nanjing 210096 (China); School of Electrical and Computer Engineering, RMIT University, Melbourne VIC 3001 (Australia); Chen, Guanrong [Department of Electronic Engineering, City University of Hong Kong, Hong Kong (China); Cao, Ming [Faculty of Mathematics and Natural Sciences, ITM, University of Groningen (Netherlands); Lü, Jinhu [Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190 (China); Zhang, Hai-Tao [Department of Control Science and Engineering, State Key Laboratory of Digital Manufacturing Equipment and Technology, Huazhong University of Science and Technology, Wuhan 430074 (China)
2013-12-15
The dynamic analysis of a continuous-time multi-agent swarm model with nonlinear profiles is investigated in this paper. It is shown that, under mild conditions, all agents in a swarm can reach cohesion within a finite time, where the upper bounds of the cohesion are derived in terms of the parameters of the swarm model. The results are then generalized by considering stochastic noise and switching between nonlinear profiles. Furthermore, swarm models with limited sensing range inducing changing communication topologies and unbounded repulsive interactions between agents are studied by switching system and nonsmooth analysis. Here, the sensing range of each agent is limited and the possibility of collision among nearby agents is high. Finally, simulation results are presented to demonstrate the validity of the theoretical analysis.
Swarming behaviors in multi-agent systems with nonlinear dynamics.
Yu, Wenwu; Chen, Guanrong; Cao, Ming; Lü, Jinhu; Zhang, Hai-Tao
2013-12-01
The dynamic analysis of a continuous-time multi-agent swarm model with nonlinear profiles is investigated in this paper. It is shown that, under mild conditions, all agents in a swarm can reach cohesion within a finite time, where the upper bounds of the cohesion are derived in terms of the parameters of the swarm model. The results are then generalized by considering stochastic noise and switching between nonlinear profiles. Furthermore, swarm models with limited sensing range inducing changing communication topologies and unbounded repulsive interactions between agents are studied by switching system and nonsmooth analysis. Here, the sensing range of each agent is limited and the possibility of collision among nearby agents is high. Finally, simulation results are presented to demonstrate the validity of the theoretical analysis.
Directory of Open Access Journals (Sweden)
Shaolin Ji
2013-01-01
Full Text Available This paper is devoted to a stochastic differential game (SDG of decoupled functional forward-backward stochastic differential equation (FBSDE. For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs. Applying the Girsanov transformation method introduced by Buckdahn and Li (2008, the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI equations to the path-dependent ones. By establishing the dynamic programming principal (DPP, we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.
NONLINEAR DYNAMIC ANALYSIS OF FLEXIBLE MULTIBODY SYSTEM
Institute of Scientific and Technical Information of China (English)
A.Y.T.Leung; WuGuorong; ZhongWeifang
2004-01-01
The nonlinear dynamic equations of a multibody system composed of flexible beams are derived by using the Lagrange multiplier method. The nonlinear Euler beam theory with inclusion of axial deformation effect is employed and its deformation field is described by exact vibration modes. A numerical procedure for solving the dynamic equations is presented based on the Newmark direct integration method combined with Newton-Raphson iterative method. The results of numerical examples prove the correctness and efficiency of the method proposed.
Dissipative Nonlinear Dynamics in Holography
Basu, Pallab
2013-01-01
We look at the response of a nonlinearly coupled scalar field in an asymptotically AdS black brane geometry and find a behaviour very similar to that of known dissipative nonlinear systems like the chaotic pendulum. Transition to chaos proceeds through a series of period-doubling bifurcations. The presence of dissipation, crucial to this behaviour, arises naturally in a black hole background from the ingoing conditions imposed at the horizon. AdS/CFT translates our solution to a chaotic response of the operator dual to the scalar field. Our setup can also be used to study quench-like behaviour in strongly coupled nonlinear systems.
Stochastic Stability Analysis for Markovian Jump Neutral Nonlinear Systems
Directory of Open Access Journals (Sweden)
Bo Wang
2012-10-01
Full Text Available In this paper, the stability problem is studied for a class of Markovian jump neutral nonlinear systems with time-varying delay. By Lyapunov-Krasovskii function approach, a novel mean-square exponential stability criterion is derived for the situations that the system's transition rates are completely accessible, partially accessible and non-accessible, respectively. Moreover, the developed stability criterion is extended to the systems with different bounded sector nonlinear constraints. Finally, some numerical examples are provided to illustrate the effectiveness of the proposed methods.
Nonlinear dynamics in distributed systems
Adjali, I; Gell-Mann, Murray; Iqbal Adjali; Jose-Luis Fernandez-Villacanas; Michael Gell
1994-01-01
formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a systematic way using Van Kanpen's expansion method for Markov processes. We present some results for both stationary and time-dependent states. Our approach allows the effect of fluctuations to be explored, particularly in finite systems where such processes assume increasing importance.
Nonlinear dynamics as an engine of computation.
Kia, Behnam; Lindner, John F; Ditto, William L
2017-03-06
Control of chaos teaches that control theory can tame the complex, random-like behaviour of chaotic systems. This alliance between control methods and physics-cybernetical physics-opens the door to many applications, including dynamics-based computing. In this article, we introduce nonlinear dynamics and its rich, sometimes chaotic behaviour as an engine of computation. We review our work that has demonstrated how to compute using nonlinear dynamics. Furthermore, we investigate the interrelationship between invariant measures of a dynamical system and its computing power to strengthen the bridge between physics and computation.This article is part of the themed issue 'Horizons of cybernetical physics'.
Nonlinear dynamics as an engine of computation
Kia, Behnam; Lindner, John F.; Ditto, William L.
2017-03-01
Control of chaos teaches that control theory can tame the complex, random-like behaviour of chaotic systems. This alliance between control methods and physics-cybernetical physics-opens the door to many applications, including dynamics-based computing. In this article, we introduce nonlinear dynamics and its rich, sometimes chaotic behaviour as an engine of computation. We review our work that has demonstrated how to compute using nonlinear dynamics. Furthermore, we investigate the interrelationship between invariant measures of a dynamical system and its computing power to strengthen the bridge between physics and computation. This article is part of the themed issue 'Horizons of cybernetical physics'.
Teaching nonlinear dynamics through elastic cords
Energy Technology Data Exchange (ETDEWEB)
Chacon, R; Galan, C A; Sanchez-Bajo, F, E-mail: rchacon@unex.e [Departamento de Fisica Aplicada, Escuela de IngenierIas Industriales, Universidad de Extremadura, Apartado Postal 382, E-06071 Badajoz (Spain)
2011-01-15
We experimentally studied the restoring force of a length of stretched elastic cord. A simple analytical expression for the restoring force was found to fit all the experimental results for different elastic materials. Remarkably, this analytical expression depends upon an elastic-cord characteristic parameter which exhibits two limiting values corresponding to two nonlinear springs with different Hooke's elastic constants. Additionally, the simplest model of elastic cord dynamics is capable of exhibiting a great diversity of nonlinear phenomena, including bifurcations and chaos, thus providing a suitable alternative model system for discussing the basic essentials of nonlinear dynamics in the context of intermediate physics courses at university level.
MEMS linear and nonlinear statics and dynamics
Younis, Mohammad I
2011-01-01
MEMS Linear and Nonlinear Statics and Dynamics presents the necessary analytical and computational tools for MEMS designers to model and simulate most known MEMS devices, structures, and phenomena. This book also provides an in-depth analysis and treatment of the most common static and dynamic phenomena in MEMS that are encountered by engineers. Coverage also includes nonlinear modeling approaches to modeling various MEMS phenomena of a nonlinear nature, such as those due to electrostatic forces, squeeze-film damping, and large deflection of structures. The book also: Includes examples of nume
Directory of Open Access Journals (Sweden)
Mohamed A. El-Beltagy
2013-01-01
Full Text Available This paper introduces higher-order solutions of the stochastic nonlinear differential equations with the Wiener-Hermite expansion and perturbation (WHEP technique. The technique is used to study the quadratic nonlinear stochastic oscillatory equation with different orders, different number of corrections, and different strengths of the nonlinear term. The equivalent deterministic equations are derived up to third order and fourth correction. A model numerical integral solver is developed to solve the resulting set of equations. The numerical solver is tested and validated and then used in simulating the stochastic quadratic nonlinear oscillatory motion with different parameters. The solution ensemble average and variance are computed and compared in all cases. The current work extends the use of WHEP technique in solving stochastic nonlinear differential equations.
Mathematical modeling and applications in nonlinear dynamics
Merdan, Hüseyin
2016-01-01
The book covers nonlinear physical problems and mathematical modeling, including molecular biology, genetics, neurosciences, artificial intelligence with classical problems in mechanics and astronomy and physics. The chapters present nonlinear mathematical modeling in life science and physics through nonlinear differential equations, nonlinear discrete equations and hybrid equations. Such modeling can be effectively applied to the wide spectrum of nonlinear physical problems, including the KAM (Kolmogorov-Arnold-Moser (KAM)) theory, singular differential equations, impulsive dichotomous linear systems, analytical bifurcation trees of periodic motions, and almost or pseudo- almost periodic solutions in nonlinear dynamical systems. Provides methods for mathematical models with switching, thresholds, and impulses, each of particular importance for discontinuous processes Includes qualitative analysis of behaviors on Tumor-Immune Systems and methods of analysis for DNA, neural networks and epidemiology Introduces...
Wang, Huanqing; Chen, Bing; Liu, Kefu; Liu, Xiaoping; Lin, Chong
2014-05-01
This paper considers the problem of adaptive neural control of stochastic nonlinear systems in nonstrict-feedback form with unknown backlash-like hysteresis nonlinearities. To overcome the design difficulty of nonstrict-feedback structure, variable separation technique is used to decompose the unknown functions of all state variables into a sum of smooth functions of each error dynamic. By combining radial basis function neural networks' universal approximation capability with an adaptive backstepping technique, an adaptive neural control algorithm is proposed. It is shown that the proposed controller guarantees that all the signals in the closed-loop system are four-moment semiglobally uniformly ultimately bounded, and the tracking error eventually converges to a small neighborhood of the origin in the sense of mean quartic value. Simulation results further show the effectiveness of the presented control scheme.
Institute of Scientific and Technical Information of China (English)
Weihai ZHANG; Xuezhen LIU; Shulan KONG; Qinghua LI
2006-01-01
This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also given.
Nonlinear Dynamics of Structures with Material Degradation
Soltani, P.; Wagg, D. J.; Pinna, C.; Whear, R.; Briody, C.
2016-09-01
Structures usually experience deterioration during their working life. Oxidation, corrosion, UV exposure, and thermo-mechanical fatigue are some of the most well-known mechanisms that cause degradation. The phenomenon gradually changes structural properties and dynamic behaviour over their lifetime, and can be more problematic and challenging in the presence of nonlinearity. In this paper, we study how the dynamic behaviour of a nonlinear system changes as the thermal environment causes certain parameters to vary. To this end, a nonlinear lumped mass modal model is considered and defined under harmonic external force. Temperature dependent material functions, formulated from empirical test data, are added into the model. Using these functions, bifurcation parameters are defined and the corresponding nonlinear responses are observed by numerical continuation. A comparison between the results gives a preliminary insight into how temperature induced properties affects the dynamic response and highlights changes in stability conditions of the structure.
Nonlinear dynamics and chaotic phenomena an introduction
Shivamoggi, Bhimsen K
2014-01-01
This book starts with a discussion of nonlinear ordinary differential equations, bifurcation theory and Hamiltonian dynamics. It then embarks on a systematic discussion of the traditional topics of modern nonlinear dynamics -- integrable systems, Poincaré maps, chaos, fractals and strange attractors. The Baker’s transformation, the logistic map and Lorenz system are discussed in detail in view of their central place in the subject. There is a detailed discussion of solitons centered around the Korteweg-deVries equation in view of its central place in integrable systems. Then, there is a discussion of the Painlevé property of nonlinear differential equations which seems to provide a test of integrability. Finally, there is a detailed discussion of the application of fractals and multi-fractals to fully-developed turbulence -- a problem whose understanding has been considerably enriched by the application of the concepts and methods of modern nonlinear dynamics. On the application side, there is a special...
Li, Jin
2011-01-01
In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \\in (1/4,1/2)$ under Dirichlet boundary condition on 2D square domain. First we prove the existence and regularity of the stochastic convolution corresponding to the stochastic non-Newtonian fluids. Then we obtain the existence and uniqueness results for the stochastic non-Newtonian fluids. Under certain condition, the random dynamical system generated by non-Newtonian fluids has a random attractor.
Electricity Market Stochastic Dynamic Model and Its Mean Stability Analysis
Directory of Open Access Journals (Sweden)
Zhanhui Lu
2014-01-01
Full Text Available Based on the deterministic dynamic model of electricity market proposed by Alvarado, a stochastic electricity market model, considering the random nature of demand sides, is presented in this paper on the assumption that generator cost function and consumer utility function are quadratic functions. The stochastic electricity market model is a generalization of the deterministic dynamic model. Using the theory of stochastic differential equations, stochastic process theory, and eigenvalue techniques, the determining conditions of the mean stability for this electricity market model under small Gauss type random excitation are provided and testified theoretically. That is, if the demand elasticity of suppliers is nonnegative and the demand elasticity of consumers is negative, then the stochastic electricity market model is mean stable. It implies that the stability can be judged directly by initial data without any computation. Taking deterministic electricity market data combined with small Gauss type random excitation as numerical samples to interpret random phenomena from a statistical perspective, the results indicate the conclusions above are correct, valid, and practical.
Charalambous, Charalambos D.; Ahmed, Nasir U.
2013-01-01
In this paper, we present two methods which generalize static team theory to dynamic team theory, in the context of continuous-time stochastic nonlinear differential decentralized decision systems, with relaxed strategies, which are measurable to different noisy information structures. For both methods we apply Girsanov's measure transformation to obtain an equivalent dynamic team problem under a reference probability measure, so that the observations and information structures available for ...
Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems
Directory of Open Access Journals (Sweden)
Banga Julio R
2006-11-01
Full Text Available Abstract Background We consider the problem of parameter estimation (model calibration in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector. In order to surmount these difficulties, global optimization (GO methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown structure (i.e. black-box models. In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously
Rural Poverty Dynamics in Kenya: Structural Declines and Stochastic Escapes
Radeny, M.A.O.; Berg, van den M.M.; Schipper, R.A.
2012-01-01
We use panel survey data and household event-histories to explore patterns of rural poverty dynamics in Kenya over the period 2000–2009. We find substantial mobility across poverty categories using economic transition matrices. Drawing on asset-based approaches, we distinguish stochastic from struct
Dynamical Epidemic Suppression Using Stochastic Prediction and Control
2004-10-28
reduce the rate of input of susceptibles. By using the PDF flux, we are able to distinguish regions used in other chaos control schemes that are...use this information in a control algo- stochastic chaos control methods that account specifically for rithm to prevent bursting dynamics (that is, to
Theory and application of nonlinear river dynamics
Institute of Scientific and Technical Information of China (English)
Yu-chuan BAI; Zhao-yin WANG
2014-01-01
A theoretical model for river evolution including riverbed formation and meandering pattern formation is presented in this paper. Based on nonlinear mathematic theory, the nonlinear river dynamic theory is set up for river dynamic process. Its core content includes the stability and tropism characteristics of flow motion in river and river selves’ evolution. The stability of river dynamic process depends on the response of river selves to the external disturbance, if the disturbance and the resulting response will eventually attenuate, and the river dynamics process can be restored to new equilibrium state, the river dynamic process is known as stable;otherwise, the river dynamic process is unstable. The river dynamic process tropism refers to that the evolution tendency of river morphology after the disturbance. As an application of this theory, the dynamical stability of the constant curvature river bend is calculated for its coherent vortex disturbance and response. In addition, this paper discusses the nonlinear evolution of the river peristaltic process under a large-scale disturbance, showing the nonlinear tendency of river dynamic processes, such as river filtering and butterfly effect.
Stochastic Car-Following Model for Explaining Nonlinear Traffic Phenomena
Meng, Jianping; Song, Tao; Dong, Liyun; Dai, Shiqiang
There is a common time parameter for representing the sensitivity or the lag (response) time of drivers in many car-following models. In the viewpoint of traffic psychology, this parameter could be considered as the perception-response time (PRT). Generally, this parameter is set to be a constant in previous models. However, PRT is actually not a constant but a random variable described by the lognormal distribution. Thus the probability can be naturally introduced into car-following models by recovering the probability of PRT. For demonstrating this idea, a specific stochastic model is constructed based on the optimal velocity model. By conducting simulations under periodic boundary conditions, it is found that some important traffic phenomena, such as the hysteresis and phantom traffic jams phenomena, can be reproduced more realistically. Especially, an interesting experimental feature of traffic jams, i.e., two moving jams propagating in parallel with constant speed stably and sustainably, is successfully captured by the present model.
A Weak Solution of a Stochastic Nonlinear Problem
Directory of Open Access Journals (Sweden)
M. L. Hadji
2015-01-01
Full Text Available We consider a problem modeling a porous medium with a random perturbation. This model occurs in many applications such as biology, medical sciences, oil exploitation, and chemical engineering. Many authors focused their study mostly on the deterministic case. The more classical one was due to Biot in the 50s, where he suggested to ignore everything that happens at the microscopic level, to apply the principles of the continuum mechanics at the macroscopic level. Here we consider a stochastic problem, that is, a problem with a random perturbation. First we prove a result on the existence and uniqueness of the solution, by making use of the weak formulation. Furthermore, we use a numerical scheme based on finite differences to present numerical results.
Weak-periodic stochastic resonance in a parallel array of static nonlinearities.
Directory of Open Access Journals (Sweden)
Yumei Ma
Full Text Available This paper studies the output-input signal-to-noise ratio (SNR gain of an uncoupled parallel array of static, yet arbitrary, nonlinear elements for transmitting a weak periodic signal in additive white noise. In the small-signal limit, an explicit expression for the SNR gain is derived. It serves to prove that the SNR gain is always a monotonically increasing function of the array size for any given nonlinearity and noisy environment. It also determines the SNR gain maximized by the locally optimal nonlinearity as the upper bound of the SNR gain achieved by an array of static nonlinear elements. With locally optimal nonlinearity, it is demonstrated that stochastic resonance cannot occur, i.e. adding internal noise into the array never improves the SNR gain. However, in an array of suboptimal but easily implemented threshold nonlinearities, we show the feasibility of situations where stochastic resonance occurs, and also the possibility of the SNR gain exceeding unity for a wide range of input noise distributions.
Stochastic Convection Parameterizations
Teixeira, Joao; Reynolds, Carolyn; Suselj, Kay; Matheou, Georgios
2012-01-01
computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts
Wu, Li-Bing; Yang, Guang-Hong
2017-03-01
This paper investigates the problem of adaptive output neural network (NN) control for a class of stochastic nonaffine and nonlinear systems with actuator dead-zone inputs. First, based on the intermediate value theorem, a novel design scheme that converts the nonaffine system into the corresponding affine system is developed. In particular, the priori knowledge of the bound of the derivative of the nonaffine and nonlinear functions is removed; then, by employing NNs to approximate the appropriate nonlinear functions, the corresponding adaptive NN tracking controller with the adjustable parameter updated laws is designed through a backstepping technique. Furthermore, it is shown that all the closed-loop signals are bounded in probability, and the system output tracking error can converge to a small neighborhood in the sense of a mean quartic value. Finally, experimental simulations are provided to demonstrate the efficiency of the proposed adaptive NN tracking control method.
Molecular dynamics with deterministic and stochastic numerical methods
Leimkuhler, Ben
2015-01-01
This book describes the mathematical underpinnings of algorithms used for molecular dynamics simulation, including both deterministic and stochastic numerical methods. Molecular dynamics is one of the most versatile and powerful methods of modern computational science and engineering and is used widely in chemistry, physics, materials science and biology. Understanding the foundations of numerical methods means knowing how to select the best one for a given problem (from the wide range of techniques on offer) and how to create new, efficient methods to address particular challenges as they arise in complex applications. Aimed at a broad audience, this book presents the basic theory of Hamiltonian mechanics and stochastic differential equations, as well as topics including symplectic numerical methods, the handling of constraints and rigid bodies, the efficient treatment of Langevin dynamics, thermostats to control the molecular ensemble, multiple time-stepping, and the dissipative particle dynamics method...
Nonlinear dynamics new directions models and applications
Ugalde, Edgardo
2015-01-01
This book, along with its companion volume, Nonlinear Dynamics New Directions: Theoretical Aspects, covers topics ranging from fractal analysis to very specific applications of the theory of dynamical systems to biology. This second volume contains mostly new applications of the theory of dynamical systems to both engineering and biology. The first volume is devoted to fundamental aspects and includes a number of important new contributions as well as some review articles that emphasize new development prospects. The topics addressed in the two volumes include a rigorous treatment of fluctuations in dynamical systems, topics in fractal analysis, studies of the transient dynamics in biological networks, synchronization in lasers, and control of chaotic systems, among others. This book also: · Develops applications of nonlinear dynamics on a diversity of topics such as patterns of synchrony in neuronal networks, laser synchronization, control of chaotic systems, and the study of transient dynam...
Dynamic disturbance decoupling for nonlinear systems
Huijberts, H.J.C.; Nijmeijer, H.; Wegen, van der L.L.M.
1992-01-01
In analogy with the dynamic input-output decoupling problem the dynamic disturbance decoupling problem for nonlinear systems is introduced. A local solution of this problem is obtained in the case that the system under consideration is invertible. The solution is given in algebraic as well as in geo
Barbu, Viorel; Bonaccorsi, Stefano; Tubaro, Luciano
2015-01-01
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with variable structure, that is with jump nonlin- earity. The treatment covers the finite dimensional stochastic systems and the stochastic diffusion equation with multiplicative noise.
Dynamical Monte Carlo method for stochastic epidemic models
Aiello, O E
2002-01-01
A new approach to Dynamical Monte Carlo Methods is introduced to simulate markovian processes. We apply this approach to formulate and study an epidemic Generalized SIRS model. The results are in excellent agreement with the forth order Runge-Kutta method in a region of deterministic solution. Introducing local stochastic interactions, the Runge-Kutta method is not applicable, and we solve and check it self-consistently with a stochastic version of the Euler Method. The results are also analyzed under the herd-immunity concept.
Nonlinear-dynamical arrhythmia control in humans.
Christini, D J; Stein, K M; Markowitz, S M; Mittal, S; Slotwiner, D J; Scheiner, M A; Iwai, S; Lerman, B B
2001-05-08
Nonlinear-dynamical control techniques, also known as chaos control, have been used with great success to control a wide range of physical systems. Such techniques have been used to control the behavior of in vitro excitable biological tissue, suggesting their potential for clinical utility. However, the feasibility of using such techniques to control physiological processes has not been demonstrated in humans. Here we show that nonlinear-dynamical control can modulate human cardiac electrophysiological dynamics by rapidly stabilizing an unstable target rhythm. Specifically, in 52/54 control attempts in five patients, we successfully terminated pacing-induced period-2 atrioventricular-nodal conduction alternans by stabilizing the underlying unstable steady-state conduction. This proof-of-concept demonstration shows that nonlinear-dynamical control techniques are clinically feasible and provides a foundation for developing such techniques for more complex forms of clinical arrhythmia.
PATH INTEGRAL SOLUTION OF NONLINEAR DYNAMIC BEHAVIOR OF STRUCTURE UNDER WIND EXCITATION
Institute of Scientific and Technical Information of China (English)
无
2005-01-01
A numerical scheme for the nonlinear behavior of structure under wind excitation is investigated. With the white noise filter of turbulent-wind fluctuations, the nonlinear motion equation of structures subjected to wind load was modeled as the Ito' s stochastic differential equation. The state vector associated with such a model is a diffusion process. A continuous linearization strategy in the time-domain was adopted.Based on the solution series of its stochastic linearization equations, the formal probabilistic density of the structure response was developed by the path integral technique. It is shown by the numerical example of a guyed mast that compared with the frequency-domain method and the time-domain nonlinear analysis, the proposed approach is highlighted by high accuracy and effectiveness. The influence of the structure non-linearity on the dynamic reliability assessment is also analyzed in the example.
Han, Qun; Xu, Wei; Sun, Jian-Qiao
2016-09-01
The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.
Particle dynamics in a relativistic invariant stochastic medium
Cabo-Bizet, A; Cabo-Bizet, Alejandro; Oca, Alejandro Cabo Montes de
2005-01-01
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a function of the proper time of the particles. The equations of motion for a single one-dimensional particle are obtained and numerically solved. A conservation law for the drift momentum of the particle during its random motion is shown. Moreover, the conservation of the mean value of the total linear momentum for two particles repelling each other according with the Coulomb interaction is also following. Therefore, the results indicate the realization of a kind of stochastic Noether theorem in the system under study. Possible applications to the stochastic representation of Quantum Mechanics are advanced.
Nonlinear amplitude dynamics in flagellar beating
Oriola, David; Casademunt, Jaume
2016-01-01
The physical basis of flagellar and ciliary beating is a major problem in biology which is still far from completely understood. The fundamental cytoskeleton structure of cilia and flagella is the axoneme, a cylindrical array of microtubule doublets connected by passive crosslinkers and dynein motor proteins. The complex interplay of these elements leads to the generation of self-organized bending waves. Although many mathematical models have been proposed to understand this process, few attempts have been made to assess the role of dyneins on the nonlinear nature of the axoneme. Here, we investigate the nonlinear dynamics of flagella by considering an axonemal sliding control mechanism for dynein activity. This approach unveils the nonlinear selection of the oscillation amplitudes, which are typically either missed or prescribed in mathematical models. The explicit set of nonlinear equations are derived and solved numerically. Our analysis reveals the spatiotemporal dynamics of dynein populations and flagell...
Stochastic Analysis of Nonlinear Coupled Heave-Pitch Motion for the Truss Spar Platform
Institute of Scientific and Technical Information of China (English)
Wenjun Shen; Yougang Tang
2011-01-01
Considering the static stability and the change of the displacement volume,including the influences of higher order nonlinear terms and the instantaneous wave surface,the nonlinear coupled heave-pitch motion was established in stochastic waves.The responses of heave-pitch coupling motion for the Truss Spar platform were investigated.It was found that,when the characteristic frequency of a stochastic wave is close to the natural heave frequency,the large amplitude pitch motion is induced under the parametric-forced excitation,which is called the Mathieu instability.It was observed that the heave mode energy is transferred to pitch mode when the heave motion amplitude exceeds a certain extent.In addition,the probability of internal resonant heave-pitch motion is greatly reduced while the characteristic wave frequency is away from the natural heave frequency.
Institute of Scientific and Technical Information of China (English)
Shuo Zhang,Yan Zhao,Min Li,; Jianhui Zhao
2015-01-01
The global y optimal recursive filtering problem is stu-died for a class of systems with random parameter matrices, stochastic nonlinearities, correlated noises and missing measure-ments. The stochastic nonlinearities are presented in the system model to reflect multiplicative random disturbances, and the addi-tive noises, process noise and measurement noise, are assumed to be one-step autocorrelated as wel as two-step cross-correlated. A series of random variables is introduced as the missing rates governing the intermittent measurement losses caused by un-favorable network conditions. The aim of the addressed filtering problem is to design an optimal recursive filter for the uncertain systems based on an innovation approach such that the filtering error is global y minimized at each sampling time. A numerical simulation example is provided to il ustrate the effectiveness and applicability of the proposed algorithm.
Modelling Nonlinear Dynamic Textures using Hybrid DWT-DCT and Kernel PCA with GPU
Ghadekar, Premanand Pralhad; Chopade, Nilkanth Bhikaji
2016-12-01
Most of the real-world dynamic textures are nonlinear, non-stationary, and irregular. Nonlinear motion also has some repetition of motion, but it exhibits high variation, stochasticity, and randomness. Hybrid DWT-DCT and Kernel Principal Component Analysis (KPCA) with YCbCr/YIQ colour coding using the Dynamic Texture Unit (DTU) approach is proposed to model a nonlinear dynamic texture, which provides better results than state-of-art methods in terms of PSNR, compression ratio, model coefficients, and model size. Dynamic texture is decomposed into DTUs as they help to extract temporal self-similarity. Hybrid DWT-DCT is used to extract spatial redundancy. YCbCr/YIQ colour encoding is performed to capture chromatic correlation. KPCA is applied to capture nonlinear motion. Further, the proposed algorithm is implemented on Graphics Processing Unit (GPU), which comprise of hundreds of small processors to decrease time complexity and to achieve parallelism.
Dai, Hongzhe; Zheng, Zhibao; Wang, Wei
2017-08-01
In this paper, a novel fractional equivalent linearization (EL) approach is developed by incorporating a fractional derivative term into the classical linearization equation. Due to the introduction of the fractional derivative term, the accuracy of the new linearization is improved, illustrated by a Duffing oscillator that is subjected to a harmonic excitation. Furthermore, a new method for solving stochastic response of nonlinear SDOF system is developed by combining Karhunen-Loève (K-L) expansion and fractional EL. The method firstly decomposes the stochastic excitation in terms of a set of random variables and deterministic sub-excitations using K-L expansion, and then construct sub-fractional equivalent linear system according to each sub-excitation by fractional EL, the response of the original nonlinear system is finally approximated as the weighed summation of the deterministic response of each sub-system multiplied by the corresponding random variable. The random nature of the final response comes from the set of random variables that is obtained in K-L expansion. In this way, the stochastic response computation is converted to a set of deterministic response analysis problems. The effectiveness of the developed method is demonstrated by a Duffing oscillator that is subjected to stochastic excitation modeled by Winner process. The results are compared with the numerical method and Monte Carlo simulation (MCS).
Nonlinear Dynamics and Control of Flexible Structures
1991-03-01
Freedom," Ph.D. Thesis, Department of Theoretical and Applied Mechanics, Cornell University, in preparation. 5I I URI Reorts Islam , Saiful and Mircea...Theoretical and Applied Mechanics I S. Islam Civil and Environmental Engineering I 2! I 3 URI Accomplishments 3 -Nonlinear Dynamics and Chaos in Flexible...Structures with Symmetry," 31 (1991) 265-285. Islam , S. and M. Grigoriu, "Nonlinear Random Vibration of Pin-Jointed Trusses with Imperfections," in
Constrained Optimal Stochastic Control of Non-Linear Wave Energy Point Absorbers
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Chen, Jian-Bing; Kramer, Morten
2014-01-01
The paper deals with the stochastic optimal control of a wave energy point absorber with strong nonlinear buoyancy forces using the reactive force from the electric generator on the absorber as control force. The considered point absorber has only one degree of freedom, heave motion, which is used...... presented in the paper. The effect of nonlinear buoyancy force – in comparison to linear buoyancy force – and constraints of the controller on the power outtake of the device have been studied in details and supported by numerical simulations....
Directory of Open Access Journals (Sweden)
Suxiang He
2014-01-01
Full Text Available An implementable nonlinear Lagrange algorithm for stochastic minimax problems is presented based on sample average approximation method in this paper, in which the second step minimizes a nonlinear Lagrange function with sample average approximation functions of original functions and the sample average approximation of the Lagrange multiplier is adopted. Under a set of mild assumptions, it is proven that the sequences of solution and multiplier obtained by the proposed algorithm converge to the Kuhn-Tucker pair of the original problem with probability one as the sample size increases. At last, the numerical experiments for five test examples are performed and the numerical results indicate that the algorithm is promising.
Application of fast orthogonal search to linear and nonlinear stochastic systems
DEFF Research Database (Denmark)
Chon, K H; Korenberg, M J; Holstein-Rathlou, N H
1997-01-01
linear and nonlinear stochastic ARMA model parameters by using a method known as fast orthogonal search, with an extended model containing prediction errors as part of the model estimation process. The extended algorithm uses fast orthogonal search in a two-step procedure in which deterministic terms...... in the nonlinear difference equation model are first identified and then reestimated, this time in a model containing the prediction errors. Since the extended algorithm uses an orthogonal procedure, together with automatic model order selection criteria, the significant model terms are estimated efficiently...
Teodorescu, Razvan
2009-10-01
Systems of oscillators coupled non-linearly (stochastically or not) are ubiquitous in nature and can explain many complex phenomena: coupled Josephson junction arrays, cardiac pacemaker cells, swarms or flocks of insects and birds, etc. They are know to have a non-trivial phase diagram, which includes chaotic, partially synchronized, and fully synchronized phases. A traditional model for this class of problems is the Kuramoto system of oscillators, which has been studied extensively for the last three decades. The model is a canonical example for non-equilibrium, dynamical phase transitions, so little understood in physics. From a stochastic analysis point of view, the transition is described by the large deviations principle, which offers little information on the scaling behavior near the critical point. I will discuss a special case of the model, which allows a rigorous analysis of the critical properties of the model, and reveals a new, anomalous scaling behavior in the vicinity of the critical point.
On the dynamics of mean-field equations for stochastic neural fields with delays
Touboul, Jonathan
2011-01-01
The cortex is composed of large-scale cell assemblies sharing the same individual properties and receiving the same input, in charge of certain functions, and subject to noise. Such assemblies are characterized by specific space locations and space-dependent delayed interactions. The mean-field equations for such systems were rigorously derived in a recent paper for general models, under mild assumptions on the network, using probabilistic methods. We summarize and investigate general implications of this result. We then address the dynamics of these stochastic neural field equations in the case of firing-rate neurons. This is a unique case where the very complex stochastic mean-field equations exactly reduce to a set of delayed differential or integro-differential equations on the two first moments of the solutions, this reduction being possible due to the Gaussian nature of the solutions. The obtained equations differ from more customary approaches in that it incorporates intrinsic noise levels nonlinearly ...
Institute of Scientific and Technical Information of China (English)
Xiaowu MU; Haijun LIU
2007-01-01
In this paper,a state feedback adaptive stabilization for a class of large-scale stochastic nonlinear systems is designed with Lyapunov and Backstepping method.In the systems there are uncertain terms,whose bounds are governed by a set of unknown parameters.The designed controllers would make the close-loop systems asymptotically stable and adaptive for the unknown parameters.As an application,a second order example is delivered to illustrate the approach.
Uniform Approximate Estimation for Nonlinear Nonhomogenous Stochastic System with Unknown Parameter
2012-01-01
The error bound in probability between the approximate maximum likelihood estimator (AMLE) and the continuous maximum likelihood estimator (MLE) is investigated for nonlinear nonhomogenous stochastic system with unknown parameter. The rates of convergence of the approximations for Itô and ordinary integral are introduced under some regular assumptions. Based on these results, the in probability rate of convergence of the approximate log-likelihood function to the true continuous log-likelihoo...
Fan, Kuangang; Zhang, Yan; Gao, Shujing; Wei, Xiang
2017-09-01
A class of SIR epidemic model with generalized nonlinear incidence rate is presented in this paper. Temporary immunity and stochastic perturbation are also considered. The existence and uniqueness of the global positive solution is achieved. Sufficient conditions guaranteeing the extinction and persistence of the epidemic disease are established. Moreover, the threshold behavior is discussed, and the threshold value R0 is obtained. We show that if R0 1, then the system remains permanent in the mean.
Emergence of stochastic dynamics in plane Couette flow
Gvalani, Rishabh
2016-01-01
Spatially localized states play an important role in transition to turbulence in shear flows (Kawahara, Uhlmann & van Veen, Annu. Rev. Fluid Mech. 44, 203 (2012)). Despite the fact that some of them are attractors on the separatrix between laminar and turbulent flows, little is known of their dynamics. We investigate here the temporal dynamics of such steady spatially localized solutions in the context of plane Couette flow. These solutions exist on oscillating branches in parameter space. We consider the saddle-nodes of these branches as initial conditions of simulations run with offset Reynolds numbers. We observe a relaminarization regime mostly characterized by deterministic dynamics and identify within this regime the existence of parameter intervals in which the results are stochastic and long-lived chaotic transients are observed. These results are obtained below the threshold for transition, shed light on the emergence of stochasticity in transitional plane Couette flow and will likely inform a ra...
Dynamical Imaging using Spatial Nonlinearity
2014-01-29
Imin )/ (Imax + Imin ) = 0.15 for detection of the bars (from maxima to central dip). For our experimental measurements, the best linear visibility is...Statistical theory for incoherent light propagation in nonlinear media, Physical Review E, 65 (2002) 035602. [52] M.J. Bastiaans, Application of the...1238. [53] M.E. Testorf, B.M. Hennelly, J. Ojeda-Castañeda, Phase-space optics : fundamentals and applications , McGraw-Hill, New York, 2010. [54] K.H
Stochastic non-linear oscillator models of EEG: the Alzheimer's disease case
Ghorbanian, Parham; Ramakrishnan, Subramanian; Ashrafiuon, Hashem
2015-01-01
In this article, the Electroencephalography (EEG) signal of the human brain is modeled as the output of stochastic non-linear coupled oscillator networks. It is shown that EEG signals recorded under different brain states in healthy as well as Alzheimer's disease (AD) patients may be understood as distinct, statistically significant realizations of the model. EEG signals recorded during resting eyes-open (EO) and eyes-closed (EC) resting conditions in a pilot study with AD patients and age-matched healthy control subjects (CTL) are employed. An optimization scheme is then utilized to match the output of the stochastic Duffing—van der Pol double oscillator network with EEG signals recorded during each condition for AD and CTL subjects by selecting the model physical parameters and noise intensity. The selected signal characteristics are power spectral densities in major brain frequency bands Shannon and sample entropies. These measures allow matching of linear time varying frequency content as well as non-linear signal information content and complexity. The main finding of the work is that statistically significant unique models represent the EC and EO conditions for both CTL and AD subjects. However, it is also shown that the inclusion of sample entropy in the optimization process, to match the complexity of the EEG signal, enhances the stochastic non-linear oscillator model performance. PMID:25964756
Nonlinear dynamic vibration absorbers with a saturation
Febbo, M.; Machado, S. P.
2013-03-01
The behavior of a new type of nonlinear dynamic vibration absorber is studied. A distinctive characteristic of the proposed absorber is the impossibility to extend the system to infinity. The mathematical formulation is based on a finite extensibility nonlinear elastic potential to model the saturable nonlinearity. The absorber is attached to a single degree-of-freedom linear/nonlinear oscillator subjected to a periodic external excitation. In order to solve the equations of motion and to analyze the frequency-response curves, the method of averaging is used. The performance of the FENE absorber is evaluated considering a variation of the nonlinearity of the primary system, the damping and the linearized frequency of the absorber and the mass ratio. The numerical results show that the proposed absorber has a very good efficiency when the nonlinearity of the primary system increases. When compared with a cubic nonlinear absorber, for a large nonlinearity of the primary system, the FENE absorber shows a better effectiveness for the whole studied frequency range. A complete absence of quasi-periodic oscillations is also found for an appropriate selection of the parameters of the absorber. Finally, direct integrations of the equations of motion are performed to verify the accuracy of the proposed method.
Structural optimization for nonlinear dynamic response.
Dou, Suguang; Strachan, B Scott; Shaw, Steven W; Jensen, Jakob S
2015-09-28
Much is known about the nonlinear resonant response of mechanical systems, but methods for the systematic design of structures that optimize aspects of these responses have received little attention. Progress in this area is particularly important in the area of micro-systems, where nonlinear resonant behaviour is being used for a variety of applications in sensing and signal conditioning. In this work, we describe a computational method that provides a systematic means for manipulating and optimizing features of nonlinear resonant responses of mechanical structures that are described by a single vibrating mode, or by a pair of internally resonant modes. The approach combines techniques from nonlinear dynamics, computational mechanics and optimization, and it allows one to relate the geometric and material properties of structural elements to terms in the normal form for a given resonance condition, thereby providing a means for tailoring its nonlinear response. The method is applied to the fundamental nonlinear resonance of a clamped-clamped beam and to the coupled mode response of a frame structure, and the results show that one can modify essential normal form coefficients by an order of magnitude by relatively simple changes in the shape of these elements. We expect the proposed approach, and its extensions, to be useful for the design of systems used for fundamental studies of nonlinear behaviour as well as for the development of commercial devices that exploit nonlinear behaviour.
Nonlinear Stochastic Analysis of Subharmonic Response of a Shallow Cable
DEFF Research Database (Denmark)
Zhou, Q.; Stærdahl, Jesper Winther; Nielsen, Søren R.K.
2007-01-01
The paper deals with the subharmonic response of a shallow cable due to time variations of the chord length of the equilibrium suspension, caused by time varying support point motions. Initially, the capability of a simple nonlinear two-degree-of-freedom model for the prediction of chaotic...... time-consuming for the finite difference model, most of the results are next based on the reduced model. Under harmonical varying support point motions the stable subharmonic motion consists of a harmonically varying component in the equilibrium plane and a large subharmonic out-of-plane component......, producing a trajectory at the mid-point of shape as an infinity sign. However, when the harmonical variation of the chordwise elongation is replaced by a narrow-banded Gaussian excitation with the same standard deviation and a centre frequency equal to the circular frequency of the harmonic excitation...
Stochastic Computational Approach for Complex Nonlinear Ordinary Differential Equations
Institute of Scientific and Technical Information of China (English)
Junaid Ali Khan; Muhammad Asif Zahoor Raja; Ijaz Mansoor Qureshi
2011-01-01
@@ We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs).The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error.The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique.The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations.We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods.The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy.With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed.%We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs). The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error. The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique. The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations. We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods. The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed.
Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows
Ueckermann, M. P.; Lermusiaux, P. F. J.; Sapsis, T. P.
2013-01-01
The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier-Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.
Evolution of cooperation on stochastic dynamical networks.
Directory of Open Access Journals (Sweden)
Bin Wu
Full Text Available Cooperative behavior that increases the fitness of others at a cost to oneself can be promoted by natural selection only in the presence of an additional mechanism. One such mechanism is based on population structure, which can lead to clustering of cooperating agents. Recently, the focus has turned to complex dynamical population structures such as social networks, where the nodes represent individuals and links represent social relationships. We investigate how the dynamics of a social network can change the level of cooperation in the network. Individuals either update their strategies by imitating their partners or adjust their social ties. For the dynamics of the network structure, a random link is selected and breaks with a probability determined by the adjacent individuals. Once it is broken, a new one is established. This linking dynamics can be conveniently characterized by a Markov chain in the configuration space of an ever-changing network of interacting agents. Our model can be analytically solved provided the dynamics of links proceeds much faster than the dynamics of strategies. This leads to a simple rule for the evolution of cooperation: The more fragile links between cooperating players and non-cooperating players are (or the more robust links between cooperators are, the more likely cooperation prevails. Our approach may pave the way for analytically investigating coevolution of strategy and structure.
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.
Linear and Nonlinear Dynamical Chaos
Chirikov, B V
1997-01-01
Interrelations between dynamical and statistical laws in physics, on the one hand, and between the classical and quantum mechanics, on the other hand, are discussed with emphasis on the new phenomenon of dynamical chaos. The principal results of the studies into chaos in classical mechanics are presented in some detail, including the strong local instability and robustness of the motion, continuity of both the phase space as well as the motion spectrum, and time reversibility but nonrecurrency of statistical evolution, within the general picture of chaos as a specific case of dynamical behavior. Analysis of the apparently very deep and challenging contradictions of this picture with the quantum principles is given. The quantum view of dynamical chaos, as an attempt to resolve these contradictions guided by the correspondence principle and based upon the characteristic time scales of quantum evolution, is explained. The picture of the quantum chaos as a new generic dynamical phenomenon is outlined together wit...
Nonlinear dynamics of cell orientation
Safran, S. A.; de, Rumi
2009-12-01
The nonlinear dependence of cellular orientation on an external, time-varying stress field determines the distribution of orientations in the presence of noise and the characteristic time, τc , for the cell to reach its steady-state orientation. The short, local cytoskeletal relaxation time distinguishes between high-frequency (nearly perpendicular) and low-frequency (random or parallel) orientations. However, τc is determined by the much longer, orientational relaxation time. This behavior is related to experiments for which we predict the angle and characteristic time as a function of frequency.
Dynamic option pricing with endogenous stochastic arbitrage
Contreras, Mauricio; Montalva, Rodrigo; Pellicer, Rely; Villena, Marcelo
2010-09-01
Only few efforts have been made in order to relax one of the key assumptions of the Black-Scholes model: the no-arbitrage assumption. This is despite the fact that arbitrage processes usually exist in the real world, even though they tend to be short-lived. The purpose of this paper is to develop an option pricing model with endogenous stochastic arbitrage, capable of modelling in a general fashion any future and underlying asset that deviate itself from its market equilibrium. Thus, this investigation calibrates empirically the arbitrage on the futures on the S&P 500 index using transaction data from September 1997 to June 2009, from here a specific type of arbitrage called “arbitrage bubble”, based on a t-step function, is identified and hence used in our model. The theoretical results obtained for Binary and European call options, for this kind of arbitrage, show that an investment strategy that takes advantage of the identified arbitrage possibility can be defined, whenever it is possible to anticipate in relative terms the amplitude and timespan of the process. Finally, the new trajectory of the stock price is analytically estimated for a specific case of arbitrage and some numerical illustrations are developed. We find that the consequences of a finite and small endogenous arbitrage not only change the trajectory of the asset price during the period when it started, but also after the arbitrage bubble has already gone. In this context, our model will allow us to calibrate the B-S model to that new trajectory even when the arbitrage already started.
An example of the stochastic dynamics of a causal set
Krugly, Alexey L
2011-01-01
An example of a discrete pregeometry on a microscopic scale is introduced. The model is a directed dyadic acyclic graph. This is the particular case of a causal set. The particles in this model must be self-organized repetitive structures. The dynamics of this model is a stochastic sequential growth dynamics. New vertexes are added one by one. The probability of this addition depends on the structure of existed graph. The particular case of the dynamics is considered. The numerical simulation provides some symptoms of self-organization.
Sequential reconstruction of driving-forces from nonlinear nonstationary dynamics
Güntürkün, Ulaş
2010-07-01
This paper describes a functional analysis-based method for the estimation of driving-forces from nonlinear dynamic systems. The driving-forces account for the perturbation inputs induced by the external environment or the secular variations in the internal variables of the system. The proposed algorithm is applicable to the problems for which there is too little or no prior knowledge to build a rigorous mathematical model of the unknown dynamics. We derive the estimator conditioned on the differentiability of the unknown system’s mapping, and smoothness of the driving-force. The proposed algorithm is an adaptive sequential realization of the blind prediction error method, where the basic idea is to predict the observables, and retrieve the driving-force from the prediction error. Our realization of this idea is embodied by predicting the observables one-step into the future using a bank of echo state networks (ESN) in an online fashion, and then extracting the raw estimates from the prediction error and smoothing these estimates in two adaptive filtering stages. The adaptive nature of the algorithm enables to retrieve both slowly and rapidly varying driving-forces accurately, which are illustrated by simulations. Logistic and Moran-Ricker maps are studied in controlled experiments, exemplifying chaotic state and stochastic measurement models. The algorithm is also applied to the estimation of a driving-force from another nonlinear dynamic system that is stochastic in both state and measurement equations. The results are judged by the posterior Cramer-Rao lower bounds. The method is finally put into test on a real-world application; extracting sun’s magnetic flux from the sunspot time series.
Balibrea-Iniesta, Francisco; Lopesino, Carlos; Wiggins, Stephen; Mancho, Ana M.
2016-12-01
In this paper, we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of Lagrangian descriptors to stochastic differential equations. Analogously to the deterministic differential equations setting, the Lagrangian descriptors graphically provide the distinguished trajectories and hyperbolic structures arising within the stochastic dynamics, such as random fixed points and their stable and unstable manifolds. We analyze the sense in which structures form barriers to transport in stochastic systems. We apply the method to several benchmark examples where the deterministic phase space structures are well-understood. In particular, we apply our method to the noisy saddle, the stochastically forced Duffing equation, and the stochastic double gyre model that is a benchmark for analyzing fluid transport.
Stochastic population dynamic models as probability networks
M.E. and D.C. Lee. Borsuk
2009-01-01
The dynamics of a population and its response to environmental change depend on the balance of birth, death and age-at-maturity, and there have been many attempts to mathematically model populations based on these characteristics. Historically, most of these models were deterministic, meaning that the results were strictly determined by the equations of the model and...
Solution Methods for Stochastic Dynamic Linear Programs.
1980-12-01
Linear Programming, IIASA , Laxenburg, Austria, June 2-6, 1980. [2] Aghili, P., R.H., Cramer and H.W. Thompson, "On the applicability of two- stage...Laxenburg, Austria, May, 1978. [52] Propoi, A. and V. Krivonozhko, ’The simplex method for dynamic linear programs", RR-78-14, IIASA , Vienna, Austria
Stochastic dynamics of active swimmers in linear flows
Sandoval, Mario; Subramanian, Ganesh; Lauga, Eric
2014-01-01
Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most cells or synthetic swimmers are immersed in external flows, we consider theoretically in this paper the stochastic dynamics of a model active particle (a self-propelled sphere) in a steady general linear flow. The stochasticity arises both from translational diffusion in physical space, and from a combination of rotary diffusion and run-and-tumble dynamics in orientation space. We begin by deriving a general formulation for all components of the long-time mean square displacement tensor for a swimmer with a time-dependent swimming velocity and whose orientation decorrelates due to rotary diffusion alone. This general framework is applied to obtain the convectively enhanced mean-squared displacements of a steadily-swimming particle in three canonical linear flows (extension, s...
Astroza, Rodrigo; Ebrahimian, Hamed; Conte, Joel P.
2015-03-01
This paper describes a novel framework that combines advanced mechanics-based nonlinear (hysteretic) finite element (FE) models and stochastic filtering techniques to estimate unknown time-invariant parameters of nonlinear inelastic material models used in the FE model. Using input-output data recorded during earthquake events, the proposed framework updates the nonlinear FE model of the structure. The updated FE model can be directly used for damage identification and further used for damage prognosis. To update the unknown time-invariant parameters of the FE model, two alternative stochastic filtering methods are used: the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). A three-dimensional, 5-story, 2-by-1 bay reinforced concrete (RC) frame is used to verify the proposed framework. The RC frame is modeled using fiber-section displacement-based beam-column elements with distributed plasticity and is subjected to the ground motion recorded at the Sylmar station during the 1994 Northridge earthquake. The results indicate that the proposed framework accurately estimate the unknown material parameters of the nonlinear FE model. The UKF outperforms the EKF when the relative root-mean-square error of the recorded responses are compared. In addition, the results suggest that the convergence of the estimate of modeling parameters is smoother and faster when the UKF is utilized.
Solute Transport in a Heterogeneous Aquifer: A Nonlinear Deterministic Dynamical Analysis
Sivakumar, B.; Harter, T.; Zhang, H.
2003-04-01
Stochastic approaches are widely used for modeling and prediction of uncertainty in groundwater flow and transport processes. An important reason for this is our belief that the dynamics of the seemingly complex and highly irregular subsurface processes are essentially random in nature. However, the discovery of nonlinear deterministic dynamical theory has revealed that random-looking behavior could also be the result of simple deterministic mechanisms influenced by only a few nonlinear interdependent variables. The purpose of the present study is to introduce this theory to subsurface solute transport process, in an attempt to investigate the possibility of understanding the transport dynamics in a much simpler, deterministic, manner. To this effect, salt transport process in a heterogeneous aquifer medium is studied. Specifically, time series of arrival time of salt particles are analyzed. These time series are obtained by integrating a geostatistical (transition probability/Markov chain) model with a groundwater flow model (MODFLOW) and a salt transport (Random Walk Particle) model. The (dynamical) behavior of the transport process (nonlinear deterministic or stochastic) is identified using standard statistical techniques (e.g. autocorrelation function, power spectrum) as well as specific nonlinear deterministic dynamical techniques (e.g. phase-space diagram, correlation dimension method). The sensitivity of the salt transport dynamical behavior to the hydrostratigraphic parameters (i.e. number, volume proportions, mean lengths, and juxtapositional tendencies of facies) used in the transition probability/Markov chain model is also studied. The results indicate that the salt transport process may exhibit very simple (i.e. deterministic) to very complex (i.e. stochastic) dynamical behavior, depending upon the above parameters (i.e. characteristics of the aquifer medium). Efforts towards verification and strengthening of the present results and prediction of salt
Structural optimization for nonlinear dynamic response
DEFF Research Database (Denmark)
Dou, Suguang; Strachan, B. Scott; Shaw, Steven W.
2015-01-01
condition, thereby providing a means for tailoring its nonlinear response. The method is applied to the fundamental nonlinear resonance of a clamped–clamped beam and to the coupled mode response of a frame structure, and the results show that one can modify essential normal form coefficients by an order...... resonant behaviour is being used for a variety of applications in sensing and signal conditioning. In this work, we describe a computational method that provides a systematic means for manipulating and optimizing features of nonlinear resonant responses of mechanical structures that are described...... by a single vibrating mode, or by a pair of internally resonant modes. The approach combines techniques from nonlinear dynamics, computational mechanics and optimization, and it allows one to relate the geometric and material properties of structural elements to terms in the normal form for a given resonance...
Dynamics of Nonlinear Waves on Bounded Domains
Maliborski, Maciej
2016-01-01
This thesis is concerned with dynamics of conservative nonlinear waves on bounded domains. In general, there are two scenarios of evolution. Either the solution behaves in an oscillatory, quasiperiodic manner or the nonlinear effects cause the energy to concentrate on smaller scales leading to a turbulent behaviour. Which of these two possibilities occurs depends on a model and the initial conditions. In the quasiperiodic scenario there exist very special time-periodic solutions. They result for a delicate balance between dispersion and nonlinear interaction. The main body of this dissertation is concerned with construction (by means of perturbative and numerical methods) of time-periodic solutions for various nonlinear wave equations on bounded domains. While turbulence is mainly associated with hydrodynamics, recent research in General Relativity has also revealed turbulent phenomena. Numerical studies of a self-gravitating massless scalar field in spherical symmetry gave evidence that anti-de Sitter space ...
Stochastic effects on biodiversity in cyclic coevolutionary dynamics
Reichenbach, Tobias; Frey, Erwin
2008-01-01
Finite-size fluctuations arising in the dynamics of competing populations may have dramatic influence on their fate. As an example, in this article, we investigate a model of three species which dominate each other in a cyclic manner. Although the deterministic approach predicts (neutrally) stable coexistence of all species, for any finite population size, the intrinsic stochasticity unavoidably causes the eventual extinction of two of them.
Optimal control of stochastic magnetization dynamics by spin current
Wang, Yong; Zhang, Fu-Chun
2013-05-01
Fluctuation-induced stochastic magnetization dynamics plays an important role in spintronics devices. Here we propose that it can be optimally controlled by spin currents to minimize or maximize the Freidlin-Wentzell action functional of the system hence to increase or decrease the probability of the large fluctuations. We apply this method to study the thermally activated magnetization switching problem and to demonstrate the merits of the optimal control strategy.
AN INVARIANCE PRINCIPLE IN LARGE POPULATION STOCHASTIC DYNAMIC GAMES
Institute of Scientific and Technical Information of China (English)
Minyi HUANG; Peter E. CAINES; Roland P. MALHAM(E)
2007-01-01
We study large population stochastic dynamic games where the so-called Nash certainty equivalence based control laws are implemented by the individual players. We first show a martingale property for the limiting control problem of a single agent and then perform averaging across the population; this procedure leads to a constant value for the martingale which shows an invariance property of the population behavior induced by the Nash strategies.
Dynamical entropy for systems with stochastic perturbation
Ostruszka; Pakonski; Slomczynski; Zyczkowski
2000-08-01
Dynamics of deterministic systems perturbed by random additive noise is characterized quantitatively. Since for such systems the Kolmogorov-Sinai (KS) entropy diverges if the diameter of the partition tends to zero, we analyze the difference between the total entropy of a noisy system and the entropy of the noise itself. We show that this quantity is finite and non-negative and we call it the dynamical entropy of the noisy system. In the weak noise limit this quantity is conjectured to tend to the KS entropy of the deterministic system. In particular, we consider one-dimensional systems with noise described by a finite-dimensional kernel for which the Frobenius-Perron operator can be represented by a finite matrix.
Tong, Shaocheng; Xu, Yinyin; Li, Yongming
2015-06-01
This paper is concerned with the problem of adaptive fuzzy decentralised output-feedback control for a class of uncertain stochastic nonlinear pure-feedback large-scale systems with completely unknown functions, the mismatched interconnections and without requiring the states being available for controller design. With the help of fuzzy logic systems approximating the unknown nonlinear functions, a fuzzy state observer is designed estimating the unmeasured states. Therefore, the nonlinear filtered signals are incorporated into the backstepping recursive design, and an adaptive fuzzy decentralised output-feedback control scheme is developed. It is proved that the filter system converges to a small neighbourhood of the origin based on appropriate choice of the design parameters. Simulation studies are included illustrating the effectiveness of the proposed approach.
Nonlinear dynamics in the study of birdsong
Mindlin, Gabriel B.
2017-09-01
Birdsong, a rich and complex behavior, is a stellar model to understand a variety of biological problems, from motor control to learning. It also enables us to study how behavior emerges when a nervous system, a biomechanical device and the environment interact. In this review, I will show that many questions in the field can benefit from the approach of nonlinear dynamics, and how birdsong can inspire new directions for research in dynamics.
Nonlinear dynamics in particle accelerators
Dilão, Rui
1996-01-01
This book is an introductory course to accelerator physics at the level of graduate students. It has been written for a large audience which includes users of accelerator facilities, accelerator physicists and engineers, and undergraduates aiming to learn the basic principles of construction, operation and applications of accelerators.The new concepts of dynamical systems developed in the last twenty years give the theoretical setting to analyse the stability of particle beams in accelerator. In this book a common language to both accelerator physics and dynamical systems is integrated and dev
Ontology of Earth's nonlinear dynamic complex systems
Babaie, Hassan; Davarpanah, Armita
2017-04-01
As a complex system, Earth and its major integrated and dynamically interacting subsystems (e.g., hydrosphere, atmosphere) display nonlinear behavior in response to internal and external influences. The Earth Nonlinear Dynamic Complex Systems (ENDCS) ontology formally represents the semantics of the knowledge about the nonlinear system element (agent) behavior, function, and structure, inter-agent and agent-environment feedback loops, and the emergent collective properties of the whole complex system as the result of interaction of the agents with other agents and their environment. It also models nonlinear concepts such as aperiodic, random chaotic behavior, sensitivity to initial conditions, bifurcation of dynamic processes, levels of organization, self-organization, aggregated and isolated functionality, and emergence of collective complex behavior at the system level. By incorporating several existing ontologies, the ENDCS ontology represents the dynamic system variables and the rules of transformation of their state, emergent state, and other features of complex systems such as the trajectories in state (phase) space (attractor and strange attractor), basins of attractions, basin divide (separatrix), fractal dimension, and system's interface to its environment. The ontology also defines different object properties that change the system behavior, function, and structure and trigger instability. ENDCS will help to integrate the data and knowledge related to the five complex subsystems of Earth by annotating common data types, unifying the semantics of shared terminology, and facilitating interoperability among different fields of Earth science.
Some Nonlinear Dynamic Inequalities on Time Scales
Indian Academy of Sciences (India)
Wei Nian Li; Weihong Sheng
2007-11-01
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 equation, J. Math. Anal. Appl. 251 (2000) 736--751).
Estimating the uncertainty in underresolved nonlinear dynamics
Energy Technology Data Exchange (ETDEWEB)
Chorin, Alelxandre; Hald, Ole
2013-06-12
The Mori-Zwanzig formalism of statistical mechanics is used to estimate the uncertainty caused by underresolution in the solution of a nonlinear dynamical system. A general approach is outlined and applied to a simple example. The noise term that describes the uncertainty turns out to be neither Markovian nor Gaussian. It is argued that this is the general situation.
Stochastic foundations in nonlinear density-regulation growth
Méndez, Vicenç; Assaf, Michael; Horsthemke, Werner; Campos, Daniel
2017-08-01
In this work we construct individual-based models that give rise to the generalized logistic model at the mean-field deterministic level and that allow us to interpret the parameters of these models in terms of individual interactions. We also study the effect of internal fluctuations on the long-time dynamics for the different models that have been widely used in the literature, such as the theta-logistic and Savageau models. In particular, we determine the conditions for population extinction and calculate the mean time to extinction. If the population does not become extinct, we obtain analytical expressions for the population abundance distribution. Our theoretical results are based on WKB theory and the probability generating function formalism and are verified by numerical simulations.
Beyond the quasi-particle: stochastic domain wall dynamics in soft ferromagnetic nanowires
Hayward, T. J.; Omari, K. A.
2017-03-01
We study the physical origins of stochastic domain wall pinning in soft ferromagnetic nanowires using focused magneto-optic Kerr effect measurements and dynamic micromagnetic simulations. Our results illustrate the ubiquitous nature of these effects in Ni80Fe20 nanowires, and show that they are not only a result of the magnetisation history of the system (i.e. the magnetisation structure of the injected domain walls), and the onset of non-linear propagation dynamics above the Walker breakdown field, but also a complex interplay between the two. We show that this means that, while micromagnetics can be used to make qualitative predictions of the behaviour of domain walls at defect sites, making quantitative predictions is much more challenging. Together, our results reinforce the view that even in these simple pseudo-one dimensional nanomagnets, domain walls must be considered as complex, dynamically evolving objects rather than simple quasi-particles.
Dynamical entropy for systems with stochastic perturbation
Ostruszka, A; Slomczynski, W; Zyczkowski, K; Ostruszka, Andrzej; Pakonski, Prot; Slomczynski, Wojciech; Zyczkowski, Karol
1999-01-01
Dynamics of deterministic systems perturbed by random additive noise is characterized quantitatively. Since for such systems the KS-entropy diverges we analyse the difference between the total entropy of a noisy system and the entropy of the noise itself. We show that this quantity is non negative and in the weak noise limit is conjectured to tend to the KS-entropy of the deterministic system. In particular, we consider one-dimensional systems with noise described by a finite-dimensional kernel, for which the Frobenius-Perron operator can be represented by a finite matrix.
A stochastic phase-field model determined from molecular dynamics
von Schwerin, Erik
2010-03-17
The dynamics of dendritic growth of a crystal in an undercooled melt is determined by macroscopic diffusion-convection of heat and by capillary forces acting on the nanometer scale of the solid-liquid interface width. Its modelling is useful for instance in processing techniques based on casting. The phase-field method is widely used to study evolution of such microstructural phase transformations on a continuum level; it couples the energy equation to a phenomenological Allen-Cahn/Ginzburg-Landau equation modelling the dynamics of an order parameter determining the solid and liquid phases, including also stochastic fluctuations to obtain the qualitatively correct result of dendritic side branching. This work presents a method to determine stochastic phase-field models from atomistic formulations by coarse-graining molecular dynamics. It has three steps: (1) a precise quantitative atomistic definition of the phase-field variable, based on the local potential energy; (2) derivation of its coarse-grained dynamics model, from microscopic Smoluchowski molecular dynamics (that is Brownian or over damped Langevin dynamics); and (3) numerical computation of the coarse-grained model functions. The coarse-grained model approximates Gibbs ensemble averages of the atomistic phase-field, by choosing coarse-grained drift and diffusion functions that minimize the approximation error of observables in this ensemble average. © EDP Sciences, SMAI, 2010.
Stochastic Stability of Nonlinear Sampled Data Systems with a Jump Linear Controller
Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven
2004-01-01
This paper analyzes the stability of a sampled- data system consisting of a deterministic, nonlinear, time- invariant, continuous-time plant and a stochastic, discrete- time, jump linear controller. The jump linear controller mod- els, for example, computer systems and communication net- works that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. To analyze stability, appropriate topologies are introduced for the signal spaces of the sampled- data system. With these topologies, the ideal sampling and zero-order-hold operators are shown to be measurable maps. This paper shows that the known equivalence between the stability of a deterministic, linear sampled-data system and its associated discrete-time representation as well as between a nonlinear sampled-data system and a linearized representation holds even in a stochastic framework.
The nonlinear chemo-mechanic coupled dynamics of the F 1 -ATPase molecular motor.
Xu, Lizhong; Liu, Fang
2012-03-01
The ATP synthase consists of two opposing rotary motors, F0 and F1, coupled to each other. When the F1 motor is not coupled to the F0 motor, it can work in the direction hydrolyzing ATP, as a nanomotor called F1-ATPase. It has been reported that the stiffness of the protein varies nonlinearly with increasing load. The nonlinearity has an important effect on the rotating rate of the F1-ATPase. Here, considering the nonlinearity of the γ shaft stiffness for the F1-ATPase, a nonlinear chemo-mechanical coupled dynamic model of F1 motor is proposed. Nonlinear vibration frequencies of the γ shaft and their changes along with the system parameters are investigated. The nonlinear stochastic response of the elastic γ shaft to thermal excitation is analyzed. The results show that the stiffness nonlinearity of the γ shaft causes an increase of the vibration frequency for the F1 motor, which increases the motor's rotation rate. When the concentration of ATP is relatively high and the load torque is small, the effects of the stiffness nonlinearity on the rotating rates of the F1 motor are obvious and should be considered. These results are useful for improving calculation of the rotating rate for the F1 motor and provide insight about the stochastic wave mechanics of F1-ATPase.
Melanson, Alexandre; Mejias, Jorge F; Jun, James J; Maler, Leonard; Longtin, André
2017-01-01
The neural basis of spontaneous movement generation is a fascinating open question. Long-term monitoring of fish, swimming freely in a constant sensory environment, has revealed a sequence of behavioral states that alternate randomly and spontaneously between periods of activity and inactivity. We show that key dynamical features of this sequence are captured by a 1-D diffusion process evolving in a nonlinear double well energy landscape, in which a slow variable modulates the relative depth of the wells. This combination of stochasticity, nonlinearity, and nonstationary forcing correctly captures the vastly different timescales of fluctuations observed in the data (∼1 to ∼1000 s), and yields long-tailed residence time distributions (RTDs) also consistent with the data. In fact, our model provides a simple mechanism for the emergence of long-tailed distributions in spontaneous animal behavior. We interpret the stochastic variable of this dynamical model as a decision-like variable that, upon reaching a threshold, triggers the transition between states. Our main finding is thus the identification of a threshold crossing process as the mechanism governing spontaneous movement initiation and termination, and to infer the presence of underlying nonstationary agents. Another important outcome of our work is a dimensionality reduction scheme that allows similar segments of data to be grouped together. This is done by first extracting geometrical features in the dataset and then applying principal component analysis over the feature space. Our study is novel in its ability to model nonstationary behavioral data over a wide range of timescales.
The stochastic network dynamics underlying perceptual discrimination
Directory of Open Access Journals (Sweden)
Genis Prat-Ortega
2015-04-01
Full Text Available The brain is able to interpret streams of high-dimensional ambiguous information and yield coherent percepts. The mechanisms governing sensory integration have been extensively characterized using time-varying visual stimuli (Britten et al. 1996; Roitman and Shadlen 2002, but some of the basic principles regarding the network dynamics underlying this process remain largely unknown. We captured the basic features of a neural integrator using three canonical one-dimensional models: (1 the Drift Diffusion Model (DDM, (2 the Perfect Integrator (PI which is a particular case of the DDM where the bounds are set to infinity and (3 the double-well potential (DW which captures the dynamics of the attractor networks (Wang 2002; Roxin and Ledberg 2008. Although these models has been widely studied (Bogacz et al. 2006; Roxin and Ledberg 2008; Gold and Shadlen 2002, it has been difficult to experimentally discriminate among them because most of the observables measured are only quantitatively different among these models (e.g. psychometric curves. Here we aim to find experimentally measurable quantities that can yield qualitatively different behaviors depending on the nature of the underlying network dynamics. We examined the categorization dynamics of these models in response to fluctuating stimuli of different duration (T. On each time step, stimuli are drawn from a Gaussian distribution N(μ, σ and the two stimulus categories are defined by μ > 0 and μ < 0. Psychometric curves can therefore be obtained by quantifying the probability of the integrator to yield one category versus μ . We find however that varying σ can reveal more clearly the differences among the different integrators. In the small σ regime, both the DW and the DDM perform transient integration and exhibit a decaying stimulus reverse correlation kernel revealing a primacy effect (Nienborg and Cumming 2009; Wimmer et al. 2015 . In the large σ regime, the integration in the DDM
Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics
Huang, Jen-Kuang; Hsiao, Min-Hung; Cox, David E.
1996-01-01
An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.
Quantum mechanics emerging from stochastic dynamics of virtual particles
Tsekov, R
2015-01-01
It is demonstrated how quantum mechanics emerges from the stochastic dynamics of force-carriers. It is shown that the quantum Moyal equation corresponds to some dynamic correlations between the momentum of a real particle and the position of a virtual particle, which are not present in classical mechanics. The new concept throws light on the physical meaning of quantum theory, showing that the Planck constant square is a second-second cross-cumulant. The novel approach to quantum systems is extended to the relativistic case and an expression is derived for the relativistic mass in the Wigner quantum phase-space.
Hua, Changchun; Zhang, Liuliu; Guan, Xinping
2015-11-01
This paper studies the dynamic output feedback tracking control problem for stochastic interconnected time-delay systems with the prescribed performance. The subsystems are in the form of triangular structure. First, we design a reduced-order observer independent of time delay to estimate the unmeasured state variables online instead of the traditional full-order observer. Then, a new state transformation is proposed in consideration of the prescribed performance requirement. Using neural network to approximate the composite unknown nonlinear function, the corresponding decentralized output tracking controller is designed. It is strictly proved that the resulting closed-loop system is stable in probability in the sense of uniformly ultimately boundedness and that both transient-state and steady-state performances are preserved. Finally, a simulation example is given, and the result shows the effectiveness of the proposed control design method.
Energy Technology Data Exchange (ETDEWEB)
Singh, B.N., E-mail: bnsingh@aero.iitkgp.ernet.i [Department of Aerospace Engineering, IIT Kharagpur 721 302, West Bengal (India); Lal, Achchhe [Department of Mechanical Engineering, SVNIT, Surat 395007 (India)
2010-10-15
This study deals with the stochastic post-buckling and nonlinear free vibration analysis of a laminated composite plate resting on a two parameters Pasternak foundation with Winkler cubic nonlinearity having uncertain system properties. The system properties are modeled as basic random variables. A C{sup 0} nonlinear finite element formulation of the random problem based on higher-order shear deformation theory in the von Karman sense is presented. A direct iterative method in conjunction with a stochastic nonlinear finite element method proposed earlier by the authors is extended to analyze the effect of uncertainty in system properties on the post-buckling and nonlinear free vibration of the composite plates having Winler type of geometric nonlinearity. Mean as well as standard deviation of the responses have been obtained for various combinations of geometric parameters, foundation parameters, stacking sequences and boundary conditions and compared with those available in the literature and Monte Carlo simulation.
Dynamical effects of overparametrization in nonlinear models
Aguirre, Luis Antonio; Billings, S. A.
1995-01-01
This paper is concemed with dynamical reconstruction for nonlinear systems. The effects of the driving function and of the complexity of a given representation on the bifurcation patter are investigated. It is shown that the use of different driving functions to excite the system may yield models with different bifurcation patterns. The complexity of the reconstructions considered is quantified by the embedding dimension and the number of estimated parameters. In this respect it appears that models which reproduce the original bifurcation behaviour are of limited complexity and that excessively complex models tend to induce ghost bifurcations and spurious dynamical regimes. Moreover, some results suggest that the effects of overparametrization on the global dynamical behaviour of a nonlinear model may be more deleterious than the presence of moderate noise levels. In order to precisely quantify the complexity of the reconstructions, global polynomials are used although the results are believed to apply to a much wider class of representations including neural networks.
Nonlinear dynamics of a double bilipid membrane.
Sample, C; Golovin, A A
2007-09-01
The nonlinear dynamics of a biological double membrane that consists of two coupled lipid bilayers, typical of some intracellular organelles such as mitochondria or nuclei, is studied. A phenomenological free-energy functional is formulated in which the curvatures of the two parts of the double membrane and the distance between them are coupled to the lipid chemical composition. The derived nonlinear evolution equations for the double-membrane dynamics are studied analytically and numerically. A linear stability analysis is performed, and the domains of parameters are found in which the double membrane is stable. For the parameter values corresponding to an unstable membrane, numerical simulations are performed that reveal various types of complex dynamics, including the formation of stationary, spatially periodic patterns.
Nonlinear dynamics and quantum chaos an introduction
Wimberger, Sandro
2014-01-01
The field of nonlinear dynamics and chaos has grown very much over the last few decades and is becoming more and more relevant in different disciplines. This book presents a clear and concise introduction to the field of nonlinear dynamics and chaos, suitable for graduate students in mathematics, physics, chemistry, engineering, and in natural sciences in general. It provides a thorough and modern introduction to the concepts of Hamiltonian dynamical systems' theory combining in a comprehensive way classical and quantum mechanical description. It covers a wide range of topics usually not found in similar books. Motivations of the respective subjects and a clear presentation eases the understanding. The book is based on lectures on classical and quantum chaos held by the author at Heidelberg University. It contains exercises and worked examples, which makes it ideal for an introductory course for students as well as for researchers starting to work in the field.
Nonlinear adhesion dynamics of confined lipid membranes
To, Tung; Le Goff, Thomas; Pierre-Louis, Olivier
Lipid membranes, which are ubiquitous objects in biological environments are often confined. For example, they can be sandwiched between a substrate and the cytoskeleton between cell adhesion, or between other membranes in stacks, or in the Golgi apparatus. We present a study of the nonlinear dynamics of membranes in a model system, where the membrane is confined between two flat walls. The dynamics derived from the lubrication approximation is highly nonlinear and nonlocal. The solution of this model in one dimension exhibits frozen states due to oscillatory interactions between membranes caused by the bending rigidity. We develope a kink model for these phenomena based on the historical work of Kawasaki and Otha. In two dimensions, the dynamics is more complex, and depends strongly on the amount of excess area in the system. We discuss the relevance of our findings for experiments on model membranes, and for biological systems. Supported by the grand ANR Biolub.
Nonlinear Phase Distortion in a Ti:Sapphire Optical Amplifier for Optical Stochastic Cooling
Energy Technology Data Exchange (ETDEWEB)
Andorf, Matthew [NICADD, DeKalb; Lebedev, Valeri [Fermilab; Piot, Philippe [NICADD, DeKalb; Ruan, Jinhao [Fermilab
2016-06-01
Optical Stochastic Cooling (OSC) has been considered for future high-luminosity colliders as it offers much faster cooling time in comparison to the micro-wave stochastic cooling. The OSC technique relies on collecting and amplifying a broadband optical signal from a pickup undulator and feeding the amplified signal back to the beam. It creates a corrective kick in a kicker undulator. Owing to its superb gain qualities and broadband amplification features, Titanium:Sapphire medium has been considered as a gain medium for the optical amplifier (OA) needed in the OSC*. A limiting factor for any OA used in OSC is the possibility of nonlinear phase distortions. In this paper we experimentally measure phase distortions by inserting a single-pass OA into one leg of a Mach-Zehnder interferometer. The measurement results are used to estimate the reduction of the corrective kick a particle would receive due to these phase distortions in the kicker undulator.
Input-output finite-time stabilisation of nonlinear stochastic system with missing measurements
Song, Jun; Niu, Yugang; Jia, Tinggang
2016-09-01
This paper considers the problem of the input-output finite-time stabilisation for a class of nonlinear stochastic system with state-dependent noise. The phenomenon of the missing measurements may occur when state signals are transmitted via communication networks. An estimating method is proposed to compensate the lost state information. And then, a compensator-based controller is designed to ensure the input-output finite-time stochastic stability (IO-FTSS) of the closed-loop system. Some parameters-dependent sufficient conditions are derived and the corresponding solving approach is given. Finally, numerical simulations are provided to demonstrate the feasibility and effectiveness of the developed IO-FTSS scheme.
Superworldvolume dynamics of superbranes from nonlinear realizations
Energy Technology Data Exchange (ETDEWEB)
Bellucci, S. [Istituto Nazionale di Fisica Nucleare, Laboratori Nazionali di Frascati, Frascati, RM (Italy); Ivanov, E. [Paris Univ., Paris (France). Lab. de Physique Theorique et des Hautes Energies]|[Bogoliubov Laboratory of Theoretical Physics, Dubna, Moscow (USSR); Krivonos, S. [Bogoliubov Laboratory of Theoretical Physics, Dubna, Moscow (USSR)
2000-07-01
Based on the concept of the partial breaking of global supersymmetry (PBGS), it has been derived the worldvolume superfield equations of motion for N=1, D=4 supermembrane, as well as for the space-time filling D2- and D3-branes, from nonlinear realizations of the corresponding supersymmetries. It has been argued that it is of no need to take care of the relevant automorphism groups when being interested in the dynamical equations. This essentially facilitates computations. As a by-product, it has been obtained a new polynomial representation for the d=3,4 Born-Infeld equations, with merely a cubic nonlinearity.
Nonlinear Dynamics on Interconnected Networks
Arenas, Alex; De Domenico, Manlio
2016-06-01
Networks of dynamical interacting units can represent many complex systems, from the human brain to transportation systems and societies. The study of these complex networks, when accounting for different types of interactions has become a subject of interest in the last few years, especially because its representational power in the description of users' interactions in diverse online social platforms (Facebook, Twitter, Instagram, etc.) [1], or in representing different transportation modes in urban networks [2,3]. The general name coined for these networks is multilayer networks, where each layer accounts for a type of interaction (see Fig. 1).
Nonlinear dynamics of interacting populations
Bazykin, Alexander D
1998-01-01
This book contains a systematic study of ecological communities of two or three interacting populations. Starting from the Lotka-Volterra system, various regulating factors are considered, such as rates of birth and death, predation and competition. The different factors can have a stabilizing or a destabilizing effect on the community, and their interplay leads to increasingly complicated behavior. Studying and understanding this path to greater dynamical complexity of ecological systems constitutes the backbone of this book. On the mathematical side, the tool of choice is the qualitative the
Patterns of Stochastic Behavior in Dynamically Unstable High-Dimensional Biochemical Networks
Directory of Open Access Journals (Sweden)
Simon Rosenfeld
2009-01-01
Full Text Available The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh- Hurwitz, Lyapunov criteria, Feinberg’s Deficiency Zero theorem would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression.
Patterns of stochastic behavior in dynamically unstable high-dimensional biochemical networks.
Rosenfeld, Simon
2009-01-29
The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh-Hurwitz, Lyapunov criteria, Feinberg's Deficiency Zero theorem) would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression.
Particle dynamics in a relativistic invariant stochastic medium
Energy Technology Data Exchange (ETDEWEB)
Cabo-Bizet, Alejandro [Facultad de Fisica, Universidad de La Habana, Colina Universitaria, Havana (Cuba); Cabo Montes de Oca, Alejandro [Grupo de Fisica Teorica, Instituto de Cibernetica, Matematica y Fisica, Havana (Cuba) and Abdus Salam International Center for Theoretical Physics, Strada Costiera 11, Miramare, Trieste (Italy)]. E-mail: cabo@fis.puc.cl
2006-11-27
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a function of the proper time of the particles. The equations of motion for a single one-dimensional particle are obtained and numerically solved. A conservation law for the drift momentum of the particle during its random motion is shown. Moreover, the conservation of the mean value of the total linear momentum for two particles repelling each other according to the Coulomb interaction also follows. Therefore, the results indicate the realization of a kind of stochastic Noether theorem in the system under study.
Condition-dependent mate choice: A stochastic dynamic programming approach.
Frame, Alicia M; Mills, Alex F
2014-09-01
We study how changing female condition during the mating season and condition-dependent search costs impact female mate choice, and what strategies a female could employ in choosing mates to maximize her own fitness. We address this problem via a stochastic dynamic programming model of mate choice. In the model, a female encounters males sequentially and must choose whether to mate or continue searching. As the female searches, her own condition changes stochastically, and she incurs condition-dependent search costs. The female attempts to maximize the quality of the offspring, which is a function of the female's condition at mating and the quality of the male with whom she mates. The mating strategy that maximizes the female's net expected reward is a quality threshold. We compare the optimal policy with other well-known mate choice strategies, and we use simulations to examine how well the optimal policy fares under imperfect information.
Stochastic Dynamics of Infrared Fluctuations in Accelerating Universe
Cho, Gihyuk; Kitamoto, Hiroyuki
2015-01-01
We extend investigations of infrared dynamics in accelerating universes. In the presence of massless and minimally coupled scalar fields, physical quantities may acquire growing time dependences through quantum fluctuations at super-horizon scales. From a semiclassical viewpoint, it was proposed that such infrared effects are described by a Langevin equation. In de Sitter space, the stochastic approach has been proved to be equivalent to resummation of the growing time dependences at the leading power. In this paper, we make the resummation derivation of the Langevin equation in a general accelerating universe. We first consider an accelerating universe whose slow-roll parameter is constant, and then extend the background as the slow-roll parameter becomes time dependent. The resulting Langevin equation contains a white noise term and the coefficient of each term is modified by the slow-roll parameter. Furthermore we find that the semiclassical description of the scalar fields leads to the same stochastic equ...
The stochastic resonance mechanism in the Aerosol Index dynamics
De Martino, S; Mona, L
2002-01-01
We consider Aerosol Index (AI) time-series extracted from TOMS archive for an area covering Italy $(7-18^o E ; 36-47^o N)$. The missing of convergence in estimating the embedding dimension of the system and the inability of the Independent Component Analysis (ICA) in separating the fluctuations from deterministic component of the signals are evidences of an intrinsic link between the periodic behavior of AI and its fluctuations. We prove that these time series are well described by a stochastic dynamical model. Moreover, the principal peak in the power spectrum of these signals can be explained whereby a stochastic resonance, linking variable external factors, such as Sun-Earth radiation budget and local insolation, and fluctuations on smaller spatial and temporal scale due to internal weather and antrophic components.
Can Strange Nonchaotic Dynamics be induced through Stochastic Driving?
Prasad, A K; Prasad, Awadhesh; Ramaswamy, Ramakrishna
1999-01-01
Upon addition of noise, chaotic motion in low-dimensional dynamical systems can sometimes be transformed into nonchaotic dynamics: namely, the largest Lyapunov exponent can be made nonpositive. We study this phenomenon in model systems with a view to understanding the circumstances when such behaviour is possible. This technique for inducing ``order'' through stochastic driving works by modifying the invariant measure on the attractor: by appropriately increasing measure on those portions of the attractor where the dynamics is contracting, the overall dynamics can be made nonchaotic, however {\\it not} a strange nonchaotic attractor. Alternately, by decreasing measure on contracting regions, the largest Lyapunov exponent can be enhanced. A number of different chaos control and anticontrol techniques are known to function on this paradigm.
Nonlinear signaling on biological networks: The role of stochasticity and spectral clustering
Hernandez-Hernandez, Gonzalo; Myers, Jesse; Alvarez-Lacalle, Enrique; Shiferaw, Yohannes
2017-03-01
Signal transduction within biological cells is governed by networks of interacting proteins. Communication between these proteins is mediated by signaling molecules which bind to receptors and induce stochastic transitions between different conformational states. Signaling is typically a cooperative process which requires the occurrence of multiple binding events so that reaction rates have a nonlinear dependence on the amount of signaling molecule. It is this nonlinearity that endows biological signaling networks with robust switchlike properties which are critical to their biological function. In this study we investigate how the properties of these signaling systems depend on the network architecture. Our main result is that these nonlinear networks exhibit bistability where the network activity can switch between states that correspond to a low and high activity level. We show that this bistable regime emerges at a critical coupling strength that is determined by the spectral structure of the network. In particular, the set of nodes that correspond to large components of the leading eigenvector of the adjacency matrix determines the onset of bistability. Above this transition the eigenvectors of the adjacency matrix determine a hierarchy of clusters, defined by its spectral properties, which are activated sequentially with increasing network activity. We argue further that the onset of bistability occurs either continuously or discontinuously depending upon whether the leading eigenvector is localized or delocalized. Finally, we show that at low network coupling stochastic transitions to the active branch are also driven by the set of nodes that contribute more strongly to the leading eigenvector. However, at high coupling, transitions are insensitive to network structure since the network can be activated by stochastic transitions of a few nodes. Thus this work identifies important features of biological signaling networks that may underlie their biological
Bubble nonlinear dynamics and stimulated scattering process
Jie, Shi; De-Sen, Yang; Sheng-Guo, Shi; Bo, Hu; Hao-Yang, Zhang; Shi-Yong, Hu
2016-02-01
A complete understanding of the bubble dynamics is deemed necessary in order to achieve their full potential applications in industry and medicine. For this purpose it is first needed to expand our knowledge of a single bubble behavior under different possible conditions including the frequency and pressure variations of the sound field. In addition, stimulated scattering of sound on a bubble is a special effect in sound field, and its characteristics are associated with bubble oscillation mode. A bubble in liquid can be considered as a representative example of nonlinear dynamical system theory with its resonance, and its dynamics characteristics can be described by the Keller-Miksis equation. The nonlinear dynamics of an acoustically excited gas bubble in water is investigated by using theoretical and numerical analysis methods. Our results show its strongly nonlinear behavior with respect to the pressure amplitude and excitation frequency as the control parameters, and give an intuitive insight into stimulated sound scattering on a bubble. It is seen that the stimulated sound scattering is different from common dynamical behaviors, such as bifurcation and chaos, which is the result of the nonlinear resonance of a bubble under the excitation of a high amplitude acoustic sound wave essentially. The numerical analysis results show that the threshold of stimulated sound scattering is smaller than those of bifurcation and chaos in the common condition. Project supported by the Program for Changjiang Scholars and Innovative Research Team in University, China (Grant No. IRT1228) and the Young Scientists Fund of the National Natural Science Foundation of China (Grant Nos. 11204050 and 11204049).
Effects of Nonlinear Time-Delay on a Stochastic Asymmetric System
Institute of Scientific and Technical Information of China (English)
WANG Jiu-Yun; ZHU Chun-Lian; JIA Ya; LI Jia-Rong
2006-01-01
We numerically investigate the effects of nonlinear time-delay on the stochastic system. With the delay time increasing, it is found that the peak of probability distribution in low steady states is decreased, and the peak of probability distribution in high steady states is increased. The mean of state variable, the normalized variance, and the normalized autocorrelation function which quantifies the concentrated degree are slowly varied for small delay time. However, the mean of state variable is rapidly increased, and the normalized variance and the normalized autocorrelation function is rapidJy decreased for large delay time.
Directory of Open Access Journals (Sweden)
Xia Zhou
2013-01-01
Full Text Available The problem of bounded-input bounded-output (BIBO stabilization in mean square for a class of discrete-time stochastic control systems with mixed time-varying delays and nonlinear perturbations is investigated. Some novel delay-dependent stability conditions for the previously mentioned system are established by constructing a novel Lyapunov-Krasovskii function. These conditions are expressed in the forms of linear matrix inequalities (LMIs, whose feasibility can be easily checked by using MATLAB LMI Toolbox. Finally, a numerical example is given to illustrate the validity of the obtained results.
Nonlinear Dynamics of Coiling in Viscoelastic Jets
Majmudar, Trushant; Hartt, William; McKinley, Gareth
2010-01-01
Instabilities in free surface continuous jets of non-Newtonian fluids, although relevant for many industrial processes, remain less well understood in terms of fundamental fluid dynamics. Inviscid, and viscous Newtonian jets have been studied in great detail; buckling instability in viscous jets leads to regular periodic coiling of the jet that exhibits a non-trivial frequency dependence with the height of the fall. Very few experimental or theoretical studies exist for continuous viscoelastic jets beyond the onset of the first instability. Here, we present a systematic study of the effects of viscoelasticity on the dynamics of free surface continuous jets of surfactant solutions that form worm-like micelles. We observe complex nonlinear spatio-temporal dynamics of the jet and uncover a transition from periodic to doubly-periodic or quasi-periodic to a multi-frequency, possibly chaotic dynamics. Beyond this regime, the jet dynamics smoothly crosses over to exhibit the "leaping shampoo effect" or the Kaye effe...
Directory of Open Access Journals (Sweden)
Wenjie Bi
2014-01-01
Full Text Available Dynamic portfolio choice is an important problem in finance, but the optimal strategy analysis is difficult when considering multiple stochastic volatility variables such as the stock price, interest rate, and income. Besides, recent research in experimental economics indicates that the agent shows limited attention, considering only the variables with high fluctuations but ignoring those with small ones. By extending the sparse max method, we propose an approach to solve dynamic programming problem with small stochastic volatility and the agent’s bounded rationality. This approach considers the agent’s behavioral factors and avoids effectively the “Curse of Dimensionality” in a dynamic programming problem with more than a few state variables. We then apply it to Merton dynamic portfolio choice model with stochastic volatility and get a tractable solution. Finally, the numerical analysis shows that the bounded rational agent may pay no attention to the varying equity premium and interest rate with small variance.
CISM course on exploiting nonlinear behaviour in structural dynamics
Virgin, Lawrence; Exploiting Nonlinear Behavior in Structural Dynamics
2012-01-01
The articles in this volume give an overview and introduction to nonlinear phenomena in structural dynamics. Topics treated are approximate methods for analyzing nonlinear systems (where the level of nonlinearity is assumed to be relatively small), vibration isolation, the mitigation of undesirable torsional vibration in rotating systems utilizing specifically nonlinear features in the dynamics, the vibration of nonlinear structures in which the motion is sufficiently large amplitude and structural systems with control.
Cluster-based control of nonlinear dynamics
Kaiser, Eurika; Spohn, Andreas; Cattafesta, Louis N; Morzynski, Marek
2016-01-01
The ability to manipulate and control fluid flows is of great importance in many scientific and engineering applications. Here, a cluster-based control framework is proposed to determine optimal control laws with respect to a cost function for unsteady flows. The proposed methodology frames high-dimensional, nonlinear dynamics into low-dimensional, probabilistic, linear dynamics which considerably simplifies the optimal control problem while preserving nonlinear actuation mechanisms. The data-driven approach builds upon a state space discretization using a clustering algorithm which groups kinematically similar flow states into a low number of clusters. The temporal evolution of the probability distribution on this set of clusters is then described by a Markov model. The Markov model can be used as predictor for the ergodic probability distribution for a particular control law. This probability distribution approximates the long-term behavior of the original system on which basis the optimal control law is de...
Non-Linear Dynamics and Fundamental Interactions
Khanna, Faqir
2006-01-01
The book is directed to researchers and graduate students pursuing an advanced degree. It provides details of techniques directed towards solving problems in non-linear dynamics and chos that are, in general, not amenable to a perturbative treatment. The consideration of fundamental interactions is a prime example where non-perturbative techniques are needed. Extension of these techniques to finite temperature problems is considered. At present these ideas are primarily used in a perturbative context. However, non-perturbative techniques have been considered in some specific cases. Experts in the field on non-linear dynamics and chaos and fundamental interactions elaborate the techniques and provide a critical look at the present status and explore future directions that may be fruitful. The text of the main talks will be very useful to young graduate students who are starting their studies in these areas.
DEFF Research Database (Denmark)
Davidsen, Claus; Liu, Suxia; Mo, Xinguo
2014-01-01
costs. As in traditional SDP approaches, one step-ahead sub-problems are solved to find the optimal management at any time knowing the inflow scenario and reservoir/aquifer storage levels. These non-linear sub-problems are solved using a genetic algorithm (GA) that minimizes the sum of the immediate......, reservoir states, and inflow scenarios are used as future costs to drive a forward moving simulation under uncertain water availability. The use of a GA to solve the sub-problems is computationally more costly than a traditional SDP approach with linearly interpolated future costs. However, in a two....... A stochastic dynamic programming (SDP) approach is used to minimize the basin-wide total costs arising from water allocations and water curtailments. Dynamic allocation problems with inclusion of groundwater resources proved to be more complex to solve with SDP than pure surface water allocation problems due...
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
A new procedure is proposed to construct strongly nonlinear systems of multiple degrees of freedom subjected to parametric and/or external Gaussian white noises, whose exact stationary solutions are independent of energy. Firstly, the equivalent Fokker-Planck-Kolmogorov (FPK) equations are derived by using exterior differentiation. The main difference between the equivalent FPK equation and the original FPK equation lies in the additional arbitrary antisymmetric diffusion matrix. Then the exact stationary solutions and the structures of the original systems can be obtained by using the coefficients of antisymmetric diffusion matrix. The obtained exact stationary solutions, which are generally independent of energy, are for the most general class of strongly nonlinear stochastic systems multiple degrees of freedom (MDOF) so far, and some classes of the known ones dependent on energy belong to the special cases of them.
Prescribed Performance Fuzzy Adaptive Output-Feedback Control for Nonlinear Stochastic Systems
Directory of Open Access Journals (Sweden)
Lili Zhang
2014-01-01
Full Text Available A prescribed performance fuzzy adaptive output-feedback control approach is proposed for a class of single-input and single-output nonlinear stochastic systems with unmeasured states. Fuzzy logic systems are used to identify the unknown nonlinear system, and a fuzzy state observer is designed for estimating the unmeasured states. Based on the backstepping recursive design technique and the predefined performance technique, a new fuzzy adaptive output-feedback control method is developed. It is shown that all the signals of the resulting closed-loop system are bounded in probability and the tracking error remains an adjustable neighborhood of the origin with the prescribed performance bounds. A simulation example is provided to show the effectiveness of the proposed approach.
Huang, Guanghui; Wan, Jianping; Chen, Hui
2013-02-01
Nonlinear stochastic differential equation models with unobservable state variables are now widely used in analysis of PK/PD data. Unobservable state variables are usually estimated with extended Kalman filter (EKF), and the unknown pharmacokinetic parameters are usually estimated by maximum likelihood estimator. However, EKF is inadequate for nonlinear PK/PD models, and MLE is known to be biased downwards. A density-based Monte Carlo filter (DMF) is proposed to estimate the unobservable state variables, and a simulation-based M estimator is proposed to estimate the unknown parameters in this paper, where a genetic algorithm is designed to search the optimal values of pharmacokinetic parameters. The performances of EKF and DMF are compared through simulations for discrete time and continuous time systems respectively, and it is found that the results based on DMF are more accurate than those given by EKF with respect to mean absolute error.
State estimation of nonlinear stochastic systems using a novel meta-heuristic particle filter
DEFF Research Database (Denmark)
Ahmadi, Mohamadreza; Mojallali, Hamed; Izadi-Zamanabadi, Roozbeh
2012-01-01
This paper proposes a new version of the particle filtering (PF) algorithm based on the invasive weed optimization (IWO) method. The sub-optimality of the sampling step in the PF algorithm is prone to estimation errors. In order to avert such approximation errors, this paper suggests applying...... the IWO algorithm by translating the sampling step into a nonlinear optimization problem. By introducing an appropriate fitness function, the optimization problem is properly treated. The validity of the proposed method is evaluated against three distinct examples: the stochastic volatility estimation...... problem in finance, the severely nonlinear waste water sludge treatment plant, and the benchmark target tracking on re-entry problem. By simulation analysis and evaluation, it is verified that applying the suggested IWO enhanced PF algorithm (PFIWO) would contribute to significant estimation performance...
Solution of stochastic nonlinear PDEs using Wiener-Hermite expansion of high orders
El Beltagy, Mohamed
2016-01-06
In this work, the Wiener-Hermite Expansion (WHE) is used to solve stochastic nonlinear PDEs excited with noise. The generation of the equivalent set of deterministic integro-differential equations is automated and hence allows for high order terms of WHE. The automation difficulties are discussed, solved and implemented to output the final system to be solved. A numerical Pikard-like algorithm is suggested to solve the resulting deterministic system. The automated WHE is applied to the 1D diffusion equation and to the heat equation. The results are compared with previous solutions obtained with WHEP (WHE with perturbation) technique. The solution obtained using the suggested WHE technique is shown to be the limit of the WHEP solutions with infinite number of corrections. The automation is extended easily to account for white-noise of higher dimension and for general nonlinear PDEs.
Leader-Following Consensus for High-Order Nonlinear Stochastic Multiagent Systems.
Hua, Changchun; Li, Yafeng; Guan, Xinping
2017-01-24
This paper considers the distributed consensus tracking problem for a class of high-order stochastic multiagent systems with uncertain nonlinear functions under a fixed undirected graph. Through the recursive method, the novel nonlinear distributed controllers are designed. By constructing a kind of special form for the virtual controller in the first step of recursive design, we realize that the state variables of every agent are separated except the outputs of the adjacency agents. The designed controller of each agent only depends on its own state variables and the outputs of the adjacent multiagents. With the proposed method, it is not required any more that the orders of the agents are same. This makes the designed controller be easier to be implemented and the proposed method be applicable for a wider class of multiagent systems. The efficiency of the design approach is illustrated by a simulation example.
Institute of Scientific and Technical Information of China (English)
HUANG ZhiLong; JIN XiaoLing
2009-01-01
A new procedure is proposed to construct strongly nonlinear systems of multiple degrees of freedom subjected to parametric and/or external Gaussian white noises,whose exact stationary solutions are independent of energy.Firstly,the equivalent Fokker-Planck-Kolmogorov(FPK)equations are derived by using exterior differentiation.The main difference between the equivalent FPK equation and the original FPK equation lies in the additional arbitrary antisymmetric diffusion matrix.Then the exact stationary solutions and the structures of the original systems can be obtained by using the coefficients of antisymmetric diffusion matrix.The obtained exact stationary solutions,which are generally independent of energy,are for the most general class of strongly nonlinear stochastic systems multiple degrees of freedom(MDOF)so far,and some classes of the known ones dependent on energy belong to the special cases of them.
Nonlinear Dynamics in Double Square Well Potential
Khomeriki, Ramaz; Ruffo, Stefano; Wimberger, Sandro; 10.1007/s11232-007-0096-y
2009-01-01
Considering the coherent nonlinear dynamics in double square well potential we find the example of coexistence of Josephson oscillations with a self-trapping regime. This macroscopic bistability is explained by proving analytically the simultaneous existence of symmetric, antisymmetric and asymmetric stationary solutions of the associated Gross-Pitaevskii equation. The effect is illustrated and confirmed by numerical simulations. This property allows to make suggestions on possible experiments using Bose-Einstein condensates in engineered optical lattices or weakly coupled optical waveguide arrays.
Geometrodynamics: The Nonlinear Dynamics of Curved Spacetime
Scheel, Mark A.; Thorne, Kip S.
2017-01-01
We review discoveries in the nonlinear dynamics of curved spacetime, largely made possible by numerical solutions of Einstein's equations. We discuss critical phenomena and self-similarity in gravitational collapse, the behavior of spacetime curvature near singularities, the instability of black strings in 5 spacetime dimensions, and the collision of four-dimensional black holes. We also discuss the prospects for further discoveries in geometrodynamics via observation of gravitational waves.
Time Series Forecasting: A Nonlinear Dynamics Approach
Sello, Stefano
1999-01-01
The problem of prediction of a given time series is examined on the basis of recent nonlinear dynamics theories. Particular attention is devoted to forecast the amplitude and phase of one of the most common solar indicator activity, the international monthly smoothed sunspot number. It is well known that the solar cycle is very difficult to predict due to the intrinsic complexity of the related time behaviour and to the lack of a succesful quantitative theoretical model of the Sun magnetic cy...
A principle of fractal-stochastic dualism and Gompertzian dynamics of growth and self-organization.
Waliszewski, Przemyslaw
2005-10-01
The emergence of Gompertzian dynamics at the macroscopic, tissue level during growth and self-organization is determined by the existence of fractal-stochastic dualism at the microscopic level of supramolecular, cellular system. On one hand, Gompertzian dynamics results from the complex coupling of at least two antagonistic, stochastic processes at the molecular cellular level. It is shown that the Gompertz function is a probability function, its derivative is a probability density function, and the Gompertzian distribution of probability is of non-Gaussian type. On the other hand, the Gompertz function is a contraction mapping and defines fractal dynamics in time-space; a prerequisite condition for the coupling of processes. Furthermore, the Gompertz function is a solution of the operator differential equation with the Morse-like anharmonic potential. This relationship indicates that distribution of intrasystemic forces is both non-linear and asymmetric. The anharmonic potential is a measure of the intrasystemic interactions. It attains a point of the minimum (U(0), t(0)) along with a change of both complexity and connectivity during growth and self-organization. It can also be modified by certain factors, such as retinoids.
Energy Technology Data Exchange (ETDEWEB)
Cui, Jianbo, E-mail: jianbocui@lsec.cc.ac.cn [Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, 100190 (China); Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn [Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, 100190 (China); Liu, Zhihui, E-mail: liuzhihui@lsec.cc.ac.cn [Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, 100190 (China); Zhou, Weien, E-mail: weienzhou@nudt.edu.cn [College of Science, National University of Defense Technology, Changsha 410073 (China)
2017-08-01
We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods, which preserve the continuous and discrete charge conservation laws, respectively. Moreover, we show that the proposed methods are convergent with temporal order one in probability. Numerical experiments are presented to verify our theoretical results.
DYNAMIC BIFURCATION OF NONLINEAR EVOLUTION EQUATIONS
Institute of Scientific and Technical Information of China (English)
MA TIAN; WANG SHOUHONG
2005-01-01
The authors introduce a notion of dynamic bifurcation for nonlinear evolution equations, which can be called attractor bifurcation. It is proved that as the control parameter crosses certain critical value, the system bifurcates from a trivial steady state solution to an attractor with dimension between m and m + 1, where m + 1 is the number of eigenvalues crossing the imaginary axis. The attractor bifurcation theory presented in this article generalizes the existing steady state bifurcations and the Hopf bifurcations. It provides a unified point of view on dynamic bifurcation and can be applied to many problems in physics and mechanics.
Dynamic Associations in Nonlinear Computing Arrays
Huberman, B. A.; Hogg, T.
1985-10-01
We experimentally show that nonlinear parallel arrays can be made to compute with attractors. This leads to fast adaptive behavior in which dynamical associations can be made between different inputs which initially produce sharply distinct outputs. We first define a set of simple local procedures which allow a general computing structure to change its state in time so as to produce classical Pavlovian conditioning. We then examine the dynamics of coalescence and dissociation of attractors with a number of quantitative experiments. We also show how such arrays exhibit generalization and differentiation of inputs in their behavior.
Nonlinear dynamic analysis of sandwich panels
Lush, A. M.
1984-01-01
Two analytical techniques applicable to large deflection dynamic response calculations for pressure loaded composite sandwich panels are demonstrated. One technique utilizes finite element modeling with a single equivalent layer representing the face sheets and core. The other technique utilizes the modal analysis computer code DEPROP which was recently modified to include transverse shear deformation in a core layer. The example problem consists of a simply supported rectangular sandwich panel. Included are comparisons of linear and nonlinear static response calculations, in addition to dynamic response calculations.
A stochastic evolutionary model for capturing human dynamics
Fenner, Trevor; Loizou, George
2015-01-01
The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in various contexts. Here we propose a generative model to capture the dynamics of survival analysis, traditionally employed in clinical trials and reliability analysis in engineering. We derive a general solution for the model in the form of a product, and then a continuous approximation to the solution via the renewal equation describing age-structured population dynamics. This enables us to model a wide rage of survival distributions, according to the choice of the mortality distribution. We provide empirical evidence for the validity of the model from a longitudinal data set of popular search engine queries over 114 months, showing that the survival function of these queries is closely matched by the solution for our model with power-law mortality.
A stochastic boundary forcing for dissipative particle dynamics
Altenhoff, Adrian M.; Walther, Jens H.; Koumoutsakos, Petros
2007-07-01
The method of dissipative particle dynamics (DPD) is an effective, coarse grained model of the hydrodynamics of complex fluids. DPD simulations of wall-bounded flows are however often associated with spurious fluctuations of the fluid properties near the wall. We present a novel stochastic boundary forcing for DPD simulations of wall-bounded flows, based on the identification of fluctuations in simulations of the corresponding homogeneous system at equilibrium. The present method is shown to enforce accurately the no-slip boundary condition, while minimizing spurious fluctuations of material properties, in a number of benchmark problems.
Dynamical behavior of a stochastic SVIR epidemic model with vaccination
Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir
2017-10-01
In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.
Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics
Institute of Scientific and Technical Information of China (English)
ZHANG Yu-Feng; P.Ao
2008-01-01
The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics, while enormous successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding. Here we present from a formal point of view an exploration of the connection between thermodynamics and Darwinian dynamics and a few related topics. We first show that the stochasticity in Darwinian dynamics implies the existence temperature, hence the canonical distribution of Boltzmann-Gibbs type. In term of relative entropy the Second Law of thermodynamics is dynamically demonstrated without detailed balance condition, and is valid regardless of size of the system. In particular, the dynamical component responsible for breaking detailed ba/ance condition does not contribute to the change of the relative entropy. Two types of stochastic dynamical equalities of current interest are explicitly discussed in the present approach: One is based on Feynman-Kac formula and another is a generalization of Einstein relation. Both are directly accessible to experimental tests. Our demonstration indicates that Darwinian dynamics represents logically a simple and straightforward starting point for statistical mechanics and thermodynamics and is complementary to and consistent with conservative dynamics that dominates the physical sciences. Present exploration suggests the existence of a unified stochastic dynamical framework both near and far from equilibrium.
Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics.
Ao, P
2008-05-15
The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics, while enormous successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding. Here we present from a formal point of view an exploration of the connection between thermodynamics and Darwinian dynamics and a few related topics. We first show that the stochasticity in Darwinian dynamics implies the existence temperature, hence the canonical distribution of Boltzmann-Gibbs type. In term of relative entropy the Second Law of thermodynamics is dynamically demonstrated without detailed balance condition, and is valid regardless of size of the system. In particular, the dynamical component responsible for breaking detailed balance condition does not contribute to the change of the relative entropy. Two types of stochastic dynamical equalities of current interest are explicitly discussed in the present approach: One is based on Feynman-Kac formula and another is a generalization of Einstein relation. Both are directly accessible to experimental tests. Our demonstration indicates that Darwinian dynamics represents logically a simple and straightforward starting point for statistical mechanics and thermodynamics and is complementary to and consistent with conservative dynamics that dominates the physical sciences. Present exploration suggests the existence of a unified stochastic dynamical framework both near and far from equilibrium.
Ibnkahla, Mohamed
2012-12-01
Neural network (NN) approaches have been widely applied for modeling and identification of nonlinear multiple-input multiple-output (MIMO) systems. This paper proposes a stochastic analysis of a class of these NN algorithms. The class of MIMO systems considered in this paper is composed of a set of single-input nonlinearities followed by a linear combiner. The NN model consists of a set of single-input memoryless NN blocks followed by a linear combiner. A gradient descent algorithm is used for the learning process. Here we give analytical expressions for the mean squared error (MSE), explore the stationary points of the algorithm, evaluate the misadjustment error due to weight fluctuations, and derive recursions for the mean weight transient behavior during the learning process. The paper shows that in the case of independent inputs, the adaptive linear combiner identifies the linear combining matrix of the MIMO system (to within a scaling diagonal matrix) and that each NN block identifies the corresponding unknown nonlinearity to within a scale factor. The paper also investigates the particular case of linear identification of the nonlinear MIMO system. It is shown in this case that, for independent inputs, the adaptive linear combiner identifies a scaled version of the unknown linear combining matrix. The paper is supported with computer simulations which confirm the theoretical results.
Nonlinear dynamics non-integrable systems and chaotic dynamics
Borisov, Alexander
2017-01-01
This monograph reviews advanced topics in the area of nonlinear dynamics. Starting with theory of integrable systems – including methods to find and verify integrability – the remainder of the book is devoted to non-integrable systems with an emphasis on dynamical chaos. Topics include structural stability, mechanisms of emergence of irreversible behaviour in deterministic systems as well as chaotisation occurring in dissipative systems.
Hua, Changchun; Zhang, Liuliu; Guan, Xinping
2017-01-01
This paper studies the problem of distributed output tracking consensus control for a class of high-order stochastic nonlinear multiagent systems with unknown nonlinear dead-zone under a directed graph topology. The adaptive neural networks are used to approximate the unknown nonlinear functions and a new inequality is used to deal with the completely unknown dead-zone input. Then, we design the controllers based on backstepping method and the dynamic surface control technique. It is strictly proved that the resulting closed-loop system is stable in probability in the sense of semiglobally uniform ultimate boundedness and the tracking errors between the leader and the followers approach to a small residual set based on Lyapunov stability theory. Finally, two simulation examples are presented to show the effectiveness and the advantages of the proposed techniques.
Nonlinear dynamics analysis of a new autonomous chaotic system
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, a new nonlinear autonomous system introduced by Chlouverakis and Sprott is studied further, to present very rich and complex nonlinear dynamical behaviors. Some basic dynamical properties are studied either analytically or nuchaotic system with very high Lyapunov dimensions is constructed and investigated. Two new nonlinear autonomous systems can be changed into one another by adding or omitting some constant coefficients.
Gradient-based optimization in nonlinear structural dynamics
DEFF Research Database (Denmark)
Dou, Suguang
The intrinsic nonlinearity of mechanical structures can give rise to rich nonlinear dynamics. Recently, nonlinear dynamics of micro-mechanical structures have contributed to developing new Micro-Electro-Mechanical Systems (MEMS), for example, atomic force microscope, passive frequency divider, fr...
Stochastic cellular automata model for stock market dynamics
Bartolozzi, M.; Thomas, A. W.
2004-04-01
In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarchy of clusters of active traders on a two-dimensional grid. Active traders are characterized by the decision to buy, σi (t)=+1 , or sell, σi (t)=-1 , a stock at a certain discrete time step. The remaining cells are inactive, σi (t)=0 . The trading dynamics is then determined by the stochastic interaction between traders belonging to the same cluster. Extreme, intermittent events, such as crashes or bubbles, are triggered by a phase transition in the state of the bigger clusters present on the grid, where almost all the active traders come to share the same spin orientation. Most of the stylized aspects of the financial market time series, including multifractal proprieties, are reproduced by the model. A direct comparison is made with the daily closures of the S&P500 index.
A Stochastic-Dynamic Model for Real Time Flood Forecasting
Chow, K. C. A.; Watt, W. E.; Watts, D. G.
1983-06-01
A stochastic-dynamic model for real time flood forecasting was developed using Box-Jenkins modelling techniques. The purpose of the forecasting system is to forecast flood levels of the Saint John River at Fredericton, New Brunswick. The model consists of two submodels: an upstream model used to forecast the headpond level at the Mactaquac Dam and a downstream model to forecast the water level at Fredericton. Inputs to the system are recorded values of the water level at East Florenceville, the headpond level and gate position at Mactaquac, and the water level at Fredericton. The model was calibrated for the spring floods of 1973, 1974, 1977, and 1978, and its usefulness was verified for the 1979 flood. The forecasting results indicated that the stochastic-dynamic model produces reasonably accurate forecasts for lead times up to two days. These forecasts were then compared to those from the existing forecasting system and were found to be as reliable as those from the existing system.
Stochastic Simulation of Biomolecular Networks in Dynamic Environments.
Directory of Open Access Journals (Sweden)
Margaritis Voliotis
2016-06-01
Full Text Available Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the dynamic environment of the cell and its surroundings. We thus sample trajectories of the stochastic process described by the chemical master equation with time-varying propensities. A comparative analysis shows that existing approaches can either fail dramatically, or else can impose impractical computational burdens due to numerical integration of reaction propensities, especially when cell ensembles are studied. Here we introduce the Extrande method which, given a simulated time course of dynamic network inputs, provides a conditionally exact and several orders-of-magnitude faster simulation solution. The new approach makes it feasible to demonstrate-using decision-making by a large population of quorum sensing bacteria-that robustness to fluctuations from upstream signaling places strong constraints on the design of networks determining cell fate. Our approach has the potential to significantly advance both understanding of molecular systems biology and design of synthetic circuits.
Evaluation of Electric Power Procurement Strategies by Stochastic Dynamic Programming
Saisho, Yuichi; Hayashi, Taketo; Fujii, Yasumasa; Yamaji, Kenji
In deregulated electricity markets, the role of a distribution company is to purchase electricity from the wholesale electricity market at randomly fluctuating prices and to provide it to its customers at a given fixed price. Therefore the company has to take risk stemming from the uncertainties of electricity prices and/or demand fluctuation instead of the customers. The way to avoid the risk is to make a bilateral contact with generating companies or install its own power generation facility. This entails the necessity to develop a certain method to make an optimal strategy for electric power procurement. In such a circumstance, this research has the purpose for proposing a mathematical method based on stochastic dynamic programming and additionally considering the characteristics of the start-up cost of electric power generation facility to evaluate strategies of combination of the bilateral contract and power auto-generation with its own facility for procuring electric power in deregulated electricity market. In the beginning we proposed two approaches to solve the stochastic dynamic programming, and they are a Monte Carlo simulation method and a finite difference method to derive the solution of a partial differential equation of the total procurement cost of electric power. Finally we discussed the influences of the price uncertainty on optimal strategies of power procurement.
Outbreak and Extinction Dynamics in a Stochastic Ebola Model
Nieddu, Garrett; Bianco, Simone; Billings, Lora; Forgoston, Eric; Kaufman, James
A zoonotic disease is a disease that can be passed between animals and humans. In many cases zoonotic diseases can persist in the animal population even if there are no infections in the human population. In this case we call the infected animal population the reservoir for the disease. Ebola virus disease (EVD) and SARS are both notable examples of such diseases. There is little work devoted to understanding stochastic disease extinction and reintroduction in the presence of a reservoir. Here we build a stochastic model for EVD and explicitly consider the presence of an animal reservoir. Using a master equation approach and a WKB ansatz, we determine the associated Hamiltonian of the system. Hamilton's equations are then used to numerically compute the 12-dimensional optimal path to extinction, which is then used to estimate mean extinction times. We also numerically investigate the behavior of the model for dynamic population size. Our results provide an improved understanding of outbreak and extinction dynamics in diseases like EVD.
Abramov, Rafail V.
2017-03-01
The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this work we develop a fluctuation-response theory and test a computational framework for the leading order response of statistical averages of a deterministic or stochastic dynamical system to an external stochastic perturbation. In the case of a stochastic unperturbed dynamical system, we compute the leading order fluctuation-response formulas for two different cases: when the existing stochastic term is perturbed, and when a new, statistically independent, stochastic perturbation is introduced. We numerically investigate the effectiveness of the new response formulas for an appropriately rescaled Lorenz 96 system, in both the deterministic and stochastic unperturbed dynamical regimes.
Assessing predictability of a hydrological stochastic-dynamical system
Gelfan, Alexander
2014-05-01
The water cycle includes the processes with different memory that creates potential for predictability of hydrological system based on separating its long and short memory components and conditioning long-term prediction on slower evolving components (similar to approaches in climate prediction). In the face of the Panta Rhei IAHS Decade questions, it is important to find a conceptual approach to classify hydrological system components with respect to their predictability, define predictable/unpredictable patterns, extend lead-time and improve reliability of hydrological predictions based on the predictable patterns. Representation of hydrological systems as the dynamical systems subjected to the effect of noise (stochastic-dynamical systems) provides possible tool for such conceptualization. A method has been proposed for assessing predictability of hydrological system caused by its sensitivity to both initial and boundary conditions. The predictability is defined through a procedure of convergence of pre-assigned probabilistic measure (e.g. variance) of the system state to stable value. The time interval of the convergence, that is the time interval during which the system losses memory about its initial state, defines limit of the system predictability. The proposed method was applied to assess predictability of soil moisture dynamics in the Nizhnedevitskaya experimental station (51.516N; 38.383E) located in the agricultural zone of the central European Russia. A stochastic-dynamical model combining a deterministic one-dimensional model of hydrothermal regime of soil with a stochastic model of meteorological inputs was developed. The deterministic model describes processes of coupled heat and moisture transfer through unfrozen/frozen soil and accounts for the influence of phase changes on water flow. The stochastic model produces time series of daily meteorological variables (precipitation, air temperature and humidity), whose statistical properties are similar
Digital Communications Using Chaos and Nonlinear Dynamics
Larson, Lawrence E; Liu, Jia-Ming
2006-01-01
This book introduces readers to a new and exciting cross-disciplinary field of digital communications with chaos. This field was born around 15 years ago, when it was first demonstrated that nonlinear systems which produce complex non-periodic noise-like chaotic signals, can be synchronized and modulated to carry useful information. Thus, chaotic signals can be used instead of pseudo-random digital sequences for spread-spectrum and private communication applications. This deceptively simple idea spun hundreds of research papers, and many novel communication schemes based on chaotic signals have been proposed. However, only very recently researchers have begun to make a transition from academic studies toward practical implementation issues, and many "promising" schemes had to be discarded or re-formulated. This book describes the state of the art (both theoretical and experimental) of this novel field. The book is written by leading experts in the fields of Nonlinear Dynamics and Electrical Engineering who pa...
Thermodynamics and stochastic dynamics of transport in confined media
Energy Technology Data Exchange (ETDEWEB)
Rubi, J.M. [Departament de Fisica Fonamental, Universitat de Barcelona, C/Marti i Franques 1, 08028 Barcelona (Spain); Reguera, D., E-mail: dreguera@ub.edu [Departament de Fisica Fonamental, Universitat de Barcelona, C/Marti i Franques 1, 08028 Barcelona (Spain)
2010-10-05
We show how a probabilistic interpretation of non-equilibrium thermodynamics, based on the assumption of local equilibrium at the mesoscale, can be used to analyze the stochastic dynamics of entropy driven diffusion processes characterized by the presence of entropic barriers. This approach sets up a systematic method to study the effect of confinement on the transport properties, providing a derivation of a generalized Fick-Jacobs equation for the constrained dynamics of the mesoscopic degrees of freedom. It is shown that confinement originates an entropic bias which gives rise to a geometric rectification of non-equilibrium fluctuations and that entropic effects in transport can be controlled by means of the application of an external force.
Stochastic kinetic models: Dynamic independence, modularity and graphs
Bowsher, Clive G
2010-01-01
The dynamic properties and independence structure of stochastic kinetic models (SKMs) are analyzed. An SKM is a highly multivariate jump process used to model chemical reaction networks, particularly those in biochemical and cellular systems. We identify SKM subprocesses with the corresponding counting processes and propose a directed, cyclic graph (the kinetic independence graph or KIG) that encodes the local independence structure of their conditional intensities. Given a partition $[A,D,B]$ of the vertices, the graphical separation $A\\perp B|D$ in the undirected KIG has an intuitive chemical interpretation and implies that $A$ is locally independent of $B$ given $A\\cup D$. It is proved that this separation also results in global independence of the internal histories of $A$ and $B$ conditional on a history of the jumps in $D$ which, under conditions we derive, corresponds to the internal history of $D$. The results enable mathematical definition of a modularization of an SKM using its implied dynamics. Gra...
Dynamics of stochastic nonclassical diffusion equations on unbounded domains
Directory of Open Access Journals (Sweden)
Wenqiang Zhao
2015-11-01
Full Text Available This article concerns the dynamics of stochastic nonclassical diffusion equation on $\\mathbb{R}^N$ perturbed by a $\\epsilon$-random term, where $\\epsilon\\in(0,1]$ is the intension of noise. By using an energy approach, we prove the asymptotic compactness of the associated random dynamical system, and then the existence of random attractors in $H^1(\\mathbb{R}^N$. Finally, we show the upper semi-continuity of random attractors at $\\epsilon=0$ in the sense of Hausdorff semi-metric in $H^1(\\mathbb{R}^N$, which implies that the obtained family of random attractors indexed by $\\epsilon$ converge to a deterministic attractor as $\\epsilon$ vanishes.
Interactive macroeconomics stochastic aggregate dynamics with heterogeneous and interacting agents
Di Guilmi, Corrado
2017-01-01
One of the major problems of macroeconomic theory is the way in which the people exchange goods in decentralized market economies. There are major disagreements among macroeconomists regarding tools to influence required outcomes. Since the mainstream efficient market theory fails to provide an internal coherent framework, there is a need for an alternative theory. The book provides an innovative approach for the analysis of agent based models, populated by the heterogeneous and interacting agents in the field of financial fragility. The text is divided in two parts; the first presents analytical developments of stochastic aggregation and macro-dynamics inference methods. The second part introduces macroeconomic models of financial fragility for complex systems populated by heterogeneous and interacting agents. The concepts of financial fragility and macroeconomic dynamics are explained in detail in separate chapters. The statistical physics approach is applied to explain theories of macroeconomic modelling a...
Rossler Nonlinear Dynamical Machine for Cryptography Applications
Pandey, Sunil; Shrivastava, Dr S C
2009-01-01
In many of the cryptography applications like password or IP address encryption schemes, symmetric cryptography is useful. In these relatively simpler applications of cryptography, asymmetric cryptography is difficult to justify on account of the computational and implementation complexities associated with asymmetric cryptography. Symmetric schemes make use of a single shared key known only between the two communicating hosts. This shared key is used both for the encryption as well as the decryption of data. This key has to be small in size besides being a subset of a potentially large keyspace making it convenient for the communicating hosts while at the same time making cryptanalysis difficult for the potential attackers. In the present work, an abstract Rossler nonlinear dynamical machine has been described first. The Rossler system exhibits chaotic dynamics for certain values of system parameters and initial conditions. The chaotic dynamics of the Rossler system with its apparently erratic and irregular ...
Nonlinear Dynamics, Chaotic and Complex Systems
Infeld, E.; Zelazny, R.; Galkowski, A.
2011-04-01
Part I. Dynamic Systems Bifurcation Theory and Chaos: 1. Chaos in random dynamical systems V. M. Gunldach; 2. Controlling chaos using embedded unstable periodic orbits: the problem of optimal periodic orbits B. R. Hunt and E. Ott; 3. Chaotic tracer dynamics in open hydrodynamical flows G. Karolyi, A. Pentek, T. Tel and Z. Toroczkai; 4. Homoclinic chaos L. P. Shilnikov; Part II. Spatially Extended Systems: 5. Hydrodynamics of relativistic probability flows I. Bialynicki-Birula; 6. Waves in ionic reaction-diffusion-migration systems P. Hasal, V. Nevoral, I. Schreiber, H. Sevcikova, D. Snita, and M. Marek; 7. Anomalous scaling in turbulence: a field theoretical approach V. Lvov and I. Procaccia; 8. Abelian sandpile cellular automata M. Markosova; 9. Transport in an incompletely chaotic magnetic field F. Spineanu; Part III. Dynamical Chaos Quantum Physics and Foundations Of Statistical Mechanics: 10. Non-equilibrium statistical mechanics and ergodic theory L. A. Bunimovich; 11. Pseudochaos in statistical physics B. Chirikov; 12. Foundations of non-equilibrium statistical mechanics J. P. Dougherty; 13. Thermomechanical particle simulations W. G. Hoover, H. A. Posch, C. H. Dellago, O. Kum, C. G. Hoover, A. J. De Groot and B. L. Holian; 14. Quantum dynamics on a Markov background and irreversibility B. Pavlov; 15. Time chaos and the laws of nature I. Prigogine and D. J. Driebe; 16. Evolutionary Q and cognitive systems: dynamic entropies and predictability of evolutionary processes W. Ebeling; 17. Spatiotemporal chaos information processing in neural networks H. Szu; 18. Phase transitions and learning in neural networks C. Van den Broeck; 19. Synthesis of chaos A. Vanecek and S. Celikovsky; 20. Computational complexity of continuous problems H. Wozniakowski; Part IV. Complex Systems As An Interface Between Natural Sciences and Environmental Social and Economic Sciences: 21. Stochastic differential geometry in finance studies V. G. Makhankov; Part V. Conference Banquet
Directory of Open Access Journals (Sweden)
Chen Bor-Sen
2012-10-01
Full Text Available Abstract Background Collective rhythms of gene regulatory networks have been a subject of considerable interest for biologists and theoreticians, in particular the synchronization of dynamic cells mediated by intercellular communication. Synchronization of a population of synthetic genetic oscillators is an important design in practical applications, because such a population distributed over different host cells needs to exploit molecular phenomena simultaneously in order to emerge a biological phenomenon. However, this synchronization may be corrupted by intrinsic kinetic parameter fluctuations and extrinsic environmental molecular noise. Therefore, robust synchronization is an important design topic in nonlinear stochastic coupled synthetic genetic oscillators with intrinsic kinetic parameter fluctuations and extrinsic molecular noise. Results Initially, the condition for robust synchronization of synthetic genetic oscillators was derived based on Hamilton Jacobi inequality (HJI. We found that if the synchronization robustness can confer enough intrinsic robustness to tolerate intrinsic parameter fluctuation and extrinsic robustness to filter the environmental noise, then robust synchronization of coupled synthetic genetic oscillators is guaranteed. If the synchronization robustness of a population of nonlinear stochastic coupled synthetic genetic oscillators distributed over different host cells could not be maintained, then robust synchronization could be enhanced by external control input through quorum sensing molecules. In order to simplify the analysis and design of robust synchronization of nonlinear stochastic synthetic genetic oscillators, the fuzzy interpolation method was employed to interpolate several local linear stochastic coupled systems to approximate the nonlinear stochastic coupled system so that the HJI-based synchronization design problem could be replaced by a simple linear matrix inequality (LMI-based design problem
Nonlinear dynamics of hydrostatic internal gravity waves
Energy Technology Data Exchange (ETDEWEB)
Stechmann, Samuel N.; Majda, Andrew J. [New York University, Courant Institute of Mathematical Sciences, NY (United States); Khouider, Boualem [University of Victoria, Department of Mathematics and Statistics, Victoria, BC (Canada)
2008-11-15
Stratified hydrostatic fluids have linear internal gravity waves with different phase speeds and vertical profiles. Here a simplified set of partial differential equations (PDE) is derived to represent the nonlinear dynamics of waves with different vertical profiles. The equations are derived by projecting the full nonlinear equations onto the vertical modes of two gravity waves, and the resulting equations are thus referred to here as the two-mode shallow water equations (2MSWE). A key aspect of the nonlinearities of the 2MSWE is that they allow for interactions between a background wind shear and propagating waves. This is important in the tropical atmosphere where horizontally propagating gravity waves interact together with wind shear and have source terms due to convection. It is shown here that the 2MSWE have nonlinear internal bore solutions, and the behavior of the nonlinear waves is investigated for different background wind shears. When a background shear is included, there is an asymmetry between the east- and westward propagating waves. This could be an important effect for the large-scale organization of tropical convection, since the convection is often not isotropic but organized on large scales by waves. An idealized illustration of this asymmetry is given for a background shear from the westerly wind burst phase of the Madden-Julian oscillation; the potential for organized convection is increased to the west of the existing convection by the propagating nonlinear gravity waves, which agrees qualitatively with actual observations. The ideas here should be useful for other physical applications as well. Moreover, the 2MSWE have several interesting mathematical properties: they are a system of nonconservative PDE with a conserved energy, they are conditionally hyperbolic, and they are neither genuinely nonlinear nor linearly degenerate over all of state space. Theory and numerics are developed to illustrate these features, and these features are
Nonlinear dynamical triggering of slow slip
Energy Technology Data Exchange (ETDEWEB)
Johnson, Paul A [Los Alamos National Laboratory; Knuth, Matthew W [WISCONSIN; Kaproth, Bryan M [PENN STATE; Carpenter, Brett [PENN STATE; Guyer, Robert A [Los Alamos National Laboratory; Le Bas, Pierre - Yves [Los Alamos National Laboratory; Daub, Eric G [Los Alamos National Laboratory; Marone, Chris [PENN STATE
2010-12-10
Among the most fascinating, recent discoveries in seismology have been the phenomena of triggered slip, including triggered earthquakes and triggered-tremor, as well as triggered slow, silent-slip during which no seismic energy is radiated. Because fault nucleation depths cannot be probed directly, the physical regimes in which these phenomena occur are poorly understood. Thus determining physical properties that control diverse types of triggered fault sliding and what frictional constitutive laws govern triggered faulting variability is challenging. We are characterizing the physical controls of triggered faulting with the goal of developing constitutive relations by conducting laboratory and numerical modeling experiments in sheared granular media at varying load conditions. In order to simulate granular fault zone gouge in the laboratory, glass beads are sheared in a double-direct configuration under constant normal stress, while subject to transient perturbation by acoustic waves. We find that triggered, slow, silent-slip occurs at very small confining loads ({approx}1-3 MPa) that are smaller than those where dynamic earthquake triggering takes place (4-7 MPa), and that triggered slow-slip is associated with bursts of LFE-like acoustic emission. Experimental evidence suggests that the nonlinear dynamical response of the gouge material induced by dynamic waves may be responsible for the triggered slip behavior: the slip-duration, stress-drop and along-strike slip displacement are proportional to the triggering wave amplitude. Further, we observe a shear-modulus decrease corresponding to dynamic-wave triggering relative to the shear modulus of stick-slips. Modulus decrease in response to dynamical wave amplitudes of roughly a microstrain and above is a hallmark of elastic nonlinear behavior. We believe that the dynamical waves increase the material non-affine elastic deformation during shearing, simultaneously leading to instability and slow-slip. The inferred
Nonlinear dynamics new directions theoretical aspects
Ugalde, Edgardo
2015-01-01
This book, along with its companion volume, Nonlinear Dynamics New Directions: Models and Applications, covers topics ranging from fractal analysis to very specific applications of the theory of dynamical systems to biology. This first volume is devoted to fundamental aspects and includes a number of important new contributions as well as some review articles that emphasize new development prospects. The second volume contains mostly new applications of the theory of dynamical systems to both engineering and biology. The topics addressed in the two volumes include a rigorous treatment of fluctuations in dynamical systems, topics in fractal analysis, studies of the transient dynamics in biological networks, synchronization in lasers, and control of chaotic systems, among others. This book also: · Presents a rigorous treatment of fluctuations in dynamical systems and explores a range of topics in fractal analysis, among other fundamental topics · Features recent developments on...
Two-strain competition in quasineutral stochastic disease dynamics
Kogan, Oleg; Khasin, Michael; Meerson, Baruch; Schneider, David; Myers, Christopher R.
2014-10-01
We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007), 10.1016/j.tpb.2007.04.002], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008), 10.1016/j.tpb.2008.09.001], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012), 10.1007/s10955-012-0479-9]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population.
Adaptive explicit Magnus numerical method for nonlinear dynamical systems
Institute of Scientific and Technical Information of China (English)
LI Wen-cheng; DENG Zi-chen
2008-01-01
Based on the new explicit Magnus expansion developed for nonlinear equations defined on a matrix Lie group,an efficient numerical method is proposed for nonlinear dynamical systems.To improve computational efficiency,the integration step size can be adaptively controlled.Validity and effectiveness of the method are shown by application to several nonlinear dynamical systems including the Duffing system,the van der Pol system with strong stiffness,and the nonlinear Hamiltonian pendulum system.
Nonlinear dynamics from lasers to butterflies
Ball, R
2003-01-01
This book is an inspirational introduction to modern research directions and scholarship in nonlinear dynamics, and will also be a valuable reference for researchers in the field. With the scholarly level aimed at the beginning graduate student, the book will have broad appeal to those with an undergraduate background in mathematical or physical sciences.In addition to pedagogical and new material, each chapter reviews the current state of the area and discusses classic and open problems in engaging, surprisingly non-technical ways. The contributors are Brian Davies (bifurcations in maps), Nal
Beam stability & nonlinear dynamics. Formal report
Energy Technology Data Exchange (ETDEWEB)
Parsa, Z. [ed.
1996-12-31
his Report includes copies of transparencies and notes from the presentations made at the Symposium on Beam Stability and Nonlinear Dynamics, December 3-5, 1996 at the Institute for Theoretical Physics, University of California, Santa Barbara California, that was made available by the authors. Editing, reduction and changes to the authors contributions were made only to fulfill the printing and publication requirements. We would like to take this opportunity and thank the speakers for their informative presentations and for providing copies of their transparencies and notes for inclusion in this Report.
Nonlinear dynamic macromodeling techniques for audio systems
Ogrodzki, Jan; Bieńkowski, Piotr
2015-09-01
This paper develops a modelling method and a models identification technique for the nonlinear dynamic audio systems. Identification is performed by means of a behavioral approach based on a polynomial approximation. This approach makes use of Discrete Fourier Transform and Harmonic Balance Method. A model of an audio system is first created and identified and then it is simulated in real time using an algorithm of low computational complexity. The algorithm consists in real time emulation of the system response rather than in simulation of the system itself. The proposed software is written in Python language using object oriented programming techniques. The code is optimized for a multithreads environment.
Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems
Marston, J. B.; Hastings, M. B.
2005-03-01
The probability distribution function of non-linear dynamical systems is governed by a linear framework that resembles quantum many-body theory, in which stochastic forcing and/or averaging over initial conditions play the role of non-zero . Besides the well-known Fokker-Planck approach, there is a related Hopf functional methodootnotetextUriel Frisch, Turbulence: The Legacy of A. N. Kolmogorov (Cambridge University Press, 1995) chapter 9.5.; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we investigate the method of continuous unitary transformationsootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994). (also known as the flow equation approachootnotetextF. Wegner, Ann. Phys. 3, 77 (1994).), suitably generalized to the diagonalization of non-Hermitian matrices. Comparison to the more traditional cumulant expansion method is illustrated with low-dimensional attractors. The treatment of high-dimensional dynamical systems is also discussed.
Nonlinear Dynamics of Electrostatically Actuated MEMS Arches
Al Hennawi, Qais M.
2015-05-01
In this thesis, we present theoretical and experimental investigation into the nonlinear statics and dynamics of clamped-clamped in-plane MEMS arches when excited by an electrostatic force. Theoretically, we first solve the equation of motion using a multi- mode Galarkin Reduced Order Model (ROM). We investigate the static response of the arch experimentally where we show several jumps due to the snap-through instability. Experimentally, a case study of in-plane silicon micromachined arch is studied and its mechanical behavior is measured using optical techniques. We develop an algorithm to extract various parameters that are needed to model the arch, such as the induced axial force, the modulus of elasticity, and the initially induced initial rise. After that, we excite the arch by a DC electrostatic force superimposed to an AC harmonic load. A softening spring behavior is observed when the excitation is close to the first resonance frequency due to the quadratic nonlinearity coming from the arch geometry and the electrostatic force. Also, a hardening spring behavior is observed when the excitation is close to the third (second symmetric) resonance frequency due to the cubic nonlinearity coming from mid-plane stretching. Then, we excite the arch by an electric load of two AC frequency components, where we report a combination resonance of the summed type. Agreement is reported among the theoretical and experimental work.
Nonlinear dynamical characteristics of bed load motion
Institute of Scientific and Technical Information of China (English)
BAI; Yuchuan; XU; Haijue; XU; Dong
2006-01-01
Bed forms of various kinds that evolve naturally on the bottom of sandy coasts and rivers are a result of the kinematics of bed load transport. Based on the group motion of particles in the bed load within the bottom layer, a study on the nonlinear dynamics of bed load transport is presented in this paper. It is found that some development stages, such as the initiation, the equilibrium sediment transport, and the transition from a smooth bed to sand dunes, can be accounted for by different states in the nonlinear system of the bed load transport. It is verified by comparison with experimental data reported by Laboratoire Nationae D'Hydraulique, Chatou, France, that the evolution from a smooth bed to sand dunes is determined by mutation in the bed load transport. This paper presents results that may offer theoretical explanations to the experimental observations. It is also an attempt to apply the state-of-the-art nonlinear science to the classical sediment transport mechanics.
Stochastic model for aerodynamic force dynamics on wind turbine blades in unsteady wind inflow
Luhur, Muhammad Ramzan; Kühn, Martin; Wächter, Matthias
2015-01-01
The paper presents a stochastic approach to estimate the aerodynamic forces with local dynamics on wind turbine blades in unsteady wind inflow. This is done by integrating a stochastic model of lift and drag dynamics for an airfoil into the aerodynamic simulation software AeroDyn. The model is added as an alternative to the static table lookup approach in blade element momentum (BEM) wake model used by AeroDyn. The stochastic forces are obtained for a rotor blade element using full field turbulence simulated wind data input and compared with the classical BEM and dynamic stall models for identical conditions. The comparison shows that the stochastic model generates additional extended dynamic response in terms of local force fluctuations. Further, the comparison of statistics between the classical BEM, dynamic stall and stochastic models' results in terms of their increment probability density functions gives consistent results.
Stochastic and dynamical downscaling of ensemble precipitation forecasts
Brussolo, E.; von Hardenberg, J.; Rebora, N.
2009-04-01
Forecasting hydrogeological risk in small basins requires quantitative forecasts and an estimate of the probability of occurrence of severe, localized precipitation events at spatial scales of the order of tens of kilometers or less, significantly smaller than those currently provided by large scale, global, ensemble forecasting systems (EPS). Dynamically based forecasts at these scales can be obtained extending EPS scenarios with high-resolution, non-hydrostatic, limited area ensemble prediction systems. An alternative is represented by the direct application of stochastic downscaling techniques to the large scale ensemble forecasts. This work compares the performances of these two very different ensemble forecast downscaling approaches. To this purpose we consider ensemble forecasts provided by the ECMWF EPS, downscaled in space using the RainFARM stochastic technique [1], and ensembles of forecasts obtained from the COSMO-LEPS limited area prediction system (which also uses ECMWF EPS ensemble members as boundary conditions), for three intense precipitation events over northern Italy in 2006. The statistical properties of the fields produced with these two techniques are compared and the skill of the resulting ensembles is verified against direct precipitation measurements from a dense network of rain gauges. Reference: 1. Rebora, N., L. Ferraris, J. von Hardenberg, and A. Provenzale, 2006: The RainFARM: Rainfall Downscaling by a Filtered AutoRegressive Model. J. Hydrometeorol., 7, 724-738.
Dynamical simulations of classical stochastic systems using matrix product states.
Johnson, T H; Clark, S R; Jaksch, D
2010-09-01
We adapt the time-evolving block decimation (TEBD) algorithm, originally devised to simulate the dynamics of one-dimensional quantum systems, to simulate the time evolution of nonequilibrium stochastic systems. We describe this method in detail; a system's probability distribution is represented by a matrix product state (MPS) of finite dimension and then its time evolution is efficiently simulated by repeatedly updating and approximately refactorizing this representation. We examine the use of MPS as an approximation method, looking at parallels between the interpretations of applying it to quantum state vectors and probability distributions. In the context of stochastic systems we consider two types of factorization for use in the TEBD algorithm: non-negative matrix factorization (NMF), which ensures that the approximate probability distribution is manifestly non-negative, and the singular value decomposition (SVD). Comparing these factorizations, we find the accuracy of the SVD to be substantially greater than current NMF algorithms. We then apply TEBD to simulate the totally asymmetric simple exclusion process (TASEP) for systems of up to hundreds of lattice sites in size. Using exact analytic results for the TASEP steady state, we find that TEBD reproduces this state such that the error in calculating expectation values can be made negligible even when severely compressing the description of the system by restricting the dimension of the MPS to be very small. Out of the steady state we show for specific observables that expectation values converge as the dimension of the MPS is increased to a moderate size.
Efficient stochastic thermostatting of path integral molecular dynamics
Ceriotti, Michele; Parrinello, Michele; Markland, Thomas E.; Manolopoulos, David E.
2010-09-01
The path integral molecular dynamics (PIMD) method provides a convenient way to compute the quantum mechanical structural and thermodynamic properties of condensed phase systems at the expense of introducing an additional set of high frequency normal modes on top of the physical vibrations of the system. Efficiently sampling such a wide range of frequencies provides a considerable thermostatting challenge. Here we introduce a simple stochastic path integral Langevin equation (PILE) thermostat which exploits an analytic knowledge of the free path integral normal mode frequencies. We also apply a recently developed colored noise thermostat based on a generalized Langevin equation (GLE), which automatically achieves a similar, frequency-optimized sampling. The sampling efficiencies of these thermostats are compared with that of the more conventional Nosé-Hoover chain (NHC) thermostat for a number of physically relevant properties of the liquid water and hydrogen-in-palladium systems. In nearly every case, the new PILE thermostat is found to perform just as well as the NHC thermostat while allowing for a computationally more efficient implementation. The GLE thermostat also proves to be very robust delivering a near-optimum sampling efficiency in all of the cases considered. We suspect that these simple stochastic thermostats will therefore find useful application in many future PIMD simulations.
Jun, James J.; Longtin, André
2017-01-01
Abstract The neural basis of spontaneous movement generation is a fascinating open question. Long-term monitoring of fish, swimming freely in a constant sensory environment, has revealed a sequence of behavioral states that alternate randomly and spontaneously between periods of activity and inactivity. We show that key dynamical features of this sequence are captured by a 1-D diffusion process evolving in a nonlinear double well energy landscape, in which a slow variable modulates the relative depth of the wells. This combination of stochasticity, nonlinearity, and nonstationary forcing correctly captures the vastly different timescales of fluctuations observed in the data (∼1 to ∼1000 s), and yields long-tailed residence time distributions (RTDs) also consistent with the data. In fact, our model provides a simple mechanism for the emergence of long-tailed distributions in spontaneous animal behavior. We interpret the stochastic variable of this dynamical model as a decision-like variable that, upon reaching a threshold, triggers the transition between states. Our main finding is thus the identification of a threshold crossing process as the mechanism governing spontaneous movement initiation and termination, and to infer the presence of underlying nonstationary agents. Another important outcome of our work is a dimensionality reduction scheme that allows similar segments of data to be grouped together. This is done by first extracting geometrical features in the dataset and then applying principal component analysis over the feature space. Our study is novel in its ability to model nonstationary behavioral data over a wide range of timescales. PMID:28374017
Katzav, E; Nechaev, S; Vasilyev, O
2007-06-01
We report some observations concerning the statistics of longest increasing subsequences (LIS). We argue that the expectation of LIS, its variance, and apparently the full distribution function appears in statistical analysis of some simple nonlinear stochastic partial differential equation in the limit of very low noise intensity.
Shi Yun-yu, [No Value; Wang Lu, [No Value; Van Gunsteren, W. F.
1988-01-01
The molecular simulation technique of stochastic dynamics (SD) is tested by application to the immunosuppressive drug cyclosporin A (CPA). Two stochastic dynamics simulations are performed, one (SDCCl4) with atomic friction coefficients proportional to the viscosity of the nonpolar solvent CCl4, and
Sparse Identification of Nonlinear Dynamics (SINDy)
Brunton, Steven; Proctor, Joshua; Kutz, Nathan
2016-11-01
This work develops a general new framework to discover the governing equations underlying a dynamical system simply from data measurements, leveraging advances in sparsity techniques and machine learning. The so-called sparse identification of nonlinear dynamics (SINDy) method results in models that are parsimonious, balancing model complexity with descriptive ability while avoiding over fitting. The only assumption about the structure of the model is that there are only a few important terms that govern the dynamics, so that the equations are sparse in the space of possible functions; this assumption holds for many physical systems in an appropriate basis. We demonstrate the algorithm on a wide range of problems, from simple canonical systems, including the chaotic Lorenz system, to the canonical fluid vortex shedding behind an circular cylinder at Re=100. We also show that this method generalizes to parameterized systems and systems that are time-varying or have external forcing. With abundant data and elusive laws, data-driven discovery of dynamics will continue to play an increasingly important role in the characterization and control of fluid dynamics.
Nonlinear Dynamic Characteristics of the Railway Vehicle
Uyulan, Çağlar; Gokasan, Metin
2017-06-01
The nonlinear dynamic characteristics of a railway vehicle are checked into thoroughly by applying two different wheel-rail contact model: a heuristic nonlinear friction creepage model derived by using Kalker 's theory and Polach model including dead-zone clearance. This two models are matched with the quasi-static form of the LuGre model to obtain more realistic wheel-rail contact model. LuGre model parameters are determined using nonlinear optimization method, which it's objective is to minimize the error between the output of the Polach and Kalker model and quasi-static LuGre model for specific operating conditions. The symmetric/asymmetric bifurcation attitude and stable/unstable motion of the railway vehicle in the presence of nonlinearities which are yaw damping forces in the longitudinal suspension system are analyzed in great detail by changing the vehicle speed. Phase portraits of the lateral displacement of the leading wheelset of the railway vehicle are drawn below and on the critical speeds, where sub-critical Hopf bifurcation take place, for two wheel-rail contact model. Asymmetric periodic motions have been observed during the simulation in the lateral displacement of the wheelset under different vehicle speed range. The coexistence of multiple steady states cause bounces in the amplitude of vibrations, resulting instability problems of the railway vehicle. By using Lyapunov's indirect method, the critical hunting speeds are calculated with respect to the radius of the curved track parameter changes. Hunting, which is defined as the oscillation of the lateral displacement of wheelset with a large domain, is described by a limit cycle-type oscillation nature. The evaluated accuracy of the LuGre model adopted from Kalker's model results for prediction of critical speed is higher than the results of the LuGre model adopted from Polach's model. From the results of the analysis, the critical hunting speed must be resolved by investigating the track tests
Dynamics of Nonlinear Time-Delay Systems
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...
Chaotic Discrimination and Non-Linear Dynamics
Directory of Open Access Journals (Sweden)
Partha Gangopadhyay
2005-01-01
Full Text Available This study examines a particular form of price discrimination, known as chaotic discrimination, which has the following features: sellers quote a common price but, in reality, they engage in secret and apparently unsystematic price discounts. It is widely held that such forms of price discrimination are seriously inconsistent with profit maximization by sellers.. However, there is no theoretical salience to support this kind of price discrimination. By straining the logic of non-linear dynamics this study explains why such secret discounts are chaotic in the sense that sellers fail to adopt profit-maximising price discounts. A model is developed to argue that such forms of discrimination may derive from the regions of instability of a dynamic model of price discounts.
Synchronization of Nonlinear Oscillators Over Networks with Dynamic Links
De Persis, Claudio
2015-01-01
In this paper we investigate the problem of synchronization of homogeneous nonlinear oscillators coupled by dynamic links. The output of the nonlinear oscillators is the input to the dynamic links, while the output of these dynamics links is the quantity available to the distributed controllers at t
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.
Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems
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.
Use of stochastic optimization techniques for damage detection in complex nonlinear systems
Directory of Open Access Journals (Sweden)
Jafarkhani R.
2012-07-01
Full Text Available In this study, the performance of stochastic optimization techniques in the finite element model updating approach was investigated for damage detection in a quarter-scale two-span reinforced concrete bridge system which was tested experimentally at the University of Nevada, Reno. The damage sequence in the structure was induced by a range of progressively increasing excitations in the transverse direction of the specimen. Intermediate non-destructive white noise excitations and response measurements were used for system identification and damage detection purposes. It is shown that, when evaluated together with the strain gauge measurements and visual inspection results, the applied finite element model updating algorithm on this complex nonlinear system could accurately detect, localize, and quantify the damage in the tested bridge columns throughout the different phases of the experiment.
Directory of Open Access Journals (Sweden)
Sie Long Kek
2015-01-01
Full Text Available A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation are integrated interactively. On the other hand, the output is measured from the real plant and is fed back into the parameter estimation problem to establish a matching scheme. During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.
Rezaee, Hamed; Abdollahi, Farzaneh
2017-08-15
The consensus problem over high-order nonlinear multiagent systems with the Brunovsky-type model is studied. The model parameters and control directions of agents are supposed to be unknown. Hence, based on Nussbaum-type functions, an adaptive protocol is proposed, which guarantees achieving consensus in the network when the parameters and control directions of the agents are unknown and unidentical. The main contribution of this paper (compared with the existing similar results in the literature) is to guarantee achieving consensus in networks of agents when the communication topology is not connected constantly, and communication links stochastically switch over time. It is shown that if the probability of the network connectivity is not zero, under some conditions, almost sure consensus can be achieved. Illustrative examples verify the accuracy of the proposed consensus protocol.
Higher-order Solution of Stochastic Diffusion equation with Nonlinear Losses Using WHEP technique
El-Beltagy, Mohamed A.
2014-01-06
Using Wiener-Hermite expansion with perturbation (WHEP) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. The Wiener-Hermite expansion is the only known expansion that handles the white/colored noise exactly. The main statistics, such as the mean, covariance, and higher order statistical moments, can be calculated by simple formulae involving only the deterministic Wiener-Hermite coefficients. In this poster, the WHEP technique is used to solve the 2D diffusion equation with nonlinear losses and excited with white noise. The solution will be obtained numerically and will be validated and compared with the analytical solution that can be obtained from any symbolic mathematics package such as Mathematica.
Albert, Carlo; Ulzega, Simone; Stoop, Ruedi
2016-04-01
Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.
Neuromechanical tuning of nonlinear postural control dynamics
Ting, Lena H.; van Antwerp, Keith W.; Scrivens, Jevin E.; McKay, J. Lucas; Welch, Torrence D. J.; Bingham, Jeffrey T.; DeWeerth, Stephen P.
2009-06-01
Postural control may be an ideal physiological motor task for elucidating general questions about the organization, diversity, flexibility, and variability of biological motor behaviors using nonlinear dynamical analysis techniques. Rather than presenting "problems" to the nervous system, the redundancy of biological systems and variability in their behaviors may actually be exploited to allow for the flexible achievement of multiple and concurrent task-level goals associated with movement. Such variability may reflect the constant "tuning" of neuromechanical elements and their interactions for movement control. The problem faced by researchers is that there is no one-to-one mapping between the task goal and the coordination of the underlying elements. We review recent and ongoing research in postural control with the goal of identifying common mechanisms underlying variability in postural control, coordination of multiple postural strategies, and transitions between them. We present a delayed-feedback model used to characterize the variability observed in muscle coordination patterns during postural responses to perturbation. We emphasize the significance of delays in physiological postural systems, requiring the modulation and coordination of both the instantaneous, "passive" response to perturbations as well as the delayed, "active" responses to perturbations. The challenge for future research lies in understanding the mechanisms and principles underlying neuromechanical tuning of and transitions between the diversity of postural behaviors. Here we describe some of our recent and ongoing studies aimed at understanding variability in postural control using physical robotic systems, human experiments, dimensional analysis, and computational models that could be enhanced from a nonlinear dynamics approach.
Bubble and Drop Nonlinear Dynamics (BDND)
Trinh, E. H.; Leal, L. Gary; Thomas, D. A.; Crouch, R. K.
1998-01-01
Free drops and bubbles are weakly nonlinear mechanical systems that are relatively simple to characterize experimentally in 1-G as well as in microgravity. The understanding of the details of their motion contributes to the fundamental study of nonlinear phenomena and to the measurement of the thermophysical properties of freely levitated melts. The goal of this Glovebox-based experimental investigation is the low-gravity assessment of the capabilities of a modular apparatus based on ultrasonic resonators and on the pseudo- extinction optical method. The required experimental task is the accurate measurements of the large-amplitude dynamics of free drops and bubbles in the absence of large biasing influences such as gravity and levitation fields. A single-axis levitator used for the positioning of drops in air, and an ultrasonic water-filled resonator for the trapping of air bubbles have been evaluated in low-gravity and in 1-G. The basic feasibility of drop positioning and shape oscillations measurements has been verified by using a laptop-interfaced automated data acquisition and the optical extinction technique. The major purpose of the investigation was to identify the salient technical issues associated with the development of a full-scale Microgravity experiment on single drop and bubble dynamics.
Time Series Forecasting A Nonlinear Dynamics Approach
Sello, S
1999-01-01
The problem of prediction of a given time series is examined on the basis of recent nonlinear dynamics theories. Particular attention is devoted to forecast the amplitude and phase of one of the most common solar indicator activity, the international monthly smoothed sunspot number. It is well known that the solar cycle is very difficult to predict due to the intrinsic complexity of the related time behaviour and to the lack of a succesful quantitative theoretical model of the Sun magnetic cycle. Starting from a previous recent work, we checked the reliability and accuracy of a forecasting model based on concepts of nonlinear dynamical systems applied to experimental time series, such as embedding phase space,Lyapunov spectrum,chaotic behaviour. The model is based on a locally hypothesis of the behaviour on the embedding space, utilizing an optimal number k of neighbour vectors to predict the future evolution of the current point with the set of characteristic parameters determined by several previous paramet...
On the Calculation of System Entropy in Nonlinear Stochastic Biological Networks
Directory of Open Access Journals (Sweden)
Bor-Sen Chen
2015-10-01
Full Text Available Biological networks are open systems that can utilize nutrients and energy from their environment for use in their metabolic processes, and produce metabolic products. System entropy is defined as the difference between input and output signal entropy, i.e., the net signal entropy of the biological system. System entropy is an important indicator for living or non-living biological systems, as biological systems can maintain or decrease their system entropy. In this study, system entropy is determined for the first time for stochastic biological networks, and a computation method is proposed to measure the system entropy of nonlinear stochastic biological networks that are subject to intrinsic random fluctuations and environmental disturbances. We find that intrinsic random fluctuations could increase the system entropy, and that the system entropy is inversely proportional to the robustness and stability of the biological networks. It is also determined that adding feedback loops to shift all eigenvalues to the farther left-hand plane of the complex s-domain could decrease the system entropy of a biological network.
Random Dynamics of the Stochastic Boussinesq Equations Driven by Lévy Noises
Directory of Open Access Journals (Sweden)
Jianhua Huang
2013-01-01
Full Text Available This paper is devoted to the investigation of random dynamics of the stochastic Boussinesq equations driven by Lévy noise. Some fundamental properties of a subordinator Lévy process and the stochastic integral with respect to a Lévy process are discussed, and then the existence, uniqueness, regularity, and the random dynamical system generated by the stochastic Boussinesq equations are established. Finally, some discussions on the global weak solution of the stochastic Boussinesq equations driven by general Lévy noise are also presented.